April 2020 Stock Losers on News

Ranked by the close-to-close change of the trading session each announcement landed in. How this is measured.

Data through the 04/30/2020 session. 4 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.

This board covers 4 of April 2020's 21 trading sessions, all between 2020-04-27 and 2020-04-30. It is not a complete picture of the month.

On 100 of these rows the measured session was reconstructed from the announcement time, because it predates our stored session records.

See the biggest gainers of April 2020 Every stock ranked by its April 2020 gain, with or without news

100

Ranked drops

-20.27%

Largest, GNC

91.0%

Events still below the pre-news close, day +5

48.5%

Median growth of the drop, day +5

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100 ranked drops in April 2020

Skip the ranked rows and go to the month summary

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.

Rank	Symbol	close to close	Session	Catalyst	Announcement	from the pre-news close
1	GNC	-20.27%	04/28/2020 against the close of 04/27/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Listing / Compliance	GNC Receives Notice from NYSE Regarding Continued Listing Standards 04/28/2020 07:00 ET premarket	Day +1 -17.30% 04/29/2020 Day +5 -29.50% 05/05/2020 Best recovery within 5 -17.30% 04/29/2020 Five sessions later the drop was 45.5% bigger, at -29.50%. Month end -22.23% on 04/30/2020 This month ended before the fifth session after the move.
Close before and after $0.7400 to $0.5900 as traded Session open, high, low $0.7168, $0.7300, $0.5850 Opening gap -3.14% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 8,974,060 shares, $5,294,695 Relative volume 3.1x 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
2	ATNI	-18.37%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	ATN Reports First Quarter 2020 Results 04/29/2020 16:45 ET after hours	Day +1 -24.61% 05/01/2020 Day +5 -25.16% 05/07/2020 Best recovery within 5 -24.61% 05/01/2020 Five sessions later the drop was 37.0% bigger, at -25.16%. Month end -18.37% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $76.10 to $62.12 split-adjusted Session open, high, low $69.79, $74.22, $61.99 Opening gap -8.29% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 133,688 shares, $8,304,699 Relative volume 2.2x 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
3	STNG	-15.66%	04/29/2020 against the close of 04/28/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings (date set)	Scorpio Tankers Inc. to Announce First Quarter 2020 Earnings Results and Have a Conference Call on May 6, 2020 04/28/2020 17:16 ET after hours	Day +1 -16.61% 04/30/2020 Day +5 -27.47% 05/06/2020 Best recovery within 5 -11.12% 05/04/2020 Five sessions later the drop was 75.4% bigger, at -27.47%. Month end -16.61% on 04/30/2020 This month ended before the fifth session after the move.
Close before and after $26.25 to $22.14 split-adjusted Session open, high, low $23.97, $25.18, $21.50 Opening gap -8.69% Close inside the session range 0.17 of the range, where 1.00 is the high Session volume 6,785,842 shares, $150,238,542 Relative volume 2.9x 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
4	FRTA	-14.73%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Forterra Announces First Quarter 2020 Results 04/29/2020 18:28 ET after hours	Day +1 -13.58% 05/01/2020 Day +5 -16.61% 05/07/2020 Best recovery within 5 -12.23% 05/04/2020 Five sessions later the drop was 12.8% bigger, at -16.61%. Month end -14.73% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $9.57 to $8.16 as traded Session open, high, low $9.98, $10.00, $7.98 Opening gap +4.28% Close inside the session range 0.09 of the range, where 1.00 is the high Session volume 1,089,769 shares, $8,892,515 Relative volume 1.9x 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
5	PSTI	-14.08%	04/27/2020 against the close of 04/24/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	The European Investment Bank (EIB), EU Delegation to Israel, the Israel Innovation Authority, and Pluristem Cordially Invite the Public to an Online Signing Ceremony on April 30, 2020 04/27/2020 06:00 ET premarket	Day +1 -12.87% 04/28/2020 Day +5 -24.70% 05/04/2020 Best recovery within 5 -12.87% 04/28/2020 Five sessions later the drop was 75.4% bigger, at -24.70%. Month end -26.23% on 04/30/2020 This month ended before the fifth session after the move.
Close before and after $12.43 to $10.68 as traded Session open, high, low $12.61, $12.76, $10.25 Opening gap +1.45% Close inside the session range 0.17 of the range, where 1.00 is the high Session volume 3,340,064 shares, $35,671,884 Relative volume 1.3x 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
6	MANT	-13.64%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	ManTech Announces Financial Results for First Quarter of 2020 04/29/2020 16:01 ET after hours	Day +1 -12.72% 05/01/2020 Day +5 -15.13% 05/07/2020 Best recovery within 5 -12.08% 05/05/2020 Five sessions later the drop was 10.9% bigger, at -15.13%. Month end -13.64% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $86.34 to $74.56 as traded Session open, high, low $80.01, $87.07, $73.70 Opening gap -7.33% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 589,793 shares, $43,974,966 Relative volume 3.1x 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
7	GIL	-13.47%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Gildan Activewear Reports First Quarter 2020 Results 04/29/2020 16:15 ET after hours	Day +1 -16.14% 05/01/2020 Day +5 -17.13% 05/07/2020 Best recovery within 5 -16.14% 05/01/2020 Five sessions later the drop was 27.2% bigger, at -17.13%. Month end -13.47% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $16.11 to $13.94 split-adjusted Session open, high, low $15.10, $15.17, $13.93 Opening gap -6.27% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 2,166,086 shares, $30,195,239 Relative volume 2.0x 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
8	BSGM	-13.30%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	ViralClear Submits In Vitro Data on Merimepodib and Remdesivir Synergistic Activity Against the COVID-19 Novel Coronavirus to a Peer-Reviewed Journal 04/30/2020 09:20 ET premarket	Day +1 -12.96% 05/01/2020 Day +5 +3.24% 05/07/2020 Best recovery within 5 +3.24% 05/07/2020 It recovered the whole drop and closed 3.24% above the pre-news price. Month end -13.30% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $89.50 to $77.60 as traded Session open, high, low $87.30, $87.50, $75.55 Opening gap -2.46% Close inside the session range 0.17 of the range, where 1.00 is the high Session volume 100,069 shares, $7,765,354 Relative volume 0.9x 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
9	CSV	-13.08%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings (date set)	Carriage Services Announces First Quarter Earnings Release Date 04/29/2020 16:43 ET after hours	Day +1 -14.29% 05/01/2020 Day +5 -11.63% 05/07/2020 Best recovery within 5 -11.63% 05/07/2020 11.1% of the drop was recovered five sessions later. Month end -13.08% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $17.28 to $15.02 split-adjusted Session open, high, low $16.78, $16.83, $14.55 Opening gap -2.89% Close inside the session range 0.21 of the range, where 1.00 is the high Session volume 656,034 shares, $9,853,631 Relative volume 3.4x 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
10	BNFT	-12.84%	04/28/2020 against the close of 04/27/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Benefitfocus Details Comprehensive Actions to Proactively Manage Impact of COVID-19 Pandemic 04/28/2020 08:30 ET premarket	Day +1 -1.85% 04/29/2020 Day +5 -1.50% 05/05/2020 Best recovery within 5 -1.50% 05/05/2020 88.3% of the drop was recovered five sessions later. Month end -4.75% on 04/30/2020 This month ended before the fifth session after the move.
Close before and after $11.37 to $9.91 as traded Session open, high, low $10.94, $11.60, $9.86 Opening gap -3.78% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 857,202 shares, $8,494,872 Relative volume 2.4x 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	CLSD	-12.44%	04/28/2020 against the close of 04/27/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership	Clearside Biomedical Revises NDA Resubmission Timeline and XIPERE™ Commercial Partnership with Bausch Health 04/28/2020 07:05 ET premarket	Day +1 -9.22% 04/29/2020 Day +5 -10.60% 05/05/2020 Best recovery within 5 -8.76% 04/30/2020 14.8% of the drop was recovered five sessions later. Month end -8.76% on 04/30/2020 This month ended before the fifth session after the move.
Close before and after $32.55 to $28.50 as traded Session open, high, low $31.05, $31.05, $26.53 Opening gap -4.61% Close inside the session range 0.44 of the range, where 1.00 is the high Session volume 47,352 shares, $1,349,532 Relative volume 3.0x 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
12	MBII	-12.33%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership	Marrone Bio Announces Warrant Exchange Agreement 04/30/2020 08:31 ET premarket	Day +1 -14.76% 05/01/2020 Day +5 +15.31% 05/07/2020 Best recovery within 5 +15.97% 05/06/2020 It recovered the whole drop and closed 15.31% above the pre-news price. Month end -12.33% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $0.8329 to $0.7302 as traded Session open, high, low $0.8702, $0.8805, $0.7200 Opening gap +4.48% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 495,271 shares, $361,647 Relative volume 2.3x 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
13	SMMF Also on the opposite board this month on both boards	-11.79%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Summit Financial Group Reports First Quarter 2020 Results 04/30/2020 06:00 ET premarket	Day +1 -14.74% 05/01/2020 Day +5 -22.58% 05/07/2020 Best recovery within 5 -12.54% 05/04/2020 Five sessions later the drop was 91.5% bigger, at -22.58%. Month end -11.79% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $20.02 to $17.66 as traded Session open, high, low $19.09, $19.09, $17.05 Opening gap -4.65% Close inside the session range 0.30 of the range, where 1.00 is the high Session volume 46,069 shares, $813,579 Relative volume 1.8x 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
