Ranked by the close-to-close change of the trading session each announcement landed in. How this is measured.
Data as of the trading session of
,
21
of 22 completed market sessions produced ranked moves.
That date is the last ranked session, not the last priced one, so follow-through dates run later.
On 100 of these rows the measured session was reconstructed from the announcement time, because it predates our stored session records.
Every percentage on a row, the follow-through readings included, is measured against that row's own pre-news close, which the row names. A day +5 reading is therefore the move from before the announcement, not a further change on top of the headline percentage.
Rows are ordered by the move measured when the board was ranked. A percentage recomputed from the session's own closing prices can sit a little above or below its neighbours; the rank is the one the measured move gave the row.
against the close of 06/29/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/29/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 47.7% bigger, at -60.37%.
Month end -40.87% on 2020-06-30same session
This month ended before the fifth session after the move.
Close before and after
$64.60 to $38.20 as traded
Session open, high, low
$32.00, $39.40, $31.00
Opening gap
-50.46%
Close inside the session range
0.86 of the range, where 1.00 is the high
Session volume
306,153 shares, $11,695,045
Relative volume
12.1x 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
3
GLBSMore than one ranked move this month2+ ranked moves
-40.31%
against the close of 06/17/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/25/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 33.5% bigger, at -52.68%.
Month end -52.23% on 2020-06-30
This month ended before the fifth session after the move.
Close before and after
$44.80 to $27.12 split-adjusted
Session open, high, low
$30.37, $33.44, $26.40
Opening gap
-32.21%
Close inside the session range
0.10 of the range, where 1.00 is the high
Session volume
1,524,965 shares, $41,357,051
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
5
IZEAMore than one ranked move this monthAlso on the opposite board this monthrelease reads positive2+ ranked moveson both boards
-39.01%
against the close of 06/11/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Other AnnouncementRelease reads positive, stock fell 39.01%
against the close of 06/25/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/02/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/08/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Earningscatalyst from a later release the same session
63.7% of the drop was recovered five sessions later.
Month end -32.59% on 2020-06-30
Close before and after
$5.80 to $3.90 split-adjusted
Session open, high, low
$6.50, $6.73, $3.47
Opening gap
+12.07%
Close inside the session range
0.13 of the range, where 1.00 is the high
Session volume
7,608,452 shares, $29,672,963
Relative volume
951.9x 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
10
SOLOAlso on the opposite board this monthon both boards
-29.13%
against the close of 06/09/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/11/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 05/29/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 26.5% bigger, at -34.13%.
Month end -47.46% on 2020-06-30
Close before and after
$151.20 to $110.40 as traded
Session open, high, low
$122.00, $123.00, $109.20
Opening gap
-19.31%
Close inside the session range
0.09 of the range, where 1.00 is the high
Session volume
174,039 shares, $19,213,906
Relative volume
200.6x the median of the 20 sessions before the pre-news close
Baseline gap
3 calendar days from the pre-news close to the measured session
13
GLBSMore than one ranked move this month2+ ranked moves
-26.95%
against the close of 06/25/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/16/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 05/29/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/25/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 9.3% bigger, at -25.71%.
Month end -36.94% on 2020-06-30
Close before and after
$68.00 to $52.00 as traded
Session open, high, low
$60.00, $64.00, $48.00
Opening gap
-11.76%
Close inside the session range
0.25 of the range, where 1.00 is the high
Session volume
98,386 shares, $5,116,072
Relative volume
7.3x 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
19
IDYAAlso on the opposite board this monthon both boards
-23.24%
against the close of 06/17/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/05/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/23/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/24/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/29/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/08/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
16.4% of the drop was recovered five sessions later.
Month end -10.47% on 2020-06-30
Close before and after
$11.27 to $8.89 as traded
Session open, high, low
$9.68, $10.76, $8.63
Opening gap
-14.11%
Close inside the session range
0.12 of the range, where 1.00 is the high
Session volume
2,390,565 shares, $21,252,123
Relative volume
2.5x 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
25
LQDAMore than one ranked move this month2+ ranked moves
-21.09%
against the close of 06/29/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/05/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/18/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 41.0% bigger, at -28.52%.
Month end -29.98% on 2020-06-30
Close before and after
$0.9700 to $0.7739 split-adjusted
Session open, high, low
$0.8000, $0.8300, $0.7700
Opening gap
-17.53%
Close inside the session range
0.07 of the range, where 1.00 is the high
Session volume
5,007,076 shares, $3,874,976
Relative volume
10.8x 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
LQDAMore than one ranked move this month2+ ranked moves
-20.08%
against the close of 06/04/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/17/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/29/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/25/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/18/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/17/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/08/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 8.3% bigger, at -19.40%.
