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Tuesday
Mar262013

Most Volatile Stocks on Earnings

The second quarter begins next week, and with it comes the start of the first quarter earnings reporting period.  Over at Bespoke Premium, we offer some of the most comprehensive earnings analysis there is, and a large portion of it comes from our Interactive Earnings Report Database.  You can read more about the database here, but basically it contains unique stats for nearly 100,000 quarterly earnings reports.  Once traders use it, they can't live without it!

One of the things we can do with the database is find the stocks that see the biggest moves on their earnings report days.  For traders looking for action during earnings season, these stocks are where it's at.  Below is a list of the US stocks that have historically seen moves of +/-10% on their earnings report days.  (For stocks that report after the close, we use the next day's change.)  As shown, Telenav (TNAV) is the most volatile stock of them all with an average one-day change of +/-16.70% on earnings.  Neftlix (NFLX) ranks second at +/-14.47%, followed by Travelzoo (TZOO) at +/-14.42%.  Other well known names on the list of volatile stocks on earnings include Intuitive Surgical (ISRG) Crocs (CROX), Sandisk (SNDK), Deckers (DECK), Cirrus Logic (CRUS) and Amazon.com (AMZN).  As big as it is, Amazon has historically seen its value swing by 10% on the day of its earnings report each quarter.

 

Everyone that regularly trades in the market uses an earnings calendar.  Why not use the best?  Over at Bespoke Premium, we offer our Interactive Earnings Season Calendar (sample below) that members use religiously.  The calendar is unique in that it not only highlights the expected report dates, time of day and current EPS estimates for all of the companies set to report over the next month, but it also provides historical earnings report data for each stock.  For each stock in the calendar, we show its historical earnings and revenue beat rate, its historical guidance patterns, and finally, how the stock has historically traded in reaction to its reports.

To check out the calendar, below is an abbreviated version of a prior quarter's file.  The full calendar contains searchable earnings information for thousands of stocks.  To access the full calendar for the upcoming earnings season, become a Bespoke Premium member today.  You can sign up for a 5-day free trial here!

Sample Bespoke 2nd Quarter Interactive Earnings Calendar