In what has become one of our most popular regularly recurring posts, below is our quarterly list of the most volatile stocks on earnings. The 40 stocks below have at least 12 quarters worth of earnings reports in our Interactive Earnings Report Database, and they have averaged a move of more than +/-11% on their report days over the last ten years. Only stocks that currently trade for more than $3/share are included. With earnings season starting next week, traders out there looking for action can certainly get a lot of ideas from this list!
As shown below, Telenav (TNAV) is at the top of the list with an average change of +/-16.37% on its earnings report days. (Just as a note, for stocks that report after the close, we use the next day's change. For stocks that report before the open, we use that day's change.) Fuel Systems Solutions (FSYS) ranks second with an average one-day change of +/-16.26% on earnings, followed by Netflix (NFLX) at +/-14.69%, Meru Networks (MERU) at +/-14.61%, and Travelzoo (TZOO) at +/-14.35%. Other notables on the list of volatile stocks on earnings include Green Mountain Coffee (GMCR), First Solar (FSLR), Priceline.com (PCLN) and Intuitive Surgical (ISRG). Whether it's up or down, all of the stocks on the list typically see big moves on their earnings report days.