September 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
,
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 09/04/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/02/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/25/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/29/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/18/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/22/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/21/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/23/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/29/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/01/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 38.7% bigger, at -42.42%.
Month end -42.01% on 2020-09-30
Close before and after
$145.20 to $100.80 split-adjusted
Session open, high, low
$131.40, $133.00, $100.20
Opening gap
-9.50%
Close inside the session range
0.02 of the range, where 1.00 is the high
Session volume
3,188,006 shares, $321,351,005
Relative volume
11.0x 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
11
USIOAlso on the opposite board this monthon both boards
-30.40%
against the close of 09/22/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 5.8% bigger, at -32.16%.
Month end -32.16% on 2020-09-30
Close before and after
$2.27 to $1.58 split-adjusted
Session open, high, low
$1.54, $1.65, $1.54
Opening gap
-32.16%
Close inside the session range
0.36 of the range, where 1.00 is the high
Session volume
918,154 shares, $1,450,683
Relative volume
25.3x 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
12
ACBMore than one ranked move this month2+ ranked moves
-29.37%
against the close of 09/22/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/22/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/25/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/03/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 22.3% bigger, at -34.50%.
Month end -34.50% on 2020-09-30
Close before and after
$5.71 to $4.10 as traded
Session open, high, low
$6.22, $6.34, $4.01
Opening gap
+8.93%
Close inside the session range
0.04 of the range, where 1.00 is the high
Session volume
491,496 shares, $2,015,134
Relative volume
23.4x 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
16
JEMore than one ranked move this monthAlso on the opposite board this month2+ ranked moveson both boards
-26.98%
against the close of 09/22/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/04/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 6.1% bigger, at -28.44%.
Month end -36.83% on 2020-09-30
Close before and after
$6.08 to $4.45 split-adjusted
Session open, high, low
$4.82, $4.82, $4.40
Opening gap
-20.71%
Close inside the session range
0.12 of the range, where 1.00 is the high
Session volume
30,348 shares, $135,052
Relative volume
12.9x 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
18
ADILunder $25M todayAlso on the opposite board this monthon both boards
-26.40%
against the close of 09/29/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/28/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/04/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/08/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/09/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/23/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/28/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/02/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/09/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/18/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 30.6% bigger, at -27.46%.
Month end -29.83% on 2020-09-30
Close before and after
$236.00 to $186.40 as traded
Session open, high, low
$227.20, $228.62, $179.20
Opening gap
-3.73%
Close inside the session range
0.15 of the range, where 1.00 is the high
Session volume
23,841 shares, $4,443,962
Relative volume
6.6x 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
29
SBBPMore than one ranked move this month2+ ranked moves
-20.36%
against the close of 09/16/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/18/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 22.3% bigger, at -24.66%.
Month end -24.05% on 2020-09-30
Close before and after
$11.60 to $9.26 as traded
Session open, high, low
$10.50, $10.50, $8.70
Opening gap
-9.48%
Close inside the session range
0.31 of the range, where 1.00 is the high
Session volume
974,764 shares, $9,026,315
Relative volume
6.2x 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
31
SBBPMore than one ranked move this month2+ ranked moves
-20.11%
against the close of 09/04/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/25/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/16/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/08/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/02/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/08/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/18/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/17/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/29/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
16.9% of the drop was recovered five sessions later.
Month end -18.38% on 2020-09-30same session
This month ended before the fifth session after the move.
Close before and after
$22.20 to $18.12 split-adjusted
Session open, high, low
$19.80, $20.20, $17.72
Opening gap
-10.81%
Close inside the session range
0.16 of the range, where 1.00 is the high
Session volume
181,663 shares, $3,291,734
Relative volume
4.9x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
41
JEMore than one ranked move this monthAlso on the opposite board this month2+ ranked moveson both boards
-18.01%
against the close of 09/25/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Offering / Dilutioncatalyst from a later release the same session
Five sessions later the drop was 210.2% bigger, at -55.86%.
Month end -55.51% on 2020-09-30
This month ended before the fifth session after the move.
Close before and after
$11.71 to $9.60 as traded
Session open, high, low
$12.87, $13.20, $9.41
Opening gap
+9.89%
Close inside the session range
0.05 of the range, where 1.00 is the high
Session volume
4,313,497 shares, $41,422,512
Relative volume
12.3x the median of the 20 sessions before the pre-news close
Baseline gap
3 calendar days from the pre-news close to the measured session
42
FCELMore than one ranked move this month2+ ranked moves
-17.49%
against the close of 09/09/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
63.1% of the drop was recovered five sessions later.
Month end -18.63% on 2020-09-30
Close before and after
$78.90 to $65.10 split-adjusted
Session open, high, low
$75.00, $75.00, $63.90
Opening gap
-4.94%
Close inside the session range
0.11 of the range, where 1.00 is the high
Session volume
1,308,901 shares, $85,209,455
Relative volume
3.2x 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
43
CKPTAlso on the opposite board this monthon both boards
-17.22%
against the close of 09/16/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 105.5% bigger, at -35.38%.
