Exclusive Update    Optionslam.com has confirmed NYSE:TREX next earnings date on Mon May 07, 2018 BO


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Earnings History: Past Earnings Statistics and Earnings Trendline
Ellington Financial LLC (EFC) - NYSE Next Earnings Date: Estimated on May 3, 2018
OS Projected Window: May 4, 2018 to May 7, 2018
EVR: 0.6
Avg Daily Volume: 93,965    Market Cap: 490.67M
Sector: Financial    Short Interest: 0.65
Live Interactive Chart
Days to Next Earnings: 12 Days
Implied Move Monthly: 1.48%       Expires on: May 18, 2018


E    One Trading Day Post Earnings Up             E    One Trading Day Post Earnings Down
    Most Recent EFC Strategy Testing:
    No Trading History From Members

Earnings Events Available: 31

Earnings Date Pre Earnings Close Post Earnings Open Price Movement within one trading day Max Mean/Median Movement of Previous 2 Earnings
Open High Low Close Close% Max% Mean Median Mean Raw Median Raw
May 3, 2018 AC To Be Calculated After Earnings Date 1.0% 1.0% -0.03% -0.03%
Feb. 13, 2018 AC $14.44 -1.03% $14.29 $14.56 $14.29 $14.53 0.62% -1.03% 0.95% 0.95% 0.03% 0.03%
Nov. 6, 2017 AC Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2017 AC
May 4, 2017 AC
Feb. 13, 2017 BO
Nov. 3, 2016 BO
Aug. 4, 2016 BO
May 5, 2016 BO
Feb. 16, 2016 BO

EFC Current EVR: 0.6
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Sample Chart Only

To quantify how volatile a stock behaves after its earnings announcement we assign each stock an EARNINGS VOLATILITY RATING (EVR).
EVR ratings range from zero through ten with ten being the highest or most volatile.
EVR is a weighted average which accurately assesses how sensitive an individual stock is to its earnings announcement.
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