February 2021 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
,
18
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 02/02/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/19/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/19/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/10/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/22/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/12/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/17/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 18.9% bigger, at -43.29%.
Month end -42.51% on 2021-02-26
Close before and after
$14,090.00 to $8,960.00 split-adjusted
Session open, high, low
$13,060.00, $13,330.00, $8,100.00
Opening gap
-7.31%
Close inside the session range
0.16 of the range, where 1.00 is the high
Session volume
36,910 shares, $330,713,600
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
8
TYMEAlso on the opposite board this monthon both boards
-35.98%
against the close of 02/03/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/12/2021session 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 -28.23% on 2021-02-26
Close before and after
$47.47 to $30.72 as traded
Session open, high, low
$36.79, $37.36, $30.00
Opening gap
-22.50%
Close inside the session range
0.10 of the range, where 1.00 is the high
Session volume
1,453,152 shares, $44,640,829
Relative volume
6.1x 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
10
BCLIunder $25M todayAlso on the opposite board this monthon both boards
-33.62%
against the close of 02/19/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/11/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/01/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 7.2% bigger, at -35.21%.
Month end -36.35% on 2021-02-26
Close before and after
$77.44 to $51.99 as traded
Session open, high, low
$47.65, $52.59, $47.65
Opening gap
-38.47%
Close inside the session range
0.88 of the range, where 1.00 is the high
Session volume
5,860,406 shares, $304,682,508
Relative volume
7.8x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
13
CLGNunder $25M todayMore than one ranked move this month2+ ranked moves
-32.16%
against the close of 02/11/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/19/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/16/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/12/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/25/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/25/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 10.5% bigger, at -33.30%.
Month end -30.14% on 2021-02-26same session
This month ended before the fifth session after the move.
Close before and after
$4.91 to $3.43 as traded
Session open, high, low
$3.98, $3.98, $3.34
Opening gap
-18.94%
Close inside the session range
0.15 of the range, where 1.00 is the high
Session volume
3,292,313 shares, $11,292,634
Relative volume
5.2x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
19
CLGNunder $25M todayMore than one ranked move this month2+ ranked moves
-30.07%
against the close of 02/24/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/29/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/24/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/18/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/12/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/11/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
61.8% of the drop was recovered five sessions later.
Month end -22.46% on 2021-02-26
Close before and after
$41.00 to $30.00 split-adjusted
Session open, high, low
$27.00, $34.12, $27.00
Opening gap
-34.15%
Close inside the session range
0.42 of the range, where 1.00 is the high
Session volume
739,785 shares, $22,193,550
Relative volume
67.9x 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
25
MBRXunder $25M todayAlso on the opposite board this monthon both boards
-26.76%
against the close of 02/02/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/16/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/17/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
2.9% of the drop was recovered five sessions later.
Month end -26.32% on 2021-02-26
Close before and after
$285.00 to $211.50 as traded
Session open, high, low
$232.50, $237.30, $194.40
Opening gap
-18.42%
Close inside the session range
0.40 of the range, where 1.00 is the high
Session volume
54,871 shares, $11,605,217
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
28
SINOMore than one ranked move this monthAlso on the opposite board this month2+ ranked moveson both boards
-25.07%
against the close of 02/22/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/23/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/17/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/25/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/10/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/16/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 37.2% bigger, at -32.88%.
Month-end is not shown: no closing price is available for 2021-02-26.
Close before and after
$29.20 to $22.20 split-adjusted
Session open, high, low
$19.90, $24.00, $18.80
Opening gap
-31.85%
Close inside the session range
0.65 of the range, where 1.00 is the high
Session volume
252,913 shares, $5,614,669
Relative volume
6.7x 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
34
EBONunder $25M todayAlso on the opposite board this monthon both boards
-23.96%
against the close of 02/19/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 16.2% bigger, at -27.85%.
Month end -37.61% on 2021-02-26
This month ended before the fifth session after the move.
