As always the data below is based on the last three years of earnings results unless the ticker is in italics. The columns show the biggest rally, biggest drop, average move, and what the stock did last quarter in reaction to earnings. Finally, double check the earnings dates as not all were confirmed.
Next week we have a small list, but it’s an interesting one as several of the companies reporting have recently had a big move or just regularly experience a lot of volatility around earnings. As always the data below is based on the last three years of earnings results unless the ticker is in italics. […]
The numbers below represent three years of history with a couple of exceptions which have not been around long enough to provide a full three years of history. In those cases the data appears in italics. After the ticker the columns show the biggest gain, biggest drop, average move (non-directional) and stock price reaction […]
Volatility as an asset class Five Below (FEYE) is recently down after the discount retailer reported on better than expected Q1 results and raising 2015 outlook. June call option implied volatility is at 33, July and August is at 32; compared to its 52-week range of 33 to 73. Ciena (CIEN) is recently up 46c […]
We are still in a lull period between the brunt of earnings seasons. Despite the short list below, there are some pretty exciting names reporting earnings next week. Radio Shack, which was halted on Tuesday as I gathered this data will be particularly interesting as the rumors continue to swirl around the company’s survivability.
August Non-Farm Payroll fell to 142K, far below the 200K + estimates. The Unemployment Rate dropped from 6.2% to 6.1%. The gain of 142K jobs was the smallest rise in 2014. Stock Futures were off before the report but rallied back to unchanged, as some traders think this may give pause to the FED on […]
Weekly Jobless claims rose, but all attention still on tomorrow’s NFP at 7:30 CDT. Challenger, Gray & Christmas reported jobs cuts spiking up 45% last month. ECB cut deposit rate to negative, traders still figuring that out. European shares modestly higher. Volatility as an asset class: Ciena (CIEN) is up $2.64 to $21.64 in the […]
Analysis of S&P 500 from QuickTakesPro’s Michael Kahn: S&P 500 (SPX) – At the time of this broadcast, SPX was around 1,764.32 down 3.61 from Monday’s close. The upward trendline going back to November continues on and the market is well above that. It also appears to have broken out of its “Rising Wedge” pattern […]
Volatility as an asset class Ciena (CIEN) is up $2.15 to $22.83 in early trading after telecom-equipment company reported Q3 revenue of $538M, compared to consensus $535M. Overall option implied volatility of 52 is above its 26-week average of 47. H&R Block (HRB) is down $0.93 to $26.12 after the tax-service provider reported a larger […]
Volatility as an asset class Ciena (CIEN) is up $1.85 to $18.13 in the premarket on the telecom equipment supplier sees Q3 revenue $515M-$545M, compared to consensus $509.46M. Overall option implied volatility of 51 is above its 26-week average of 45. J.M. Smucker (SJM) closed at $102.37 into reporting Q4 earnings rose 25%. Overall option […]