June 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
,
22
of 22 completed market sessions produced ranked moves.
That date is the last ranked session, not the last priced one, so follow-through dates run later.
On 100 of these rows the measured session was reconstructed from the announcement time, because it predates our stored session records.
Every percentage on a row, the follow-through readings included, is measured against that row's own pre-news close, which the row names. A day +5 reading is therefore the move from before the announcement, not a further change on top of the headline percentage.
Rows are ordered by the move measured when the board was ranked. A percentage recomputed from the session's own closing prices can sit a little above or below its neighbours; the rank is the one the measured move gave the row.
CVMMore than one ranked move this monthrelease reads positive2+ ranked moves
-45.41%
against the close of 06/25/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/16/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/17/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/28/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/29/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 05/28/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/14/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/28/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 21.8% bigger, at -41.28%.
Month end -37.94% on 2021-06-30
This month ended before the fifth session after the move.
Close before and after
$7.17 to $4.74 split-adjusted
Session open, high, low
$5.25, $5.29, $4.58
Opening gap
-26.78%
Close inside the session range
0.23 of the range, where 1.00 is the high
Session volume
4,759,408 shares, $22,559,594
Relative volume
42.5x 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
9
CVMMore than one ranked move this month2+ ranked moves
-32.35%
against the close of 06/29/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/10/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/22/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/11/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/29/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
24.9% of the drop was recovered five sessions later.
Month end -29.13% on 2021-06-30same session
This month ended before the fifth session after the move.
Close before and after
$95.25 to $67.50 as traded
Session open, high, low
$67.65, $75.00, $66.75
Opening gap
-28.98%
Close inside the session range
0.09 of the range, where 1.00 is the high
Session volume
52,803 shares, $3,564,203
Relative volume
266.0x 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
14
PDSBMore than one ranked move this monthAlso on the opposite board this month2+ ranked moveson both boards
-28.46%
against the close of 06/14/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/09/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/28/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/28/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 66.5% bigger, at -46.20%.
Month end -34.55% on 2021-06-30
This month ended before the fifth session after the move.
Close before and after
$2,215,600.00 to $1,600,800.00 as traded
Session open, high, low
$1,786,400.00, $1,835,700.00, $1,566,000.00
Opening gap
-19.37%
Close inside the session range
0.13 of the range, where 1.00 is the high
Session volume
28 shares, $44,822,400
Relative volume
0.0x 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
18
KRBPMore than one ranked move this month2+ ranked moves
-27.56%
against the close of 06/29/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 27.9% bigger, at -35.24%.
Month end -27.56% on 2021-06-30same session
This month ended before the fifth session after the move.
Close before and after
$199.20 to $144.30 as traded
Session open, high, low
$146.40, $150.00, $139.80
Opening gap
-26.51%
Close inside the session range
0.44 of the range, where 1.00 is the high
Session volume
125,603 shares, $18,124,513
Relative volume
104.4x 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
19
ATOSunder $25M todayAlso on the opposite board this monthon both boards
-27.51%
against the close of 06/08/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/09/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/15/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/24/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 19.1% bigger, at -31.59%.
Month end -29.96% on 2021-06-30
This month ended before the fifth session after the move.
Close before and after
$5.54 to $4.07 split-adjusted
Session open, high, low
$4.09, $4.16, $3.91
Opening gap
-26.17%
Close inside the session range
0.64 of the range, where 1.00 is the high
Session volume
13,939,334 shares, $56,733,089
Relative volume
29.9x 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
23
PDSBMore than one ranked move this monthAlso on the opposite board this month2+ ranked moveson both boards
-26.45%
against the close of 06/04/2021session 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 0.63% above the pre-news price.
Month end -1.80% on 2021-06-30
Close before and after
$12.78 to $9.40 split-adjusted
Session open, high, low
$12.96, $13.14, $8.17
Opening gap
+1.41%
Close inside the session range
0.25 of the range, where 1.00 is the high
Session volume
6,685,888 shares, $62,847,347
Relative volume
6.6x the median of the 20 sessions before the pre-news close
Baseline gap
3 calendar days from the pre-news close to the measured session
24
ALFAlso on the opposite board this monthon both boards
-26.27%
against the close of 06/22/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/29/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/03/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/09/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 7.1% bigger, at -25.91%.
Month end -29.31% on 2021-06-30
Close before and after
$13.51 to $10.24 split-adjusted
Session open, high, low
$11.65, $12.20, $10.02
Opening gap
-13.77%
Close inside the session range
0.10 of the range, where 1.00 is the high
Session volume
743,533 shares, $7,613,778
Relative volume
7.5x 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
28
CLOVMore than one ranked move this month2+ ranked moves
-23.61%
against the close of 06/08/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/01/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/25/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/04/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/17/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/29/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/15/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/28/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/10/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/01/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/29/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 40.0% bigger, at -28.19%.
Month end -20.13% on 2021-06-30same session
This month ended before the fifth session after the move.
Close before and after
$22.33 to $17.83 split-adjusted
Session open, high, low
$16.78, $17.98, $16.03
Opening gap
-24.83%
Close inside the session range
0.92 of the range, where 1.00 is the high
Session volume
832,948 shares, $14,853,295
Relative volume
38.7x 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
39
KRBPMore than one ranked move this month2+ ranked moves
-20.10%
against the close of 06/25/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/03/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/08/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/02/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/14/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/07/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/22/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/11/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/10/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/10/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/09/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/25/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 22.5% bigger, at -21.97%.
Month end -14.14% on 2021-06-30
This month ended before the fifth session after the move.
