Earnings

Who just beat, who reports next, and how big a move the options market expects. Momentum screen last run 17h ago

Post-earnings momentum screen

All five filters must pass on real data; a rescan refreshes this table but never changes the day's picks
#1SFL
SFL Corporation Ltd
$13.68
SMA (simple moving average): the average closing price over the last N days. Price above the 20, 50, and 200 day SMAs means the trend is up on short, medium, and long horizons at once.EPS surprise: how far earnings per share (a company's profit divided by its share count) came in above what analysts expected. A +10% beat means profit topped the consensus estimate by 10%. This screen requires more than +8%.QoQ: quarter over quarter, this quarter's earnings per share compared with the prior quarter's. Growth above 15% in three months signals the business is accelerating, not just beating a low bar once.RSI (Relative Strength Index): a 0 to 100 momentum gauge built from the last 14 days of price moves. The 50 to 70 band this screen wants means solid upward momentum; readings above 70 are often called overbought and tend to precede pullbacks.RVOL (relative volume): today's trading volume divided by the 50 day average. 1.3x means 30% more shares changing hands than normal, a sign of genuine interest in the stock rather than routine drift.Distance from the 52 week high: how far the current price sits below the stock's highest price of the past year. Trading near the high is a classic sign of strength; far below it means the move has to reclaim old ground first.Earnings day volume: how many times normal volume traded on the day results were reported. A big spike means the market genuinely reacted to the report, which is the setup post-earnings drift feeds on.
Semtech Corporation
$181.03
Market cap: the total value of all the company's shares, price times share count. Mega is $200B and up, large $10B to $200B, mid $2B to $10B, small $300M to $2B. Bigger companies tend to be better known, more liquid, and less prone to wild data glitches.EPS surprise: how far earnings per share (a company's profit divided by its share count) came in above what analysts expected. A +10% beat means profit topped the consensus estimate by 10%. This screen requires more than +8%.QoQ: quarter over quarter, this quarter's earnings per share compared with the prior quarter's. Growth above 15% in three months signals the business is accelerating, not just beating a low bar once.RSI (Relative Strength Index): a 0 to 100 momentum gauge built from the last 14 days of price moves. The 50 to 70 band this screen wants means solid upward momentum; readings above 70 are often called overbought and tend to precede pullbacks.RVOL (relative volume): today's trading volume divided by the 50 day average. 1.3x means 30% more shares changing hands than normal, a sign of genuine interest in the stock rather than routine drift.Distance from the 52 week high: how far the current price sits below the stock's highest price of the past year. Trading near the high is a classic sign of strength; far below it means the move has to reclaim old ground first.Earnings day volume: how many times normal volume traded on the day results were reported. A big spike means the market genuinely reacted to the report, which is the setup post-earnings drift feeds on.
Netskope, Inc.
$17.21
Market cap: the total value of all the company's shares, price times share count. Mega is $200B and up, large $10B to $200B, mid $2B to $10B, small $300M to $2B. Bigger companies tend to be better known, more liquid, and less prone to wild data glitches.EPS surprise: how far earnings per share (a company's profit divided by its share count) came in above what analysts expected. A +10% beat means profit topped the consensus estimate by 10%. This screen requires more than +8%.QoQ: quarter over quarter, this quarter's earnings per share compared with the prior quarter's. Growth above 15% in three months signals the business is accelerating, not just beating a low bar once.RSI (Relative Strength Index): a 0 to 100 momentum gauge built from the last 14 days of price moves. The 50 to 70 band this screen wants means solid upward momentum; readings above 70 are often called overbought and tend to precede pullbacks.RVOL (relative volume): today's trading volume divided by the 50 day average. 1.3x means 30% more shares changing hands than normal, a sign of genuine interest in the stock rather than routine drift.Distance from the 52 week high: how far the current price sits below the stock's highest price of the past year. Trading near the high is a classic sign of strength; far below it means the move has to reclaim old ground first.Earnings day volume: how many times normal volume traded on the day results were reported. A big spike means the market genuinely reacted to the report, which is the setup post-earnings drift feeds on.

