The 20 Most Volatile Post-Earnings Stocks

NEW YORK (TheStreet) -- If you are combing the stock market for a lottery ticket these days, we may have just the list you are looking for.  With earnings season once again upon us this week, analysts at Bespoke Investment Group released a list of the most volatile stocks on earnings. These stocks historically experienced their biggest one-day moves (both up and down) following the release of their earnings report.

The top 20 stock's movements ranged between +/-13.52% and +/-18.73% on the day the earnings report was released if the report came out before the opening bell. Stocks that released their earnings after the bell had their movements recorded during the next trading session.

Technology companies dominate the list with 14 of the top 20 spots. Telecom and energy companies each have one spot, and consumer discretionary companies rounded out the remaining four.

Here are the top 20 most volatile stocks on earnings:

20th Most Volative Stock: Trulia Inc (TRLA)
Sector: Technology
Average Absolute Value 1-Day % Change on EPS: (+/-) 13.52

The online real estate search engine for buyers, sellers and real estate agents lists properties for sale. It has 22 million monthly unique visitors and is the 604 ranked website in the country, according to Alexa (June 2013).

TheStreet Ratings team rates TRULIA INC as a Sell with a ratings score of D+. TheStreet Ratings Team has this to say about their recommendation:

"We rate TRULIA INC (TRLA) a SELL. This is driven by a few notable weaknesses, which we believe should have a greater impact than any strengths, and could make it more difficult for investors to achieve positive results compared to most of the stocks we cover. The company's weaknesses can be seen in multiple areas, such as its deteriorating net income and feeble growth in its earnings per share."

 
19th Most Volatile Stock: Ellie Mae Inc (ELLI)
Sector: Technology
Average Absolute Value 1-Day % Change on EPS: (+/-) 13.57

Ellie Mae is an on-demand automation solutions provider for the mortgage industry. Headquartered in Pleasanton, CA, the company reported $128.48 million in revenue last year.

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TheStreet Ratings team rates ELLIE MAE INC as a Buy with a ratings score of B-. TheStreet Ratings Team has this to say about their recommendation:

"We rate ELLIE MAE INC (ELLI) a BUY. This is driven by several positive factors, which we believe should have a greater impact than any weaknesses, and should give investors a better performance opportunity than most stocks we cover. The company's strengths can be seen in multiple areas, such as its revenue growth, largely solid financial position with reasonable debt levels by most measures, solid stock price performance and expanding profit margins. We feel these strengths outweigh the fact that the company has had sub par growth in net income."


18th Most Volatile Stock: Travelzoo (TZOO)
Sector: Technology
Average Absolute Value 1-Day % Change on EPS: (+/-) 13.72

The international Internet media company publishes travel, entertainment and leisure deals to its 27 million worldwide subscribers. It's headquartered in New York City and has offices in Toronto, London Hong Kong and Singapore, among other cities. The company reported revenue of $150 million last year.

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TheStreet Ratings team rates TRAVELZOO INC as a Hold with a ratings score of C-. TheStreet Ratings Team has this to say about their recommendation:

"We rate TRAVELZOO INC (TZOO) a HOLD. The primary factors that have impacted our rating are mixed - some indicating strength, some showing weaknesses, with little evidence to justify the expectation of either a positive or negative performance for this stock relative to most other stocks. The company's strengths can be seen in multiple areas, such as its largely solid financial position with reasonable debt levels by most measures and expanding profit margins. However, as a counter to these strengths, we also find weaknesses including deteriorating net income, disappointing return on equity and weak operating cash flow."


17th Most Volatile Stock: Zynga (ZNGA)
Sector: Technology
Average Absolute Value 1-Day % Change on EPS: (+/-) 13.74

The Internet gaming company is responsible for the smash hit Facebook (FB) game FarmVille which reached 10 million daily active users within six weeks of its launch.

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TheStreet Ratings team rates ZYNGA INC as a Sell with a ratings score of D. TheStreet Ratings Team has this to say about their recommendation:

"We rate ZYNGA INC (ZNGA) a SELL. This is driven by multiple weaknesses, which we believe should have a greater impact than any strengths, and could make it more difficult for investors to achieve positive results compared to most of the stocks we cover. The company's weaknesses can be seen in multiple areas, such as its unimpressive growth in net income, weak operating cash flow and generally disappointing historical performance in the stock itself."


16th Most Volatile Stock: IntraLinks Holdings (IL)
Sector: Technology
Average Absolute Value 1-Day % Change on EPS: (+/-) 14.00

IntraLinks Holdings is an international Software-as-a-Service (SaaS) solutions provider for securely managing and exchanging content between organizations. The company went public in 2010, raising $152 million in its IPO.

