The Q4 2017 earnings reporting period starts up next week, and as we do prior to every earnings season, in this post we provide lists of the stocks that have historically been the most volatile on their earnings reaction days.

If you follow markets at all, you know that stocks see their biggest price moves in reaction to their quarterly earnings reports. Since this is the case, to us at least, it’s very important to know how stocks typically react to their quarterly reports.

As shown, the average one-day price change in reaction to earnings for all stocks in our database has historically been +/-5.34%. So investors can basically expect any given stock to move roughly 5% up or down when it reports earnings every quarter.

Some sectors see much more volatility on earnings than others, though, and you can probably imagine which sectors are most and least volatile. As shown, Technology sector stocks are the most volatile on earnings, with an average one-day price change of +/-7.15%.Consumer Discretionary, Health Care, and Industrials are the three additional sectors that see their stocks move more than the market average on their earnings reaction days.

On the flip side, Utilities and Real Estate (REITs) stocks are the least volatile in reaction to earnings. The average REIT moves just +/-2.51% on its earnings reaction day each quarter, while the average Utilities stock moves even less at just +/-2.26%.

Below is our updated list of the individual stocks that see the biggest moves on their earnings reaction days. If you’re looking for volatility during earnings season, this is the place to start.

To make the list, a stock must have at least 3 years (12 quarters) worth of earnings reports, and it must currently trade above $10/share.

As show, LendingTree (TREE) ranks as the most volatile stock on earnings with an average move of +/-15.22% on its earnings reaction day. As a $358 stock, that means you can expect a move up or down of $53/share when it reports on 2/22 if it just experiences an average move.

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