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 19 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 01/07/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/27/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/28/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/05/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/28/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/14/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/04/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/31/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
37.6% of the drop was recovered five sessions later.
Month end -24.87% on 2021-01-29
Close before and after
$3.78 to $2.69 split-adjusted
Session open, high, low
$2.62, $2.95, $2.56
Opening gap
-30.69%
Close inside the session range
0.33 of the range, where 1.00 is the high
Session volume
38,672,909 shares, $104,030,125
Relative volume
9.8x 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
9
FTFTAlso on the opposite board this monthon both boards
-28.22%
against the close of 01/08/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/20/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/28/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/28/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/27/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 4.9% bigger, at -23.57%.
Month end -19.40% on 2021-01-29
This month ended before the fifth session after the move.
Close before and after
$15.36 to $11.91 split-adjusted
Session open, high, low
$12.87, $14.57, $11.60
Opening gap
-16.21%
Close inside the session range
0.10 of the range, where 1.00 is the high
Session volume
54,664,720 shares, $651,056,815
Relative volume
5.3x 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
14
SOLMore than one ranked move this month2+ ranked moves
-21.94%
against the close of 01/22/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/27/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/26/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
16.6% of the drop was recovered five sessions later.
Month end -23.17% on 2021-01-29
This month ended before the fifth session after the move.
Close before and after
$6.95 to $5.45 split-adjusted
Session open, high, low
$5.94, $5.99, $5.25
Opening gap
-14.53%
Close inside the session range
0.27 of the range, where 1.00 is the high
Session volume
3,099,372 shares, $16,891,577
Relative volume
9.3x 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
17
GEVOAlso on the opposite board this monthon both boards
-21.40%
against the close of 01/19/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/26/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/26/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/20/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/20/2021session 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 -25.16%.
Month end -27.35% on 2021-01-29
Close before and after
$25.12 to $20.36 split-adjusted
Session open, high, low
$28.80, $29.99, $19.88
Opening gap
+14.65%
Close inside the session range
0.05 of the range, where 1.00 is the high
Session volume
2,631,456 shares, $53,576,444
Relative volume
10.8x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
22
ADMPAlso on the opposite board this monthon both boards
-17.86%
against the close of 01/28/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/28/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 82.5% bigger, at -31.77%.
Month end -17.41% on 2021-01-29same session
This month ended before the fifth session after the move.
Close before and after
$19.01 to $15.70 split-adjusted
Session open, high, low
$19.55, $20.09, $15.52
Opening gap
+2.84%
Close inside the session range
0.04 of the range, where 1.00 is the high
Session volume
14,738,302 shares, $231,391,341
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
24
BVXVAlso on the opposite board this monthon both boards
-17.27%
against the close of 01/28/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/07/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/04/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
71.4% of the drop was recovered five sessions later.
Month end -12.47% on 2021-01-29
Close before and after
$300.80 to $249.00 as traded
Session open, high, low
$290.20, $298.20, $242.00
Opening gap
-3.52%
Close inside the session range
0.12 of the range, where 1.00 is the high
Session volume
60,026 shares, $14,946,474
Relative volume
2.8x 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
27
LACAlso on the opposite board this monthon both boards
-17.11%
against the close of 01/19/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/19/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/28/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/20/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/26/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/26/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/25/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/05/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/26/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/27/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/31/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
7.4% of the drop was recovered five sessions later.
Month end -20.99% on 2021-01-29
Close before and after
$22.49 to $19.10 as traded
Session open, high, low
$23.20, $23.23, $18.48
Opening gap
+3.16%
Close inside the session range
0.13 of the range, where 1.00 is the high
Session volume
10,650,746 shares, $203,429,249
Baseline gap
4 calendar days from the pre-news close to the measured session
38
EDITMore than one ranked move this month2+ ranked moves
-15.06%
against the close of 01/08/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/27/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
24.6% of the drop was recovered five sessions later.
Month end -11.36% on 2021-01-29
This month ended before the fifth session after the move.
Close before and after
$8.01 to $6.81 as traded
Session open, high, low
$6.95, $7.24, $6.26
Opening gap
-13.23%
Close inside the session range
0.56 of the range, where 1.00 is the high
Session volume
1,664,310 shares, $11,333,951
Relative volume
11.1x 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
40
HSDTMore than one ranked move this month2+ ranked moves
-14.80%
against the close of 12/31/2020session 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 17.52% above the pre-news price.
