July 2021 Stock Losers on News

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 2021-07-30, 21 of 21 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.

See the biggest gainers of July 2021 Every stock ranked by its July 2021 gain, with or without news

100

Ranked drops

-73.90%

Largest, ARDX

95.0%

Below baseline, day +5

1.9%

Median deeper below baseline, day +5

Filter and sort

100 ranked drops in July 2021

Skip the ranked rows and go to the month summary

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.

Rank	Symbol	close to close	Session	Catalyst	Announcement	from the pre-news close
1	ARDX	-73.90%	07/20/2021 against the close of 07/19/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	FDA & Regulatory	Ardelyx Provides Regulatory Update on New Drug Application for Tenapanor for the Control of Serum Phosphorus in Adult Patients with CKD on Dialysis 07/19/2021 16:01 ET after hours	Day +1 -75.00% 2021-07-21 Day +5 -79.09% 2021-07-27 Best recovery within 5 -75.00% 2021-07-21 Five sessions later the drop was 7.0% bigger, at -79.09%. Month end -77.40% on 2021-07-30
Close before and after $7.70 to $2.01 split-adjusted Session open, high, low $2.03, $2.15, $1.81 Opening gap -73.64% Close inside the session range 0.59 of the range, where 1.00 is the high Session volume 140,815,625 shares, $283,039,406 Relative volume 90.7x 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
2	TAL More than one ranked move this month 2+ ranked moves	-70.76%	07/23/2021 against the close of 07/22/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	No Stated Cause	TAL Education Group Responds to Media Reports 07/23/2021 08:02 ET premarket	Day +1 -78.56% 2021-07-26 Day +5 -70.42% 2021-07-30 Best recovery within 5 -68.81% 2021-07-28 0.5% of the drop was recovered five sessions later. Month end -70.42% on 2021-07-30
Close before and after $20.52 to $6.00 split-adjusted Session open, high, low $8.77, $9.63, $5.96 Opening gap -57.26% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 266,144,823 shares, $1,596,868,938 Relative volume 14.3x 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
3	HMLP release reads positive	-64.75%	07/28/2021 against the close of 07/27/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement Release reads positive, stock fell 64.75%	Höegh LNG Partners LP Declares Distributions and Announces Reduction in Quarterly Cash Distributions to Common Units 07/27/2021 16:15 ET after hours	Day +1 -68.44% 2021-07-29 Day +5 -72.75% 2021-08-04 Best recovery within 5 -68.44% 2021-07-29 Five sessions later the drop was 12.4% bigger, at -72.75%. Month end -69.33% on 2021-07-30 This month ended before the fifth session after the move.
Close before and after $17.87 to $6.30 as traded Session open, high, low $7.05, $7.87, $6.20 Opening gap -60.55% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 6,247,299 shares, $39,357,984 Relative volume 89.3x 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
4	GOTU More than one ranked move this month 2+ ranked moves	-63.26%	07/23/2021 against the close of 07/22/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	No Stated Cause	Gaotu Techedu Inc. Responds to Media Reports 07/23/2021 08:00 ET premarket	Day +1 -73.90% 2021-07-26 Day +5 -66.70% 2021-07-30 Best recovery within 5 -62.21% 2021-07-28 Five sessions later the drop was 5.4% bigger, at -66.70%. Month end -66.70% on 2021-07-30
Close before and after $9.58 to $3.52 split-adjusted Session open, high, low $3.99, $4.30, $3.51 Opening gap -58.35% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 81,758,995 shares, $287,791,662 Relative volume 12.0x 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
5	MCRB	-61.83%	07/22/2021 against the close of 07/21/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Seres Therapeutics Announces Topline Results for SER-287 Phase 2b Study in Mild-to-Moderate Ulcerative Colitis 07/22/2021 07:00 ET premarket Seres Therapeutics to Host Conference Call and Webcast to Discuss Topline Results from Phase 2b Study of SER-287 to Treat Mild-to-Moderate Ulcerative Colitis 07/22/2021	Day +1 -64.52% 2021-07-23 Day +5 -66.44% 2021-07-29 Best recovery within 5 -63.13% 2021-07-26 Five sessions later the drop was 7.5% bigger, at -66.44%. Month end -65.91% on 2021-07-30
