Top 20 Most Volatile
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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.
-
WFMI
Whole Foods Marke - $26.73
- +1.40%
- $26.67
Avg. Absolute Change on Report Day: 12.65% Expected Report Date: 5-3-07
-
SNDK
Sandisk Corporati - $20.34
- +0.49%
- $20.50
Avg. Absolute Change on Report Day: 12.41% Expected Report Date: 4-26-07
-
NVDA
Nvidia Corporatio - $13.00
- +0.78%
- $13.08
Avg. Absolute Change on Report Day: 11.75% Expected Report Date: 5-11-07
-
SANM
Sanmina-sci Corpo - $8.35
- -0.24%
- $8.39
Avg. Absolute Change on Report Day: 11.33% Expected Report Date: 4-25-07
-
AV
Aviva Plc - $13.281
- +0.16%
- $13.22
Avg. Absolute Change on Report Day: 10.44% Expected Report Date: 4-26-07
-
DYN
Dynegy Inc Cl A N - $1.85
- -2.63%
- $1.95
Avg. Absolute Change on Report Day: 10.43% Expected Report Date: 5-9-07
-
AMZN
Amazon.com - $133.00
- +2.58%
- $131.21
Avg. Absolute Change on Report Day: 10.43% Expected Report Date: 4-25-07
-
GTW
Gtw - $0.00
- N/A
- $N/A
Avg. Absolute Change on Report Day: 9.95% Expected Report Date: 4-27-07
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10/07/2007 19:21 PM CDT Asked by kelf
any updates before earnings season comes up again? :)