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
,
22
of 23 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 03/22/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/18/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/08/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/05/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/29/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/08/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/02/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
22.0% of the drop was recovered five sessions later.
Month end +2521.78% on 2021-03-31
Close before and after
$0.8109 to $0.5020 split-adjusted
Session open, high, low
$0.7300, $0.7700, $0.4500
Opening gap
-9.98%
Close inside the session range
0.16 of the range, where 1.00 is the high
Session volume
41,634,227 shares, $20,900,382
Relative volume
11.7x 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
8
JEMore than one ranked move this month2+ ranked moves
-34.18%
against the close of 03/08/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/05/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
3.0% of the drop was recovered five sessions later.
Month end -26.87% on 2021-03-31
Close before and after
$29.47 to $19.51 split-adjusted
Session open, high, low
$18.50, $20.40, $18.25
Opening gap
-37.22%
Close inside the session range
0.59 of the range, where 1.00 is the high
Session volume
7,503,958 shares, $146,402,221
Relative volume
20.1x 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
10
GMEAlso on the opposite board this monthon both boards
-33.79%
against the close of 03/23/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/15/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/26/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/01/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/25/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/22/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/23/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/15/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/23/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/26/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/08/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/03/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
39.1% of the drop was recovered five sessions later.
Month end -11.18% on 2021-03-31
Close before and after
$3,512.00 to $2,528.80 split-adjusted
Session open, high, low
$2,766.91, $2,839.20, $2,376.00
Opening gap
-21.22%
Close inside the session range
0.33 of the range, where 1.00 is the high
Session volume
246,136 shares, $622,428,717
Relative volume
9.9x 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
22
VIRAlso on the opposite board this monthon both boards
-27.64%
against the close of 03/02/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/25/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/03/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
34.5% of the drop was recovered five sessions later.
Month end -23.05% on 2021-03-31
Close before and after
$99.14 to $72.59 split-adjusted
Session open, high, low
$72.04, $80.64, $69.03
Opening gap
-27.34%
Close inside the session range
0.31 of the range, where 1.00 is the high
Session volume
10,626,751 shares, $771,395,855
Relative volume
16.2x 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
25
JEMore than one ranked move this month2+ ranked moves
-26.54%
against the close of 03/10/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 33.3% bigger, at -35.38%.
Month-end is not shown: no closing price is available for 2021-03-31.
Close before and after
$2.60 to $1.91 as traded
Session open, high, low
$2.15, $2.24, $1.83
Opening gap
-17.31%
Close inside the session range
0.20 of the range, where 1.00 is the high
Session volume
11,669,581 shares, $22,288,900
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
26
YVRAlso on the opposite board this monthon both boards
-26.33%
against the close of 03/17/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/04/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/01/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 34.5% bigger, at -33.17%.
Month end -31.31% on 2021-03-31
Close before and after
$1,263.25 to $951.75 as traded
Session open, high, low
$950.00, $985.50, $846.00
Opening gap
-24.80%
Close inside the session range
0.76 of the range, where 1.00 is the high
Session volume
430,724 shares, $409,941,567
Relative volume
20.0x 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
29
NCTYAlso on the opposite board this monthon both boards
-24.64%
against the close of 03/30/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 27.4% bigger, at -31.40%.
Month end -24.64% on 2021-03-31same session
This month ended before the fifth session after the move.
Close before and after
$414.00 to $312.00 split-adjusted
Session open, high, low
$298.10, $339.90, $297.10
Opening gap
-28.00%
Close inside the session range
0.35 of the range, where 1.00 is the high
Session volume
1,313,177 shares, $409,711,224
Relative volume
6.1x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
30
RUBYAlso on the opposite board this monthon both boards
-24.42%
against the close of 03/16/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/30/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
29.8% of the drop was recovered five sessions later.
Month end -23.71% on 2021-03-31same session
This month ended before the fifth session after the move.
Close before and after
$16.28 to $12.42 split-adjusted
Session open, high, low
$12.70, $15.04, $11.69
Opening gap
-21.99%
Close inside the session range
0.22 of the range, where 1.00 is the high
Session volume
8,280,537 shares, $102,844,270
Relative volume
86.7x 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
32
LIZIAlso on the opposite board this monthon both boards
-23.34%
against the close of 03/03/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/24/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/04/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
41.0% of the drop was recovered five sessions later.
Month end -28.17% on 2021-03-31
Close before and after
$135.60 to $104.40 as traded
Session open, high, low
$118.20, $124.00, $97.20
Opening gap
-12.83%
Close inside the session range
0.27 of the range, where 1.00 is the high
Session volume
51,011 shares, $5,325,548
Relative volume
4.2x 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
35
VTSIAlso on the opposite board this monthon both boards
-22.84%
against the close of 03/30/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 64.3% bigger, at -37.52%.
