Most Volatile Stocks on Earnings Reports

With second quarter earnings season fast approaching, we looked at over 2,600 stocks to see how volatile they typically are in reaction to their quarterly reports.  We specifically wanted to find the stocks that had the largest average absolute price change on the first trading day after an earnings release.  Below we highlight the stocks that have had an average absolute 1-day percent change of greater than 10% in reaction to earnings.  We limited our list to those that have had at least 3 years worth of reports and are trading above $10/share.

If you would like this information on a certain stock or basket of stocks, or if you would like to learn more about our earnings analysis, simply fill out this contact form or email info@bespokeinvest.com and be sure to mention "Earnings."

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Comments

[Controlled Trader]

Many traders were wondering on Tim Knights blog about past market action around 4th July. Do you have any opinion. Thanks.

[aymon]

Hi,

Can you please send me a list of most volatile stocks for earnings in August?

Thanks!