Before the start of each earnings season, we publish our list of the most volatile stocks on earnings. These are the Russell 3,000 stocks that have the biggest +/- percentage moves on their earnings report days.
The stocks below have at least 16 quarterly earnings reports in our Interactive Earnings Report Database, and they have average one-day moves of at least +/-11% on their earnings report days. As shown, Fuel Systems Solutions (NASDAQ:FSYS) is the most volatile stock on its report day with an average move of +/-17.34%. Vasco (NASDAQ:VDSI), AtriCure (NASDAQ:ATRC) and Travelzoo (NASDAQ:TZOO) ranks 2nd, 3rd and 4th, followed by Zoltek (NASDAQ:ZOLT), First Solar (NASDAQ:FSLR) and Align Technology (NASDAQ:ALGN). Some other notables on the list include Crocs (NASDAQ:CROX), Nutrisystem (NASDAQ:NTRI) and Smith & Wesson (NASDAQ:SWHC).
Most of the names on the list below are from the Technology or Consumer Discretionary sectors, and most are listed on the Nasdaq as well.
If you're looking for action during earnings season, these names are certainly right up your alley.