Close before and after $416.60 to $159.00 split-adjusted Session open, high, low $175.00, $218.00, $157.00 Opening gap -57.99% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 671,585 shares, $106,782,015 Relative volume 15.4x 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
6	EDU More than one ranked move this month 2+ ranked moves	-54.22%	07/23/2021 against the close of 07/22/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	No Stated Cause	New Oriental Education & Technology Group Inc. Responds to Media Reports 07/23/2021 08:00 ET premarket	Day +1 -69.69% 2021-07-26 Day +5 -66.09% 2021-07-30 Best recovery within 5 -63.12% 2021-07-28 Five sessions later the drop was 21.9% bigger, at -66.09%. Month end -66.09% on 2021-07-30
Close before and after $64.00 to $29.30 split-adjusted Session open, high, low $24.70, $29.60, $24.50 Opening gap -61.41% Close inside the session range 0.94 of the range, where 1.00 is the high Session volume 81,402,295 shares, $2,385,087,244 Relative volume 27.7x 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
7	BTB	-48.50%	07/16/2021 against the close of 07/15/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Bit Brother Limited Announces Pricing of $22.5 Million Registered Direct Offering 07/16/2021 09:15 ET premarket	Day +1 -55.51% 2021-07-19 Day +5 -59.80% 2021-07-23 Best recovery within 5 -53.00% 2021-07-20 Five sessions later the drop was 23.3% bigger, at -59.80%. Month end -60.47% on 2021-07-30
Close before and after $2.00 to $1.03 split-adjusted Session open, high, low $1.15, $1.18, $1.01 Opening gap -42.50% Close inside the session range 0.12 of the range, where 1.00 is the high Session volume 32,313,808 shares, $33,283,222 Relative volume 95.1x 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
8	SKYT release reads positive	-45.43%	07/27/2021 against the close of 07/26/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement Release reads positive, stock fell 45.43%	SkyWater Technology to Strategically Invest $56 Million in Capacity Expansion and Gallium Nitride Technology 07/26/2021 17:00 ET after hours	Day +1 -39.33% 2021-07-28 Day +5 -41.61% 2021-08-03 Best recovery within 5 -39.09% 2021-08-02 8.4% of the drop was recovered five sessions later. Month end -40.19% on 2021-07-30 This month ended before the fifth session after the move.
Close before and after $28.86 to $15.75 as traded Session open, high, low $24.48, $24.49, $15.37 Opening gap -15.18% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 3,437,180 shares, $54,135,585 Relative volume 14.0x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
9	COE More than one ranked move this month 2+ ranked moves	-43.11%	07/23/2021 against the close of 07/22/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	No Stated Cause	China Online Education Group Responds to Media Reports 07/23/2021 08:20 ET premarket	Day +1 -58.23% 2021-07-26 Day +5 -57.04% 2021-07-30 Best recovery within 5 -49.85% 2021-07-28 Five sessions later the drop was 32.3% bigger, at -57.04%. Month end -57.04% on 2021-07-30
Close before and after $26.72 to $15.20 split-adjusted Session open, high, low $17.12, $19.36, $15.00 Opening gap -35.93% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 383,987 shares, $5,836,602 Relative volume 14.5x 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
10	DAO More than one ranked move this month 2+ ranked moves	-42.81%	07/23/2021 against the close of 07/22/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	No Stated Cause	Youdao Responds to Media Reports 07/23/2021 09:15 ET premarket	Day +1 -61.92% 2021-07-26 Day +5 -60.25% 2021-07-30 Best recovery within 5 -57.46% 2021-07-28 Five sessions later the drop was 40.7% bigger, at -60.25%. Month end -60.25% on 2021-07-30
Close before and after $22.19 to $12.69 split-adjusted Session open, high, low $14.50, $14.50, $12.17 Opening gap -34.66% Close inside the session range 0.22 of the range, where 1.00 is the high Session volume 2,065,345 shares, $26,209,228 Relative volume 7.9x 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