14	LQDA	-11.70%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Liquidia Releases Final LIQ861 Results from Pivotal Phase 3 INSPIRE Study in Patients with Pulmonary Arterial Hypertension 04/30/2020 07:30 ET premarket	Day +1 -9.04% 05/01/2020 Day +5 +13.12% 05/07/2020 Best recovery within 5 +14.72% 05/05/2020 It recovered the whole drop and closed 13.12% above the pre-news price. Month end -11.70% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $5.64 to $4.98 split-adjusted Session open, high, low $5.61, $5.64, $4.94 Opening gap -0.53% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 181,740 shares, $905,065 Relative volume 1.2x 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
15	AVDL Also on the opposite board this month on both boards	-11.49%	04/29/2020 against the close of 04/28/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Avadel Pharmaceuticals Announces Pricing of Public Offering 04/28/2020 20:28 ET after hours	Day +1 -11.66% 04/30/2020 Day +5 -18.98% 05/06/2020 Best recovery within 5 -11.66% 04/30/2020 Five sessions later the drop was 65.2% bigger, at -18.98%. Month end -11.66% on 04/30/2020 This month ended before the fifth session after the move.
Close before and after $11.75 to $10.40 as traded Session open, high, low $11.83, $12.00, $10.16 Opening gap +0.68% Close inside the session range 0.13 of the range, where 1.00 is the high Session volume 4,949,006 shares, $51,469,662 Relative volume 11.7x 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	LEVL	-11.18%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Level One Bancorp, Inc. reports first quarter 2020 net income of $4.1 million, representing $0.53 diluted earnings per common share 04/30/2020 08:33 ET premarket	Day +1 -12.46% 05/01/2020 Day +5 -10.89% 05/07/2020 Best recovery within 5 -10.89% 05/07/2020 2.6% of the drop was recovered five sessions later. Month end -11.18% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $20.39 to $18.11 as traded Session open, high, low $19.72, $20.25, $17.07 Opening gap -3.29% Close inside the session range 0.33 of the range, where 1.00 is the high Session volume 13,716 shares, $248,397 Relative volume 1.9x 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
17	CWT	-11.14%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Buyback / Dividend	California Water Service Group Board of Directors Declares 301st Consecutive Quarterly Dividend 04/29/2020 16:15 ET after hours	Day +1 -8.45% 05/01/2020 Day +5 -10.74% 05/07/2020 Best recovery within 5 -8.23% 05/05/2020 3.6% of the drop was recovered five sessions later. Month end -11.14% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $50.55 to $44.92 split-adjusted Session open, high, low $50.14, $50.14, $44.92 Opening gap -0.81% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 1,296,673 shares, $58,246,551 Relative volume 4.9x 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
18	TRUP	-10.93%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Leading medical insurance for pets provider confirms no increased signs of pet illness despite first dog testing positive for COVID-19 in the U.S. 04/29/2020 19:18 ET after hours	Day +1 -16.08% 05/01/2020 Day +5 -12.06% 05/07/2020 Best recovery within 5 -12.06% 05/07/2020 Five sessions later the drop was 10.3% bigger, at -12.06%. Month end -10.93% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $33.58 to $29.91 split-adjusted Session open, high, low $31.71, $31.71, $28.90 Opening gap -5.57% Close inside the session range 0.36 of the range, where 1.00 is the high Session volume 637,814 shares, $19,077,017 Relative volume 1.9x 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
19	SHIP	-10.52%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Seanergy Maritime Holdings Corp. Announces Pricing of Approximately $5.2 Million Offering 04/30/2020 09:00 ET premarket	Day +1 -11.91% 05/01/2020 Day +5 -15.50% 05/07/2020 Best recovery within 5 -11.31% 05/04/2020 Five sessions later the drop was 47.3% bigger, at -15.50%. Month end -10.52% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $26.32 to $23.55 split-adjusted Session open, high, low $22.40, $24.59, $22.08 Opening gap -14.89% Close inside the session range 0.59 of the range, where 1.00 is the high Session volume 757,481 shares, $17,840,193 Relative volume 2.9x 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
20	SMED	-10.48%	04/28/2020 against the close of 04/27/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Sharps Compliance Reports Fiscal 2020 Third Quarter Results 04/28/2020 06:55 ET premarket	Day +1 -14.02% 04/29/2020 Day +5 -20.71% 05/05/2020 Best recovery within 5 -14.02% 04/29/2020 Five sessions later the drop was 97.6% bigger, at -20.71%. Month end -21.10% on 04/30/2020 This month ended before the fifth session after the move.
Close before and after $7.63 to $6.83 as traded Session open, high, low $7.56, $7.63, $6.11 Opening gap -0.92% Close inside the session range 0.47 of the range, where 1.00 is the high Session volume 687,305 shares, $4,694,293 Relative volume 2.0x 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
21	HWBK	-10.34%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Hawthorn Bancshares Reports First Quarter 2020 Financial Results 04/30/2020 12:04 ET intraday	Day +1 -14.38% 05/01/2020 Day +5 -18.77% 05/07/2020 Best recovery within 5 -14.38% 05/01/2020 Five sessions later the drop was 81.5% bigger, at -18.77%. Month end -10.34% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $17.35 to $15.56 split-adjusted Session open, high, low $16.50, $17.10, $15.03 Opening gap -4.93% Close inside the session range 0.25 of the range, where 1.00 is the high Session volume 12,661 shares, $196,972 Relative volume 0.9x 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
22	ABTX	-10.14%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Allegiance Bancshares, Inc. Reports First Quarter 2020 Results 04/30/2020 07:00 ET premarket	Day +1 -12.29% 05/01/2020 Day +5 -18.34% 05/07/2020 Best recovery within 5 -12.29% 05/01/2020 Five sessions later the drop was 80.9% bigger, at -18.34%. Month end -10.14% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $27.91 to $25.08 as traded Session open, high, low $22.94, $26.48, $22.94 Opening gap -17.81% Close inside the session range 0.60 of the range, where 1.00 is the high Session volume 112,663 shares, $2,825,588 Relative volume 1.3x 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
23	CBNK	-9.95%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Capital Bancorp Reports First Quarter 2020 Net Income of $2.9 million 04/30/2020 07:59 ET premarket	Day +1 -7.71% 05/01/2020 Day +5 -14.93% 05/07/2020 Best recovery within 5 -7.71% 05/01/2020 Five sessions later the drop was 50.1% bigger, at -14.93%. Month end -9.95% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $12.06 to $10.86 split-adjusted Session open, high, low $11.56, $11.71, $10.85 Opening gap -4.15% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 22,237 shares, $241,494 Relative volume 1.4x 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	MORF	-9.87%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Morphic Therapeutic to Present at the BofA Securities 2020 Health Care Conference 04/29/2020 16:15 ET after hours	Day +1 -13.97% 05/01/2020 Day +5 +0.13% 05/07/2020 Best recovery within 5 +0.13% 05/07/2020 It recovered the whole drop and closed 0.13% above the pre-news price. Month end -9.87% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $15.10 to $13.61 as traded Session open, high, low $14.59, $14.88, $13.47 Opening gap -3.38% Close inside the session range 0.10 of the range, where 1.00 is the high Session volume 36,772 shares, $500,467 Relative volume 0.9x 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
25	WHG	-9.69%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Westwood Holdings Group, Inc. Reports First Quarter 2020 Results 04/29/2020 16:15 ET after hours	Day +1 -15.14% 05/01/2020 Day +5 -20.12% 05/07/2020 Best recovery within 5 -15.14% 05/01/2020 Five sessions later the drop was 107.6% bigger, at -20.12%. Month end -9.69% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $25.50 to $23.03 split-adjusted Session open, high, low $24.73, $25.59, $22.99 Opening gap -3.02% Close inside the session range 0.02 of the range, where 1.00 is the high Session volume 60,864 shares, $1,401,698 Relative volume 0.7x 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
26	IBCP	-9.60%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Independent Bank Corporation Reports 2020 First Quarter Results 04/30/2020 07:59 ET premarket	Day +1 -7.82% 05/01/2020 Day +5 -18.77% 05/07/2020 Best recovery within 5 -7.82% 05/01/2020 Five sessions later the drop was 95.5% bigger, at -18.77%. Month end -9.60% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $16.25 to $14.69 split-adjusted Session open, high, low $15.62, $15.65, $14.30 Opening gap -3.88% Close inside the session range 0.29 of the range, where 1.00 is the high Session volume 99,168 shares, $1,456,778 Relative volume 0.9x 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
27	MGRC	-9.51%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	McGrath RentCorp Announces Results for First Quarter 2020 04/29/2020 16:01 ET after hours	Day +1 -11.93% 05/01/2020 Day +5 -15.63% 05/07/2020 Best recovery within 5 -11.93% 05/01/2020 Five sessions later the drop was 64.4% bigger, at -15.63%. Month end -9.51% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $60.28 to $54.55 split-adjusted Session open, high, low $56.61, $59.39, $53.39 Opening gap -6.09% Close inside the session range 0.19 of the range, where 1.00 is the high Session volume 260,573 shares, $14,214,257 Relative volume 1.9x 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
28	GRVY	-9.04%	04/28/2020 against the close of 04/27/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Ragnarok Origin (Mobile) Available for Pre-Registration and CBT in Korea and Ragnarok Online (PC) CBT in Thailand 04/28/2020 06:00 ET premarket	Day +1 -6.98% 04/29/2020 Day +5 -10.36% 05/05/2020 Best recovery within 5 -4.93% 04/30/2020 Five sessions later the drop was 14.6% bigger, at -10.36%. Month end -4.93% on 04/30/2020 This month ended before the fifth session after the move.
Close before and after $42.38 to $38.55 split-adjusted Session open, high, low $42.88, $44.30, $35.16 Opening gap +1.18% Close inside the session range 0.37 of the range, where 1.00 is the high Session volume 102,806 shares, $3,963,171 Relative volume 2.8x 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