Month end +1.66% on 2021-01-29
Close before and after
$494,287.50 to $421,125.00 split-adjusted
Session open, high, low
$469,875.00, $470,250.00, $412,500.00
Opening gap
-4.94%
Close inside the session range
0.15 of the range, where 1.00 is the high
Session volume
2 shares, $842,250
Baseline gap
4 calendar days from the pre-news close to the measured session
41
FUBOAlso on the opposite board this monthon both boards
-14.76%
against the close of 01/27/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/21/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 11.3% bigger, at -16.02%.
Month end -16.02% on 2021-01-29
Close before and after
$10.49 to $8.98 split-adjusted
Session open, high, low
$9.12, $9.21, $8.50
Opening gap
-13.06%
Close inside the session range
0.68 of the range, where 1.00 is the high
Session volume
1,598,659 shares, $14,355,958
Relative volume
1.9x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
43
TLSAAlso on the opposite board this monthon both boards
-14.39%
against the close of 01/26/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/12/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/27/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/15/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
18.0% of the drop was recovered five sessions later.
Month end +1.68% on 2021-01-29
Close before and after
$141.05 to $121.72 split-adjusted
Session open, high, low
$142.06, $144.56, $120.88
Opening gap
+0.72%
Close inside the session range
0.04 of the range, where 1.00 is the high
Session volume
146,708 shares, $17,857,298
Relative volume
2.5x 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
47
VVPRAlso on the opposite board this monthon both boards
-13.66%
against the close of 01/07/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/20/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 118.0% bigger, at -29.41%.
Month end -26.64% on 2021-01-29
Close before and after
$43.35 to $37.50 as traded
Session open, high, low
$41.25, $41.70, $33.75
Opening gap
-4.84%
Close inside the session range
0.47 of the range, where 1.00 is the high
Session volume
670,616 shares, $25,148,100
Relative volume
49.4x 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
49
VRAYAlso on the opposite board this monthon both boards
-13.37%
against the close of 01/07/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/25/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/12/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/14/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/26/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/15/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/04/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/26/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/20/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/12/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/27/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/21/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/26/2021session 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 3.87% above the pre-news price.
Month end -7.67% on 2021-01-29
This month ended before the fifth session after the move.
Close before and after
$60.75 to $53.41 split-adjusted
Session open, high, low
$58.35, $58.68, $53.34
Opening gap
-3.95%
Close inside the session range
0.01 of the range, where 1.00 is the high
Session volume
792,077 shares, $42,304,833
Relative volume
1.7x 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
62
MARAAlso on the opposite board this monthon both boards
-12.05%
against the close of 01/12/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 172.6% bigger, at -32.85%.
Month end -20.69% on 2021-01-29
Close before and after
$26.15 to $23.00 split-adjusted
Session open, high, low
$22.39, $23.66, $21.65
Opening gap
-14.38%
Close inside the session range
0.67 of the range, where 1.00 is the high
Session volume
69,462,975 shares, $1,597,648,425
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
63
PLUGAlso on the opposite board this monthon both boards
-11.97%
against the close of 01/26/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/22/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/14/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/14/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/26/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/27/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/19/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/27/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/04/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/26/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/27/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/26/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/12/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 43.3% bigger, at -15.95%.
Month end +4.00% on 2021-01-29
Close before and after
$30.28 to $26.91 as traded
Session open, high, low
$29.76, $30.18, $26.50
Opening gap
-1.72%
Close inside the session range
0.11 of the range, where 1.00 is the high
Session volume
2,695,603 shares, $72,538,677
Relative volume
4.6x 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
76
EDITMore than one ranked move this month2+ ranked moves
-11.11%
against the close of 01/20/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/26/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/20/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/15/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/07/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/06/2021session 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 30.00% above the pre-news price.
