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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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Testimonial

Eddie Wong , New York, NY, Active Trader

StockEarnings.com has successfully predicted price movement earnings after earnings. Its a website you can't afford to not try!

Justin Duval , New York, NY, Active Trader

StockEarnings.com has been a great resource for finding and trading the best earnings plays. It's been key to my development as a profitable earnings trader!

Angelo Costabile , Barcelona, Spain

The Earnings screening tool is a terrific tool that has provides users very useful information for stock and options trading and more importantly it is a great time saver because personally I avoid making historic researches.

Melissa Madgwick , Sydney, Australia

I use this webiste to filter and find stocks which are higly volatile in after earning.Predicted volatility simplifies my options stragagy. This is only tool out there which provides the ability to fliters earning calendar based on predicted volatalitry. Awesome!!!!

Miguel Buet , Taipei, China

 I use this website for the matrix they have sort list 'Upcoming Notable Earning' They use the same parameters which i do manually but it takes forever to find stocks. It makes my research very easy. I would pay good money to have continued access!

Lance Johnson , Richmond VA, United States

Made good money by using predicated volatility indicator in earning season! Best for Options Traders and Gap Traders like me!

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