Top 20 Most Volatile
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average rating: 3.55 / 9 ratings
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Date updated:04-10-2007

For those traders looking for action during earnings season, below we highlight the S&P 500's 20 most volatile stocks on their earnings report days. This is calculated by taking the average absolute percent change of each stock in the S&P 500 on each of their earnings report days going back to the start of the bull market. We also provide the dates that the companies are scheduled to report during this earnings season as well.

From TickerSense.

symbol name last price % change open
  • +
  • WFMI
    Whole Foods Marke
  • $20.73
  • +1.82%
  • $20.14

Avg. Absolute Change on Report Day: 12.65% Expected Report Date: 5-3-07

People owning WFMI also tend to own: AIGAXPAXSBBBYBRK-ABRK-BBRO

TheStreet.com Rating: C What is this?

  • +
  • SNDK
    Sandisk Corporati
  • $15.43
  • -3.86%
  • $16.00

Avg. Absolute Change on Report Day: 12.41% Expected Report Date: 4-26-07

People owning SNDK also tend to own: AAPLABTLAIRNALVRCHINACNETDRIV

TheStreet.com Rating: D What is this?

  • +
  • NVDA
    Nvidia Corporatio
  • $10.85
  • -0.82%
  • $10.94

Avg. Absolute Change on Report Day: 11.75% Expected Report Date: 5-11-07

People owning NVDA also tend to own: AAPLAMTAMZNATHRBEASCTSHEMC

TheStreet.com Rating: D+ What is this?

  • +
  • SANM
    Sanmina-sci Corpo
  • $0.70
  • +1.45%
  • $0.69

Avg. Absolute Change on Report Day: 11.33% Expected Report Date: 4-25-07

People owning SANM also tend to own: BRCMHPQMRVLQCOMAVNXBJSAYR

TheStreet.com Rating: D What is this?

  • +
  • AV
    Av
  • $0.00
  • N/A
  • $N/A

Avg. Absolute Change on Report Day: 10.44% Expected Report Date: 4-26-07

People owning AV also tend to own: ABTABXAAMZNANDWBAXBIOMCOP

TheStreet.com Rating: B What is this?

  • +
  • DYN
    Dynegy Inc (de)
  • $2.29
  • 0.00%
  • $2.30

Avg. Absolute Change on Report Day: 10.43% Expected Report Date: 5-9-07

People owning DYN also tend to own: JPMPFEBSXCTBDOWERTSHYC

TheStreet.com Rating: D+ What is this?

  • +
  • AMZN
    Amazon.com
  • $84.93
  • +2.26%
  • $82.42

Avg. Absolute Change on Report Day: 10.43% Expected Report Date: 4-25-07

People owning AMZN also tend to own: AAPLAMTATHRBEASCTSHEMCGOOG

TheStreet.com Rating: B What is this?

  • +
  • GTW
    Gtw
  • $0.00
  • N/A
  • $N/A

Avg. Absolute Change on Report Day: 9.95% Expected Report Date: 4-27-07

People owning GTW also tend to own: AXPCECOETQFDCINFSSORCTRMM

TheStreet.com Rating: D+ What is this?

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Portfolio not tracked!

10/07/2007 19:21 PM CDT Asked by kelf
any updates before earnings season comes up again? :)

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