Month end +5.97% on 2020-06-30
Close before and after
$26.80 to $22.00 split-adjusted
Session open, high, low
$25.00, $26.60, $21.40
Opening gap
-6.72%
Close inside the session range
0.12 of the range, where 1.00 is the high
Session volume
78,166 shares, $1,719,652
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
36
GLBSMore than one ranked move this month2+ ranked moves
-17.28%
against the close of 06/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/17/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/16/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/12/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/11/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/08/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/17/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/03/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/23/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 59.0% bigger, at -23.94%.
Month end -20.27% on 2020-06-30
This month ended before the fifth session after the move.
Close before and after
$5.18 to $4.40 split-adjusted
Session open, high, low
$4.41, $4.55, $4.20
Opening gap
-14.86%
Close inside the session range
0.57 of the range, where 1.00 is the high
Session volume
579,746 shares, $2,550,882
Relative volume
3.9x 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
48
INOAlso on the opposite board this monthon both boards
-14.96%
against the close of 06/29/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/16/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
It recovered the whole drop and closed 13.19% above the pre-news price.
Month end -7.83% on 2020-06-30
Close before and after
$86.80 to $74.00 split-adjusted
Session open, high, low
$76.32, $80.00, $67.01
Opening gap
-12.07%
Close inside the session range
0.54 of the range, where 1.00 is the high
Session volume
33,216 shares, $2,457,984
Relative volume
27.1x 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
50
ATNMAlso on the opposite board this monthon both boards
-14.61%
against the close of 06/16/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/08/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/11/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/01/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/02/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/17/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
It recovered the whole drop and closed 0.65% above the pre-news price.
Month end -8.25% on 2020-06-30
Close before and after
$13.94 to $12.06 split-adjusted
Session open, high, low
$13.51, $13.92, $11.61
Opening gap
-3.08%
Close inside the session range
0.19 of the range, where 1.00 is the high
Session volume
6,154,265 shares, $74,220,436
Relative volume
4.0x 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
57
OTLKMore than one ranked move this month2+ ranked moves
-13.44%
against the close of 06/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
It recovered the whole drop and closed 15.18% above the pre-news price.
Month end +15.18% on 2020-06-30
Close before and after
$22.40 to $19.39 split-adjusted
Session open, high, low
$21.00, $21.41, $19.10
Opening gap
-6.25%
Close inside the session range
0.13 of the range, where 1.00 is the high
Session volume
88,506 shares, $1,716,131
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
58
GNUSAlso on the opposite board this monthon both boards
-13.41%
against the close of 06/04/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Leadership Changecatalyst from a later release the same session
against the close of 06/03/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/18/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/12/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/23/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/09/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/09/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/24/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/11/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 73.6% bigger, at -21.40%.
Month end -20.21% on 2020-06-30
Close before and after
$5.84 to $5.12 split-adjusted
Session open, high, low
$5.50, $5.57, $5.02
Opening gap
-5.82%
Close inside the session range
0.18 of the range, where 1.00 is the high
Session volume
178,255 shares, $912,666
Relative volume
8.0x 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
69
KZRAlso on the opposite board this monthon both boards
-12.14%
against the close of 06/08/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/22/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/25/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/19/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
92.5% of the drop was recovered five sessions later.
Month end -7.83% on 2020-06-30
Close before and after
$7.71 to $6.82 as traded
Session open, high, low
$7.71, $7.77, $6.72
Opening gap
-0.11%
Close inside the session range
0.09 of the range, where 1.00 is the high
Session volume
509,685 shares, $3,474,115
Relative volume
3.9x 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
77
IZEAMore than one ranked move this monthAlso on the opposite board this month2+ ranked moveson both boards
-11.61%
against the close of 06/18/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/19/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/18/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/01/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/16/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/18/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/22/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/25/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/26/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/23/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/23/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
0.0% of the drop was recovered five sessions later.
Month end -9.66% on 2020-06-30
Close before and after
$35.20 to $31.60 split-adjusted
Session open, high, low
$35.20, $35.60, $31.20
Opening gap
0.00%
Close inside the session range
0.09 of the range, where 1.00 is the high
Session volume
8,223 shares, $259,847
Relative volume
4.0x 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
96
OTLKMore than one ranked move this month2+ ranked moves
-10.08%
against the close of 06/02/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/16/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
34.3% of the drop was recovered five sessions later.
Month end +5.73% on 2020-06-30
Close before and after
$33.51 to $30.22 split-adjusted
Session open, high, low
$32.70, $32.77, $29.85
Opening gap
-2.42%
Close inside the session range
0.13 of the range, where 1.00 is the high
Session volume
2,199,435 shares, $66,466,926
Relative volume
3.7x 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
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.185 smaller events this month are held out of this month's eligible pool; switch to include them.5 events never entered this month's eligible pool, because the ticker is a warrant, a unit, a right or a preferred rather than common stock, or carries a stored capitalization above $10 trillion, which is larger than any company has reached.Include the $5M to $25M band
2 candidate events for this board could not be anchored to a trading session and are not listed.