Close before and after
$331.80 to $252.30 split-adjusted
Session open, high, low
$295.50, $307.80, $238.80
Opening gap
-10.94%
Close inside the session range
0.20 of the range, where 1.00 is the high
Session volume
1,303,410 shares, $328,850,343
Relative volume
6.1x 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
35
RWLKMore than one ranked move this month2+ ranked moves
-23.40%
against the close of 02/17/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/22/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/17/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 17.6% bigger, at -27.16%.
Month end -28.40% on 2021-02-26
Close before and after
$8.10 to $6.23 split-adjusted
Session open, high, low
$7.01, $7.38, $5.72
Opening gap
-13.46%
Close inside the session range
0.31 of the range, where 1.00 is the high
Session volume
522,036 shares, $3,252,284
Relative volume
17.5x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
38
SHIPAlso on the opposite board this monthon both boards
-23.01%
against the close of 02/16/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/22/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/19/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/10/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/24/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 6.6% bigger, at -24.03%.
Month end -25.20% on 2021-02-26
This month ended before the fifth session after the move.
Close before and after
$25.63 to $19.85 split-adjusted
Session open, high, low
$24.18, $24.25, $19.71
Opening gap
-5.66%
Close inside the session range
0.03 of the range, where 1.00 is the high
Session volume
2,799,398 shares, $55,568,050
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
43
EKSOMore than one ranked move this month2+ ranked moves
-22.11%
against the close of 02/08/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/25/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 38.6% bigger, at -30.57%.
Month end -22.05% on 2021-02-26same session
This month ended before the fifth session after the move.
Close before and after
$61.14 to $47.66 as traded
Session open, high, low
$53.00, $53.00, $46.95
Opening gap
-13.31%
Close inside the session range
0.12 of the range, where 1.00 is the high
Session volume
4,896,000 shares, $233,343,360
Relative volume
6.8x 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
45
SOSunder $25M todayMore than one ranked move this month2+ ranked moves
-21.97%
against the close of 02/22/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/16/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/09/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 82.3% bigger, at -39.04%.
Month end -38.22% on 2021-02-26
Close before and after
$13.50 to $10.61 split-adjusted
Session open, high, low
$12.00, $12.20, $10.05
Opening gap
-11.11%
Close inside the session range
0.26 of the range, where 1.00 is the high
Session volume
1,681,992 shares, $17,845,935
Relative volume
3.1x 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
48
EHAlso on the opposite board this monthon both boards
-21.28%
against the close of 02/17/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/04/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/16/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/17/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/10/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
34.9% of the drop was recovered five sessions later.
Month end -35.12% on 2021-02-26
Close before and after
$7.09 to $5.60 as traded
Session open, high, low
$5.82, $5.97, $5.33
Opening gap
-17.91%
Close inside the session range
0.42 of the range, where 1.00 is the high
Session volume
12,016,961 shares, $67,294,982
Relative volume
7.1x 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
53
AFIAlso on the opposite board this monthon both boards
-20.80%
against the close of 02/16/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/25/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 36.8% bigger, at -28.39%.
Month end -20.75% on 2021-02-26same session
This month ended before the fifth session after the move.
Close before and after
$208.20 to $165.00 as traded
Session open, high, low
$198.15, $198.60, $165.00
Opening gap
-4.83%
Close inside the session range
0.00 of the range, where 1.00 is the high
Session volume
37,399 shares, $6,170,835
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
55
NCTYAlso on the opposite board this monthon both boards
-20.71%
against the close of 02/25/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/24/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
20.6% of the drop was recovered five sessions later.
Month end -22.99% on 2021-02-26
This month ended before the fifth session after the move.
Close before and after
$16.53 to $13.17 as traded
Session open, high, low
$15.00, $15.00, $13.10
Opening gap
-9.26%
Close inside the session range
0.04 of the range, where 1.00 is the high
Session volume
410,903 shares, $5,411,593
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
57
SOSunder $25M todayMore than one ranked move this month2+ ranked moves
-20.32%
against the close of 02/24/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/25/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/09/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/04/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/25/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/04/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
0.4% of the drop was recovered five sessions later.