Month end -36.79% on 2020-09-30
Close before and after
$42.40 to $35.10 as traded
Session open, high, low
$38.80, $40.00, $33.10
Opening gap
-8.49%
Close inside the session range
0.29 of the range, where 1.00 is the high
Session volume
367,198 shares, $12,888,650
Relative volume
7.9x 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
44
ETNBMore than one ranked move this month2+ ranked moves
-17.17%
against the close of 09/14/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/04/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 13.3% bigger, at -19.14%.
Month end -17.07% on 2020-09-30
Close before and after
$159.54 to $132.60 as traded
Session open, high, low
$138.15, $145.50, $128.10
Opening gap
-13.41%
Close inside the session range
0.26 of the range, where 1.00 is the high
Session volume
43,467 shares, $5,763,724
Relative volume
1.1x 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
46
FCELMore than one ranked move this month2+ ranked moves
-16.41%
against the close of 09/29/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
4.8% of the drop was recovered five sessions later.
Month end -16.41% on 2020-09-30same session
This month ended before the fifth session after the move.
Close before and after
$76.80 to $64.20 split-adjusted
Session open, high, low
$65.70, $68.40, $63.60
Opening gap
-14.45%
Close inside the session range
0.13 of the range, where 1.00 is the high
Session volume
1,817,118 shares, $116,658,976
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
47
STROAlso on the opposite board this monthon both boards
-16.35%
against the close of 09/09/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/02/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/02/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/02/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/22/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/22/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/02/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/09/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/02/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/22/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/25/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 47.3% bigger, at -21.84%.
Month end -16.73% on 2020-09-30
This month ended before the fifth session after the move.
Close before and after
$9.98 to $8.50 as traded
Session open, high, low
$8.33, $9.39, $8.05
Opening gap
-16.53%
Close inside the session range
0.34 of the range, where 1.00 is the high
Session volume
389,674 shares, $3,312,229
Relative volume
5.2x 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
58
ETNBMore than one ranked move this month2+ ranked moves
-14.73%
against the close of 09/16/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/17/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 157.5% bigger, at -37.78%.
Month end -40.00% on 2020-09-30
Close before and after
$2.25 to $1.92 as traded
Session open, high, low
$2.28, $2.28, $1.90
Opening gap
+1.33%
Close inside the session range
0.05 of the range, where 1.00 is the high
Session volume
465,782 shares, $894,301
Relative volume
1.3x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
60
NKLAAlso on the opposite board this monthon both boards
-14.48%
against the close of 09/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/03/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/28/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/23/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 86.8% bigger, at -26.47%.
Month end -22.59% on 2020-09-30
This month ended before the fifth session after the move.
Close before and after
$4,488.00 to $3,852.00 as traded
Session open, high, low
$4,332.00, $4,560.00, $3,732.00
Opening gap
-3.48%
Close inside the session range
0.14 of the range, where 1.00 is the high
Session volume
146 shares, $562,392
Relative volume
3.6x 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
64
FRTAAlso on the opposite board this monthon both boards
-14.03%
against the close of 09/16/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/22/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/28/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/29/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/22/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/18/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/29/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/15/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/22/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/18/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 13.1% bigger, at -14.90%.
Month end -14.98% on 2020-09-30
Close before and after
$12.75 to $11.07 split-adjusted
Session open, high, low
$11.53, $12.20, $11.07
Opening gap
-9.57%
Close inside the session range
0.00 of the range, where 1.00 is the high
Session volume
7,946 shares, $87,962
Relative volume
0.5x 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
75
SPROMore than one ranked move this monthAlso on the opposite board this month2+ ranked moveson both boards
-13.09%
against the close of 09/09/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/18/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 51.3% bigger, at -19.53%.
Month end -20.28% on 2020-09-30
Close before and after
$31.60 to $27.52 split-adjusted
Session open, high, low
$30.14, $30.56, $27.18
Opening gap
-4.62%
Close inside the session range
0.10 of the range, where 1.00 is the high
Session volume
932,989 shares, $25,675,857
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
77
TTNPunder $25M todayAlso on the opposite board this monthon both boards
-12.66%
against the close of 09/23/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/21/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/01/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/22/2020session 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 09/02/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/02/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 42.3% bigger, at -17.30%.
Month end -17.75% on 2020-09-30
Close before and after
$13.24 to $11.63 as traded
Session open, high, low
$12.67, $12.97, $11.50
Opening gap
-4.31%
Close inside the session range
0.09 of the range, where 1.00 is the high
Session volume
16,563,483 shares, $192,633,307
Relative volume
5.7x 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
83
GPunder $25M todayAlso on the opposite board this monthon both boards
-12.15%
against the close of 08/31/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/03/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
50.4% of the drop was recovered five sessions later.