Close before and after
$2,376.00 to $1,950.00 as traded
Session open, high, low
$1,920.00, $2,016.00, $1,902.00
Opening gap
-19.19%
Close inside the session range
0.42 of the range, where 1.00 is the high
Session volume
1,309 shares, $2,552,550
Relative volume
12.3x the median of the 20 sessions before the pre-news close
Baseline gap
3 calendar days from the pre-news close to the measured session
51
AMCMore than one ranked move this monthAlso on the opposite board this month2+ ranked moveson both boards
-17.92%
against the close of 06/02/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/01/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/02/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/03/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/29/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/01/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/18/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/07/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/09/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/09/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/28/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/08/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/02/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/01/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 11.1% bigger, at -16.95%.
Month end -26.18% on 2021-06-30
Close before and after
$79.76 to $67.60 split-adjusted
Session open, high, low
$79.12, $79.60, $66.00
Opening gap
-0.80%
Close inside the session range
0.12 of the range, where 1.00 is the high
Session volume
937,680 shares, $63,387,168
Relative volume
19.8x 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
65
CLOVMore than one ranked move this month2+ ranked moves
-15.25%
against the close of 06/09/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/22/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/29/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/10/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/09/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/29/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/01/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/03/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/28/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/08/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/23/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/16/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/17/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/07/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/08/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/18/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
30.8% of the drop was recovered five sessions later.
Month end -16.68% on 2021-06-30
Close before and after
$94.70 to $81.70 as traded
Session open, high, low
$85.10, $87.80, $79.30
Opening gap
-10.14%
Close inside the session range
0.28 of the range, where 1.00 is the high
Session volume
133,691 shares, $10,922,555
Relative volume
1.5x the median of the 20 sessions before the pre-news close
Baseline gap
3 calendar days from the pre-news close to the measured session
81
CEREAlso on the opposite board this monthon both boards
-13.71%
against the close of 06/29/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/10/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/02/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/02/2021session 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 -18.93% on 2021-06-30
Close before and after
$26.78 to $23.14 as traded
Session open, high, low
$25.35, $25.87, $22.75
Opening gap
-5.34%
Close inside the session range
0.13 of the range, where 1.00 is the high
Session volume
100,867 shares, $2,334,062
Relative volume
8.9x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
85
EFOIunder $25M todayAlso on the opposite board this monthon both boards
-13.57%
against the close of 06/11/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/21/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/17/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
45.4% of the drop was recovered five sessions later.
Month end -8.05% on 2021-06-30
Close before and after
$5.59 to $4.84 split-adjusted
Session open, high, low
$5.41, $5.47, $4.43
Opening gap
-3.22%
Close inside the session range
0.39 of the range, where 1.00 is the high
Session volume
1,334,433 shares, $6,458,656
Relative volume
8.4x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
88
AMCMore than one ranked move this monthAlso on the opposite board this month2+ ranked moveson both boards
-13.23%
against the close of 06/09/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/09/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/01/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/03/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/14/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/23/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/08/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/09/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 50.6% bigger, at -18.92%.
Month end -15.51% on 2021-06-30
Close before and after
$26.43 to $23.11 split-adjusted
Session open, high, low
$24.61, $24.93, $22.70
Opening gap
-6.89%
Close inside the session range
0.18 of the range, where 1.00 is the high
Session volume
727,754 shares, $16,818,395
Relative volume
7.0x 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
ENOBAlso on the opposite board this monthon both boards
-12.52%
against the close of 06/14/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/11/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/22/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/18/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/10/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 27.0% bigger, at -15.47%.
Month end -15.62% on 2021-06-30
Close before and after
$6.98 to $6.13 split-adjusted
Session open, high, low
$6.55, $6.57, $5.91
Opening gap
-6.16%
Close inside the session range
0.33 of the range, where 1.00 is the high
Session volume
719,276 shares, $4,409,162
Relative volume
6.6x 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
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.160 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
5 candidate events for this board could not be anchored to a trading session and are not listed.
2 events were left out of this board because the price series changes basis between the baseline close and the measured one, so the two prices do not describe the same shares of the same company and their ratio measures a corporate action, or a change in what the ticker identifies, rather than a move.
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.
3 events were left out of this board because the ticker had not traded for more than 10 days before the measured session, so no comparable prior close exists.
Company names are not shown on months older than a year, because only the current holder of each ticker is known.
Whole board, unfiltered
In June 2021, the median decliner was 10.0% deeper below its pre-news close five sessions later; the largest catalyst group was Offering / Dilution, 31 of the 100 events, at a median of -20.1%.
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
5.1%deeper below baseline, of 100
Day +5
97.0% of 100
10.0%deeper below baseline, of 100
Month end
93.3% of 89
12.0%deeper below baseline, of 89
Month end falls before day +5 for 14 of these 89 events, so this row is not a later horizon than the one above it. 89 of the 100 events have a month-end close later than the measured session; 11 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 June 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-market53.0%
Intraday3.0%
After hours44.0%
Volume against normal
Under 5x23 events, 23.0%
5x to 20x51 events, 51.0%
Over 20x26 events, 26.0%
Industry
Pharmaceutical Preparations19 events, 19.0%
Biological Products, (no Diagnostic Substances)9 events, 9.0%
Radio & Tv Broadcasting & Communications Equipment3 events, 3.0%
Biological Products, (no Disgnostic Substances)2 events, 2.0%
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 May 2021
100 events in the comparable window.
May 2021 median -19.9%, selected from the 11,021 events in that month's eligible pool
June 2021 median -17.9%, 2.0 points shallower than May 2021. June 2021's median is taken over the 100 ranked rows, selected from the 8,757 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.