Month end +68.00% on 2021-01-29
Close before and after
$19.12 to $17.03 as traded
Session open, high, low
$16.31, $17.80, $16.14
Opening gap
-14.69%
Close inside the session range
0.54 of the range, where 1.00 is the high
Session volume
41,168,432 shares, $700,987,242
Relative volume
5.3x 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
82
BTUAlso on the opposite board this monthon both boards
-10.93%
against the close of 01/28/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/14/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/26/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/11/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/28/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/20/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/26/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/31/2020session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/25/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/27/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/11/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
0.0% of the drop was recovered five sessions later.
Month end -28.92% on 2021-01-29
Close before and after
$2.49 to $2.23 split-adjusted
Session open, high, low
$2.36, $2.38, $2.11
Opening gap
-5.29%
Close inside the session range
0.44 of the range, where 1.00 is the high
Session volume
27,956,496 shares, $62,342,986
Relative volume
0.8x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
93
SOLMore than one ranked move this month2+ ranked moves
-10.39%
against the close of 01/27/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/26/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/11/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/12/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/13/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/26/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/19/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 116.1% bigger, at -22.04%.
Month end -20.41% on 2021-01-29
Close before and after
$29.40 to $26.40 split-adjusted
Session open, high, low
$27.92, $28.44, $26.16
Opening gap
-5.04%
Close inside the session range
0.11 of the range, where 1.00 is the high
Session volume
569,937 shares, $15,046,337
Relative volume
2.6x 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
100
HSDTMore than one ranked move this month2+ ranked moves
-10.19%
against the close of 01/27/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
42.4% of the drop was recovered five sessions later.
Month end -9.58% on 2021-01-29
This month ended before the fifth session after the move.
Close before and after
$555,750.00 to $499,125.00 split-adjusted
Session open, high, low
$542,625.00, $576,000.00, $491,250.00
Opening gap
-2.36%
Close inside the session range
0.09 of the range, where 1.00 is the high
Session volume
14 shares, $6,987,750
Relative volume
14.0x 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
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.450 smaller events this month are held out of this month's eligible pool; switch to include them.101 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
10 candidate events for this board could not be anchored to a trading session and are not listed.
3 events were left out of this board because the vendor names the ticker as a preferred, a note, a depositary share or a fund rather than a company's common stock.
1 event was left out of this board because the measured session set no price of its own, trading either nothing at all or barely moving on an ordinary day's volume, so the figure it would be ranked on is a price carried onto the tape rather than a close.
1 event was left out of this board because the 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 January 2021, the median decliner had recovered 15.3% of its drop five sessions later; the largest catalyst group was Offering / Dilution, 38 of the 100 events, at a median of -14.4%.
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
97.0% of 100
4.7%recovered, of 100
Day +5
82.0% of 100
15.3%recovered, of 100
Month end
87.8% of 90
6.1%deeper below baseline, of 90
Month end falls before day +5 for 38 of these 90 events, so this row is not a later horizon than the one above it. 90 of the 100 events have a month-end close later than the measured session; 10 have it on the measured session itself.
Both figures in a row are measured over the events that have a close at that horizon, the count printed beside each of them, not over all 100 events on this board, which is why the denominators differ between rows.
Repeat runners
Some companies move on news more than once. The left list holds the ones that moved twice or more this month; the right list holds the ones that also moved in the months before it. The ranking above shows one row per move, so a name that keeps coming back is only visible here.
Moved twice or more inside January 2021
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-market52.0%
Intraday10.0%
After hours38.0%
Volume against normal
Under 5x56 events, 57.1%
5x to 20x35 events, 35.7%
Over 20x7 events, 7.1%
2 events have too little trading history for a relative volume, and are not in the tiers above.
Industry
Pharmaceutical Preparations14 events, 14.0%
Biological Products, (no Diagnostic Substances)6 events, 6.0%
Finance Services5 events, 5.0%
Electric & Other Services Combined3 events, 3.0%
Surgical & Medical Instruments & Apparatus3 events, 3.0%
Communications Equipment, Nec2 events, 2.0%
35 other industries, 38 events
Industry not known: 29.0%
1 event on this board carries the flag for a move that ran against its own release, too few to say whether the flag predicts anything.
Against December 2020
100 events in the comparable window.
December 2020 median -17.3%, selected from the 6,396 events in that month's eligible pool
January 2021 median -13.1%, 4.2 points shallower than December 2020. January 2021's median is taken over the 100 ranked rows, selected from the 8,138 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.