29	GALT	-8.97%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Galectin Therapeutics Submits Seamless Adaptively-Designed Phase 2b/3 NASH-RX Protocol in NASH Cirrhosis 04/30/2020 09:00 ET premarket	Day +1 -1.10% 05/01/2020 Day +5 -4.03% 05/07/2020 Best recovery within 5 +7.33% 05/04/2020 55.1% of the drop was recovered five sessions later. Month end -8.97% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $2.73 to $2.49 split-adjusted Session open, high, low $2.80, $3.55, $2.47 Opening gap +2.56% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 2,145,455 shares, $5,331,456 Relative volume 10.1x 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	AMAL	-8.94%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Amalgamated Bank Reports First Quarter 2020 Financial Results 04/30/2020 06:25 ET premarket	Day +1 -7.66% 05/01/2020 Day +5 -14.89% 05/07/2020 Best recovery within 5 -7.66% 05/01/2020 Five sessions later the drop was 66.6% bigger, at -14.89%. Month end -8.94% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $11.75 to $10.70 split-adjusted Session open, high, low $10.91, $11.99, $9.55 Opening gap -7.15% Close inside the session range 0.47 of the range, where 1.00 is the high Session volume 105,827 shares, $1,132,349 Relative volume 1.0x 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
31	FLIC	-8.94%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	The First of Long Island Corporation Reports Earnings for the First Quarter of 2020 04/30/2020 08:14 ET premarket	Day +1 -13.03% 05/01/2020 Day +5 -17.24% 05/07/2020 Best recovery within 5 -13.03% 05/01/2020 Five sessions later the drop was 92.8% bigger, at -17.24%. Month end -8.94% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $17.34 to $15.79 as traded Session open, high, low $16.48, $17.16, $15.47 Opening gap -4.96% Close inside the session range 0.19 of the range, where 1.00 is the high Session volume 53,064 shares, $837,881 Relative volume 0.7x 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
32	SLRX	-8.77%	04/29/2020 against the close of 04/28/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Salarius Pharmaceuticals Announces Board of Director Nominations in Advance of 2020 Annual Meeting 04/29/2020 07:30 ET premarket	Day +1 -11.69% 04/30/2020 Day +5 -17.54% 05/06/2020 Best recovery within 5 -11.69% 04/30/2020 Five sessions later the drop was 100.0% bigger, at -17.54%. Month end -11.69% on 04/30/2020 This month ended before the fifth session after the move.
Close before and after $2,820.00 to $2,572.80 as traded Session open, high, low $2,970.00, $2,970.00, $2,340.00 Opening gap +5.32% Close inside the session range 0.37 of the range, where 1.00 is the high Session volume 262 shares, $674,074 Relative volume 6.4x 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
33	SHEN	-8.75%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Shenandoah Telecommunications Company Reports First Quarter 2020 Results 04/30/2020 06:00 ET premarket	Day +1 -22.15% 05/01/2020 Day +5 -19.71% 05/07/2020 Best recovery within 5 -19.71% 05/07/2020 Five sessions later the drop was 125.3% bigger, at -19.71%. Month end -8.75% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $58.64 to $53.51 split-adjusted Session open, high, low $56.13, $57.92, $53.30 Opening gap -4.28% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 333,145 shares, $17,826,589 Relative volume 1.8x 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
34	SMBC	-8.73%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Buyback / Dividend	Southern Missouri Bancorp Reports Preliminary Results For Third Quarter Of Fiscal 2020; Declares Quarterly Dividend Of $0.15 Per Common Share; Conference Call Scheduled For Thursday, April 30, At 12:00 Noon Central Time 04/29/2020 18:00 ET after hours	Day +1 -9.42% 05/01/2020 Day +5 -14.35% 05/07/2020 Best recovery within 5 -9.42% 05/01/2020 Five sessions later the drop was 64.4% bigger, at -14.35%. Month end -8.73% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $26.00 to $23.73 split-adjusted Session open, high, low $24.84, $25.80, $23.56 Opening gap -4.46% Close inside the session range 0.08 of the range, where 1.00 is the high Session volume 22,132 shares, $525,192 Relative volume 0.9x 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
35	EQBK	-8.59%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Equity Bancshares, Inc. Announces First Quarter Earnings of $0.08 per Diluted Common Share and Net Income of $1.3 Million 04/29/2020 19:21 ET after hours Equity Bancshares, Inc. Announces Greg Kossover as Chief Operating Officer, Craig Anderson as President, and Hire of Eric Newell as Chief Financial Officer 04/29/2020	Day +1 -13.02% 05/01/2020 Day +5 -26.15% 05/07/2020 Best recovery within 5 -13.02% 05/01/2020 Five sessions later the drop was 204.4% bigger, at -26.15%. Month end -8.59% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $20.50 to $18.74 split-adjusted Session open, high, low $19.28, $19.52, $17.32 Opening gap -5.95% Close inside the session range 0.65 of the range, where 1.00 is the high Session volume 40,762 shares, $763,880 Relative volume 0.8x 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
36	UTL	-8.51%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Buyback / Dividend	Unitil Declares Common Stock Dividend 04/29/2020 16:30 ET after hours Unitil Reports First Quarter Earnings 04/30/2020	Day +1 -11.29% 05/01/2020 Day +5 -12.75% 05/07/2020 Best recovery within 5 -10.93% 05/04/2020 Five sessions later the drop was 49.8% bigger, at -12.75%. Month end -8.51% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $54.99 to $50.31 split-adjusted Session open, high, low $52.55, $54.76, $50.31 Opening gap -4.44% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 90,149 shares, $4,535,396 Relative volume 1.4x 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
37	CNOB	-8.51%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	ConnectOne Bancorp, Inc. Reports First Quarter 2020 Results 04/30/2020 07:00 ET premarket	Day +1 -12.49% 05/01/2020 Day +5 -16.04% 05/07/2020 Best recovery within 5 -12.49% 05/01/2020 Five sessions later the drop was 88.5% bigger, at -16.04%. Month end -8.51% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $16.33 to $14.94 split-adjusted Session open, high, low $15.58, $16.25, $14.50 Opening gap -4.59% Close inside the session range 0.25 of the range, where 1.00 is the high Session volume 151,484 shares, $2,263,171 Relative volume 1.0x 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
38	SALT	-8.32%	04/29/2020 against the close of 04/28/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings (date set)	Scorpio Bulkers Inc. to Announce First Quarter 2020 Results 04/28/2020 17:27 ET after hours	Day +1 -6.05% 04/30/2020 Day +5 -33.39% 05/06/2020 Best recovery within 5 -6.05% 04/30/2020 Five sessions later the drop was 301.3% bigger, at -33.39%. Month end -6.05% on 04/30/2020 This month ended before the fifth session after the move.
Close before and after $27.28 to $25.01 as traded Session open, high, low $28.09, $28.26, $24.83 Opening gap +2.97% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 143,458 shares, $3,587,885 Relative volume 0.5x 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
39	PWOD	-8.00%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Buyback / Dividend	Penns Woods Bancorp, Inc. Announces Extension of Stock Repurchase Program 04/30/2020 14:05 ET intraday	Day +1 -11.57% 05/01/2020 Day +5 -11.73% 05/07/2020 Best recovery within 5 -6.79% 05/05/2020 Five sessions later the drop was 46.6% bigger, at -11.73%. Month end -8.00% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $24.89 to $22.90 as traded Session open, high, low $24.69, $24.69, $22.84 Opening gap -0.80% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 14,415 shares, $330,104 Relative volume 1.3x 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
40	MGPI	-7.95%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	MGP Ingredients Reports First Quarter 2020 Results 04/30/2020 07:30 ET premarket MGP Ingredients Declares $0.12 Quarterly Dividend 04/30/2020	Day +1 -6.76% 05/01/2020 Day +5 -10.49% 05/07/2020 Best recovery within 5 -5.88% 05/04/2020 Five sessions later the drop was 31.9% bigger, at -10.49%. Month end -7.95% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $40.99 to $37.73 split-adjusted Session open, high, low $43.56, $43.62, $36.55 Opening gap +6.27% Close inside the session range 0.17 of the range, where 1.00 is the high Session volume 563,869 shares, $21,274,777 Relative volume 2.1x 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
41	AMRN	-7.87%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Amarin Reports First Quarter 2020 Financial Results and Provides Update on Operations 04/30/2020 05:00 ET premarket	Day +1 -11.14% 05/01/2020 Day +5 -8.96% 05/07/2020 Best recovery within 5 -6.54% 05/05/2020 Five sessions later the drop was 13.9% bigger, at -8.96%. Month end -7.87% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $165.20 to $152.20 split-adjusted Session open, high, low $165.60, $169.00, $148.00 Opening gap +0.24% Close inside the session range 0.20 of the range, where 1.00 is the high Session volume 860,530 shares, $130,972,666 Relative volume 0.8x 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
42	IOVA	-7.64%	04/28/2020 against the close of 04/27/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings (date set)	Iovance Biotherapeutics to Host First Quarter 2020 Financial Results Conference Call and Webcast on Tuesday, May 5, 2020 04/27/2020 16:01 ET after hours	Day +1 -8.98% 04/29/2020 Day +5 -10.86% 05/05/2020 Best recovery within 5 -8.98% 04/29/2020 Five sessions later the drop was 42.1% bigger, at -10.86%. Month end -12.25% on 04/30/2020 This month ended before the fifth session after the move.
Close before and after $36.64 to $33.84 split-adjusted Session open, high, low $37.10, $37.50, $33.68 Opening gap +1.26% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 1,814,313 shares, $61,396,352 Relative volume 1.1x 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