11	RCAT Also on the opposite board this month on both boards	-42.25%	07/19/2021 against the close of 07/16/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Red Cat Holdings, Inc. Announces Proposed Public Offering of Common Stock 07/16/2021 19:29 ET after hours Red Cat Holdings, Inc. Announces Pricing of Public Offering 07/18/2021	Day +1 -41.55% 2021-07-20 Day +5 -53.94% 2021-07-26 Best recovery within 5 -41.55% 2021-07-20 Five sessions later the drop was 27.7% bigger, at -53.94%. Month end -55.63% on 2021-07-30
Close before and after $7.10 to $4.10 split-adjusted Session open, high, low $4.37, $4.41, $3.68 Opening gap -38.45% Close inside the session range 0.58 of the range, where 1.00 is the high Session volume 15,665,389 shares, $64,228,095 Relative volume 32.6x 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
12	REDU	-40.53%	07/23/2021 against the close of 07/22/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	No Stated Cause	RISE Education Responds to Media Reports 07/23/2021 12:00 ET intraday	Day +1 -47.14% 2021-07-26 Day +5 -46.70% 2021-07-30 Best recovery within 5 -45.81% 2021-07-29 Five sessions later the drop was 15.2% bigger, at -46.70%. Month end -46.70% on 2021-07-30
Close before and after $11.35 to $6.75 as traded Session open, high, low $8.50, $9.20, $6.40 Opening gap -25.11% Close inside the session range 0.12 of the range, where 1.00 is the high Session volume 122,768 shares, $828,684 Relative volume 21.5x 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
13	BCEL	-40.19%	07/29/2021 against the close of 07/28/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Atreca Presents Initial Clinical Data from Phase 1b Trial of ATRC-101 in Select Advanced Solid Tumors 07/29/2021 07:00 ET premarket	Day +1 -33.13% 2021-07-30 Day +5 -29.84% 2021-08-05 Best recovery within 5 -28.75% 2021-08-02 25.8% of the drop was recovered five sessions later. Month end -33.13% on 2021-07-30 This month ended before the fifth session after the move.
Close before and after $8.21 to $4.91 as traded Session open, high, low $5.66, $5.70, $4.86 Opening gap -31.06% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 5,997,020 shares, $29,445,368 Relative volume 5.1x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
14	YQ More than one ranked move this month 2+ ranked moves	-38.70%	07/23/2021 against the close of 07/22/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	No Stated Cause	17 Education & Technology Group Inc. Responds to Media Reports 07/23/2021 08:25 ET premarket	Day +1 -54.78% 2021-07-26 Day +5 -51.30% 2021-07-30 Best recovery within 5 -46.96% 2021-07-28 Five sessions later the drop was 32.6% bigger, at -51.30%. Month end -51.30% on 2021-07-30
Close before and after $46.00 to $28.20 split-adjusted Session open, high, low $28.00, $35.40, $26.40 Opening gap -39.13% Close inside the session range 0.20 of the range, where 1.00 is the high Session volume 662,147 shares, $18,672,545 Relative volume 10.6x 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
15	ZME More than one ranked move this month 2+ ranked moves	-35.22%	07/23/2021 against the close of 07/22/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	No Stated Cause	Zhangmen Education Inc. Responds to Media Reports 07/23/2021 08:40 ET premarket	Day +1 -47.96% 2021-07-26 Day +5 -44.44% 2021-07-30 Best recovery within 5 -39.20% 2021-07-28 Five sessions later the drop was 26.2% bigger, at -44.44%. Month end -44.44% on 2021-07-30
Close before and after $76.32 to $49.44 as traded Session open, high, low $54.08, $54.72, $45.68 Opening gap -29.14% Close inside the session range 0.42 of the range, where 1.00 is the high Session volume 50,595 shares, $2,501,417 Relative volume 1.9x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
16	AEI More than one ranked move this month 2+ ranked moves	-35.19%	07/28/2021 against the close of 07/27/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Alset EHome International Inc. Prices $32 Million Underwritten Public Offering of Common Stock and Pre-Funded Warrants 07/27/2021 21:40 ET after hours	Day +1 -37.54% 2021-07-29 Day +5 -41.94% 2021-08-04 Best recovery within 5 -37.54% 2021-07-29 Five sessions later the drop was 19.2% bigger, at -41.94%. Month end -39.44% on 2021-07-30 This month ended before the fifth session after the move.
Close before and after $68.20 to $44.20 split-adjusted Session open, high, low $44.20, $46.40, $43.20 Opening gap -35.19% Close inside the session range 0.31 of the range, where 1.00 is the high Session volume 652,339 shares, $28,833,384 Relative volume 7.4x 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
