Upcoming Earnings Analysis

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Summary and Full Report information on companies reporting earnings in the last two weeks or next two weeks, showing historical absolute average of the prior 4 quarters stock price movement versus next earnings date implied stock price movement.

The Summary Tab displays tables of stocks, with two-week time horizon (both forward and past), showing Implied Price Move Greater or Less Than Historical Averages around each stock’s earnings date. Historical averages are calculated on absolute average price movements over the prior 4 quarters, around earnings dates. The implied price move is estimated using actual ATM options straddle trading data.

Full Reports and Straddle Performance Tabs display data on all known companies which will report earnings in the next two weeks, or have done so in the last two weeks. Historical data is calculated from previous earnings price moves. Forward looking data on implied movement is based on actual ATM options straddle trading data.

Filters can be used to further refine the data, by Custom Watchlist, In ETF, Price, Average Stock Volume and Option Volume. Sort the table columns by clicking on column headings. For example, sort by Average Stock Volume, Average Option Volume or % Price Change. Click on the icons in the Symbols column to view more information on the specific stock. Use the Search box to look for a specific stock symbol.

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In My Watchlist

In ETF

Stock Price

Avg. Stock Volume

Avg. Option Volume

Market Cap

Implied vs Last 4 Abs Avg The difference between the at-the-money straddle implied earnings move for the upcoming earnings and the absolute average earnings move for the 4 previous earnings events. A positive number means the market is implying a LARGER move (large in magnitude, either direction) than what has been observed historically.

Implied vs Last 12 Abs Avg The difference between the at-the-money straddle implied earnings move for the upcoming earnings and the absolute average earnings move for the 12 previous earnings events. A positive number means the market is implying a LARGER move (large in magnitude, either direction) than what has been observed historically.

Implied vs Last 12 Median The difference between the at-the-money straddle implied earnings move for the upcoming earnings and the absolute median earnings move for the 12 previous earnings events. A positive number means the market is implying a LARGER move (large in magnitude, either direction) than what has been observed historically.

Note: Implied Moves and Historical Absolute Moves represent the magnitude of the stock change in either direction. A move of -7% and a move of +7% both have the same magnitude of 7%.

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