43	KALU Also on the opposite board this month on both boards	-7.37%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Kaiser Aluminum Corporation Announces Pricing of Additional Senior Notes 04/29/2020 16:00 ET after hours	Day +1 -13.77% 05/01/2020 Day +5 -16.86% 05/07/2020 Best recovery within 5 -13.77% 05/01/2020 Five sessions later the drop was 128.8% bigger, at -16.86%. Month end -7.37% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $77.98 to $72.23 split-adjusted Session open, high, low $75.02, $79.38, $72.03 Opening gap -3.80% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 105,590 shares, $7,626,766 Relative volume 0.8x 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
44	SLCT	-7.24%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Select Bancorp Reports First Quarter 2020 Earnings 04/29/2020 18:39 ET after hours	Day +1 -8.37% 05/01/2020 Day +5 -19.12% 05/07/2020 Best recovery within 5 -7.01% 05/04/2020 Five sessions later the drop was 164.1% bigger, at -19.12%. Month end -7.24% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $8.84 to $8.20 as traded Session open, high, low $8.53, $8.53, $8.14 Opening gap -3.51% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 32,448 shares, $266,074 Relative volume 0.3x 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
45	EIGI	-7.07%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Endurance International Group Reports 2020 First Quarter Results 04/30/2020 07:05 ET premarket	Day +1 -15.94% 05/01/2020 Day +5 -15.58% 05/07/2020 Best recovery within 5 -14.86% 05/04/2020 Five sessions later the drop was 120.4% bigger, at -15.58%. Month end -7.07% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $2.76 to $2.57 as traded Session open, high, low $2.59, $2.89, $2.42 Opening gap -6.16% Close inside the session range 0.31 of the range, where 1.00 is the high Session volume 725,887 shares, $1,861,900 Relative volume 0.9x 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
46	EBTC	-7.07%	04/28/2020 against the close of 04/27/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Buyback / Dividend	Enterprise Bancorp, Inc. Declares Quarterly Dividend and Announces First Quarter Net Income of $4.0 Million 04/27/2020 16:10 ET after hours	Day +1 +6.31% 04/29/2020 Day +5 -14.99% 05/05/2020 Best recovery within 5 +6.31% 04/29/2020 Five sessions later the drop was 112.0% bigger, at -14.99%. Month end -7.15% on 04/30/2020 This month ended before the fifth session after the move.
Close before and after $26.01 to $24.17 as traded Session open, high, low $26.30, $26.30, $23.90 Opening gap +1.11% Close inside the session range 0.11 of the range, where 1.00 is the high Session volume 12,383 shares, $299,297 Relative volume 0.8x 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
47	BDGE	-7.01%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Bridge Bancorp, Inc. Reports First Quarter 2020 Results 04/29/2020 17:08 ET after hours	Day +1 -9.53% 05/01/2020 Day +5 -11.78% 05/07/2020 Best recovery within 5 -9.53% 05/01/2020 Five sessions later the drop was 68.0% bigger, at -11.78%. Month end -7.01% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $22.25 to $20.69 as traded Session open, high, low $21.36, $21.36, $19.93 Opening gap -4.00% Close inside the session range 0.53 of the range, where 1.00 is the high Session volume 105,487 shares, $2,182,526 Relative volume 1.3x 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
48	NBSE	-6.98%	04/28/2020 against the close of 04/27/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	NeuBase Therapeutics Announces Proposed Public Offering of Common Stock 04/27/2020 16:01 ET after hours NeuBase Therapeutics Announces Pricing of $31,500,000 Public Offering of Common Stock 04/28/2020	Day +1 -5.75% 04/29/2020 Day +5 -2.45% 05/05/2020 Best recovery within 5 -1.10% 05/04/2020 64.9% of the drop was recovered five sessions later. Month end -7.10% on 04/30/2020 This month ended before the fifth session after the move.
Close before and after $163.40 to $152.00 as traded Session open, high, low $146.00, $153.80, $141.40 Opening gap -10.65% Close inside the session range 0.85 of the range, where 1.00 is the high Session volume 147,784 shares, $22,463,168 Relative volume 22.2x 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
49	CBTX	-6.91%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	CBTX, Inc. Reports First Quarter Financial Results 04/30/2020 06:00 ET premarket	Day +1 -9.23% 05/01/2020 Day +5 -8.66% 05/07/2020 Best recovery within 5 -8.66% 05/07/2020 Five sessions later the drop was 25.3% bigger, at -8.66%. Month end -6.91% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $19.40 to $18.06 as traded Session open, high, low $18.78, $19.50, $17.38 Opening gap -3.20% Close inside the session range 0.32 of the range, where 1.00 is the high Session volume 66,928 shares, $1,208,720 Relative volume 1.0x 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
50	CRNC	-6.78%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings (date set)	Cerence to Announce Fiscal Second Quarter Results on May 7, 2020 04/29/2020 17:00 ET after hours	Day +1 -8.94% 05/01/2020 Day +5 -3.83% 05/07/2020 Best recovery within 5 -3.83% 05/07/2020 43.5% of the drop was recovered five sessions later. Month end -6.78% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $22.70 to $21.16 split-adjusted Session open, high, low $21.75, $22.13, $20.57 Opening gap -4.19% Close inside the session range 0.38 of the range, where 1.00 is the high Session volume 385,461 shares, $8,156,355 Relative volume 0.6x 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
51	NXPI Also on the opposite board this month on both boards	-6.74%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	NXP Announces Pricing of Senior Unsecured Notes Offering 04/29/2020 19:52 ET after hours	Day +1 -10.56% 05/01/2020 Day +5 -3.85% 05/07/2020 Best recovery within 5 -3.85% 05/07/2020 42.9% of the drop was recovered five sessions later. Month end -6.74% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $106.77 to $99.57 split-adjusted Session open, high, low $105.90, $106.22, $98.54 Opening gap -0.81% Close inside the session range 0.13 of the range, where 1.00 is the high Session volume 4,967,866 shares, $494,650,418 Relative volume 1.4x 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
52	MNKD	-6.47%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings (date set)	MannKind Corporation to Hold 2020 First Quarter Financial Results Conference Call on May 6, 2020 04/29/2020 17:00 ET after hours	Day +1 -10.07% 05/01/2020 Day +5 -5.76% 05/07/2020 Best recovery within 5 -3.60% 05/05/2020 11.0% of the drop was recovered five sessions later. Month end -6.47% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $1.39 to $1.30 split-adjusted Session open, high, low $1.35, $1.40, $1.30 Opening gap -2.88% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 1,971,578 shares, $2,563,051 Relative volume 1.2x 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
53	RHP Also on the opposite board this month on both boards	-6.46%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Ryman Hospitality Properties, Inc. Announces 2020 Annual Meeting of Stockholders Location and Process Update 04/30/2020 08:30 ET premarket	Day +1 -13.10% 05/01/2020 Day +5 -21.18% 05/07/2020 Best recovery within 5 -13.10% 05/01/2020 Five sessions later the drop was 227.9% bigger, at -21.18%. Month end -6.46% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $37.78 to $35.34 split-adjusted Session open, high, low $37.69, $37.69, $34.05 Opening gap -0.24% Close inside the session range 0.35 of the range, where 1.00 is the high Session volume 943,424 shares, $33,340,604 Relative volume 0.9x 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
54	PCSB	-6.38%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Buyback / Dividend	PCSB Financial Corporation Announces Third Fiscal Quarter Financial Results and Declares Quarterly Cash Dividend 04/30/2020 08:30 ET premarket	Day +1 -12.35% 05/01/2020 Day +5 -14.68% 05/07/2020 Best recovery within 5 -12.35% 05/01/2020 Five sessions later the drop was 130.1% bigger, at -14.68%. Month end -6.38% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $14.58 to $13.65 as traded Session open, high, low $14.06, $14.31, $13.56 Opening gap -3.57% Close inside the session range 0.12 of the range, where 1.00 is the high Session volume 51,281 shares, $699,986 Relative volume 0.7x 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
55	ATIF	-6.38%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership	ATIF Holdings Limited Becomes Exclusive Partner of Global Public Welfare Short Film Competition to Support the Fight Against COVID-19 04/30/2020 08:30 ET premarket	Day +1 -5.85% 05/01/2020 Day +5 -9.04% 05/07/2020 Best recovery within 5 -5.85% 05/01/2020 Five sessions later the drop was 41.7% bigger, at -9.04%. Month end -6.38% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $9.40 to $8.80 as traded Session open, high, low $9.15, $9.40, $8.65 Opening gap -2.66% Close inside the session range 0.20 of the range, where 1.00 is the high Session volume 15,525 shares, $136,620 Relative volume 1.1x 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
56	CWBR	-6.25%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings (date set)	CohBar to Announce 2020 First Quarter Financial Results and Provide Business Update on May 14, 2020 04/30/2020 09:00 ET premarket	Day +1 +4.04% 05/01/2020 Day +5 +19.12% 05/07/2020 Best recovery within 5 +47.06% 05/05/2020 It recovered the whole drop and closed 19.12% above the pre-news price. Month end -6.25% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $81.60 to $76.50 as traded Session open, high, low $81.00, $81.00, $75.00 Opening gap -0.74% Close inside the session range 0.25 of the range, where 1.00 is the high Session volume 2,892 shares, $221,238 Relative volume 2.1x 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
57	KVHI Also on the opposite board this month on both boards	-6.17%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	KVH Adds Mediterranean Region to KVH Elite Unlimited VSAT Streaming Service for Yachts 04/30/2020 03:15 ET premarket	Day +1 -14.26% 05/01/2020 Day +5 -7.89% 05/07/2020 Best recovery within 5 -7.89% 05/07/2020 Five sessions later the drop was 27.9% bigger, at -7.89%. Month end -6.17% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $9.89 to $9.28 split-adjusted Session open, high, low $9.67, $9.73, $9.03 Opening gap -2.22% Close inside the session range 0.36 of the range, where 1.00 is the high Session volume 52,105 shares, $483,534 Relative volume 0.8x 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
