Ranked by the close-to-close change of the trading session each announcement landed in. How this is measured.
Data as of the trading session of
,
21
of 21 completed market sessions produced ranked moves.
That date is the last ranked session, not the last priced one, so follow-through dates run later.
On 100 of these rows the measured session was reconstructed from the announcement time, because it predates our stored session records.
Every percentage on a row, the follow-through readings included, is measured against that row's own pre-news close, which the row names. A day +5 reading is therefore the move from before the announcement, not a further change on top of the headline percentage.
Rows are ordered by the move measured when the board was ranked. A percentage recomputed from the session's own closing prices can sit a little above or below its neighbours; the rank is the one the measured move gave the row.
against the close of 09/17/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
over 1,000x the median of the 20 sessions before the pre-news close
Baseline gap
3 calendar days from the pre-news close to the measured session
2
HLBZMore than one ranked move this monthAlso on the opposite board this month2+ ranked moveson both boards
+96.59%
against the close of 09/20/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
259.9x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
3
HLBZMore than one ranked move this monthAlso on the opposite board this month2+ ranked moveson both boards
+96.56%
against the close of 09/16/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/31/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/14/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/09/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/14/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
over 1,000x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
8
RCATAlso on the opposite board this monthon both boards
+50.00%
against the close of 09/24/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/16/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the move was 8.0% bigger, at +50.99%.
Month end +32.02% on 2021-09-30
Close before and after
$5.06 to $7.45 split-adjusted
Session open, high, low
$5.21, $7.80, $5.09
Opening gap
+2.96%
Close inside the session range
0.87 of the range, where 1.00 is the high
Session volume
4,500,425 shares, $33,528,166
Relative volume
243.3x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
10
APRNMore than one ranked move this month2+ ranked moves
+44.59%
against the close of 09/14/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the move was 19.6% bigger, at +53.35%.
Month end +89.43% on 2021-09-30
Close before and after
$46.56 to $67.32 as traded
Session open, high, low
$46.68, $68.76, $42.24
Opening gap
+0.26%
Close inside the session range
0.95 of the range, where 1.00 is the high
Session volume
2,211,594 shares, $148,884,508
Relative volume
68.4x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
11
IPHAMore than one ranked move this month2+ ranked moves
+40.87%
against the close of 09/16/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
over 1,000x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
12
IRNTMore than one ranked move this monthAlso on the opposite board this month2+ ranked moveson both boards
+37.78%
against the close of 09/14/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/27/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the move was 7.2% bigger, at +40.34%.
Month end +41.57% on 2021-09-30
This month ended before the fifth session after the move.
Close before and after
$12.22 to $16.82 split-adjusted
Session open, high, low
$13.91, $17.75, $13.85
Opening gap
+13.83%
Close inside the session range
0.76 of the range, where 1.00 is the high
Session volume
44,198,036 shares, $743,410,966
Relative volume
72.9x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
14
RKLBMore than one ranked move this month2+ ranked moves
+37.31%
against the close of 09/08/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Earningscatalyst from a later release the same session
against the close of 09/08/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
25.2x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
16
METXAlso on the opposite board this monthon both boards
+36.84%
against the close of 08/31/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/10/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/09/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/23/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/09/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Other AnnouncementRelease reads negative, stock rose 32.86%
against the close of 09/08/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/10/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the move was 1.7% bigger, at +31.74%.
Month end +26.72% on 2021-09-30
Close before and after
$33.08 to $43.40 split-adjusted
Session open, high, low
$40.31, $43.96, $38.97
Opening gap
+21.86%
Close inside the session range
0.89 of the range, where 1.00 is the high
Session volume
3,078,988 shares, $133,628,079
Relative volume
8.5x the median of the 20 sessions before the pre-news close
Baseline gap
3 calendar days from the pre-news close to the measured session
23
LPTXMore than one ranked move this month2+ ranked moves
+31.09%
against the close of 09/15/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the move was 143.3% bigger, at +75.65%.
Month end +107.77% on 2021-09-30
Close before and after
$19.30 to $25.30 as traded
Session open, high, low
$24.00, $27.50, $22.40
Opening gap
+24.35%
Close inside the session range
0.57 of the range, where 1.00 is the high
Session volume
10,358,538 shares, $262,071,011
Relative volume
108.4x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
24
OGMore than one ranked move this month2+ ranked moves
+30.00%
against the close of 09/29/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the move was 70.6% bigger, at +51.18%.
Month end +30.00% on 2021-09-30same session
This month ended before the fifth session after the move.
Close before and after
$6.80 to $8.84 as traded
Session open, high, low
$8.26, $10.50, $7.89
Opening gap
+21.47%
Close inside the session range
0.36 of the range, where 1.00 is the high
Session volume
3,873,517 shares, $34,241,890
Relative volume
18.6x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
25
ONTXAlso on the opposite board this monthrelease reads negativeon both boards
+28.57%
against the close of 09/21/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Clinical Trial ResultsRelease reads negative, stock rose 28.57%
against the close of 09/09/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/31/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/31/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/22/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the move was 52.7% bigger, at +41.76%.
