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
,
19
of 21 completed market sessions produced ranked moves.
That date is the last ranked session, not the last priced one, so follow-through dates run later.
On 100 of these rows the measured session was reconstructed from the announcement time, because it predates our stored session records.
Every percentage on a row, the follow-through readings included, is measured against that row's own pre-news close, which the row names. A day +5 reading is therefore the move from before the announcement, not a further change on top of the headline percentage.
Rows are ordered by the move measured when the board was ranked. A percentage recomputed from the session's own closing prices can sit a little above or below its neighbours; the rank is the one the measured move gave the row.
against the close of 08/21/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/28/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/17/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/21/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Contract / Partnershipcatalyst from a later release the same session
against the close of 08/11/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 71.0% bigger, at -64.81%.
Month-end is not shown: no closing price is available for 2020-08-31.
Close before and after
$0.2924 to $0.1816 split-adjusted
Session open, high, low
$0.1790, $0.1980, $0.1542
Opening gap
-38.78%
Close inside the session range
0.63 of the range, where 1.00 is the high
Session volume
18,108,581 shares, $3,288,518
Relative volume
16.8x 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
7
AIHSMore than one ranked move this monthAlso on the opposite board this month2+ ranked moveson both boards
-37.35%
against the close of 08/03/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/13/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/18/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
FDA & RegulatoryRelease reads positive, stock fell 35.28%
Five sessions later the drop was 4.4% bigger, at -36.82%.
Month end -34.17% on 2020-08-31
Close before and after
$118.54 to $76.72 split-adjusted
Session open, high, low
$85.81, $85.85, $74.56
Opening gap
-27.61%
Close inside the session range
0.19 of the range, where 1.00 is the high
Session volume
34,099,091 shares, $2,615,911,766
Relative volume
35.2x 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
10
MESOAlso on the opposite board this monthon both boards
-34.96%
against the close of 08/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/07/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/05/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/25/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
31.9% of the drop was recovered five sessions later.
Month end -35.21% on 2020-08-31
This month ended before the fifth session after the move.
Close before and after
$43.20 to $29.10 as traded
Session open, high, low
$30.60, $30.90, $28.50
Opening gap
-29.17%
Close inside the session range
0.25 of the range, where 1.00 is the high
Session volume
211,432 shares, $6,152,671
Relative volume
39.5x 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
15
GEVOMore than one ranked move this monthAlso on the opposite board this month2+ ranked moveson both boards
-32.42%
against the close of 08/20/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/05/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/03/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/06/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 24.1% bigger, at -34.97%.
Month end -28.50% on 2020-08-31
Close before and after
$169.00 to $121.38 as traded
Session open, high, low
$130.10, $130.50, $117.35
Opening gap
-23.02%
Close inside the session range
0.31 of the range, where 1.00 is the high
Session volume
17,456,460 shares, $2,118,865,115
Relative volume
18.2x 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
20
PEDAlso on the opposite board this monthon both boards
-27.96%
against the close of 08/27/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 78.0% bigger, at -49.76%.
Month end -37.44% on 2020-08-31
This month ended before the fifth session after the move.
Close before and after
$42.20 to $30.40 split-adjusted
Session open, high, low
$26.00, $30.40, $23.20
Opening gap
-38.39%
Close inside the session range
1.00 of the range, where 1.00 is the high
Session volume
363,377 shares, $11,046,661
Relative volume
459.7x 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
VVPRAlso on the opposite board this monthon both boards
-27.02%
against the close of 08/20/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/13/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/05/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/19/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
31.3% of the drop was recovered five sessions later.
Month end -12.66% on 2020-08-31
Close before and after
$10.35 to $7.86 split-adjusted
Session open, high, low
$9.50, $9.54, $7.83
Opening gap
-8.21%
Close inside the session range
0.02 of the range, where 1.00 is the high
Session volume
2,264,745 shares, $17,800,896
Relative volume
14.4x 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
26
AMTXMore than one ranked move this monthAlso on the opposite board this month2+ ranked moveson both boards
-23.84%
against the close of 08/20/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/04/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/13/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/13/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/10/2020session 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
against the close of 08/19/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/20/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/06/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/05/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/07/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/13/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/18/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/07/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/04/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/24/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
21.5% of the drop was recovered five sessions later.