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TheStreet Ratings team rates INTRALINKS HOLDINGS INC as a Hold with a ratings score of C-. TheStreet Ratings Team has this to say about their recommendation:

"We rate INTRALINKS HOLDINGS INC (IL) a HOLD. The primary factors that have impacted our rating are mixed - some indicating strength, some showing weaknesses, with little evidence to justify the expectation of either a positive or negative performance for this stock relative to most other stocks. The company's strengths can be seen in multiple areas, such as its revenue growth, largely solid financial position with reasonable debt levels by most measures and expanding profit margins. However, as a counter to these strengths, we also find weaknesses including unimpressive growth in net income, disappointing return on equity and weak operating cash flow."


15th Most Volatile Stock: Orbitz Worldwide (OWW)
Sector: Consumer Discretionary
Average Absolute Value 1-Day % Change on EPS: (+/-) 14.12

The global online travel company is based in Chicago and has 1,300 employees. Its brands include Orbitz, CheapTickets, the Away Network, ebookers in Europe and Hotel Club in Australia.

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TheStreet Ratings team rates ORBITZ WORLDWIDE INC as a Hold with a ratings score of C-. TheStreet Ratings Team has this to say about their recommendation:

"We rate ORBITZ WORLDWIDE INC (OWW) a HOLD. The primary factors that have impacted our rating are mixed - some indicating strength, some showing weaknesses, with little evidence to justify the expectation of either a positive or negative performance for this stock relative to most other stocks. The company's strengths can be seen in multiple areas, such as its revenue growth, notable return on equity and expanding profit margins. However, as a counter to these strengths, we also find weaknesses including unimpressive growth in net income, generally higher debt management risk and weak operating cash flow."


14th Most Volatile Stock: Netflix (NFLX)
Sector: Consumer Discretionary
Average Absolute Value 1-Day % Change on EPS: (+/-) 14.24

Netflix is an on-demand Internet media streaming company based in Los Gatos, CA. The company boasts 44 million subscribers in over 40 countries.

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TheStreet Ratings team rates NETFLIX INC as a Hold with a ratings score of C+. TheStreet Ratings Team has this to say about their recommendation:

"We rate NETFLIX INC (NFLX) a HOLD. The primary factors that have impacted our rating are mixed - some indicating strength, some showing weaknesses, with little evidence to justify the expectation of either a positive or negative performance for this stock relative to most other stocks. The company's strengths can be seen in multiple areas, such as its robust revenue growth, solid stock price performance and impressive record of earnings per share growth. However, as a counter to these strengths, we find that the company has favored debt over equity in the management of its balance sheet."


13th Most Volatile Stock: Yelp (YELP)
Sector: Technology
Average Absolute Value 1-Day % Change on EPS: (+/-) 14.32

San Francisco-based Yelp is an online business review site that allows users to review and rate businesses they've frequented. The company reported revenue of $233 million in 2013.

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TheStreet Ratings team rates YELP INC as a Sell with a ratings score of D+. TheStreet Ratings Team has this to say about their recommendation:

"We rate YELP INC (YELP) a SELL. This is driven by a number of negative factors, which we believe should have a greater impact than any strengths, and could make it more difficult for investors to achieve positive results compared to most of the stocks we cover. The area that we feel has been the company's primary weakness has been its disappointing return on equity."


12th Most Volatile Stock: Infoblox (BLOX)
Sector: Technology
Average Absolute Value 1-Day % Change on EPS: (+/-) 14.94

Infoblox is a Silicon Valley-based IP address management, device configuration, compliance and monitoring provider. The company reported total net revenue of $225 million in 2013.

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TheStreet Ratings team rates INFOBLOX INC as a Sell with a ratings score of D. TheStreet Ratings Team has this to say about their recommendation:

"We rate INFOBLOX INC (BLOX) a SELL. This is driven by some concerns, which we believe should have a greater impact than any strengths, and could make it more difficult for investors to achieve positive results compared to most of the stocks we cover. The company's weaknesses can be seen in multiple areas, such as its deteriorating net income, weak operating cash flow and generally disappointing historical performance in the stock itself."


11th Most Volatile Stock: Fusion-io (FIO)
Sector: Technology
Average Absolute Value 1-Day % Change on EPS: (+/-) 14.99

Based in Cottonwood Heights, UT, Fusion-io is a data center solutions provider that specializes in cloud computing and big data. The company has partnerships with Cisco (CSCO), Dell, HP (HPQ) and IBM (IBM)  among others.