Month end -22.84% on 2021-03-31same session
This month ended before the fifth session after the move.
Close before and after
$7.97 to $6.15 split-adjusted
Session open, high, low
$5.92, $6.35, $5.76
Opening gap
-25.72%
Close inside the session range
0.66 of the range, where 1.00 is the high
Session volume
5,242,459 shares, $32,241,123
Relative volume
195.5x 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
36
CLSKAlso on the opposite board this monthon both boards
-22.70%
against the close of 03/15/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 13.3% bigger, at -25.73%.
Month end -18.81% on 2021-03-31
Close before and after
$29.34 to $22.68 split-adjusted
Session open, high, low
$22.33, $23.36, $22.00
Opening gap
-23.89%
Close inside the session range
0.50 of the range, where 1.00 is the high
Session volume
19,790,074 shares, $448,838,878
Relative volume
10.4x 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
37
AVEOMore than one ranked move this monthAlso on the opposite board this month2+ ranked moveson both boards
-22.32%
against the close of 03/10/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/11/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/02/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/09/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/10/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/22/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/03/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/03/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
29.0% of the drop was recovered five sessions later.
Month end -26.09% on 2021-03-31
Close before and after
$5.29 to $4.15 split-adjusted
Session open, high, low
$5.26, $5.40, $3.90
Opening gap
-0.57%
Close inside the session range
0.17 of the range, where 1.00 is the high
Session volume
2,817,901 shares, $11,694,289
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
45
SLGGAlso on the opposite board this monthon both boards
-20.68%
against the close of 03/05/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/17/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/26/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/24/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
49.7% of the drop was recovered five sessions later.
Month end -12.34% on 2021-03-31
This month ended before the fifth session after the move.
Close before and after
$23.34 to $18.57 as traded
Session open, high, low
$19.49, $19.88, $17.61
Opening gap
-16.50%
Close inside the session range
0.42 of the range, where 1.00 is the high
Session volume
10,383,615 shares, $192,823,731
Relative volume
5.5x 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
49
GNUSAlso on the opposite board this monthon both boards
-20.23%
against the close of 03/29/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/05/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/11/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 8.2% bigger, at -21.54%.
Month end -31.72% on 2021-03-31
Close before and after
$59.46 to $47.63 as traded
Session open, high, low
$50.55, $50.64, $46.43
Opening gap
-14.98%
Close inside the session range
0.29 of the range, where 1.00 is the high
Session volume
4,120,627 shares, $196,265,464
Relative volume
8.1x 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
52
EYESAlso on the opposite board this monthon both boards
-19.89%
against the close of 03/23/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/23/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 114.2% bigger, at -42.51%.
Month end -42.51% on 2021-03-31
Close before and after
$28.91 to $23.17 split-adjusted
Session open, high, low
$28.90, $28.91, $22.19
Opening gap
-0.03%
Close inside the session range
0.15 of the range, where 1.00 is the high
Session volume
36,969,730 shares, $856,588,644
Relative volume
3.9x 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
54
CLPSAlso on the opposite board this monthon both boards
-19.76%
against the close of 02/26/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/26/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/30/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/09/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/01/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/09/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/29/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/03/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/16/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/04/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/01/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/25/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/02/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/02/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/22/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/29/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/15/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/04/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/23/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/03/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/23/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/17/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/09/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/22/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/19/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/03/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
47.5% of the drop was recovered five sessions later.
Month end -12.41% on 2021-03-31
Close before and after
$11.60 to $9.60 split-adjusted
Session open, high, low
$10.98, $11.20, $9.09
Opening gap
-5.34%
Close inside the session range
0.24 of the range, where 1.00 is the high
Session volume
786,399 shares, $7,549,430
Relative volume
2.4x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
80
ENTXAlso on the opposite board this monthon both boards
-17.24%
against the close of 03/17/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/05/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/10/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/02/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/15/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/19/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/10/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/10/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/01/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/16/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/01/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/25/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/23/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/23/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/10/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/18/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 49.7% bigger, at -24.39%.
Month end -25.87% on 2021-03-31
Close before and after
$13.57 to $11.36 split-adjusted
Session open, high, low
$12.51, $12.60, $11.02
Opening gap
-7.81%
Close inside the session range
0.22 of the range, where 1.00 is the high
Session volume
6,836,027 shares, $77,657,267
Relative volume
3.0x 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
96
MORFAlso on the opposite board this monthon both boards
-16.25%
against the close of 03/01/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/22/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/01/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
7.8% of the drop was recovered five sessions later.
