Monday, February 14, 2011

Earnings Plays

BMO Capital came out with their weekly Earnings Volatility Screen today.  Here are some highlights: 

Approximately 81% of S&P 500 companies have reported Q4 earnings.

 This week features earnings reports from large cap names including: BHP, CMCSA, BCS, ABB, ABX, ING, APA, ING, DE, DVN, EPD, ESRX, DELL, CVE, EOG, DUK, TLM, NTAP, GENZ, KGC, PCG, WM, INTU, WMB, MMC, A, MAR, CBS, OMC, FSLR, TV, WPZ, HCP, CTL, NVDA, PGN, HST, Q, PWE, AEM, ADI, FE, CLF, NXY, ECL, CPB, GFI, CVC, FTI, CF, ETP, JWN

The options market is predicting an especially volatile quarter (>7% move) for: STEC, DF, ATHN, CTRP, CLWR, SKX, BRCD, FOSL, NVDA, ARUN, MAS, CPLA, SPWRA, TBL, VCI, SIRI, ITMN, WCG, CECO, AAWW, VCLK  

Stocks with the highest level of analyst estimate dispersion (as measured by standard deviation of EPS estimates) include: HST, CPN, BMRN, NAT, PWE, VMED, SIRI, MAS, FBR, CAR, SKX, IO, H, CIT, REGN, CLWR, NVDA, DLR

Stocks reporting earnings that are farthest below their 20 day moving average (in % terms) include: NXY, WLT, SFL, FBR, DPS, GFI, KGC, DF

Stocks reporting earnings that are farthest above their 20 day moving average (in % terms) include: PDE, FOSL, WTW, SIRI, ARUN, MOH, BEC, SPWRA, WCG, JWN, ROC, FSLR, SPW, STEC, CVC, VMED, ANF, CAR, AAWW, TRN

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