J.P. Morgan quant's 20 highest beta stocks in the S&P 500

Beta measures stock price volatility and a high-beta stock (with a beta above 1.0) tends to more risky with greater potential reward. Investors are now flocking to high-beta names after previously crowding into momentum stocks (due to megacap and AI fear of missing out) in January and low volatility in April (on worries about tariffs, a recession and AI overspending).

 

1. Super Micro Computer (SMCI), beta score 3.37
2. Coinbase Global (COIN), 2.82
3. Palantir Technologies (PLTR), 2.41
4. Monolithic Power Systems (MPWR), 2.39
5. Broadcom (AVGO), 2.35
6. Nvidia (NVDA), 2.32
7. Micron Technology (MU), 2.30
8. Western Digital (WDC), 2.19
9. Arista Networks (ANET), 2.17
10. AMD (AMD), 2.13
11. Dell (DELL), 2.08
12. Vistra (VST), 2.00
13. Lam Research (LRCX), 1.98
14. Microchip Technology (MCHP), 1.92
15. Crowdstrike (CRWD), 1.91
16. KKR (KKR), 1.90
17. Teradyne (TER), 1.88
18. KLA (KLAC), 1.87
19. Carnival (CCL), 1.87
20. Tesla (TSLA), 1.86

• by vol https://finviz.com/screener.ashx?v=211&ta=0&o=-volume&t=AMD,ANET,AVGO,CCL,COIN,CRWD,DELL,KKR,KLAC,LRCX,MCHP,MPWR,MU,NVDA,PLTR,SMCI,TER,TSLA,VST,WDC

     

     

     

 

                   

Insider Trading Fri 6/14/24

Notable purchases -- President/CEO adds to DTC; notable sales -- CEO active in DELL

Buyers:

• CATX Chief Executive Officer bought 100,000 shares at $1.165 - $1.18 worth ~$117K.
• CODI Chief Financial Officer of Compass Group Diversified Holdings LLC (Trust) bought 5,000 shares at $22.39 - $22.4599 worth ~$112K.
• DTC President and Chief Executive Officer bought 150,000 shares at $1.88 - $1.98 worth approx. $295K.
• FF Director bought 100,000 shares at $4.50 - $4.66 worth ~$458K.
• GXO Chief Executive Officer bought 10,000 shares at $ 49.95 worth ~$500K.
• PEGA Director bought 8,600 shares at $58.24 - $58.82 worth ~$504K.
• NUVB Director bought 172,189 shares at $2.835 - $2.96 worth ~$500K.
• PRM Director bought 42000 shares at $7.149 worth ~$300K.
• TTSH 10% owner bought 74,303 shares at $6.48 - $6.67 worth ~$491K.
• VFC Director bought 25,000 shares at $13.77 - $13.78 worth ~$344K.

Sellers:

• CME Director sold 3,000 shares at $195.44 worth ~$586K.
• DELL Chief Executive  Officer / 10% owner sold 5,681,929 shares of Class C Common Stock at $130.14 - $136.17 worth ~$76 mln.
• SOFI Director by deputization (Qatar Investment) sold 19,840,073 shares at $6.75 - $6.9137 worth ~$134.5 mln.
• UFPI Pres, UFP Construction sold 11,725 shares at $115.27 worth ~$1.35 mln.
• WST SVP, Chief Technology Officer sold 1800 shares at weighted average price of $330.78  worth ~$595K.

Dell (DELL) reported earnings on Thur 30 May 24 (a/h)

 

Dell reports EPS in-line, beats on revs

• Reports Q1 (Apr) earnings of $1.27 per share, excluding non-recurring items, in-line with the FactSet Consensus of $1.27; revenues rose 6.3% year/year to $22.24 bln vs the $21.69 bln FactSet Consensus.
  • Infrastructure Solutions Group (ISG) delivered first quarter revenue of $9.2 billion, up 22% year over year. Servers and networking revenue was a record $5.5 billion, up 42%, with demand strength across AI and traditional servers. Storage revenue was flat at $3.8 billion. Operating income was $736 million.
  • Client Solutions Group (CSG) delivered first quarter revenue of $12.0 billion, flat year over year. Commercial client revenue was $10.2 billion, up 3% year over year, and Consumer revenue was $1.8 billion, down 15%. Operating income was $732 million.
• "No company is better positioned than Dell to bring AI to the enterprise," said Jeff Clarke, vice chairman and chief operating officer, Dell Technologies. "Servers and networking hit record revenue in Q1, with our AI-optimized server orders increasing sequentially to $2.6 billion, shipments up more than 100% to $1.7 billion, and backlog growing more than 30% to $3.8 billion." Dell Technologies World

