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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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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
MTG - MGIC Investment Corp
Today -
Before Open
8% 10.7% 0.25
ABT - Abbott Laboratories
Today -
Before Open
2% 11.4% 0.65
USB - U.S. Bancorp
Today -
Before Open
1% 4.4% 0.88
URI - United Rentals Inc
Today -
After Close
8% 20.8% 3.00
EBAY - eBay Inc
Today -
After Close
5% 0.8% 0.38
AXP - American Express Co
Today -
After Close
3% 7.2% 1.47
UAL - United Continental Holdings Inc
Today -
After Close
3% -14.4% 2.12
AA - Alcoa Inc
Today -
After Close
3% 30.9% 0.77
STLD - Steel Dynamics Inc
Today -
After Close
3% -3.5% 0.66
KMI - Kinder Morgan Inc
Today -
After Close
2% -5% 0.14
CCI - Crown Castle International Corp
Today -
After Close
2% 4.9% 1.10
TXT - Textron Inc
Tomorrow -
Before Open
5% 7.1% 0.62
TSM - Taiwan Semiconductor Manufacturing Co. Ltd. (TSMC)
Tomorrow -
Before Open
2% 0% 0.55
VZ - Verizon Communications Inc
Tomorrow -
Before Open
2% 9% 0.98

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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