The Q2 2016 reporting period unofficially begins this evening with Alcoa (AA) set to report after the close.  But even though earnings season starts this week, things don’t really pick up until late next week and beyond.  A total of just 36 companies are set to report this week, but in early August more than ten times that many companies will report on one day (8/4) alone.


As we do at the start of each earnings season, below is our list of the most volatile stocks on earnings.  Using our Interactive Earnings Report Database, the stocks below have all historically averaged a move of +/-12%+ on their historical earnings reaction days.  For this screen, only stocks that trade above $5/share are included, and the stock must also have at least two years worth of quarterly earnings reports.  Also, if you’re confused about what an “earnings reaction day” is, it’s the first trading day following a company’s earnings release.  For a stock that reports before the open, its percentage change that trading day is its earnings reaction day.  For a stock that reports after the close, its change the next trading day is its earnings reaction day.

Of the companies set to report earnings within the next month and a half, LendingTree (TREE) has historically been the most volatile, averaging a move of +/-16.84% on its earnings reaction days throughout its history as a public company.  The Container Store (TCS), RetailMeNot (SALE), and ChannelAdvisor (ECOM) are not far behind, though, all with average moves of +/-16%+ on earnings.  A few other notables on our list of the most volatile stocks on earnings include Yelp (YELP), Netflix (NFLX), Twitter (TWTR), Pandora (P), and First Solar (FSLR).


The table above includes all stocks currently trading above $5/share.  If you’re looking for higher-priced stocks (in terms of $/share), below is a list of the most volatile stocks on earnings that trade for more than $50/share.  LendingTree (TREE) is at the top of this list as well since it trades at $97.60, but Netflix (NFLX) ranks second, followed by Tableau Software (DATA), LinkedIn (LNKD), Elli Mae (ELLI), and Align Tech (ALGN).  Other notables on this list include Priceline (PCLN), Intuitive Surgical (ISRG), TripAdvisor (TRIP), Michael Kors (KORS), Decker Outdoor (DECK), and (AMZN).  For additional earnings-season analysis, start a 14-day free trial to Bespoke’s premium research today!



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