Earnings this week : May 27 - 31, 24 (wk 22)

Monday (May 27) : Memorial Day holiday

Tuesday (May 28)

• Morning: BZUN MOMO
• Afternoon: APPS  BOX CAVA HEI  OOMA

Wednesday (May 29)

• Morning: ANF AAP AEO  BMO  CHWY CMCO DKS
• Afternoon: A  AEO AI CDRO CPRI CRM HPQ NCNO NTNX OKTA PATH PSTG SSYS

Thursday (May 30) 

• Morning: BBY BIRK BURL CAL CBRL DG FL HRL KSS ROIV SPTN
• Afternoon: AMBA ASAN COO COST DELL ESTC GPS  HCP MRVL MDN NTAP JWN PD PHR S ULTA VEEV ZS

Friday (May 31)

• Morning: GCO
• Afternoon: FRO

Unusual Options Activity Tue 8/8/23

The following options are exhibiting notable trading, potentially indicating changing sentiment toward the underlying stocks, and/or potentially representing positioning for increased volatility.

Bullish Call Activity:

• DELL Aug 56 calls are seeing interest with the underlying stock up 6% (volume: 2300, open int: 30, implied vol: ~43%, prev day implied vol: 25%). Co is confirmed to report earnings August 31 after the close.
• CHPT Aug 8 calls (volume: 17.2K, open int: 1850, implied vol: ~84%, prev day implied vol: 69%). 15K traded in a single transaction. Co is expected to report earnings late August.
• PBI Oct 4 calls (volume: 1510, open int: 10, implied vol: ~52%, prev day implied vol: 46%). 1500 contracts traded in a single transaction. Co is expected to report earnings early November.
  

Bearish Put Activity:

• M Aug 15.5 puts (volume: 5040, open int: 170, implied vol: ~50%, prev day implied vol: 43%). Co is confirmed to report earnings August 22 before the open.
• SMG Aug 60 puts (volume: 3210, open int: 1820, implied vol: ~25%, prev day implied vol: 22%). Co is expected to report earnings early November.
  
  

Sentiment: The CBOE Put/Call ratio is currently: 1.03, VIX: (17.44, +1.67, +10.6%).
August 18 is options expiration -- the last day to trade August equity options.

Dell (DELL) reported earnings on Tue 26 Nov 2018 (a/h)

** charts after earnings **

 

Dell beats by $0.16, reports revs in-line

Reports Q3 (Oct) earnings of $1.75 per share, $0.16 better than the S&P Capital IQ Consensus of $1.59; revenues rose 1.6% year/year to $22.84 bln vs the $23.03 bln S&P Capital IQ Consensus.

The company has paid down more than $18 billion in gross debt over the three years since closing the EMC transaction and remains on track to repay approximately $5 billion of gross debt in fiscal 2020.

Earnings this week : Nov 25 - 29, 19 (wk 48)

Monday (Nov 25)

• Morning: JEC
• Afternoon: A AMBA BECN CAL GBDC HPE MTSC NTNX PANW PVH SR

Tuesday (Nov 26)

• Morning: ANF AMWD ADI BNS BBY BITA BURL CHS CBRL DKS DLTR DY EV HRL MOMO MOV TECH TITN
• Afternoon: ADSK BOX CENT DELL GES HPQ KEYS QADA VEEV VMW

Wednesday (Nov 27)

• Morning: DAKT DE DOYU FRO UXIN

Thursday (Nov 28)

• Holiday (Thanksgiving)

Friday (Nov 29) 

Stock market will close early at 1:00 p.m. on Friday, November 29, 2019 (the day after Thanksgiving).

• none

Dell (DELL) reported earnings on Thur 29 Aug 2019 (a/h)

** charts after earnings **

 

Dell beats by $0.66, reports revs in-line

Reports Q2 (Jul) adjusted earnings of $2.15 per share, $0.66 better than the S&P Capital IQ Consensus of $1.49; revenues rose 1.9% year/year to $23.37 bln vs the $23.32 bln S&P Capital IQ Consensus. 

"We are in the early stages of a technology-led investment cycle. IT spending remains healthy and our business drivers remain strong," said Jeff Clarke, vice chairman, Dell Technologies. "We are innovating and integrating across the Dell Technologies portfolio, from the edge to the core to the cloud, with a diverse business designed to succeed in any macro environment. For example, core Dell orders were up four percent in the quarter excluding China."