Top 20 Most Volatile Stocks on Earnings Day
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Created by sarah z
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Date updated:07-02-2007

From Bespoke Investment Group.

"With second quarter earnings season fast approaching, we looked at over 2,600 stocks to see how volatile they typically are in reaction to their quarterly reports. We specifically wanted to find the stocks that had the largest average absolute price change on the first trading day after an earnings release. Below we highlight the stocks that have had an average absolute 1-day percent change of greater than 10% in reaction to earnings. We limited our list to those that have had at least 3 years worth of reports and are trading above $10/share."

symbol name last price % change open
  • +
  • BCSI
    Blue Coat Systems
  • $24.61
  • -2.69%
  • $24.63

Avg. Absolute 1 Day % Chg on Earnings: 17.36%

People owning BCSI also tend to own: AAPLACCP.OBAMAGEMKRFCSXFTGXHAYN

TheStreet.com Rating: C What is this?

  • +
  • ITWO
    I2 Technologies
  • $17.86
  • +0.62%
  • $17.66

Avg. Absolute 1 Day % Chg on Earnings: 14.49%

People owning ITWO also tend to own: BGBHEBIGCPTSDYNGWRGYMB

TheStreet.com Rating: C+ What is this?

  • +
  • PCLN
    Priceline.com Inc
  • $172.00
  • +2.37%
  • $167.48

Avg. Absolute 1 Day % Chg on Earnings: 14.28%

People owning PCLN also tend to own: AAPLABAGALTRAMPBJSCBE

TheStreet.com Rating: B+ What is this?

  • +
  • ALGN
    Align Technology
  • $16.52
  • -3.28%
  • $16.70

Avg. Absolute 1 Day % Chg on Earnings: 13.65%

People owning ALGN also tend to own: ACORCSCOIFFSBUXSIRISIROTREMX

TheStreet.com Rating: C+ What is this?

  • +
  • ASF
    Administaff Inc
  • $23.45
  • -3.14%
  • $23.87

Avg. Absolute 1 Day % Chg on Earnings: 12.85%

People owning ASF also tend to own: ADVSANSSAVAXPBAXDGIIDTV

TheStreet.com Rating: B- What is this?

  • +
  • MDR
    Mcdermott Int Pan
  • $23.89
  • +0.29%
  • $23.46

Avg. Absolute 1 Day % Chg on Earnings: 12.61%

People owning MDR also tend to own: GESITGSTHJF.PKBRCMFXIACHASTI

TheStreet.com Rating: C What is this?

  • +
  • SNDK
    Sandisk Corporati
  • $20.82
  • -0.72%
  • $20.56

Avg. Absolute 1 Day % Chg on Earnings: 12.57%

People owning SNDK also tend to own: AIRNAUYEFIIFXIHLKGCSPN

TheStreet.com Rating: D What is this?

  • +
  • SYNA
    Synaptics Incorpo
  • $24.77
  • +1.10%
  • $24.18

Avg. Absolute 1 Day % Chg on Earnings: 12.57%

People owning SYNA also tend to own: AMGNAPCCNQRMMMMSFTNBRPRMSX

TheStreet.com Rating: C+ What is this?

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