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Predicted Move

Predicted Move (Volatility) Similar to Implied Volatility in Options. The predicted move (volatility) % is based on our proprietary Volatility Prediction Model. We are expecting that stock price may likely move % in either direction by the end of the next regular trading session in Earnings reaction. The move may not necessarily be the closing volatility %.

Why is it important?

  1. Knowing expected volatility in stocks in Earnings reaction helps in deciding whether to trade stocks or not prior to Earnings announcement.
  2. Taking advantage of volatility collapse following Earnings results by using Options strategies such as Spread and Straddle

Since Last Earnings

Change in share price since last Earnings release.

Why is it Important?

When share has gained more than 10% since it's last Earning release, it tends to over react to minor bad news and give up some gains if not all. So, it contains more downside volatility than upside When share has dropped more than 10% since it's last Earning release, it tends to over react to minor good news and recover some drops if not all. So, it contains more upside volatility than downside.

EPS Surprise (%)

Occurs when a company's reported quarterly or annual profits are above or below analysts' expectations. Here is the formula to derive % EPS Surprice:

Actual EPS - Estimated EPS
------------------------------------- x 100
Estimated EPS

Why is it Important?

Earnings surprises can have a huge impact on a company's stock price. Several studies suggest that positive earnings surprises not only lead to an immediate hike in a stock's price, but also to a gradual increase over time. Hence, it's not surprising that some companies are known for routinely beating earning projections. A negative earnings surprise will usually result in a decline in share price.

Next Day Price Change (%)

Next Regular trading session Closing price following Earnings result.

For After Market Close Earnings, It is a next trading day closing price. For Before Market Open Earnings, It is the same trading day closing price.

Why is it Important?

Next Day price change is a reaction of Earnings result.

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Post Notable Earnings Analysis

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Check out Upcoming Notable Earnings

Symbol/Company Earnings Date EPS Surprise (%) Next Day
Price Change (%)
Since Last
Earnings (%)
FL - Foot Locker Inc
Fri 18 Aug Before Open (4 days ago)
-31.11% -27.92% 0%
EL - Estee Lauder Companies Inc
Fri 18 Aug Before Open (4 days ago)
18.6% 7.73% 0%
DE - Deere & Co
Fri 18 Aug Before Open (4 days ago)
2.07% -5.38% 0%
BABA - Alibaba Group Holding Ltd
Thu 17 Aug Before Open (5 days ago)
28.77% 2.77% 2.8%
WMT - Wal-Mart Stores Inc
Thu 17 Aug Before Open (5 days ago)
0.93% -1.58% -1.6%
AMAT - Applied Materials Inc
Thu 17 Aug After Close (5 days ago)
3.61% 2.74% 0%
ROST - Ross Stores Inc
Thu 17 Aug After Close (5 days ago)
7.89% 10.67% 0%
GPS - Gap Inc
Thu 17 Aug After Close (5 days ago)
11.54% -0.13% 0%
TGT - Target Corp
Wed 16 Aug Before Open (6 days ago)
2.5% 3.61% 3.3%
CSCO - Cisco Systems Inc
Wed 16 Aug After Close (6 days ago)
0% -4.02% -4%
NTAP - NetApp Inc
Wed 16 Aug After Close (6 days ago)
23.81% -6.72% -6.7%
LB - L Brands Inc
Wed 16 Aug After Close (6 days ago)
6.67% -5.06% -5.1%
COH - Coach Inc
Tue 15 Aug Before Open (7 days ago)
2.04% -15.19% -14.4%
AAP - Advance Auto Parts Inc
Tue 15 Aug Before Open (7 days ago)
-4.24% -20.34% -15.1%

EPS Surprise (%)

Occurs when a company's reported quarterly or annual profits are above or below analysts' expectations. Here is the formula to derive % EPS Surprice:

Actual EPS - Estimated EPS
-------------------------------------   x 100
        Estimated EPS

Why is it Important?

Earnings surprises can have a huge impact on a company's stock price. Several studies suggest that positive earnings surprises not only lead to an immediate hike in a stock's price, but also to a gradual increase over time. Hence, it's not surprising that some companies are known for routinely beating earning projections. A negative earnings surprise will usually result in a decline in share price.

% Since Last Earnings

Change in share price since last Earnings release.

Why is it Important?

When share has gained more than 10% since it's last Earning release, it tends to over react to minor bad news and give up some gains if not all. So, it contains more downside volatility than upside

When share has dropped more than 10% since it's last Earning release, it tends to over react to minor good news and recover some drops if not all. So, it contains more upside volatility than downside.

Next Day Price Change (%)

Next Regular trading session Closing price following Earnings result.

For After Market Close Earnings, It is a next trading day closing price.
For Before Market Open Earnings, It is the same trading day closing price.

Why is it Important?

Next Day price change is a reaction of Earnings result.

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