Month end +24.43% on 2020-09-30
Close before and after
$32.18 to $28.29 split-adjusted
Session open, high, low
$31.12, $31.89, $26.03
Opening gap
-3.29%
Close inside the session range
0.39 of the range, where 1.00 is the high
Session volume
1,693,876 shares, $47,919,752
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
85
NNVCAlso on the opposite board this monthon both boards
-11.91%
against the close of 09/03/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 17.2% bigger, at -13.96%.
Month end -21.15% on 2020-09-30
Close before and after
$4.87 to $4.29 split-adjusted
Session open, high, low
$5.14, $5.35, $4.21
Opening gap
+5.54%
Close inside the session range
0.07 of the range, where 1.00 is the high
Session volume
1,649,474 shares, $7,076,243
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
86
SOLAlso on the opposite board this monthon both boards
-11.76%
against the close of 09/22/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 10.8% bigger, at -13.03%.
Month end -13.03% on 2020-09-30
Close before and after
$2.38 to $2.10 as traded
Session open, high, low
$2.42, $2.78, $2.03
Opening gap
+1.68%
Close inside the session range
0.09 of the range, where 1.00 is the high
Session volume
3,628,994 shares, $7,620,887
Relative volume
8.9x 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
87
ACBMore than one ranked move this month2+ ranked moves
-11.63%
against the close of 09/04/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/02/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/18/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/22/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/23/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/16/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/29/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/16/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/10/2020session 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 1.35% above the pre-news price.
Month end -17.31% on 2020-09-30
Close before and after
$31.03 to $27.65 as traded
Session open, high, low
$28.10, $29.13, $26.61
Opening gap
-9.44%
Close inside the session range
0.41 of the range, where 1.00 is the high
Session volume
13,409,221 shares, $370,764,961
Relative volume
26.0x 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
97
SPROMore than one ranked move this monthAlso on the opposite board this month2+ ranked moveson both boards
-10.88%
against the close of 09/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/02/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
33.3% of the drop was recovered five sessions later.
Month end -15.21% on 2020-09-30
Close before and after
$33.60 to $30.00 as traded
Session open, high, low
$32.10, $33.00, $28.50
Opening gap
-4.46%
Close inside the session range
0.33 of the range, where 1.00 is the high
Session volume
47,943 shares, $1,438,290
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
99
RETOunder $25M todayAlso on the opposite board this monthon both boards
-10.68%
against the close of 09/04/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/03/2020session 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
Five sessions later the drop was 51.7% bigger, at -16.14%.
Month end -11.06% on 2020-09-30
Close before and after
$242.01 to $216.26 split-adjusted
Session open, high, low
$233.77, $234.94, $205.25
Opening gap
-3.40%
Close inside the session range
0.37 of the range, where 1.00 is the high
Session volume
26,988,580 shares, $5,836,550,311
Relative volume
7.7x 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 $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.35 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
6 candidate events for this board could not be anchored to a trading session and are not listed.
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.
2 events were left out of this board because the ticker had not traded for more than 10 days before the measured session, so no comparable prior close exists.
Company names are not shown on months older than a year, because only the current holder of each ticker is known.
Whole board, unfiltered
In September 2020, the median decliner was 14.3% deeper below its pre-news close five sessions later; the largest catalyst group was Earnings, 31 of the 100 events, at a median of -15.6%.
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
99.0% of 100
9.7%deeper below baseline, of 100
Day +5
98.0% of 100
14.3%deeper below baseline, of 100
Month end
95.7% of 92
21.4%deeper below baseline, of 92
Month end falls before day +5 for 14 of these 92 events, so this row is not a later horizon than the one above it. 92 of the 100 events have a month-end close later than the measured session; 8 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 September 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-market53.0%
Intraday10.0%
After hours37.0%
Volume against normal
Under 5x39 events, 39.8%
5x to 20x45 events, 45.9%
Over 20x14 events, 14.3%
2 events have too little trading history for a relative volume, and are not in the tiers above.
Industry
Pharmaceutical Preparations20 events, 20.0%
Motor Vehicles & Passenger Car Bodies3 events, 3.0%
Electrical Industrial Apparatus2 events, 2.0%
Services-medical Laboratories2 events, 2.0%
Biological Products, (no Diagnostic Substances)1 event, 1.0%
Biological Products, (no Disgnostic Substances)1 event, 1.0%
33 other industries, 33 events
Industry not known: 38.0%
Against August 2020
100 events in the comparable window.
August 2020 median -19.0%, selected from the 4,865 events in that month's eligible pool
September 2020 median -15.6%, 3.4 points shallower than August 2020. September 2020's median is taken over the 100 ranked rows, selected from the 5,022 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 $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.
