Stocks With the Greatest 1-Day Volatility On Earnings

Hickey and Walters (Bespoke) submit: With second quarter earnings season fast approaching, we looked at over 2,600 stocks to see how volatile they typically are in reaction to their quarterly reports. We specifically wanted to find the stocks that had the largest average absolute price change on the first trading day after an earnings release.

Below we highlight the stocks that have had an average absolute 1-day percent change of greater than 10% in reaction to earnings. We limited our list to those that have had at least 3 years worth of reports and are trading above $10/share.