58	GNRC	-6.02%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Generac Reports First Quarter 2020 Results 04/30/2020 06:00 ET premarket	Day +1 -10.02% 05/01/2020 Day +5 -4.32% 05/07/2020 Best recovery within 5 -4.03% 05/06/2020 28.2% of the drop was recovered five sessions later. Month end -6.02% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $103.68 to $97.44 split-adjusted Session open, high, low $96.51, $102.36, $96.50 Opening gap -6.92% Close inside the session range 0.16 of the range, where 1.00 is the high Session volume 1,091,558 shares, $106,361,412 Relative volume 1.7x 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
59	NTLA	-6.00%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings (date set)	Intellia Therapeutics to Hold Conference Call to Discuss First Quarter 2020 Earnings and Company Updates 04/30/2020 07:30 ET premarket Intellia Therapeutics Names David Lebwohl, M.D., Chief Medical Officer 04/30/2020	Day +1 -11.93% 05/01/2020 Day +5 -4.75% 05/07/2020 Best recovery within 5 -3.07% 05/04/2020 20.8% of the drop was recovered five sessions later. Month end -6.00% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $14.33 to $13.47 split-adjusted Session open, high, low $14.16, $14.38, $13.44 Opening gap -1.19% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 650,827 shares, $8,766,640 Relative volume 1.3x 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
60	CKH Also on the opposite board this month on both boards	-5.99%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	WITT O’BRIEN’S EXPANDS COVID-19 SOLUTIONS WITH GOVERNMENT RESTRICTIONS DASHBOARD 04/29/2020 16:30 ET after hours	Day +1 -10.84% 05/01/2020 Day +5 -14.04% 05/07/2020 Best recovery within 5 -10.84% 05/01/2020 Five sessions later the drop was 134.4% bigger, at -14.04%. Month end -5.99% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $30.06 to $28.26 as traded Session open, high, low $29.32, $29.32, $27.19 Opening gap -2.46% Close inside the session range 0.50 of the range, where 1.00 is the high Session volume 132,288 shares, $3,738,459 Relative volume 1.6x 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
61	UPS	-5.97%	04/28/2020 against the close of 04/27/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	UPS Releases 1Q 2020 Earnings 04/28/2020 07:00 ET premarket	Day +1 -6.28% 04/29/2020 Day +5 -9.60% 05/05/2020 Best recovery within 5 -6.28% 04/29/2020 Five sessions later the drop was 60.8% bigger, at -9.60%. Month end -7.69% on 04/30/2020 This month ended before the fifth session after the move.
Close before and after $102.55 to $96.43 split-adjusted Session open, high, low $99.25, $99.32, $96.18 Opening gap -3.22% Close inside the session range 0.08 of the range, where 1.00 is the high Session volume 10,549,965 shares, $1,017,333,125 Relative volume 2.4x 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
62	STNE	-5.92%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	StoneCo Ltd. Files Its Annual Report on Form 20-F for the Fiscal Year Ended December 31, 2019 04/29/2020 16:30 ET after hours	Day +1 -9.42% 05/01/2020 Day +5 -3.74% 05/07/2020 Best recovery within 5 -3.50% 05/06/2020 36.8% of the drop was recovered five sessions later. Month end -5.92% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $28.04 to $26.38 split-adjusted Session open, high, low $27.55, $27.85, $25.65 Opening gap -1.75% Close inside the session range 0.33 of the range, where 1.00 is the high Session volume 3,674,538 shares, $96,934,312 Relative volume 0.9x 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
63	BANR	-5.83%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Banner Corporation Announces Results of Annual Meeting, Shareholders Approve All Proposals and Confirm All Nominated Directors to Board 04/30/2020 09:00 ET premarket	Day +1 -8.94% 05/01/2020 Day +5 -17.20% 05/07/2020 Best recovery within 5 -8.94% 05/01/2020 Five sessions later the drop was 195.0% bigger, at -17.20%. Month end -5.83% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $40.81 to $38.43 split-adjusted Session open, high, low $39.19, $40.01, $37.58 Opening gap -3.97% Close inside the session range 0.35 of the range, where 1.00 is the high Session volume 324,519 shares, $12,471,265 Relative volume 1.5x 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
64	STL	-5.74%	04/28/2020 against the close of 04/27/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Buyback / Dividend	Sterling Bancorp Declares Quarterly Dividend of $0.07 Per Share 04/27/2020 16:10 ET after hours	Day +1 +7.94% 04/29/2020 Day +5 -6.84% 05/05/2020 Best recovery within 5 +7.94% 04/29/2020 Five sessions later the drop was 19.2% bigger, at -6.84%. Month end +4.14% on 04/30/2020 This month ended before the fifth session after the move.
Close before and after $11.84 to $11.16 as traded Session open, high, low $12.22, $12.33, $11.07 Opening gap +3.21% Close inside the session range 0.07 of the range, where 1.00 is the high Session volume 4,354,885 shares, $48,600,517 Relative volume 2.1x 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
65	HBNC	-5.64%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Horizon Bancorp, Inc. Announces First Quarter 2020 Financial Results and Adopts New Accounting Standard for Current Expected Credit Losses 04/29/2020 17:30 ET after hours	Day +1 -10.03% 05/01/2020 Day +5 -16.50% 05/07/2020 Best recovery within 5 -10.03% 05/01/2020 Five sessions later the drop was 192.6% bigger, at -16.50%. Month end -5.64% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $12.06 to $11.38 split-adjusted Session open, high, low $12.05, $12.05, $11.02 Opening gap -0.08% Close inside the session range 0.35 of the range, where 1.00 is the high Session volume 242,185 shares, $2,756,065 Relative volume 1.4x 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
66	AGIO	-5.53%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Agios Reports First Quarter 2020 Financial Results and Provides Update on Business Operations and COVID-19 Response 04/30/2020 07:00 ET premarket	Day +1 -15.02% 05/01/2020 Day +5 -9.74% 05/07/2020 Best recovery within 5 -9.41% 05/05/2020 Five sessions later the drop was 76.1% bigger, at -9.74%. Month end -5.53% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $43.55 to $41.14 split-adjusted Session open, high, low $43.08, $43.75, $39.34 Opening gap -1.08% Close inside the session range 0.41 of the range, where 1.00 is the high Session volume 1,443,447 shares, $59,383,410 Relative volume 2.1x 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
67	BGNE	-5.44%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	BeiGene Announces Clinical Data to Be Presented at the 2020 American Society of Clinical Oncology (ASCO) Annual Meeting 04/29/2020 17:00 ET after hours	Day +1 -13.25% 05/01/2020 Day +5 -5.07% 05/07/2020 Best recovery within 5 -5.07% 05/07/2020 6.8% of the drop was recovered five sessions later. Month end -5.44% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $161.62 to $152.83 as traded Session open, high, low $160.05, $162.81, $151.58 Opening gap -0.97% Close inside the session range 0.11 of the range, where 1.00 is the high Session volume 179,708 shares, $27,464,774 Relative volume 0.9x 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
68	CLBS	-5.33%	04/27/2020 against the close of 04/24/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Caladrius Biosciences Closes $5.0 Million Registered Direct Offering Priced At-The-Market under Nasdaq Rules 04/27/2020 15:16 ET intraday	Day +1 -7.56% 04/28/2020 Day +5 -16.00% 05/04/2020 Best recovery within 5 -6.67% 04/29/2020 Five sessions later the drop was 200.2% bigger, at -16.00%. Month end -9.53% on 04/30/2020 This month ended before the fifth session after the move.
Close before and after $33.75 to $31.95 as traded Session open, high, low $33.75, $35.18, $29.40 Opening gap 0.00% Close inside the session range 0.44 of the range, where 1.00 is the high Session volume 13,461 shares, $430,099 Relative volume 19.4x 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
69	PLUG	-5.32%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Plug Power Customer ARYZTA Highlights Substantial Productivity Increases Through Use of GenDrive Hydrogen Fuel Cells 04/30/2020 07:00 ET premarket	Day +1 -11.31% 05/01/2020 Day +5 -1.13% 05/07/2020 Best recovery within 5 -1.13% 05/07/2020 78.8% of the drop was recovered five sessions later. Month end -5.32% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $4.42 to $4.19 split-adjusted Session open, high, low $4.36, $4.40, $4.18 Opening gap -1.36% Close inside the session range 0.02 of the range, where 1.00 is the high Session volume 7,982,714 shares, $33,407,658 Relative volume 0.8x 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
70	FMBH	-5.22%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	First Mid Bancshares, Inc. Announces First Quarter 2020 Results 04/30/2020 08:00 ET premarket	Day +1 -5.93% 05/01/2020 Day +5 -11.50% 05/07/2020 Best recovery within 5 -5.93% 05/01/2020 Five sessions later the drop was 120.3% bigger, at -11.50%. Month end -5.22% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $28.17 to $26.70 split-adjusted Session open, high, low $27.12, $27.12, $26.15 Opening gap -3.73% Close inside the session range 0.57 of the range, where 1.00 is the high Session volume 26,841 shares, $716,655 Relative volume 0.7x 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
71	AMAG	-5.20%	04/28/2020 against the close of 04/27/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings (date set)	AMAG Pharmaceuticals to Host First Quarter 2020 Financial Results Conference Call and Webcast on Monday, May 11, 2020 04/27/2020 16:30 ET after hours	Day +1 -3.58% 04/29/2020 Day +5 -7.17% 05/05/2020 Best recovery within 5 -3.58% 04/29/2020 Five sessions later the drop was 37.9% bigger, at -7.17%. Month end -7.17% on 04/30/2020 This month ended before the fifth session after the move.
Close before and after $8.65 to $8.20 as traded Session open, high, low $8.88, $8.89, $8.10 Opening gap +2.66% Close inside the session range 0.13 of the range, where 1.00 is the high Session volume 471,374 shares, $3,865,267 Relative volume 1.0x 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
