As we do prior to the start of each earnings season, below is a table of the most volatile stocks on their earnings report days. We gather the info for this list from our Interactive Earnings Report Database that has quarterly earnings data for all U.S. stocks going back to 2001.
The stocks below all have at least eight quarterly reports in our database and have an average absolute change on these report days of more than 12%. As shown, Fuel Systems Solutions (NASDAQ:FSYS) is the most volatile stock with an average change of +/-21.48% on its 10 earnings report days. FSYS doesn't report until March 4, so traders have some time to decide on this one. Infinera (NASDAQ:INFN) and First Solar (NASDAQ:FSLR) rank closely together at 2nd and 3rd, followed by Sequenom (NASDAQ:SQNM), Priceline.com (NASDAQ:PCLN) and Multi-Fineline Electronix (NASDAQ:MFLX). Some other recognizable names on the list include Intuitive Surgical (NASDAQ:ISRG), CROCS (NASDAQ:CROX), Netflix (NASDAQ:NFLX) and Nutrisystem (NASDAQ:NTRI).
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