Month end -25.98% on 2021-02-26
Close before and after
$33.30 to $26.71 split-adjusted
Session open, high, low
$31.61, $31.61, $24.56
Opening gap
-5.08%
Close inside the session range
0.30 of the range, where 1.00 is the high
Session volume
173,194 shares, $4,625,146
Relative volume
8.6x 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
63
IMUXMore than one ranked move this month2+ ranked moves
-19.80%
against the close of 02/16/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/25/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/09/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 61.2% bigger, at -31.71%.
Month end -50.09% on 2021-02-26
Close before and after
$34.06 to $27.36 as traded
Session open, high, low
$33.11, $33.77, $24.74
Opening gap
-2.79%
Close inside the session range
0.29 of the range, where 1.00 is the high
Session volume
614,949 shares, $16,825,005
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
66
PAVMAlso on the opposite board this monthon both boards
-19.64%
against the close of 02/22/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/24/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/24/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/01/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/04/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/24/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/16/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/24/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/03/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
27.3% of the drop was recovered five sessions later.
Month end -12.93% on 2021-02-26
Close before and after
$2.94 to $2.39 as traded
Session open, high, low
$2.48, $2.57, $2.26
Opening gap
-15.65%
Close inside the session range
0.42 of the range, where 1.00 is the high
Session volume
3,259,699 shares, $7,790,681
Relative volume
62.2x 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
75
SINOMore than one ranked move this monthAlso on the opposite board this month2+ ranked moveson both boards
-18.68%
against the close of 02/09/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/11/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/24/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/09/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/12/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 42.8% bigger, at -26.21%.
Month end -33.31% on 2021-02-26
Close before and after
$175.40 to $143.20 split-adjusted
Session open, high, low
$167.67, $167.67, $136.29
Opening gap
-4.41%
Close inside the session range
0.22 of the range, where 1.00 is the high
Session volume
319,916 shares, $45,811,971
Relative volume
5.0x 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
80
IMUXMore than one ranked move this month2+ ranked moves
-18.28%
against the close of 02/17/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/10/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/22/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/03/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/24/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 22.2% bigger, at -21.82%.
Month end -17.20% on 2021-02-26
This month ended before the fifth session after the move.
Close before and after
$141.60 to $116.31 split-adjusted
Session open, high, low
$127.00, $127.00, $107.20
Opening gap
-10.31%
Close inside the session range
0.46 of the range, where 1.00 is the high
Session volume
490,157 shares, $57,010,161
Relative volume
10.1x 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
85
EKSOMore than one ranked move this month2+ ranked moves
-17.84%
against the close of 02/17/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/25/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/22/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/09/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/19/2021session 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 -26.93% on 2021-02-26
This month ended before the fifth session after the move.
Close before and after
$32.31 to $26.58 as traded
Session open, high, low
$27.87, $29.10, $26.40
Opening gap
-13.74%
Close inside the session range
0.07 of the range, where 1.00 is the high
Session volume
2,896,925 shares, $77,000,267
Relative volume
6.1x 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
90
RWLKMore than one ranked move this month2+ ranked moves
-17.72%
against the close of 02/19/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/16/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/24/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/09/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/25/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/24/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/22/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/23/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/01/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/11/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/11/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
31.1% of the drop was recovered five sessions later.
Month end -24.65% on 2021-02-26
Close before and after
$20.97 to $17.40 as traded
Session open, high, low
$18.37, $18.78, $17.30
Opening gap
-12.40%
Close inside the session range
0.07 of the range, where 1.00 is the high
Session volume
956,491 shares, $16,642,943
Relative volume
20.7x 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.115 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
7 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 ticker trades over the counter rather than on NYSE or Nasdaq, and no announcement naming it alone has ever recorded a listed exchange.
1 event was left out of this board because the price series changes basis between the baseline close and the measured one, so the two prices do not describe the same shares of the same company and their ratio measures a corporate action, or a change in what the ticker identifies, rather than a move.
