July 2020 Stock Losers on News, Micro Caps Included
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
,
22
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 07/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/02/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 20.1% bigger, at -56.75%.
Month end -58.70% on 2020-07-31
Close before and after
$6.15 to $3.25 as traded
Session open, high, low
$4.18, $4.22, $3.16
Opening gap
-32.03%
Close inside the session range
0.08 of the range, where 1.00 is the high
Session volume
11,478,422 shares, $37,247,479
Relative volume
19.2x the median of the 20 sessions before the pre-news close
Baseline gap
4 calendar days from the pre-news close to the measured session
4
TLSAAlso on the opposite board this monthrelease reads positiveon both boards
-43.49%
against the close of 07/30/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Other AnnouncementRelease reads positive, stock fell 43.49%
against the close of 07/28/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/30/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/24/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/23/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/01/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/16/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/06/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 48.7% bigger, at -40.79%.
Month end -38.72% on 2020-07-31
Close before and after
$5.32 to $3.86 split-adjusted
Session open, high, low
$3.25, $4.07, $3.08
Opening gap
-38.91%
Close inside the session range
0.79 of the range, where 1.00 is the high
Session volume
8,292,060 shares, $32,007,352
Relative volume
12.6x 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
12
VERBMore than one ranked move this month2+ ranked moves
-27.22%
against the close of 07/21/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 20.9% bigger, at -32.91%.
Month end -35.44% on 2020-07-31
Close before and after
$12,640.00 to $9,200.00 as traded
Session open, high, low
$8,960.00, $9,600.00, $8,960.00
Opening gap
-29.11%
Close inside the session range
0.38 of the range, where 1.00 is the high
Session volume
1,420 shares, $13,064,000
Relative volume
72.8x 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
13
LMNLAlso on the opposite board this monthon both boards
-26.50%
against the close of 07/01/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 70.6% bigger, at -45.20%.
Month end -28.43% on 2020-07-31
Close before and after
$227.90 to $167.50 as traded
Session open, high, low
$215.20, $239.80, $152.10
Opening gap
-5.57%
Close inside the session range
0.18 of the range, where 1.00 is the high
Session volume
90,831 shares, $15,214,193
Relative volume
75.1x 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
14
DSSunder $25M todayAlso on the opposite board this monthon both boards
-25.31%
against the close of 07/01/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/01/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/02/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/29/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/28/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/30/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 15.4% bigger, at -25.57%.
Month end -24.43% on 2020-07-31
Close before and after
$1.76 to $1.37 as traded
Session open, high, low
$1.63, $1.63, $1.36
Opening gap
-7.39%
Close inside the session range
0.04 of the range, where 1.00 is the high
Session volume
2,186,663 shares, $2,995,728
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
20
TNXPMore than one ranked move this month2+ ranked moves
-22.16%
against the close of 07/21/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 43.2% bigger, at -31.74%.
Month end -22.75% on 2020-07-31
Close before and after
$1,068,800.00 to $832,000.00 split-adjusted
Session open, high, low
$844,800.00, $908,800.00, $736,000.00
Opening gap
-20.96%
Close inside the session range
0.56 of the range, where 1.00 is the high
Session volume
126 shares, $104,832,000
Relative volume
8.7x 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
21
OCGNAlso on the opposite board this monthon both boards
-21.31%
against the close of 07/21/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/27/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 38.5% bigger, at -29.33%.
Month end -25.83% on 2020-07-31
This month ended before the fifth session after the move.
Close before and after
$6.00 to $4.73 split-adjusted
Session open, high, low
$4.69, $5.02, $4.50
Opening gap
-21.83%
Close inside the session range
0.44 of the range, where 1.00 is the high
Session volume
3,240,166 shares, $15,325,985
Relative volume
10.9x 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
23
FEMore than one ranked move this month2+ ranked moves
-20.91%
against the close of 07/21/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/22/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/08/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/30/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/15/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/29/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/28/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 42.3% bigger, at -25.36%.
Month end -24.16% on 2020-07-31
This month ended before the fifth session after the move.
Close before and after
$8.36 to $6.87 split-adjusted
Session open, high, low
$6.91, $7.21, $6.71
Opening gap
-17.34%
Close inside the session range
0.32 of the range, where 1.00 is the high
Session volume
877,244 shares, $6,026,666
Relative volume
13.5x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
30
INMBAlso on the opposite board this monthon both boards
-17.78%
against the close of 07/15/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/29/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/01/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/17/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/20/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 2.0% bigger, at -17.80%.