Month end +41.76% on 2021-09-30
Close before and after
$8.46 to $10.78 as traded
Session open, high, low
$8.43, $10.79, $8.40
Opening gap
-0.38%
Close inside the session range
0.99 of the range, where 1.00 is the high
Session volume
1,765,205 shares, $19,021,849
Relative volume
5.5x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
30
DVAXAlso on the opposite board this monthon both boards
+26.45%
against the close of 09/21/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/02/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/07/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
28.9x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
33
OGMore than one ranked move this month2+ ranked moves
+26.21%
against the close of 09/09/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/03/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/14/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/21/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/14/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
It gave back the whole move and closed 1.16% below the pre-news price.
Month end -16.05% on 2021-09-30
Close before and after
$4.30 to $5.39 split-adjusted
Session open, high, low
$4.55, $5.39, $4.45
Opening gap
+5.73%
Close inside the session range
1.00 of the range, where 1.00 is the high
Session volume
5,983,740 shares, $32,252,359
Relative volume
35.9x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
38
IRNTMore than one ranked move this monthAlso on the opposite board this month2+ ranked moveson both boards
+24.61%
against the close of 09/09/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/08/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/27/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/03/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/10/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the move was 117.4% bigger, at +47.70%.
Month end +56.63% on 2021-09-30
Close before and after
$3.92 to $4.78 as traded
Session open, high, low
$4.73, $5.15, $3.64
Opening gap
+20.66%
Close inside the session range
0.75 of the range, where 1.00 is the high
Session volume
38,960,121 shares, $186,229,378
Relative volume
98.6x the median of the 20 sessions before the pre-news close
Baseline gap
3 calendar days from the pre-news close to the measured session
43
LPTXMore than one ranked move this month2+ ranked moves
+21.23%
against the close of 09/10/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/01/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
67.9x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
45
SPIRAlso on the opposite board this monthon both boards
+20.83%
against the close of 09/21/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/20/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/07/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/08/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/14/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/17/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/22/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/15/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/20/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/07/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/21/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/03/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/03/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/15/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/01/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the move was 253.8% bigger, at +60.93%.
Month end +65.43% on 2021-09-30
Close before and after
$7.55 to $8.85 as traded
Session open, high, low
$7.39, $10.72, $7.33
Opening gap
-2.19%
Close inside the session range
0.45 of the range, where 1.00 is the high
Session volume
554,348 shares, $4,905,980
Relative volume
71.0x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
60
APRNMore than one ranked move this month2+ ranked moves
+16.91%
against the close of 09/20/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/31/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/01/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/03/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/09/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/22/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/02/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/28/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Buyback / Dividendcatalyst from a later release the same session
against the close of 09/01/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/07/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/14/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/10/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/03/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/10/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/22/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/21/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/21/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/28/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/09/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
45.5x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
79
IPHAMore than one ranked move this month2+ ranked moves
+15.47%
against the close of 09/01/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/01/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/13/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/31/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/01/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/23/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/03/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/31/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the move was 137.9% bigger, at +35.14%.
Month end +26.13% on 2021-09-30
Close before and after
$5.55 to $6.37 split-adjusted
Session open, high, low
$5.72, $6.68, $5.54
Opening gap
+3.06%
Close inside the session range
0.73 of the range, where 1.00 is the high
Session volume
188,230 shares, $1,199,025
Relative volume
17.8x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
87
RKLBMore than one ranked move this month2+ ranked moves
+14.69%
against the close of 09/01/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the move was 474.0% bigger, at +84.32%.
Month end +59.07% on 2021-09-30
Close before and after
$10.14 to $11.63 split-adjusted
Session open, high, low
$10.20, $12.27, $10.00
Opening gap
+0.59%
Close inside the session range
0.72 of the range, where 1.00 is the high
Session volume
4,163,167 shares, $48,417,632
Relative volume
4.2x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
88
APRNMore than one ranked move this month2+ ranked moves
+14.66%
against the close of 09/29/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/02/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/13/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/22/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/28/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/29/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Leadership Changecatalyst from a later release the same session
against the close of 09/10/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
2.3x the median of the 20 sessions before the pre-news close
Baseline gap
3 calendar days from the pre-news close to the measured session
95
WKEYAlso on the opposite board this monthon both boards
+13.83%
against the close of 09/07/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/16/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/01/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/24/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/01/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/07/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
15.3x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
NYSE and Nasdaq companies with a market capitalization of $25M or more, measured today. The exchange is the one recorded on each announcement, and a release naming several tickers records one venue for all of them. A session that changed hands for less than $25,000 in total is not ranked, because a percentage set by a handful of shares is a print rather than a move. On a board older than a year a fund is identified by its name alone, because an instrument class describes whoever holds the ticker today.646 smaller events this month are held out of this month's eligible pool; switch to include them.201 events never entered this month's eligible pool, because the ticker is a warrant, a unit, a right or a preferred rather than common stock, or carries a stored capitalization above $10 trillion, which is larger than any company has reached.Include the $5M to $25M band
1 candidate event for this board could not be anchored to a trading session and is not listed.