Month end -14.35% on 2020-08-31
This month ended before the fifth session after the move.
Close before and after
$23.31 to $18.92 split-adjusted
Session open, high, low
$19.63, $20.78, $17.78
Opening gap
-15.79%
Close inside the session range
0.38 of the range, where 1.00 is the high
Session volume
10,815,925 shares, $204,583,221
Relative volume
11.8x 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
43
XSPAMore than one ranked move this monthAlso on the opposite board this month2+ ranked moveson both boards
-18.79%
against the close of 08/25/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/13/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/05/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/12/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/03/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/03/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/13/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/17/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/07/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/06/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 24.9% bigger, at -21.65%.
Month end -23.67% on 2020-08-31
Close before and after
$7.90 to $6.53 split-adjusted
Session open, high, low
$6.45, $7.19, $6.04
Opening gap
-18.35%
Close inside the session range
0.43 of the range, where 1.00 is the high
Session volume
5,071,452 shares, $33,116,582
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
53
GRWGAlso on the opposite board this monthon both boards
-17.32%
against the close of 08/21/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 35.2% bigger, at -23.26%.
Month end -30.70% on 2020-08-31
Close before and after
$2.15 to $1.78 split-adjusted
Session open, high, low
$1.92, $1.97, $1.60
Opening gap
-10.70%
Close inside the session range
0.49 of the range, where 1.00 is the high
Session volume
538,831 shares, $959,119
Relative volume
3.5x 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
55
MARAMore than one ranked move this month2+ ranked moves
-17.13%
against the close of 08/20/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/04/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/11/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/18/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 13.4% bigger, at -18.93%.
Month end -21.83% on 2020-08-31
Close before and after
$359.20 to $299.20 as traded
Session open, high, low
$296.00, $299.20, $283.20
Opening gap
-17.59%
Close inside the session range
1.00 of the range, where 1.00 is the high
Session volume
29,481 shares, $8,820,715
Relative volume
12.9x 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
60
ADVMMore than one ranked move this month2+ ranked moves
-16.63%
against the close of 08/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/12/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
8.8% of the drop was recovered five sessions later.
Month end -5.15% on 2020-08-31
Close before and after
$26.20 to $21.86 as traded
Session open, high, low
$22.51, $22.77, $20.37
Opening gap
-14.08%
Close inside the session range
0.62 of the range, where 1.00 is the high
Session volume
119,140 shares, $2,604,400
Relative volume
21.6x 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
62
AMTXMore than one ranked move this monthAlso on the opposite board this month2+ ranked moveson both boards
-16.47%
against the close of 08/12/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/05/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/06/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 11.2% bigger, at -18.08%.
Month end -38.19% on 2020-08-31
Close before and after
$178.51 to $149.48 split-adjusted
Session open, high, low
$169.77, $170.00, $143.25
Opening gap
-4.90%
Close inside the session range
0.23 of the range, where 1.00 is the high
Session volume
15,225,981 shares, $2,275,979,640
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
67
GEVOMore than one ranked move this monthAlso on the opposite board this month2+ ranked moveson both boards
-16.22%
against the close of 08/25/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/06/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
55.8% of the drop was recovered five sessions later.
Month end -10.48% on 2020-08-31
Close before and after
$155.00 to $130.00 split-adjusted
Session open, high, low
$145.00, $148.50, $129.50
Opening gap
-6.45%
Close inside the session range
0.03 of the range, where 1.00 is the high
Session volume
656,622 shares, $85,360,860
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
70
ADVMMore than one ranked move this month2+ ranked moves
-16.04%
against the close of 08/12/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
26.8% of the drop was recovered five sessions later.