Month end -5.03% on 2021-03-31
Close before and after
$3.98 to $3.34 split-adjusted
Session open, high, low
$3.61, $3.85, $3.27
Opening gap
-9.30%
Close inside the session range
0.12 of the range, where 1.00 is the high
Session volume
4,014,098 shares, $13,407,087
Relative volume
1.8x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
99
AVEOMore than one ranked move this monthAlso on the opposite board this month2+ ranked moveson both boards
-16.04%
against the close of 03/22/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/01/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
28.6% of the drop was recovered five sessions later.
Month end -6.87% on 2021-03-31
Close before and after
$3.93 to $3.30 as traded
Session open, high, low
$3.87, $3.89, $3.30
Opening gap
-1.52%
Close inside the session range
0.00 of the range, where 1.00 is the high
Session volume
254,460 shares, $839,718
Relative volume
3.8x 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
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.733 smaller events this month are held out of this month's eligible pool; switch to include them.138 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
5 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 price series changes basis between the baseline close and the measured one, so the two prices do not describe the same shares of the same company and their ratio measures a corporate action, or a change in what the ticker identifies, rather than a move.
2 events were left out of this board because the 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.
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 March 2021, the median decliner had recovered 1.4% of its drop five sessions later; the largest catalyst group was Earnings, 46 of the 100 events, at a median of -18.8%.
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
99.0% of 100
4.4%deeper below baseline, of 100
Day +5
93.0% of 100
1.4%recovered, of 100
Month end
94.7% of 94
5.0%deeper below baseline, of 94
Month end falls before day +5 for 12 of these 94 events, so this row is not a later horizon than the one above it. 94 of the 100 events have a month-end close later than the measured session; 4 have it on the measured session itself, and 2 have 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 March 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-market39.0%
Intraday5.0%
After hours56.0%
Volume against normal
Under 5x43 events, 43.0%
5x to 20x41 events, 41.0%
Over 20x16 events, 16.0%
Industry
Pharmaceutical Preparations17 events, 17.0%
Services-prepackaged Software5 events, 5.0%
Biological Products, (no Diagnostic Substances)4 events, 4.0%
Crude Petroleum & Natural Gas2 events, 2.0%
Electronic Components, Nec2 events, 2.0%
Mining & Quarrying of Nonmetallic Minerals (no Fuels)2 events, 2.0%
23 other industries, 23 events
Industry not known: 45.0%
4 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 February 2021
100 events in the comparable window.
February 2021 median -19.3%, selected from the 9,773 events in that month's eligible pool
March 2021 median -19.9%, 0.6 points steeper than February 2021. March 2021's median is taken over the 100 ranked rows, selected from the 9,506 events in that month's eligible pool.
How this ranking is measured
Close-to-close change on the measured trading session, against the previous close.
An announcement before 16:00 ET is measured on that trading day; one at or after 16:00 ET, or on a weekend, is measured on the next trading day.
One row per company and measured session. Other announcements the company made in the same session are listed inside the row.
A ranking is a coincidence of news and price on the same session, not proof that the news caused the move. Part of an intraday move can precede the announcement.
No Stated Cause marks a release in which the company itself says it knows of no reason for the move, while Other Announcement marks a release these rules could not classify.
Eligibility uses each company's capitalization today, not its capitalization at the time. Archive boards can therefore change as companies grow or shrink.
Prices are adjusted for stock splits the company has done since, so an older row's dollar figures are stated on today's share count and are not the prices that traded that day. The percentage move, the dollar volume and the relative volume are unaffected, because both prices carry the same adjustment. The session's share count carries the adjustment too, so the shares figure beside the dollar volume is that count restated on today's basis rather than the number of shares that changed hands. Where the ticker was retired the price series stops with it and no later adjustment reached it, so those rows are marked as traded and their dollars are the ones that changed hands on the day.
Market cap is not shown on months older than a year, because only today's figure exists.
NYSE and Nasdaq companies with a market capitalization of $25M or more, measured today. The exchange is the one recorded on each announcement, and a release naming several tickers records one venue for all of them. A session that changed hands for less than $25,000 in total is not ranked, because a percentage set by a handful of shares is a print rather than a move. On a board older than a year a fund is identified by its name alone, because an instrument class describes whoever holds the ticker today.
On 100 of these rows the measured session was reconstructed from the announcement time, because it predates our stored session records.
This archive starts at 2020-04, the first month with ranked moves.