Company names are not shown on months older than a year, because only the current holder of each ticker is known.
Whole board, unfiltered
In June 2020, the median decliner had recovered 0.8% of its drop five sessions later; the largest catalyst group was Offering / Dilution, 29 of the 100 events, at a median of -14.6%.
Close-to-close change on the measured trading session, against the previous close.
NYSE and Nasdaq companies with a market capitalization of $25M or more, measured today. The exchange is the one recorded on each announcement, and a release naming several tickers records one venue for all of them. A session that changed hands for less than $25,000 in total is not ranked, because a percentage set by a handful of shares is a print rather than a move. On a board older than a year a fund is identified by its name alone, because an instrument class describes whoever holds the ticker today.
Median change since the measured close as a share of the drop
Day +1
99.0% of 100
4.2%recovered, of 100
Day +5
91.0% of 100
0.8%recovered, of 100
Month end
90.3% of 93
7.3%deeper below baseline, of 93
Month end falls before day +5 for 15 of these 93 events, so this row is not a later horizon than the one above it. 93 of the 100 events have a month-end close later than the measured session; 6 have it on the measured session itself, and 1 has no month-end close.
Both figures in a row are measured over the events that have a close at that horizon, the count printed beside each of them, not over all 100 events on this board, which is why the denominators differ between rows.
Repeat runners
Some companies move on news more than once. The left list holds the ones that moved twice or more this month; the right list holds the ones that also moved in the months before it. The ranking above shows one row per move, so a name that keeps coming back is only visible here.
Moved twice or more inside June 2020
Two or more ranked moves this month, each on a different trading day.
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
Pre-market40.0%
Intraday12.0%
After hours48.0%
Volume against normal
Under 5x48 events, 48.0%
5x to 20x39 events, 39.0%
Over 20x13 events, 13.0%
Industry
Pharmaceutical Preparations19 events, 19.0%
Biological Products, (no Diagnostic Substances)6 events, 6.0%
In Vitro & in Vivo Diagnostic Substances3 events, 3.0%
National Commercial Banks3 events, 3.0%
Real Estate Investment Trusts3 events, 3.0%
Semiconductors & Related Devices3 events, 3.0%
22 other industries, 30 events
Industry not known: 33.0%
2 events on this board carry the flag for a move that ran against its own release, too few to say whether the flag predicts anything.
Against May 2020
100 events in the comparable window.
May 2020 median -13.3%, selected from the 2,137 events in that month's eligible pool
June 2020 median -14.5%, 1.2 points steeper than May 2020. June 2020's median is taken over the 100 ranked rows, selected from the 2,704 events in that month's eligible pool.
The two windows drew on pools of very different size, so part of the gap between the medians is how deep into each pool the top hundred reaches rather than how severe the moves were.
How this ranking is measured
Close-to-close change on the measured trading session, against the previous close.
An announcement before 16:00 ET is measured on that trading day; one at or after 16:00 ET, or on a weekend, is measured on the next trading day.
One row per company and measured session. Other announcements the company made in the same session are listed inside the row.
A ranking is a coincidence of news and price on the same session, not proof that the news caused the move. Part of an intraday move can precede the announcement.
No Stated Cause marks a release in which the company itself says it knows of no reason for the move, while Other Announcement marks a release these rules could not classify.
Eligibility uses each company's capitalization today, not its capitalization at the time. Archive boards can therefore change as companies grow or shrink.
Prices are adjusted for stock splits the company has done since, so an older row's dollar figures are stated on today's share count and are not the prices that traded that day. The percentage move, the dollar volume and the relative volume are unaffected, because both prices carry the same adjustment. The session's share count carries the adjustment too, so the shares figure beside the dollar volume is that count restated on today's basis rather than the number of shares that changed hands. Where the ticker was retired the price series stops with it and no later adjustment reached it, so those rows are marked as traded and their dollars are the ones that changed hands on the day.
Market cap is not shown on months older than a year, because only today's figure exists.
NYSE and Nasdaq companies with a market capitalization of $25M or more, measured today. The exchange is the one recorded on each announcement, and a release naming several tickers records one venue for all of them. A session that changed hands for less than $25,000 in total is not ranked, because a percentage set by a handful of shares is a print rather than a move. On a board older than a year a fund is identified by its name alone, because an instrument class describes whoever holds the ticker today.
On 100 of these rows the measured session was reconstructed from the announcement time, because it predates our stored session records.
This archive starts at 2020-04, the first month with ranked moves.
