In our prior post we highlighted our quarterly list of the most volatile stocks on earnings. That list contains stocks across the market cap spectrum, and it’s mostly made up of small-cap names. For those that want to see a list of more widely traded names, below is a list of the most volatile stocks on earnings that have market caps greater than $5 billion. As shown, Netflix (NFLX) tops the list with an average one-day move of +/-13.87% in reaction to earnings. Twitter (TWTR) ranks second, followed by Vipshop (VIPS), Priceline (PCLN), Align Tech (ALGN), and Akamai Tech (AKAM).
Amazon.com (AMZN) is another name on the list with an average move of +/-9.61% on its earnings reaction days. With a market cap of more than $425 billion, a 9% move represents a swing of more than $40 billion in market cap once per quarter.
Other notables on the list of most volatile large-cap stocks on earnings include Michael Kors (KORS), Ulta Beauty (ULTA), Nvidia (NVDA), Expedia (EXPE), Chipotle (CMG), Tesla (TSLA), Baidu (BIDU), and Under Armour (UA). Many of you likely own at least one or two of the names on the list below, so be sure to keep a close eye on them heading into their earnings reports this season. Remember, you can always use our Interactive Earnings Report Database to get a sense of how these names typically trade.
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