Month end -17.06% on 2020-07-31
Close before and after
$230.90 to $190.60 split-adjusted
Session open, high, low
$208.00, $208.00, $190.40
Opening gap
-9.92%
Close inside the session range
0.01 of the range, where 1.00 is the high
Session volume
102,507 shares, $19,537,834
Relative volume
4.8x 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
35
FEMore than one ranked move this month2+ ranked moves
-16.99%
against the close of 07/20/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/30/2020session 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
against the close of 07/27/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/08/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/15/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/27/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
50.0% of the drop was recovered five sessions later.
Month end -19.48% on 2020-07-31
This month ended before the fifth session after the move.
Close before and after
$1.54 to $1.30 as traded
Session open, high, low
$1.30, $1.33, $1.25
Opening gap
-15.58%
Close inside the session range
0.63 of the range, where 1.00 is the high
Session volume
4,787,081 shares, $6,223,205
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
41
OPCHMore than one ranked move this month2+ ranked moves
-15.50%
against the close of 07/20/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/17/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 32.7% bigger, at -20.31%.
Month end -27.46% on 2020-07-31
Close before and after
$23.78 to $20.14 split-adjusted
Session open, high, low
$21.04, $21.20, $18.85
Opening gap
-11.52%
Close inside the session range
0.55 of the range, where 1.00 is the high
Session volume
81,107 shares, $1,633,495
Relative volume
25.0x 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
44
ECORAlso on the opposite board this monthon both boards
-15.30%
against the close of 07/14/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/30/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
3.7% of the drop was recovered five sessions later.
Month end -15.23% on 2020-07-31same session
This month ended before the fifth session after the move.
Close before and after
$3.48 to $2.95 split-adjusted
Session open, high, low
$3.49, $3.49, $2.45
Opening gap
+0.29%
Close inside the session range
0.48 of the range, where 1.00 is the high
Session volume
19,423,372 shares, $57,298,947
Relative volume
4.7x 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
46
TNXPMore than one ranked move this month2+ ranked moves
-15.04%
against the close of 07/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/22/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/30/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/30/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
65.7% of the drop was recovered five sessions later.
Month end -14.91% on 2020-07-31same session
This month ended before the fifth session after the move.
Close before and after
$3.42 to $2.91 split-adjusted
Session open, high, low
$3.32, $3.36, $2.77
Opening gap
-2.92%
Close inside the session range
0.24 of the range, where 1.00 is the high
Session volume
3,101,708 shares, $9,025,970
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
50
VERBMore than one ranked move this month2+ ranked moves
-14.73%
against the close of 07/13/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/24/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/23/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/07/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/30/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/30/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/15/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/30/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/08/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/30/2020session 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
against the close of 07/22/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/30/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/09/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/28/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 36.8% bigger, at -18.08%.
Month end -26.60% on 2020-07-31
This month ended before the fifth session after the move.
Close before and after
$17.48 to $15.17 as traded
Session open, high, low
$16.95, $16.95, $14.86
Opening gap
-3.03%
Close inside the session range
0.15 of the range, where 1.00 is the high
Session volume
207,515 shares, $3,148,003
Relative volume
6.2x 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
65
BRQSMore than one ranked move this month2+ ranked moves
-12.98%
against the close of 06/30/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
76.5% of the drop was recovered five sessions later.
Month end -17.56% on 2020-07-31
Close before and after
$251.52 to $218.88 as traded
Session open, high, low
$247.68, $260.16, $211.20
Opening gap
-1.53%
Close inside the session range
0.16 of the range, where 1.00 is the high
Session volume
3,355 shares, $734,342
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
66
OPCHMore than one ranked move this month2+ ranked moves
-12.72%
against the close of 07/21/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/30/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/29/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/28/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/30/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/17/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/27/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/27/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/21/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/06/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
26.7% of the drop was recovered five sessions later.
Month end -2.15% on 2020-07-31
Close before and after
$6.50 to $5.75 split-adjusted
Session open, high, low
$6.04, $6.15, $5.20
Opening gap
-7.08%
Close inside the session range
0.58 of the range, where 1.00 is the high
Session volume
6,033 shares, $34,690
Relative volume
5.2x 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
76
BLNKAlso on the opposite board this monthon both boards
-11.53%
against the close of 07/30/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
55.6% of the drop was recovered five sessions later.
Month end -11.53% on 2020-07-31same session
This month ended before the fifth session after the move.
Close before and after
$12.49 to $11.05 split-adjusted
Session open, high, low
$11.75, $12.19, $10.02
Opening gap
-5.92%
Close inside the session range
0.47 of the range, where 1.00 is the high
Session volume
10,600,765 shares, $117,138,453
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
77
BRQSMore than one ranked move this month2+ ranked moves
-11.50%
against the close of 07/14/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/29/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/06/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/30/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/01/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/15/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/29/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/08/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/24/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/09/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/08/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 37.6% bigger, at -14.78%.