1 event was left out of this board because the stored move and the session's own closing prices disagree by far more than a measurement difference, so neither figure could be published.
1 event was left out of this board because the vendor names the ticker as a preferred, a note, a depositary share or a fund rather than a company's common stock.
1 event was left out of this board because the measured session set no price of its own, trading either nothing at all or barely moving on an ordinary day's volume, so the figure it would be ranked on is a price carried onto the tape rather than a close.
2 events were left out of this board because the ticker had not traded for more than 10 days before the measured session, so no comparable prior close exists.
Company names are not shown on months older than a year, because only the current holder of each ticker is known.
Whole board, unfiltered
In September 2021, the median gainer had given back 29.1% of its move five sessions later; the largest catalyst group was Earnings, 24 of the 100 events, at a median of +17.3%.
Close-to-close change on the measured trading session, against the previous close.
NYSE and Nasdaq companies with a market capitalization of $25M or more, measured today. The exchange is the one recorded on each announcement, and a release naming several tickers records one venue for all of them. A session that changed hands for less than $25,000 in total is not ranked, because a percentage set by a handful of shares is a print rather than a move. On a board older than a year a fund is identified by its name alone, because an instrument class describes whoever holds the ticker today.
Median change since the measured close as a share of the move
Day +1
98.0% of 100
6.1%given back, of 100
Day +5
89.8% of 98
29.1%given back, of 98
Month end
73.7% of 95
34.0%given back, of 95
Month end falls before day +5 for 9 of these 95 events, so this row is not a later horizon than the one above it. 95 of the 100 events have a month-end close later than the measured session; 3 have it on the measured session itself, and 2 have no month-end close.
Both figures in a row are measured over the events that have a close at that horizon, the count printed beside each of them, not over all 100 events on this board, which is why the denominators differ between rows.
Repeat runners
Some companies move on news more than once. The left list holds the ones that moved twice or more this month; the right list holds the ones that also moved in the months before it. The ranking above shows one row per move, so a name that keeps coming back is only visible here.
Moved twice or more inside September 2021
Two or more ranked moves this month, each on a different trading day.
Price bands are not shown on months older than a year, because the stored prices are adjusted for splits done since and a company that has reverse-split lands in a band its shares never traded in.
When the announcement landed
Pre-market61.0%
Intraday9.0%
After hours30.0%
Volume against normal
Under 5x18 events, 18.6%
5x to 20x40 events, 41.2%
Over 20x39 events, 40.2%
3 events have too little trading history for a relative volume, and are not in the tiers above.
Industry
Pharmaceutical Preparations15 events, 15.0%
Services-prepackaged Software5 events, 5.0%
Biological Products, (no Diagnostic Substances)3 events, 3.0%
Communications Services, Nec3 events, 3.0%
Guided Missiles & Space Vehicles & Parts3 events, 3.0%
Services-computer Processing & Data Preparation3 events, 3.0%
28 other industries, 32 events
Industry not known: 36.0%
3 events on this board carry the flag for a move that ran against its own release, too few to say whether the flag predicts anything.
Against August 2021
100 events in the comparable window.
August 2021 median +21.4%, selected from the 9,172 events in that month's eligible pool
September 2021 median +18.3%, 3.1 points below August 2021. September 2021's median is taken over the 100 ranked rows, selected from the 8,608 events in that month's eligible pool.
How this ranking is measured
Close-to-close change on the measured trading session, against the previous close.
An announcement before 16:00 ET is measured on that trading day; one at or after 16:00 ET, or on a weekend, is measured on the next trading day.
One row per company and measured session. Other announcements the company made in the same session are listed inside the row.
A ranking is a coincidence of news and price on the same session, not proof that the news caused the move. Part of an intraday move can precede the announcement.
No Stated Cause marks a release in which the company itself says it knows of no reason for the move, while Other Announcement marks a release these rules could not classify.
Eligibility uses each company's capitalization today, not its capitalization at the time. Archive boards can therefore change as companies grow or shrink.
Prices are adjusted for stock splits the company has done since, so an older row's dollar figures are stated on today's share count and are not the prices that traded that day. The percentage move, the dollar volume and the relative volume are unaffected, because both prices carry the same adjustment. The session's share count carries the adjustment too, so the shares figure beside the dollar volume is that count restated on today's basis rather than the number of shares that changed hands. Where the ticker was retired the price series stops with it and no later adjustment reached it, so those rows are marked as traded and their dollars are the ones that changed hands on the day.
Market cap is not shown on months older than a year, because only today's figure exists.
NYSE and Nasdaq companies with a market capitalization of $25M or more, measured today. The exchange is the one recorded on each announcement, and a release naming several tickers records one venue for all of them. A session that changed hands for less than $25,000 in total is not ranked, because a percentage set by a handful of shares is a print rather than a move. On a board older than a year a fund is identified by its name alone, because an instrument class describes whoever holds the ticker today.
On 100 of these rows the measured session was reconstructed from the announcement time, because it predates our stored session records.
This archive starts at 2020-04, the first month with ranked moves.