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.
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 February 2021, the median decliner was 16.5% deeper below its pre-news close five sessions later; the largest catalyst group was Earnings, 42 of the 100 events, at a median of -19.7%.
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
98.0% of 100
2.4%deeper below baseline, of 100
Day +5
99.0% of 100
16.5%deeper below baseline, of 100
Month end
98.9% of 88
29.1%deeper below baseline, of 88
Month end falls before day +5 for 32 of these 88 events, so this row is not a later horizon than the one above it. 88 of the 100 events have a month-end close later than the measured session; 11 have it on the measured session itself, and 1 has no month-end close.
Both figures in a row are measured over the events that have a close at that horizon, the count printed beside each of them, not over all 100 events on this board, which is why the denominators differ between rows.
Repeat runners
Some companies move on news more than once. The left list holds the ones that moved twice or more this month; the right list holds the ones that also moved in the months before it. The ranking above shows one row per move, so a name that keeps coming back is only visible here.
Moved twice or more inside February 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-market50.0%
Intraday6.0%
After hours44.0%
Volume against normal
Under 5x39 events, 39.0%
5x to 20x48 events, 48.0%
Over 20x13 events, 13.0%
Industry
Pharmaceutical Preparations8 events, 8.0%
Biological Products, (no Disgnostic Substances)3 events, 3.0%
Surgical & Medical Instruments & Apparatus3 events, 3.0%
Biological Products, (no Diagnostic Substances)2 events, 2.0%
General Industrial Machinery & Equipment, Nec2 events, 2.0%
Services-computer Integrated Systems Design2 events, 2.0%
22 other industries, 23 events
Industry not known: 57.0%
2 events on this board carry the flag for a move that ran against its own release, too few to say whether the flag predicts anything.
Against January 2021
100 events in the comparable window.
January 2021 median -15.5%, selected from the 8,588 events in that month's eligible pool
February 2021 median -21.1%, 5.6 points steeper than January 2021. February 2021's median is taken over the 100 ranked rows, selected from the 10,316 events in that month's eligible pool.
The two windows drew on pools of very different size, so part of the gap between the medians is how deep into each pool the top hundred reaches rather than how severe the moves were.
How this ranking is measured
Close-to-close change on the measured trading session, against the previous close.
An announcement before 16:00 ET is measured on that trading day; one at or after 16:00 ET, or on a weekend, is measured on the next trading day.
One row per company and measured session. Other announcements the company made in the same session are listed inside the row.
A ranking is a coincidence of news and price on the same session, not proof that the news caused the move. Part of an intraday move can precede the announcement.
No Stated Cause marks a release in which the company itself says it knows of no reason for the move, while Other Announcement marks a release these rules could not classify.
Eligibility uses each company's capitalization today, not its capitalization at the time. Archive boards can therefore change as companies grow or shrink.
Prices are adjusted for stock splits the company has done since, so an older row's dollar figures are stated on today's share count and are not the prices that traded that day. The percentage move, the dollar volume and the relative volume are unaffected, because both prices carry the same adjustment. The session's share count carries the adjustment too, so the shares figure beside the dollar volume is that count restated on today's basis rather than the number of shares that changed hands. Where the ticker was retired the price series stops with it and no later adjustment reached it, so those rows are marked as traded and their dollars are the ones that changed hands on the day.
Market cap is not shown on months older than a year, because only today's figure exists.
NYSE and Nasdaq companies with a market capitalization of $5M or more, measured today, including the $5M to $25M band. The exchange is the one recorded on each announcement, and a release naming several tickers records one venue for all of them. A session that changed hands for less than $25,000 in total is not ranked, because a percentage set by a handful of shares is a print rather than a move. On a board older than a year a fund is identified by its name alone, because an instrument class describes whoever holds the ticker today.
On 100 of these rows the measured session was reconstructed from the announcement time, because it predates our stored session records.
This archive starts at 2020-04, the first month with ranked moves.