Month end -3.17% on 2020-07-31
Close before and after
$55.48 to $49.52 split-adjusted
Session open, high, low
$55.20, $55.60, $48.52
Opening gap
-0.50%
Close inside the session range
0.14 of the range, where 1.00 is the high
Session volume
26,064 shares, $1,290,689
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
88
TENBAlso on the opposite board this monthon both boards
-10.70%
against the close of 07/29/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/28/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/24/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/23/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/27/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 147.9% bigger, at -25.83%.
Month end -21.25% on 2020-07-31
This month ended before the fifth session after the move.
Close before and after
$2.40 to $2.15 split-adjusted
Session open, high, low
$2.30, $2.36, $2.02
Opening gap
-4.17%
Close inside the session range
0.39 of the range, where 1.00 is the high
Session volume
971,809 shares, $2,089,389
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
93
HMHCAlso on the opposite board this monthon both boards
-10.39%
against the close of 07/22/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/08/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 66.0% bigger, at -17.23%.
Month end -9.10% on 2020-07-31
Close before and after
$13.29 to $11.91 split-adjusted
Session open, high, low
$13.25, $13.25, $11.91
Opening gap
-0.30%
Close inside the session range
0.00 of the range, where 1.00 is the high
Session volume
141,312 shares, $1,683,026
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
95
TNXPMore than one ranked move this month2+ ranked moves
-10.34%
against the close of 07/24/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/30/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/09/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/29/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/30/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/28/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
27.5% of the drop was recovered five sessions later.
Month end -12.69% on 2020-07-31
This month ended before the fifth session after the move.
Close before and after
$4.02 to $3.62 as traded
Session open, high, low
$4.04, $4.06, $3.61
Opening gap
+0.50%
Close inside the session range
0.02 of the range, where 1.00 is the high
Session volume
586,902 shares, $2,124,585
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
NYSE and Nasdaq companies with a market capitalization of $5M or more, measured today, including the $5M to $25M band. 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.6 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.Exclude the $5M to $25M band
1 event was left out of this board because the measured session set no price of its own, trading either nothing at all or barely moving on an ordinary day's volume, so the figure it would be ranked on is a price carried onto the tape rather than a close.
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.
5 events were left out of this board because the ticker had not traded for more than 10 days before the measured session, so no comparable prior close exists.
Company names are not shown on months older than a year, because only the current holder of each ticker is known.
Whole board, unfiltered
In July 2020, the median decliner was 8.2% deeper below its pre-news close five sessions later; the largest catalyst group was Earnings, 31 of the 100 events, at a median of -13.4%.
Close-to-close change on the measured trading session, against the previous close.
NYSE and Nasdaq companies with a market capitalization of $5M or more, measured today, including the $5M to $25M band. 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
100.0% of 100
3.4%deeper below baseline, of 100
Day +5
95.0% of 100
8.2%deeper below baseline, of 100
Month end
95.6% of 90
15.0%deeper below baseline, of 90
Month end falls before day +5 for 26 of these 90 events, so this row is not a later horizon than the one above it. 90 of the 100 events have a month-end close later than the measured session; 10 have it on the measured session itself.
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 July 2020
Two or more ranked moves this month, each on a different trading day.
Price bands are not shown on months older than a year, because the stored prices are adjusted for splits done since and a company that has reverse-split lands in a band its shares never traded in.
When the announcement landed
Pre-market36.0%
Intraday12.0%
After hours52.0%
Volume against normal
Under 5x48 events, 48.0%
5x to 20x43 events, 43.0%
Over 20x9 events, 9.0%
Industry
Pharmaceutical Preparations12 events, 12.0%
Biological Products, (no Diagnostic Substances)5 events, 5.0%
State Commercial Banks3 events, 3.0%
Electric Services2 events, 2.0%
Retail-eating Places2 events, 2.0%
Services-home Health Care Services2 events, 2.0%
35 other industries, 37 events
Industry not known: 37.0%
1 event on this board carries the flag for a move that ran against its own release, too few to say whether the flag predicts anything.
Against June 2020
100 events in the comparable window.
June 2020 median -16.3%, selected from the 2,889 events in that month's eligible pool
July 2020 median -14.6%, 1.7 points shallower than June 2020. July 2020's median is taken over the 100 ranked rows, selected from the 4,759 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 $5M or more, measured today, including the $5M to $25M band. 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.
