With earnings season starting on Monday, below we have updated our list of the most volatile stocks on earnings. For each stock, we highlight its average one-day absolute change on earnings report days going back to 2001. Only stocks with at least 8 quarterly earnings reports are included. As shown, Fuel Systems (FSYS) has historically been the most volatile stock in the Russell 3,000 on its earnings report days. Historically it has averaged a one-day change of +/- 23.44% in reaction to earnings. Sequenom (SQNM) ranks 2nd with an average change of +/-18.11%, and First Solar (FSLR) ranks third at +/-16.95%. For traders looking for action this upcoming earnings season, the stocks below should give you plenty.
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