Alexander Gerchik
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Most volatile stocks on their earnings report days

Listed companies tend to be very volatile on the reporting date, which means you can try to analyze the statistics and identify the most volatile stocks. Analysts at Bespoke did it and published a list of the 50 most volatile stocks on their earnings report dates.

All of the stocks on the list below have historically seen moves from +/-10% to +/-16% on their earnings report days. For companies that report in the morning before the open, we look at that day's change. For companies that report in the evening after the close, we look at the next day's change. To make the list, a company has to be in the Russell 3,000, and have at least three years of quarterly earnings reports.

As shown, BroadSoft (BSFT) is the most volatile stock on earnings. The second is Fuel Systems (FSYS). Number three on the list is Netflix (NFLX). If Netflix experiences an average move when it reports on the 15th of this month, it will see a gain or loss of USF 65/share. Two travel companies round out the top five -- Orbitz Worldwide (OWW) and Travelzoo (TZOO).

One stock not on our list of the 50 most volatile earnings names is Apple (AAPL). We have 52 quarterly reports for Apple (AAPL). Apple's average move on its 52 report days has been +/-5.44%. This is actually less than the average move of +/-5.52%.