Month end -18.12% on 2020-08-31
Close before and after
$149.00 to $125.10 as traded
Session open, high, low
$128.50, $131.30, $117.50
Opening gap
-13.76%
Close inside the session range
0.55 of the range, where 1.00 is the high
Session volume
1,090,686 shares, $136,444,819
Relative volume
13.3x 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
71
BLNKMore than one ranked move this month2+ ranked moves
-15.98%
against the close of 08/19/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/12/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 11.5% bigger, at -17.70%.
Month end -12.88% on 2020-08-31
Close before and after
$9.32 to $7.84 as traded
Session open, high, low
$8.76, $8.80, $7.75
Opening gap
-6.01%
Close inside the session range
0.09 of the range, where 1.00 is the high
Session volume
15,299,779 shares, $119,950,267
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
73
VUZIAlso on the opposite board this monthon both boards
-15.78%
against the close of 08/21/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
13.2% of the drop was recovered five sessions later.
Month end -13.69% on 2020-08-31
Close before and after
$4.31 to $3.63 split-adjusted
Session open, high, low
$4.11, $4.17, $3.61
Opening gap
-4.64%
Close inside the session range
0.04 of the range, where 1.00 is the high
Session volume
2,629,064 shares, $9,543,502
Relative volume
2.5x the median of the 20 sessions before the pre-news close
Baseline gap
3 calendar days from the pre-news close to the measured session
74
SLGGAlso on the opposite board this monthon both boards
-15.71%
against the close of 08/26/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/26/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/11/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/13/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/07/2020session 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 -14.99% on 2020-08-31
Close before and after
$23.69 to $20.19 split-adjusted
Session open, high, low
$22.55, $22.64, $19.25
Opening gap
-4.81%
Close inside the session range
0.28 of the range, where 1.00 is the high
Session volume
3,063,035 shares, $61,842,677
Relative volume
4.2x 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
79
MARAMore than one ranked move this month2+ ranked moves
-14.76%
against the close of 08/21/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/26/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/04/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/25/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/04/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/12/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/05/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
75.7% of the drop was recovered five sessions later.
Month end -5.30% on 2020-08-31
Close before and after
$18.31 to $15.67 split-adjusted
Session open, high, low
$17.03, $17.40, $15.29
Opening gap
-6.99%
Close inside the session range
0.18 of the range, where 1.00 is the high
Session volume
3,484,927 shares, $54,608,806
Relative volume
4.4x 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
87
BLNKMore than one ranked move this month2+ ranked moves
-14.36%
against the close of 08/20/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/13/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/05/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/04/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 3.3% bigger, at -14.48%.
Month end -12.63% on 2020-08-31
Close before and after
$52.98 to $45.55 split-adjusted
Session open, high, low
$48.58, $49.58, $43.43
Opening gap
-8.31%
Close inside the session range
0.34 of the range, where 1.00 is the high
Session volume
3,025,618 shares, $137,816,900
Relative volume
6.1x 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
91
XSPAMore than one ranked move this monthAlso on the opposite board this month2+ ranked moveson both boards
-14.01%
against the close of 08/19/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/05/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/13/2020session 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 1.34% above the pre-news price.
Month end +3.13% on 2020-08-31
Close before and after
$8.95 to $7.71 as traded
Session open, high, low
$8.31, $8.50, $7.71
Opening gap
-7.15%
Close inside the session range
0.00 of the range, where 1.00 is the high
Session volume
101,745 shares, $784,454
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
94
AIHSMore than one ranked move this monthAlso on the opposite board this month2+ ranked moveson both boards
-13.83%
against the close of 08/19/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/04/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/05/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/06/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/04/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/06/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 08/06/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 27.7% bigger, at -17.46%.
Month end -20.93% on 2020-08-31
Close before and after
$26.18 to $22.60 split-adjusted
Session open, high, low
$24.26, $24.75, $21.88
Opening gap
-7.33%
Close inside the session range
0.25 of the range, where 1.00 is the high
Session volume
428,495 shares, $9,683,987
Relative volume
4.4x 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
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.364 smaller events this month are held out of this month's eligible pool; switch to include them.19 events never entered this month's eligible pool, because the ticker is a warrant, a unit, a right or a preferred rather than common stock, or carries a stored capitalization above $10 trillion, which is larger than any company has reached.Include the $5M to $25M band
1 candidate event for this board could not be anchored to a trading session and is not listed.
