Ranked by the close-to-close change of the trading session each announcement landed in. How this is measured.
Data as of the trading session of
,
21
of 22 completed market sessions produced ranked moves.
That date is the last ranked session, not the last priced one, so follow-through dates run later.
On 100 of these rows the measured session was reconstructed from the announcement time, because it predates our stored session records.
Every percentage on a row, the follow-through readings included, is measured against that row's own pre-news close, which the row names. A day +5 reading is therefore the move from before the announcement, not a further change on top of the headline percentage.
Rows are ordered by the move measured when the board was ranked. A percentage recomputed from the session's own closing prices can sit a little above or below its neighbours; the rank is the one the measured move gave the row.
against the close of 12/01/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 12.0% bigger, at -62.56%.
Month end -65.26% on 2020-12-31
Close before and after
$6.65 to $2.94 split-adjusted
Session open, high, low
$3.16, $3.28, $2.90
Opening gap
-52.55%
Close inside the session range
0.09 of the range, where 1.00 is the high
Session volume
12,523,993 shares, $36,757,919
Relative volume
21.0x 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
2
ARCTMore than one ranked move this month2+ ranked moves
-54.17%
against the close of 12/28/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/08/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 7.3% bigger, at -57.22%.
Month end -51.67% on 2020-12-31
Close before and after
$9.00 to $4.20 as traded
Session open, high, low
$4.19, $4.25, $3.55
Opening gap
-53.44%
Close inside the session range
0.93 of the range, where 1.00 is the high
Session volume
276,946 shares, $1,163,173
Relative volume
74.0x 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
4
SLSMore than one ranked move this month2+ ranked moves
-52.60%
against the close of 12/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/11/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/08/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/28/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
5.1% of the drop was recovered five sessions later.
Month end -35.88% on 2020-12-31
This month ended before the fifth session after the move.
Close before and after
$3.54 to $2.36 as traded
Session open, high, low
$2.47, $2.51, $2.36
Opening gap
-30.23%
Close inside the session range
0.00 of the range, where 1.00 is the high
Session volume
2,215,417 shares, $5,228,384
Relative volume
19.4x 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
8
ACYAlso on the opposite board this monthon both boards
-33.07%
against the close of 12/28/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 5.2% bigger, at -34.80%.
Month end -22.38% on 2020-12-31
This month ended before the fifth session after the move.
Close before and after
$2.77 to $1.85 as traded
Session open, high, low
$1.91, $2.19, $1.52
Opening gap
-31.05%
Close inside the session range
0.50 of the range, where 1.00 is the high
Session volume
16,446,060 shares, $30,490,995
Relative volume
124.4x 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
9
OCGNAlso on the opposite board this monthon both boards
-32.31%
against the close of 12/23/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/14/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/16/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/04/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 48.5% bigger, at -43.14%.
Month end -45.25% on 2020-12-31
Close before and after
$10.43 to $7.40 split-adjusted
Session open, high, low
$7.69, $7.72, $7.20
Opening gap
-26.32%
Close inside the session range
0.38 of the range, where 1.00 is the high
Session volume
1,404,466 shares, $10,393,048
Relative volume
8.1x the median of the 20 sessions before the pre-news close
Baseline gap
3 calendar days from the pre-news close to the measured session
13
HSTOMore than one ranked move this month2+ ranked moves
-27.12%
against the close of 12/30/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/02/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 11/30/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/28/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/18/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 11/30/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/02/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/01/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/14/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/15/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 32.8% bigger, at -29.97%.
Month end -37.37% on 2020-12-31
Close before and after
$118.80 to $92.00 split-adjusted
Session open, high, low
$78.00, $98.00, $76.80
Opening gap
-34.34%
Close inside the session range
0.72 of the range, where 1.00 is the high
Session volume
149,612 shares, $13,764,304
Relative volume
8.2x 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
23
GLSIMore than one ranked move this monthAlso on the opposite board this month2+ ranked moveson both boards
-22.46%
against the close of 12/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/29/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 0.5% bigger, at -21.35%.
Month end -20.91% on 2020-12-31
This month ended before the fifth session after the move.
Close before and after
$2.87 to $2.26 split-adjusted
Session open, high, low
$2.35, $2.35, $2.25
Opening gap
-18.12%
Close inside the session range
0.10 of the range, where 1.00 is the high
Session volume
646,898 shares, $1,461,989
Relative volume
60.4x 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
25
SOLMore than one ranked move this monthAlso on the opposite board this month2+ ranked moveson both boards
-21.17%
against the close of 12/01/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 59.2% bigger, at -33.71%.