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TheStreet Ratings team rates FUSION-IO INC as a Sell with a ratings score of D. TheStreet Ratings Team has this to say about their recommendation:

"We rate FUSION-IO INC (FIO) a SELL. This is driven by multiple weaknesses, which we believe should have a greater impact than any strengths, and could make it more difficult for investors to achieve positive results compared to most of the stocks we cover. The company's weaknesses can be seen in multiple areas, such as its deteriorating net income, disappointing return on equity, weak operating cash flow, generally disappointing historical performance in the stock itself and feeble growth in its earnings per share."


10th Most Volatile Stock: Blucora (BCOR)
Sector: Technology
Average Absolute Value 1-Day % Change on EPS: (+/-) 15.22

Formerly known as InfoSpace, Blucora is an online solutions provider for consumers and business partners, providing online search and monetization solutions as well as tax preparation solutions through its TaxACT division.

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TheStreet Ratings team rates BLUCORA INC as a Buy with a ratings score of B. TheStreet Ratings Team has this to say about their recommendation:

"We rate BLUCORA INC (BCOR) a BUY. This is driven by a number of strengths, which we believe should have a greater impact than any weaknesses, and should give investors a better performance opportunity than most stocks we cover. The company's strengths can be seen in multiple areas, such as its robust revenue growth, growth in earnings per share, expanding profit margins, increase in net income and largely solid financial position with reasonable debt levels by most measures. We feel these strengths outweigh the fact that the company has had lackluster performance in the stock itself."


9th Most Volatile Stock: Fuel Systems Solutions (FSYS)
Sector: Consumer Discretionary
Average Absolute Value 1-Day % Change on EPS: (+/-) 15.53

The alternative fuel components and systems manufacturer supplies transportation and industrial markets. It employees 700 people. 

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TheStreet Ratings team rates FUEL SYSTEMS SOLUTIONS INC as a Sell with a ratings score of D+. TheStreet Ratings Team has this to say about their recommendation:

"We rate FUEL SYSTEMS SOLUTIONS INC (FSYS) a SELL. This is driven by several weaknesses, which we believe should have a greater impact than any strengths, and could make it more difficult for investors to achieve positive results compared to most of the stocks we cover. The company's weaknesses can be seen in multiple areas, such as its unimpressive growth in net income, poor profit margins, generally disappointing historical performance in the stock itself and feeble growth in its earnings per share."


8th Most Volatile Stock: Inteliquent (IQNT)
Sector: Telecom
Average Absolute Value 1-Day % Change on EPS: (+/-) 15.73

Formerly Neutral Tandem, Inteliquent is a Chicago-based wholesale voice and interconnection service provider for wireless and cable companies. The company provides Internet protocol and Ethernet solutions across six continents.

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TheStreet Ratings team rates INTELIQUENT INC as a Hold with a ratings score of C+. TheStreet Ratings Team has this to say about their recommendation:

"We rate INTELIQUENT INC (IQNT) a HOLD. The primary factors that have impacted our rating are mixed - some indicating strength, some showing weaknesses, with little evidence to justify the expectation of either a positive or negative performance for this stock relative to most other stocks. The company's strengths can be seen in multiple areas, such as its solid stock price performance, largely solid financial position with reasonable debt levels by most measures and notable return on equity. However, as a counter to these strengths, we also find weaknesses including weak operating cash flow and feeble growth in the company's earnings per share."


7th Most Volatile Stock: Ubiquiti Networks (UBNT)
Sector: Technology
Average Absolute Value 1-Day % Change on EPS: (+/-) 15.84

This San Jose-based company is a broadband wireless manufacturer with a focus on under-served and emerging markets.

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TheStreet Ratings team rates UBIQUITI NETWORKS INC as a Hold with a ratings score of C. TheStreet Ratings Team has this to say about their recommendation:

"We rate UBIQUITI NETWORKS INC (UBNT) a HOLD. The primary factors that have impacted our rating are mixed - some indicating strength, some showing weaknesses, with little evidence to justify the expectation of either a positive or negative performance for this stock relative to most other stocks. The company's strengths can be seen in multiple areas, such as its robust revenue growth, largely solid financial position with reasonable debt levels by most measures and solid stock price performance. However, as a counter to these strengths, we find that we feel that the company's cash flow from its operations has been weak overall."


6th Most Volatile Stock: Silicon Graphics Intl (SGI)
Sector: Technology
Average Absolute Value 1-Day % Change on EPS: (+/-) 16.22

The high-performance computing solutions provider manufactures hardware and software for scientific, technical and business communities. Its two main product lines are servers and storage, and visualization and professional services.

