Traders always ask us which stocks react the most to earnings reports because they like to use various strategies to trade the volatility. From our 3rd Quarter Earnings Calendar, we sorted our list by stocks that are the most volatile on the first trading day following their earnings reports.
Below we highlight these stocks and include other information for their upcoming reports. ISRG is expected to report on the 18th, and as shown, the stock has an average absolute change of 18.6% on the first trading day following an earnings release. The stock has beaten earnings estimates every time over its last 13 reports, so needless to say, expectations are very high.
Other key stocks expected to report in the coming weeks that are very volatile on earnings are TZOO, NFLX, AMZN, SNDK and NTGR.