Month end +44.87% on 2020-12-31
Close before and after
$7.89 to $6.22 as traded
Session open, high, low
$6.31, $7.28, $5.05
Opening gap
-20.03%
Close inside the session range
0.52 of the range, where 1.00 is the high
Session volume
5,292,357 shares, $32,918,461
Relative volume
3.3x 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
26
HGENAlso on the opposite board this monthon both boards
-21.14%
against the close of 12/24/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/16/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/08/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/01/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
9.7% of the drop was recovered five sessions later.
Month end -1.43% on 2020-12-31
Close before and after
$240.64 to $192.21 split-adjusted
Session open, high, low
$183.00, $198.80, $180.60
Opening gap
-23.95%
Close inside the session range
0.64 of the range, where 1.00 is the high
Session volume
3,224,291 shares, $619,740,973
Relative volume
11.3x 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
30
SLSMore than one ranked move this month2+ ranked moves
-20.07%
against the close of 12/11/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/01/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/03/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/08/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
5.8% of the drop was recovered five sessions later.
Month end +11.22% on 2020-12-31
Close before and after
$4.24 to $3.42 split-adjusted
Session open, high, low
$3.48, $3.68, $3.31
Opening gap
-17.83%
Close inside the session range
0.29 of the range, where 1.00 is the high
Session volume
98,828,188 shares, $337,498,262
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
34
SOLMore than one ranked move this monthAlso on the opposite board this month2+ ranked moveson both boards
-19.17%
against the close of 12/22/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/08/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/16/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
86.4% of the drop was recovered five sessions later.
Month end +4.37% on 2020-12-31
Close before and after
$58.64 to $47.44 split-adjusted
Session open, high, low
$50.08, $50.56, $46.56
Opening gap
-14.60%
Close inside the session range
0.22 of the range, where 1.00 is the high
Session volume
254,857 shares, $12,090,416
Relative volume
18.0x 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
37
ARCTMore than one ranked move this month2+ ranked moves
-19.07%
against the close of 12/07/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/17/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/15/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/03/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/03/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/11/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/23/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/04/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/04/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
20.9% of the drop was recovered five sessions later.
Month end -5.08% on 2020-12-31
Close before and after
$30.11 to $24.66 as traded
Session open, high, low
$31.20, $32.44, $24.25
Opening gap
+3.62%
Close inside the session range
0.05 of the range, where 1.00 is the high
Session volume
8,486,119 shares, $209,267,695
Relative volume
9.0x 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
47
METXAlso on the opposite board this monthon both boards
-18.09%
against the close of 12/07/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 100.0% bigger, at -36.18%.
Month end -31.74% on 2020-12-31
Close before and after
$1,758.00 to $1,440.00 as traded
Session open, high, low
$1,350.00, $1,500.00, $1,302.00
Opening gap
-23.21%
Close inside the session range
0.70 of the range, where 1.00 is the high
Session volume
1,745 shares, $2,512,800
Relative volume
24.6x 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
48
HSTOMore than one ranked move this month2+ ranked moves
-17.61%
against the close of 11/30/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/02/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/11/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/07/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 11/30/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/30/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/16/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/29/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/11/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/18/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/15/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 22.0% bigger, at -19.58%.
Month end -18.87% on 2020-12-31
Close before and after
$5.67 to $4.76 split-adjusted
Session open, high, low
$5.17, $5.20, $4.64
Opening gap
-8.82%
Close inside the session range
0.21 of the range, where 1.00 is the high
Session volume
984,990 shares, $4,688,552
Relative volume
5.1x 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
59
AGIOAlso on the opposite board this monthon both boards
-16.01%
against the close of 12/07/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/08/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/17/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/15/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/02/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 11/30/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/09/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/11/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/02/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/14/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/03/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/16/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/29/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/16/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/08/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/04/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/08/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/08/2020session 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 -15.05% on 2020-12-31
Close before and after
$18.80 to $16.11 split-adjusted
Session open, high, low
$16.37, $16.93, $15.45
Opening gap
-12.93%
Close inside the session range
0.45 of the range, where 1.00 is the high
Session volume
7,671,502 shares, $123,587,897
Relative volume
9.0x 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
78
GLSIMore than one ranked move this monthAlso on the opposite board this month2+ ranked moveson both boards
-14.15%
against the close of 12/17/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/03/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/11/2020session 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 12/10/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/08/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/07/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 7.8% bigger, at -15.00%.
Month end +15.56% on 2020-12-31
Close before and after
$33.62 to $28.95 split-adjusted
Session open, high, low
$31.70, $31.80, $28.81
Opening gap
-5.72%
Close inside the session range
0.04 of the range, where 1.00 is the high
Session volume
14,912,360 shares, $431,638,260
Relative volume
6.4x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
84
BLNKAlso on the opposite board this monthon both boards
-13.85%
against the close of 12/28/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/11/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/09/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 11/30/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
3.5% of the drop was recovered five sessions later.
