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History Suggests Jd.Com May Pop

Published 08/13/2019, 03:40 AM
JD
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Chinese internet name Jd.Com Inc (NASDAQ:JD) is 1.1% lower at $26.80 this afternoon, struggling amid the U.S.-China trade war tensions. JD has drastically pulled back from its Aug. 13 annual high of $35.66, but remains 28% higher year-to-date, and is seeing support at the $26 floor. Plus, the stock is nearing a key trendline, and below, we will explore data from Schaeffer's Senior Quantitative Analyst Rocky White that suggests JD.Com stock may be eyeing its next leg higher.

Specifically, the security just pulled back to within one standard deviation of its 200-day moving average, after a lengthy stretch above the trendline. This signal has flashed eight times in the past few years, per White, resulting in an average 21-day gain of 4.4%, with with a notable 75% of the returns positive. A similar lift would put JD just shy of $28, filling its early August bear gap.

Also drawing attention to JD.Com is the company's second-quarter report, slated for before the open tomorrow, Aug. 13. The stock has closed lower the day after earnings in five of the past eight reports. Over the past two years, the shares have swung an average of 4.4% the day after earnings, regardless of direction. This time around, the options market is pricing in an extremely elevated 13.6% swing for Tuesday's trading.

Data from the International Securities Exchange (ISE), Cboe Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) shows JD stock with a 10-day call/put volume ratio of 4.67, which ranks in the 74th annual percentile. This indicates more than four calls have been purchased for every put during the last two weeks on JD.

Echoing this sentiment, the equity's Schaeffer's put/call open interest ratio (SOIR) of 0.37 ranks in the 1st percentile of its annual range. This suggests near-term call open interest extremely outweighs put, and is highly unusual.

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