Expected swings

Names reporting inside two weeks where option prices imply a move far bigger than a normal week; measured from live quotes during market hours
SymbolMarket cap: the total value of all the company's shares, price times share count. Mega is $200B and up, large $10B to $200B, mid $2B to $10B, small $300M to $2B. Bigger companies tend to be better known, more liquid, and less prone to wild data glitches.ReportsImplied move: the size of the swing the options market itself is pricing in through the next earnings report, in either direction. It is the real quoted cost of an at the money straddle (a call plus a put) divided by the stock price, measured to the first expiry after the report.Normal week: how much this stock usually moves in five trading days, computed from its actual daily price changes over the last three months. It is the baseline the implied move is compared against.Swing ratio: the implied move divided by the stock's normal week. A ratio of 3x means the options market is pricing an earnings reaction three times the size of an ordinary week for this stock; the bigger the ratio, the bigger the expected shakeup.Vol trend: realized volatility over the last 5 sessions compared with the last 60. Heating up means the stock is already moving more than usual before the report; steady means recent trading looks like the longer average.
CNXC
Concentrix Corporation
$1.7BSep 29 (6d)±25.1%±11.0%2.3xquiet lately
AIR
AAR Corp.
$4.5BSep 29 (6d)±14.4%±7.0%2.0xsteady
NKE
Nike, Inc.
$53.5BOct 1 (8d)±8.3%±4.4%1.9xsteady
SNX
TD SYNNEX Corporation
n/aSep 24 (0d)±9.1%±4.9%1.8xheating up
CCL
Carnival Corporation Ltd.
$30.5BSep 29 (5d)±8.0%±4.7%1.7xquiet lately
STZ
Constellation Brands, Inc.
$20.6BOct 6 (13d)±6.9%±4.3%1.6xquiet lately
FDS
FactSet Research Systems Inc.
$10.1BSep 30 (6d)±11.1%±7.5%1.5xsteady
NG
Novagold Resources Inc.
$3.2BSep 30 (6d)±14.3%±9.9%1.4xsteady
COST
Costco Wholesale Corporation
$400BSep 24 (1d)±3.9%±2.8%1.4xsteady
PENG
Penguin Solutions, Inc.
$2.7BOct 6 (13d)±20.9%±15.5%1.3xsteady
BB
BlackBerry Limited
$4.7BSep 24 (0d)±13.4%±10.6%1.3xquiet lately

Upcoming earnings

Universe names reporting in the next 45 days; watchlist names flagged
SymbolEarningsInPrice
PSQLSep 240d$7.59
SNXSep 240d$265.93
BBSep 240d$7.94
COSTSep 241d$901.97
TBNSep 251d$38.51
CCLSep 295d$22.28
NBTXSep 29 (est)6d$35.88
CNXCSep 296d$27.87
AIRSep 296d$111.38
NGSep 306d$7.27
FDSSep 306d$283.78
MUSep 307d$1,081.08
NKEOct 18d$36.07
PENGOct 613d$53.30
STZOct 613d$120.89
RELLOct 7 (est)14d$16.53
PEPOct 814d$131.10
TLRYOct 815d$4.15
APLDOct 815d$28.19
DALOct 915d$83.02
UNHOct 1319d$376.16
JPMOct 1319d$343.68
GSOct 1319d$951.21
WFCOct 1319d$83.46
DPZOct 1319d$296.03
COct 1319d$132.28
JNJOct 1319d$268.24
BACOct 1420d$56.38
MSOct 1420d$200.17
BLKOct 14 (est)20d$1,071.98

Recent reports

Real EPS results fetched in the last 14 days
SymbolReportedEPS / estSurprise
WORSep 220.82 / 0.75+9.3%
THOSep 220.78 / 0.92-15.2%
LENSep 161.23 / 1.29-4.5%
TCOMSep 157.27 / 5.74+26.8%
PLCESep 14-0.82 / -0.93+12.0%
PLAYSep 14-0.27 / 0.19-244.3%
BIOXSep 14-0.14 / -0.05-183.0%
KMTSSep 14-0.46 / -0.63+26.7%
HAINSep 14-0.05 / -0.03-68.1%
CPRTSep 100.35 / 0.38-8.5%
RHSep 102.70 / 0.46+483.9%
DSGXSep 100.80 / 0.74+9.2%
ADBESep 106.13 / 6.09+0.7%
ORCLSep 101.92 / 1.74+10.4%
REFSep 100.24 / 0.22+7.4%
MSep 100.40 / 0.37+8.7%