72	MRNS	-5.12%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Leadership Change	Marinus Pharmaceuticals Announces Formation of Scientific Advisory Board 04/30/2020 07:30 ET premarket	Day +1 -6.98% 05/01/2020 Day +5 -7.44% 05/07/2020 Best recovery within 5 0.00% 05/06/2020 Five sessions later the drop was 45.3% bigger, at -7.44%. Month end -5.12% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $8.60 to $8.16 as traded Session open, high, low $8.56, $8.68, $8.03 Opening gap -0.47% Close inside the session range 0.21 of the range, where 1.00 is the high Session volume 100,351 shares, $818,864 Relative volume 0.8x 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
73	ONEM	-5.08%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	JAMA Network Open study between Collective Health and One Medical finds virtual + in-office primary care model linked to 45% lower employer total cost 04/30/2020 11:13 ET intraday One Medical Introduces Its Healthy Together Program Designed to Support Employer Workplace Reentry Initiatives 04/30/2020	Day +1 -10.23% 05/01/2020 Day +5 -1.89% 05/07/2020 Best recovery within 5 -1.89% 05/07/2020 62.8% of the drop was recovered five sessions later. Month end -5.08% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $25.99 to $24.67 as traded Session open, high, low $25.52, $26.18, $24.03 Opening gap -1.81% Close inside the session range 0.30 of the range, where 1.00 is the high Session volume 464,336 shares, $11,455,169 Relative volume 0.9x 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
74	KAI	-5.06%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Kadant Reports First Quarter 2020 Results 04/29/2020 16:34 ET after hours	Day +1 -6.18% 05/01/2020 Day +5 -6.65% 05/07/2020 Best recovery within 5 -6.18% 05/01/2020 Five sessions later the drop was 31.4% bigger, at -6.65%. Month end -5.06% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $88.57 to $84.09 split-adjusted Session open, high, low $85.42, $88.85, $83.35 Opening gap -3.56% Close inside the session range 0.14 of the range, where 1.00 is the high Session volume 64,717 shares, $5,442,053 Relative volume 1.2x 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
75	ORBC	-5.04%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	ORBCOMM Announces First Quarter 2020 Results 04/30/2020 07:00 ET premarket	Day +1 -12.23% 05/01/2020 Day +5 -12.23% 05/07/2020 Best recovery within 5 -10.07% 05/05/2020 Five sessions later the drop was 142.7% bigger, at -12.23%. Month end -5.04% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $2.78 to $2.64 as traded Session open, high, low $2.74, $2.75, $2.53 Opening gap -1.44% Close inside the session range 0.50 of the range, where 1.00 is the high Session volume 1,107,550 shares, $2,923,932 Relative volume 1.4x 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
76	TFX	-5.02%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Teleflex Reports First Quarter 2020 Results 04/30/2020 06:30 ET premarket ISO-Gard® Oxygen Mask Provides Oxygen Delivery While Scavenging Exhaled Breath 04/29/2020 Teleflex awarded Central Venous Access, Arterial Access agreements with Premier 04/29/2020	Day +1 -6.73% 05/01/2020 Day +5 -2.79% 05/07/2020 Best recovery within 5 -2.79% 05/07/2020 44.4% of the drop was recovered five sessions later. Month end -5.02% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $353.13 to $335.40 split-adjusted Session open, high, low $346.00, $357.72, $332.61 Opening gap -2.02% Close inside the session range 0.11 of the range, where 1.00 is the high Session volume 545,660 shares, $183,014,364 Relative volume 1.9x 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
77	CHCI	-5.00%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Comstock Updates Investor Presentation 04/29/2020 19:15 ET after hours Comstock Environmental Expands Mid-Atlantic Presence 04/30/2020	Day +1 -2.73% 05/01/2020 Day +5 -9.09% 05/07/2020 Best recovery within 5 -2.73% 05/01/2020 Five sessions later the drop was 81.8% bigger, at -9.09%. Month end -5.00% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $2.20 to $2.09 split-adjusted Session open, high, low $2.07, $2.17, $2.00 Opening gap -5.91% Close inside the session range 0.53 of the range, where 1.00 is the high Session volume 75,902 shares, $158,635 Relative volume 2.1x 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
78	CLBK	-4.94%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Columbia Financial, Inc. Announces Financial Results for the First Quarter Ended March 31, 2020 04/29/2020 16:01 ET after hours	Day +1 -6.58% 05/01/2020 Day +5 -9.33% 05/07/2020 Best recovery within 5 -6.31% 05/04/2020 Five sessions later the drop was 88.9% bigger, at -9.33%. Month end -4.94% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $6.77 to $6.43 split-adjusted Session open, high, low $6.61, $6.61, $6.05 Opening gap -2.35% Close inside the session range 0.69 of the range, where 1.00 is the high Session volume 413,147 shares, $2,658,229 Relative volume 0.8x 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
79	AAL	-4.91%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	American Airlines Group Reports First-Quarter 2020 Financial Results 04/30/2020 07:30 ET premarket	Day +1 -15.76% 05/01/2020 Day +5 -24.47% 05/07/2020 Best recovery within 5 -15.76% 05/01/2020 Five sessions later the drop was 398.4% bigger, at -24.47%. Month end -4.91% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $12.63 to $12.01 split-adjusted Session open, high, low $11.92, $12.59, $11.26 Opening gap -5.62% Close inside the session range 0.56 of the range, where 1.00 is the high Session volume 94,921,443 shares, $1,140,006,530 Relative volume 1.3x 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
80	EDIT	-4.86%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings (date set)	Editas Medicine to Host Conference Call Discussing First Quarter 2020 Results and Corporate Update 04/30/2020 08:05 ET premarket	Day +1 -8.64% 05/01/2020 Day +5 -0.82% 05/07/2020 Best recovery within 5 +5.35% 05/05/2020 83.1% of the drop was recovered five sessions later. Month end -4.86% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $24.30 to $23.12 split-adjusted Session open, high, low $24.00, $24.79, $23.01 Opening gap -1.23% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 847,538 shares, $19,595,079 Relative volume 1.3x 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
81	HROW	-4.85%	04/27/2020 against the close of 04/24/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings (date set)	Harrow Health to Announce First Quarter 2020 Financial Results on May 11, 2020 04/27/2020 07:30 ET premarket	Day +1 -3.30% 04/28/2020 Day +5 -5.07% 05/04/2020 Best recovery within 5 -1.10% 04/30/2020 Five sessions later the drop was 4.5% bigger, at -5.07%. Month end -1.10% on 04/30/2020 This month ended before the fifth session after the move.
Close before and after $4.54 to $4.32 split-adjusted Session open, high, low $4.51, $4.74, $4.23 Opening gap -0.66% Close inside the session range 0.18 of the range, where 1.00 is the high Session volume 216,648 shares, $935,919 Relative volume 1.7x 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
82	NFBK	-4.81%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Northfield Bancorp, Inc. Announces First Quarter 2020 Results 04/29/2020 18:58 ET after hours	Day +1 -3.21% 05/01/2020 Day +5 -8.61% 05/07/2020 Best recovery within 5 -3.21% 05/01/2020 Five sessions later the drop was 79.0% bigger, at -8.61%. Month end -4.81% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $11.84 to $11.27 as traded Session open, high, low $11.50, $11.87, $10.93 Opening gap -2.87% Close inside the session range 0.36 of the range, where 1.00 is the high Session volume 299,712 shares, $3,377,754 Relative volume 2.0x 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
83	MGNX	-4.74%	04/28/2020 against the close of 04/27/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings (date set)	MacroGenics Announces Date of First Quarter 2020 Financial Results Conference Call 04/28/2020 07:30 ET premarket	Day +1 -3.69% 04/29/2020 Day +5 +0.13% 05/05/2020 Best recovery within 5 +0.13% 05/05/2020 It recovered the whole drop and closed 0.13% above the pre-news price. Month end -5.14% on 04/30/2020 This month ended before the fifth session after the move.
Close before and after $7.59 to $7.23 split-adjusted Session open, high, low $7.74, $7.74, $7.11 Opening gap +1.98% Close inside the session range 0.19 of the range, where 1.00 is the high Session volume 395,759 shares, $2,861,338 Relative volume 0.6x 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
84	WEYS	-4.37%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings (date set)	WEYCO Group, Inc. First Quarter 2020 Earnings Conference Call 04/29/2020 16:00 ET after hours	Day +1 -5.93% 05/01/2020 Day +5 -5.68% 05/07/2020 Best recovery within 5 -5.68% 05/07/2020 Five sessions later the drop was 30.0% bigger, at -5.68%. Month end -4.37% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $19.90 to $19.03 split-adjusted Session open, high, low $19.91, $20.13, $19.00 Opening gap +0.05% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 10,771 shares, $204,972 Relative volume 0.6x 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
85	FCN	-4.36%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	FTI Consulting Reports First Quarter 2020 Financial Results 04/30/2020 07:30 ET premarket	Day +1 -6.14% 05/01/2020 Day +5 -7.42% 05/07/2020 Best recovery within 5 -4.63% 05/04/2020 Five sessions later the drop was 70.2% bigger, at -7.42%. Month end -4.36% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $133.16 to $127.36 split-adjusted Session open, high, low $123.86, $129.32, $120.00 Opening gap -6.98% Close inside the session range 0.79 of the range, where 1.00 is the high Session volume 701,611 shares, $89,357,177 Relative volume 2.0x 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
86	ERA	-4.30%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Buyback / Dividend	Era Group Repurchases Under the Previously Announced Special Stock Repurchase Program 04/30/2020 07:30 ET premarket Era Group Announces Q1 2020 Earnings Release Call 04/29/2020	Day +1 -11.21% 05/01/2020 Day +5 -16.82% 05/07/2020 Best recovery within 5 -11.21% 05/01/2020 Five sessions later the drop was 291.2% bigger, at -16.82%. Month end -4.30% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $16.05 to $15.36 as traded Session open, high, low $15.72, $15.90, $15.03 Opening gap -2.06% Close inside the session range 0.38 of the range, where 1.00 is the high Session volume 65,796 shares, $1,010,627 Relative volume 1.0x 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
