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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.

Upcoming Notable Earnings

Sometimes, when 100s of companies releasing Earnings on the same day, it’s very hard to follow notable Earnings for trading or investment research purpose. So, we figured out the way to filter upcoming Earnings based on predefined criteria!

Sign up for 7 day FREE TRIAL and receive daily/weekly emails alert for notable Earnings.

Check out our Post-Notable-Earnings Analysis

Symbol/Company Earnings Date Predicted Move Since Last Earnings EST EPS
INFO - IHS Markit Ltd
Tue 27 Jun -
Before Open (2 Days)
2% 16% 0.43
KBH - KB Home
Tue 27 Jun -
After Close (2 Days)
5% 16% 0.26
GIS - General Mills Inc
Wed 28 Jun -
Before Open (3 Days)
1% -7.2% 0.71
AYI - Acuity Brands Inc
Thu 29 Jun -
Before Open (4 Days)
7% -25.4% 1.92
RAD - Rite Aid Corp
Thu 29 Jun -
Before Open (4 Days)
7% 0% -0.02
STZ - Constellation Brands Inc
Thu 29 Jun -
Before Open (4 Days)
5% 16.8% 1.98
WBA - Walgreens Boots Alliance Inc
Thu 29 Jun -
Before Open (4 Days)
3% -8% 1.31
CAG - Conagra Brands Inc
Thu 29 Jun -
Before Open (4 Days)
2% -8% 0.38
MU - Micron Technology Inc
Thu 29 Jun -
After Close (4 Days)
7% 19.9% 1.37
NKE - Nike Inc
Thu 29 Jun -
After Close (4 Days)
4% -8.9% 0.49
YUMC - Yum China Holdings Inc
Wed 5 Jul -
After Close (10 Days)
6% 41.9% 0.23
PEP - PepsiCo Inc
Tue 11 Jul -
Before Open (16 Days)
1% 2.5% 1.40
INFY - Infosys Technologies LTD
Fri 14 Jul -
Before Open (19 Days)
6% -2.7% 0.23
C - Citigroup Inc
Fri 14 Jul -
Before Open (19 Days)
3% 0% 1.24

Predicted Move (Volatility)

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.

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