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5th Most Volatile Stock: Pacific Ethanol (PEIX)
Sector: Energy
Average Absolute Value 1-Day % Change on EPS: (+/-) 16.36

Pacific Ethanol produces low-carbon renewable ethanol fuels in the U.S. for integrated oil companies and gasoline marketers who mix gasoline and ethanol.

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TheStreet Ratings team rates PACIFIC ETHANOL INC as a Hold with a ratings score of C-. TheStreet Ratings Team has this to say about their recommendation:

"We rate PACIFIC ETHANOL INC (PEIX) a HOLD. The primary factors that have impacted our rating are mixed - some indicating strength, some showing weaknesses, with little evidence to justify the expectation of either a positive or negative performance for this stock relative to most other stocks. The company's strengths can be seen in multiple areas, such as its revenue growth, solid stock price performance and good cash flow from operations. However, as a counter to these strengths, we also find weaknesses including unimpressive growth in net income and poor profit margins."


4th Most Volatile Stock: BroadSoft (BSFT)
Sector:Technology
Average Absolute Value 1-Day % Change on EPS: (+/-) 16.77

BroadSoft products allow mobile, fixed line and cable service providers to deliver voice and multimedia services over their Internet Protocol-based networks. The company reported revenue of $172.34 million in 2013.

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TheStreet Ratings team rates BROADSOFT INC as a Sell with a ratings score of D+. TheStreet Ratings Team has this to say about their recommendation:

"We rate BROADSOFT INC (BSFT) a SELL. This is driven by a number of negative factors, which we believe should have a greater impact than any strengths, and could make it more difficult for investors to achieve positive results compared to most of the stocks we cover. The company's weaknesses can be seen in multiple areas, such as its deteriorating net income, disappointing return on equity, generally disappointing historical performance in the stock itself and feeble growth in its earnings per share."


3rd Most Volatile Stock: ServiceSource Intl (SREV)
Sector: Technology
Average Absolute Value 1-Day % Change on EPS: (+/-) 17.30

ServiceSource International is a cloud-based recurring revenue management solutions provider. It fosters recurring revenue through the utilization of big data solutions.

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TheStreet Ratings team rates SERVICESOURCE INTL INC as a Sell with a ratings score of D. TheStreet Ratings Team has this to say about their recommendation:

"We rate SERVICESOURCE INTL INC (SREV) a SELL. This is driven by multiple weaknesses, which we believe should have a greater impact than any strengths, and could make it more difficult for investors to achieve positive results compared to most of the stocks we cover. The company's weaknesses can be seen in multiple areas, such as its unimpressive growth in net income, poor profit margins, weak operating cash flow and generally disappointing historical performance in the stock itself."


2nd Most Volatile Stock: Groupon (GRPN)
Sector: Consumer Discretion
Average Absolute Value 1-Day % Change on EPS: (+/-) 18.05

Groupon is a website that offers users coupons or daily deals on a plethora of goods and services. Subscribers receive a daily email with personalized offers in 150 markets across North America, South America, Europe and Asia.

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TheStreet Ratings team rates GROUPON INC as a Sell with a ratings score of D. TheStreet Ratings Team has this to say about their recommendation:

"We rate GROUPON INC (GRPN) a SELL. This is driven by several weaknesses, which we believe should have a greater impact than any strengths, and could make it more difficult for investors to achieve positive results compared to most of the stocks we cover. The company's weaknesses can be seen in multiple areas, such as its deteriorating net income, disappointing return on equity, weak operating cash flow, generally disappointing historical performance in the stock itself and feeble growth in its earnings per share."


Most Volatile Stock: Millenial Media (MM)
Sector: Technology
Average Absolute Value 1-Day % Change on EPS: (+/-) 18.73

Millennial Media is an independent targeted digital mobile advertising firm that offers clients the ability to target users and deliver interactive ads across the mobile platform.

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TheStreet Ratings team rates MILLENNIAL MEDIA INC as a Sell with a ratings score of D. TheStreet Ratings Team has this to say about their recommendation:

"We rate MILLENNIAL MEDIA INC (MM) a SELL. This is driven by a number of negative factors, which we believe should have a greater impact than any strengths, and could make it more difficult for investors to achieve positive results compared to most of the stocks we cover. The company's weaknesses can be seen in multiple areas, such as its feeble growth in its earnings per share, deteriorating net income, disappointing return on equity and generally disappointing historical performance in the stock itself."

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