87	APLS	-4.14%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Apellis Pharmaceuticals Reports First Quarter 2020 Financial Results 04/29/2020 16:11 ET after hours	Day +1 -10.43% 05/01/2020 Day +5 -12.59% 05/07/2020 Best recovery within 5 +0.25% 05/06/2020 Five sessions later the drop was 204.1% bigger, at -12.59%. Month end -4.14% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $35.75 to $34.27 as traded Session open, high, low $34.75, $36.54, $34.14 Opening gap -2.80% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 753,932 shares, $25,837,250 Relative volume 0.9x 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
88	YMAB	-4.14%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings (date set)	UPDATE - Y-mAbs to Announce First Quarter 2020 Financial and Operating Results on May 7, 2020 04/30/2020 09:56 ET intraday	Day +1 -7.54% 05/01/2020 Day +5 +1.08% 05/07/2020 Best recovery within 5 +1.08% 05/07/2020 It recovered the whole drop and closed 1.08% above the pre-news price. Month end -4.14% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $35.03 to $33.58 as traded Session open, high, low $34.43, $35.23, $33.58 Opening gap -1.71% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 143,274 shares, $4,811,141 Relative volume 0.8x 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
89	GRA	-4.04%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Grace Reports First Quarter 2020 Results; Provides COVID-19 Update; Highlights Strong Financial Position and Cash Flow 04/30/2020 06:00 ET premarket Grace Announces Quarterly Dividend 04/30/2020	Day +1 -6.72% 05/01/2020 Day +5 -0.33% 05/07/2020 Best recovery within 5 -0.33% 05/07/2020 91.8% of the drop was recovered five sessions later. Month end -4.04% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $49.22 to $47.23 as traded Session open, high, low $47.79, $48.84, $45.23 Opening gap -2.91% Close inside the session range 0.55 of the range, where 1.00 is the high Session volume 1,339,186 shares, $63,249,755 Relative volume 2.3x 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
90	NIU	-3.97%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings (date set)	Niu Technologies to Release First Quarter 2020 Results on May 18, 2020 04/30/2020 09:00 ET premarket	Day +1 -3.41% 05/01/2020 Day +5 +1.02% 05/07/2020 Best recovery within 5 +1.02% 05/07/2020 It recovered the whole drop and closed 1.02% above the pre-news price. Month end -3.97% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $8.81 to $8.46 split-adjusted Session open, high, low $8.52, $8.81, $8.22 Opening gap -3.29% Close inside the session range 0.41 of the range, where 1.00 is the high Session volume 180,636 shares, $1,528,181 Relative volume 1.5x 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
91	INVE Also on the opposite board this month on both boards	-3.92%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings (date set)	Identiv Sets First Quarter 2020 Earnings Call for Thursday, May 7, 2020 at 5 PM ET 04/30/2020 09:00 ET premarket	Day +1 -10.84% 05/01/2020 Day +5 -10.84% 05/07/2020 Best recovery within 5 -9.65% 05/04/2020 Five sessions later the drop was 176.5% bigger, at -10.84%. Month end -3.92% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $3.32 to $3.19 split-adjusted Session open, high, low $3.35, $3.40, $3.04 Opening gap +0.90% Close inside the session range 0.42 of the range, where 1.00 is the high Session volume 32,036 shares, $102,195 Relative volume 1.0x 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
92	PDM	-3.88%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Piedmont Office Realty Trust Reports First Quarter 2020 Results 04/29/2020 16:30 ET after hours Piedmont Office Realty Trust to Hold Virtual-Only 2020 Annual Meeting of Stockholders 04/29/2020	Day +1 -7.20% 05/01/2020 Day +5 -9.14% 05/07/2020 Best recovery within 5 -7.20% 05/01/2020 Five sessions later the drop was 135.6% bigger, at -9.14%. Month end -3.88% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $18.05 to $17.35 split-adjusted Session open, high, low $17.21, $17.75, $16.42 Opening gap -4.65% Close inside the session range 0.70 of the range, where 1.00 is the high Session volume 1,078,305 shares, $18,708,592 Relative volume 1.2x 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
93	AMSF	-3.82%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	AMERISAFE Announces 2020 First Quarter Results 04/29/2020 16:30 ET after hours	Day +1 -5.59% 05/01/2020 Day +5 -9.34% 05/07/2020 Best recovery within 5 -5.59% 05/01/2020 Five sessions later the drop was 144.5% bigger, at -9.34%. Month end -3.82% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $66.20 to $63.67 split-adjusted Session open, high, low $61.01, $66.14, $60.14 Opening gap -7.84% Close inside the session range 0.59 of the range, where 1.00 is the high Session volume 208,943 shares, $13,303,401 Relative volume 1.9x 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
94	WWD	-3.81%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Buyback / Dividend	Woodward Announces Declaration of Dividend 04/30/2020 15:45 ET intraday	Day +1 -7.07% 05/01/2020 Day +5 -7.59% 05/07/2020 Best recovery within 5 -7.07% 05/01/2020 Five sessions later the drop was 99.2% bigger, at -7.59%. Month end -3.81% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $62.96 to $60.56 split-adjusted Session open, high, low $61.85, $62.34, $59.79 Opening gap -1.76% Close inside the session range 0.30 of the range, where 1.00 is the high Session volume 824,743 shares, $49,946,436 Relative volume 0.9x 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
95	BCPC	-3.79%	04/28/2020 against the close of 04/27/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Balchem Releases 2019 Sustainability Report 04/28/2020 07:00 ET premarket	Day +1 -2.97% 04/29/2020 Day +5 -11.06% 05/05/2020 Best recovery within 5 -2.97% 04/29/2020 Five sessions later the drop was 191.8% bigger, at -11.06%. Month end -7.71% on 04/30/2020 This month ended before the fifth session after the move.
Close before and after $96.69 to $93.03 split-adjusted Session open, high, low $98.74, $99.00, $92.64 Opening gap +2.12% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 184,339 shares, $17,149,057 Relative volume 1.3x 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
96	LODE	-3.75%	04/28/2020 against the close of 04/27/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings (date set)	Comstock Mining Announces Notice of First Quarter 2020 Results, Business Update Conference Call and Debut of New Website 04/28/2020 14:21 ET intraday	Day +1 -3.04% 04/29/2020 Day +5 -5.47% 05/05/2020 Best recovery within 5 +1.89% 05/04/2020 Five sessions later the drop was 45.9% bigger, at -5.47%. Month end -3.49% on 04/30/2020 This month ended before the fifth session after the move.
Close before and after $5.30 to $5.10 split-adjusted Session open, high, low $5.00, $5.50, $5.00 Opening gap -5.60% Close inside the session range 0.20 of the range, where 1.00 is the high Session volume 25,926 shares, $132,249 Relative volume 1.2x 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
97	APTX	-3.74%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings (date set)	Aptinyx to Report First Quarter Financial Results on Thursday, May 14, 2020 04/30/2020 08:47 ET premarket	Day +1 -7.48% 05/01/2020 Day +5 +30.61% 05/07/2020 Best recovery within 5 +30.61% 05/07/2020 It recovered the whole drop and closed 30.61% above the pre-news price. Month end -3.74% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $2.94 to $2.83 as traded Session open, high, low $3.00, $3.00, $2.77 Opening gap +2.04% Close inside the session range 0.26 of the range, where 1.00 is the high Session volume 120,030 shares, $339,685 Relative volume 0.8x 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
98	PZN	-3.72%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Pzena Investment Management, Inc. Announces Move to Virtual-Only Shareholder Meeting for 2020 04/29/2020 17:38 ET after hours	Day +1 -9.00% 05/01/2020 Day +5 -7.63% 05/07/2020 Best recovery within 5 -7.63% 05/07/2020 Five sessions later the drop was 105.1% bigger, at -7.63%. Month end -3.72% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $5.11 to $4.92 as traded Session open, high, low $4.97, $5.03, $4.74 Opening gap -2.74% Close inside the session range 0.62 of the range, where 1.00 is the high Session volume 71,865 shares, $353,576 Relative volume 0.8x 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
99	FHN	-3.71%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Buyback / Dividend	First Horizon Declares Quarterly Dividends 04/29/2020 16:30 ET after hours	Day +1 -7.85% 05/01/2020 Day +5 -11.45% 05/07/2020 Best recovery within 5 -7.85% 05/01/2020 Five sessions later the drop was 208.6% bigger, at -11.45%. Month end -3.71% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $9.43 to $9.08 split-adjusted Session open, high, low $9.12, $9.29, $8.82 Opening gap -3.29% Close inside the session range 0.56 of the range, where 1.00 is the high Session volume 7,047,439 shares, $63,990,746 Relative volume 1.2x 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
100	AXSM Also on the opposite board this month on both boards	-3.71%	04/30/2020 against the close of 04/29/2020 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings (date set)	Axsome Therapeutics to Report First Quarter 2020 Financial Results on May 8, 2020 04/30/2020 07:00 ET premarket	Day +1 -8.67% 05/01/2020 Day +5 -6.96% 05/07/2020 Best recovery within 5 -6.96% 05/07/2020 Five sessions later the drop was 87.6% bigger, at -6.96%. Month end -3.71% on 04/30/2020 same session This month ended before the fifth session after the move.
Close before and after $98.69 to $95.03 split-adjusted Session open, high, low $97.50, $98.50, $94.30 Opening gap -1.21% Close inside the session range 0.17 of the range, where 1.00 is the high Session volume 678,142 shares, $64,443,834 Relative volume 0.8x 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