Month end -18.88% on 2020-12-31
Close before and after
$43.75 to $37.74 as traded
Session open, high, low
$43.83, $44.44, $37.37
Opening gap
+0.18%
Close inside the session range
0.05 of the range, where 1.00 is the high
Session volume
769,887 shares, $29,055,535
Relative volume
3.4x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
88
SOLMore than one ranked move this monthAlso on the opposite board this month2+ ranked moveson both boards
-13.70%
against the close of 12/08/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/04/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/16/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/01/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/24/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
46.1% of the drop was recovered five sessions later.
Month end -7.49% on 2020-12-31
This month ended before the fifth session after the move.
Close before and after
$44.31 to $38.33 split-adjusted
Session open, high, low
$43.65, $44.44, $37.30
Opening gap
-1.49%
Close inside the session range
0.14 of the range, where 1.00 is the high
Session volume
6,453,826 shares, $247,375,151
Relative volume
6.5x 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
93
GMDAAlso on the opposite board this monthon both boards
-13.36%
against the close of 12/08/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/23/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/03/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/09/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/07/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/17/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/09/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 11/30/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
5.8% of the drop was recovered five sessions later.
Month end +12.37% on 2020-12-31
Close before and after
$358.80 to $314.00 split-adjusted
Session open, high, low
$358.80, $359.51, $313.40
Opening gap
0.00%
Close inside the session range
0.01 of the range, where 1.00 is the high
Session volume
7,595 shares, $2,384,830
Relative volume
0.7x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
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.386 smaller events this month are held out of this month's eligible pool; switch to include them.65 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
11 candidate events for this board could not be anchored to a trading session and are not listed.
2 events were 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.
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 December 2020, the median decliner was 7.5% deeper below its pre-news close five sessions later; the largest catalyst group was Earnings, 27 of the 100 events, at a median of -17.2%.
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
100.0% of 100
3.2%deeper below baseline, of 100
Day +5
96.0% of 100
7.5%deeper below baseline, of 100
Month end
89.8% of 98
7.1%deeper below baseline, of 98
Month end falls before day +5 for 13 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; 2 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 December 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%
Intraday4.0%
After hours43.0%
Volume against normal
Under 5x30 events, 30.0%
5x to 20x49 events, 49.0%
Over 20x21 events, 21.0%
Industry
Pharmaceutical Preparations20 events, 20.0%
Biological Products, (no Diagnostic Substances)3 events, 3.0%
Electric & Other Services Combined3 events, 3.0%
Finance Services2 events, 2.0%
Retail-family Clothing Stores2 events, 2.0%
Semiconductors & Related Devices2 events, 2.0%
24 other industries, 24 events
Industry not known: 44.0%
Against November 2020
100 events in the comparable window.
November 2020 median -19.1%, selected from the 8,194 events in that month's eligible pool
December 2020 median -17.3%, 1.8 points shallower than November 2020. December 2020's median is taken over the 100 ranked rows, selected from the 6,396 events in that month's eligible pool.
The two windows drew on pools of very different size, so part of the gap between the medians is how deep into each pool the top hundred reaches rather than how severe the moves were.
How this ranking is measured
Close-to-close change on the measured trading session, against the previous close.
An announcement before 16:00 ET is measured on that trading day; one at or after 16:00 ET, or on a weekend, is measured on the next trading day.
One row per company and measured session. Other announcements the company made in the same session are listed inside the row.
A ranking is a coincidence of news and price on the same session, not proof that the news caused the move. Part of an intraday move can precede the announcement.
No Stated Cause marks a release in which the company itself says it knows of no reason for the move, while Other Announcement marks a release these rules could not classify.
Eligibility uses each company's capitalization today, not its capitalization at the time. Archive boards can therefore change as companies grow or shrink.
Prices are adjusted for stock splits the company has done since, so an older row's dollar figures are stated on today's share count and are not the prices that traded that day. The percentage move, the dollar volume and the relative volume are unaffected, because both prices carry the same adjustment. The session's share count carries the adjustment too, so the shares figure beside the dollar volume is that count restated on today's basis rather than the number of shares that changed hands. Where the ticker was retired the price series stops with it and no later adjustment reached it, so those rows are marked as traded and their dollars are the ones that changed hands on the day.
Market cap is not shown on months older than a year, because only today's figure exists.
NYSE and Nasdaq companies with a market capitalization of $25M or more, measured today. The exchange is the one recorded on each announcement, and a release naming several tickers records one venue for all of them. A session that changed hands for less than $25,000 in total is not ranked, because a percentage set by a handful of shares is a print rather than a move. On a board older than a year a fund is identified by its name alone, because an instrument class describes whoever holds the ticker today.
On 100 of these rows the measured session was reconstructed from the announcement time, because it predates our stored session records.
This archive starts at 2020-04, the first month with ranked moves.
