BMO capital markets posted their earnings volatility screen today. Here are some highlights:
Approximately 74% of S&P 500 companies have reported Q4 earnings.
The options market is predicting an especially volatile quarter (>7% move) for: OPEN, ALU, WFMI, JASO, S, CMG, ATML, CHBT, AKAM, TTWO, CTRP, NUAN, LPX, ATVI, AXL, RAX.
Stocks with the highest level of analyst estimate dispersion (as measured by standard deviation of EPS estimates) include: HST, CPN, PWE, VMED, ANR, MAS, FBR, ECA, MFC, CIT, H, KIM, NVDA
Stocks reporting earnings that are farthest below their 20 day moving average (in % terms) include: ANR, FBR, JNY, SLE, MGM, APA, TTM, WLT, STRA, OMX, VCLK, CTRP, GSIC, SGEN, AB
Stocks reporting earnings that are farthest above their 20 day moving average (in % terms) include: TEX, EDMC, SVVS, ING, NVDA, BGC, NBR, TTWO, RAX, SIRI, ITRI, CMG, STEC, SPW, SVM, FOSL, NG
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