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-$0.03 (-0.46%)
07:31PM (15 mins delay)
Oct 05, 2009 - 3:19 PM EDT
Hickey and Walters (Bespoke) submit:
From our Interactive Earnings Report Database, below we have filtered out the US stocks that have historically been the most volatile on their earnings report days. To calculate this, we use the average absolute percentage change on all earnings report days for each stock that has reported earnings going back to 2001. (If a stock is up 10% on one day and down 20% on the next day, the average absolute 1-day change is 15%.)
The stocks below all have at least 10 quarterly earnings reports in our database and are trading higher than $5/share. As shown, FSLR has historically been the most volatile stock on earnings with an average daily change of +/-17.71%! in our database. MFLX isn't far behind at +/-17.03%. A stock that gains or loses nearly 20% of its value on every quarterly report is a day trader's dream. Other notables on the list of the most volatile stocks on earnings include ISRG, PCLN, UAUA, NFLX, and SNDK. For those interested, we also provide each stock's expected upcoming earnings report date.
Source: Seeking Alpha (Oct 05, 2009 - 3:19 PM EDT)
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