Monday, February 28, 2011

Earnings Plays

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

  • This week features earnings reports from large cap names including: HBC, BUD, RY, ABV, TD, CNQ, BMO, COST, GGB, ACH, VE, HNZ, SPLS, GGP, KR, SLW, SQM, MTL, MRVL, EIX, AZO, LINTA, JOYG, AES, RRC

  • The options market is predicting an especially volatile quarter (>7% move) for: MED, NCT, CHTP, CLDX, WNR, CQB, JOE, CSR, SHE, SINA, HOV, BPI, SONS, PDLI, SOL, VIT, PAY, SIGM, ANW, CISG, CRI, EGLE, GMO, BIG, ISIS, TNDM, OSTK, PSS, FL, BID, FIG, LYV, TIVO, EPR, DPZ

  • Stocks with the highest level of analyst estimate dispersion (as measured by standard deviation of EPS estimates) include: DEPO, LCAPA, IOC, CQB, MBI, ANV, GGP, GMXR, CLDX, EGLE, RRI, DGI, FSYS, SONS, EXM, GMO, VISN, BYD, LYV, EVEP

  • Stocks reporting earnings that are farthest below their 20 day moving average (in % terms) include: SLZP, CHTP, NKTR, MED, ANW, AIB, MTL, MITI, SINA, HOV, BYD, VIT, OSTK, SPLS

  • Stocks reporting earnings that are farthest above their 20 day moving average (in % terms) include: HERO, SLW, WTI, NCT, KOG, GMXR, BRY, RRC, CDE, BID, CNQ, CIE, BIG, SSRI, AFAM, DGI, WNR, JAZZ, CLDX, NGD, ANV, PSS, BPZ, DVR, UHS

No position at this time. Position declarations are believed to be accurate at time of writing but may change at any time and without notice.

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