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. 16 smaller events this month are held out of this month's eligible pool; switch to include them. 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.

2 events were 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.

1 event was left out of this board because the measured session changed hands for less than $25,000 in total, so the percentage prices a handful of shares rather than a move anyone could have taken.

Company names are not shown on months older than a year, because only the current holder of each ticker is known.

In April 2020 (4 of 21 trading sessions produced ranked moves), the median decliner’s drop was 48.5% larger five sessions later; the largest catalyst group was Earnings, 60 of the 100 events, at a median of -6.4%.

Close-to-close change on the measured trading session, against the previous close.

Which catalysts drove the board

Computed on the 4 measured sessions of April 2020, not on the whole month.

Swipe the table sideways for the day +5 columns.

Catalyst	Events	Share of board	Median move close to close	Median at day +5	Still below the pre-news close at day +5
Earnings	60	60.0%	-6.4%	-10.8%	91.7% of 60
Other Announcement	17	17.0%	-6.5%	-10.4%	88.2% of 17
Buyback / Dividend	10	10.0%	-6.7%	-12.2%	100.0% of 10
Offering / Dilution	5	5.0%	Fewer than 10 events in this group, so no figures are shown.
Clinical Trial Results	3	3.0%	Fewer than 10 events in this group, so no figures are shown.

3 other catalyst types, 5 events: Contract / Partnership, Listing / Compliance, Leadership Change.

How much of the drop held

Computed on the 4 measured sessions of April 2020, not on the whole month.

Horizon	Still below the pre-news close (close-to-close basis)	Median change since the measured close as a share of the drop
Day +1	97.0% of 100	33.7% larger drop, of 100
Day +5	91.0% of 100	48.5% larger drop, of 100
Month end	Month end falls on or before the fifth session after the move for all 21 events that reach it, so this horizon is not a later reading than the one above and no figure is shown.
21 of the 100 events have a month-end close later than the measured session; 79 have it on the measured session itself.

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 April 2020

Two or more ranked moves this month, each on a different trading day.

Symbol	Measured sessions	Largest drop
No company moved twice or more this month.

Also fallen on news in earlier months

Ranked in at least two of the three months before this one. They are listed whether or not they rank this month, which is why the months are named.

Fewer than three complete months precede this one, so no cross-month list is shown.

What the board was made of

Price before the move

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

Volume against normal

Industry

29 other industries, 31 events

Industry not known: 32.0%

March 2020 is before this archive begins, so there is no prior month to compare against.

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.

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.