Below we highlight the 25 stocks with the highest average one-day absolute percentage change on report days. As shown, Multi-Fineline (MFLX) tops the list with an average absolute change of 18.64% on its 14 report days. It is volatile both on the upside and downside, however, since its average one-day change (not absolute) is just 0.89%.
Intuitive Surgical (ISRG) ranks second at 17.77%, but it typically moves to the upside since its average one-day change (not absolute) is 9.46%.
Other notables on the list of most volatile stocks on earnings include TZOO, PCLN, NTRI, NFLX, SNDK, AMZN and BIDU. If you're looking to play big moves on earnings in either direction, these names are right up your alley.
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