1 event was left out of this board because the price series changes basis between the baseline close and the measured one, so the two prices do not describe the same shares of the same company and their ratio measures a corporate action, or a change in what the ticker identifies, rather than a move.
2 events were left out of this board because the ticker had not traded for more than 10 days before the measured session, so no comparable prior close exists.
Company names are not shown on months older than a year, because only the current holder of each ticker is known.
Whole board, unfiltered
In August 2020, the median decliner was 7.5% deeper below its pre-news close five sessions later; the largest catalyst group was Earnings, 63 of the 100 events, at a median of -16.7%.
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
98.0% of 100
6.4%deeper below baseline, of 100
Day +5
95.0% of 100
7.5%deeper below baseline, of 100
Month end
94.9% of 98
10.6%deeper below baseline, of 98
Month end falls before day +5 for 9 of these 98 events, so this row is not a later horizon than the one above it. 98 of the 100 events have a month-end close later than the measured session; 1 has 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 August 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-market40.0%
Intraday6.0%
After hours54.0%
Volume against normal
Under 5x43 events, 43.0%
5x to 20x42 events, 42.0%
Over 20x15 events, 15.0%
Industry
Pharmaceutical Preparations16 events, 16.0%
Industrial Organic Chemicals4 events, 4.0%
Services-prepackaged Software4 events, 4.0%
Biological Products, (no Diagnostic Substances)3 events, 3.0%
Crude Petroleum & Natural Gas3 events, 3.0%
Finance Services3 events, 3.0%
23 other industries, 32 events
Industry not known: 35.0%
3 events on this board carry the flag for a move that ran against its own release, too few to say whether the flag predicts anything.
Against July 2020
100 events in the comparable window.
July 2020 median -13.4%, selected from the 4,544 events in that month's eligible pool
August 2020 median -17.7%, 4.3 points steeper than July 2020. August 2020's median is taken over the 100 ranked rows, selected from the 4,501 events in that month's eligible pool.
How this ranking is measured
Close-to-close change on the measured trading session, against the previous close.
An announcement before 16:00 ET is measured on that trading day; one at or after 16:00 ET, or on a weekend, is measured on the next trading day.
One row per company and measured session. Other announcements the company made in the same session are listed inside the row.
A ranking is a coincidence of news and price on the same session, not proof that the news caused the move. Part of an intraday move can precede the announcement.
No Stated Cause marks a release in which the company itself says it knows of no reason for the move, while Other Announcement marks a release these rules could not classify.
Eligibility uses each company's capitalization today, not its capitalization at the time. Archive boards can therefore change as companies grow or shrink.
Prices are adjusted for stock splits the company has done since, so an older row's dollar figures are stated on today's share count and are not the prices that traded that day. The percentage move, the dollar volume and the relative volume are unaffected, because both prices carry the same adjustment. The session's share count carries the adjustment too, so the shares figure beside the dollar volume is that count restated on today's basis rather than the number of shares that changed hands. Where the ticker was retired the price series stops with it and no later adjustment reached it, so those rows are marked as traded and their dollars are the ones that changed hands on the day.
Market cap is not shown on months older than a year, because only today's figure exists.
NYSE and Nasdaq companies with a market capitalization of $25M or more, measured today. The exchange is the one recorded on each announcement, and a release naming several tickers records one venue for all of them. A session that changed hands for less than $25,000 in total is not ranked, because a percentage set by a handful of shares is a print rather than a move. On a board older than a year a fund is identified by its name alone, because an instrument class describes whoever holds the ticker today.
On 100 of these rows the measured session was reconstructed from the announcement time, because it predates our stored session records.
This archive starts at 2020-04, the first month with ranked moves.