17	EDU More than one ranked move this month 2+ ranked moves	-33.79%	07/26/2021 against the close of 07/23/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	New Oriental Education & Technology Group Inc. Provides Update on New Regulations 07/25/2021 10:15 ET intraday	Day +1 -25.26% 2021-07-27 Day +5 -25.94% 2021-08-02 Best recovery within 5 -19.45% 2021-07-28 23.2% of the drop was recovered five sessions later. Month end -25.94% on 2021-07-30 This month ended before the fifth session after the move.
Close before and after $29.30 to $19.40 split-adjusted Session open, high, low $21.15, $26.00, $19.40 Opening gap -27.82% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 57,710,640 shares, $1,119,586,416 Relative volume 18.8x 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
18	BTBT Also on the opposite board this month on both boards	-33.60%	07/27/2021 against the close of 07/26/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Crypto & Treasury	Fireside Chat Between Bit Digital and Marathon Digital Holdings 07/27/2021 07:00 ET premarket	Day +1 -9.81% 2021-07-28 Day +5 +12.74% 2021-08-03 Best recovery within 5 +17.25% 2021-08-02 It recovered the whole drop and closed 12.74% above the pre-news price. Month end +1.47% on 2021-07-30 This month ended before the fifth session after the move.
Close before and after $8.87 to $5.89 split-adjusted Session open, high, low $7.58, $7.75, $5.78 Opening gap -14.58% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 32,163,403 shares, $189,442,444 Relative volume 14.9x 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
19	DAO More than one ranked move this month 2+ ranked moves	-33.41%	07/26/2021 against the close of 07/23/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Youdao Provides Update on PRC Regulatory Policy 07/26/2021 06:00 ET premarket	Day +1 -42.79% 2021-07-27 Day +5 -24.98% 2021-08-02 Best recovery within 5 -24.98% 2021-08-02 25.2% of the drop was recovered five sessions later. Month end -30.50% on 2021-07-30 This month ended before the fifth session after the move.
Close before and after $12.69 to $8.45 split-adjusted Session open, high, low $9.46, $9.84, $8.09 Opening gap -25.45% Close inside the session range 0.21 of the range, where 1.00 is the high Session volume 4,725,661 shares, $39,931,835 Relative volume 18.7x 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
20	FHS	-31.81%	07/26/2021 against the close of 07/23/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	First High-School Education Group Provides Update on New Regulations 07/26/2021 06:43 ET premarket	Day +1 -34.99% 2021-07-27 Day +5 -24.85% 2021-08-02 Best recovery within 5 -22.27% 2021-07-28 21.9% of the drop was recovered five sessions later. Month end -26.24% on 2021-07-30 This month ended before the fifth session after the move.
Close before and after $5.03 to $3.43 as traded Session open, high, low $4.69, $4.80, $3.24 Opening gap -6.76% Close inside the session range 0.12 of the range, where 1.00 is the high Session volume 953,531 shares, $3,270,611 Relative volume 3.5x 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
21	INFI	-31.53%	07/27/2021 against the close of 07/26/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Infinity Pharmaceuticals Reports Second Quarter 2021 Financial Results and Provides Company Update 07/27/2021 07:30 ET premarket Infinity Pharmaceuticals Presents Updated Data from Phase 2 MARIO-275 Trial in Urothelial Cancer (UC) and Phase 2 MARIO-3 Trial in Triple Negative Breast Cancer (TNBC) 07/27/2021	Day +1 +10.36% 2021-07-28 Day +5 +19.82% 2021-08-03 Best recovery within 5 +31.98% 2021-08-02 It recovered the whole drop and closed 19.82% above the pre-news price. Month end -4.50% on 2021-07-30 This month ended before the fifth session after the move.
Close before and after $2.22 to $1.52 as traded Session open, high, low $1.65, $1.72, $1.48 Opening gap -25.68% Close inside the session range 0.17 of the range, where 1.00 is the high Session volume 13,920,735 shares, $21,159,517 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
22	NVFY	-31.23%	07/23/2021 against the close of 07/22/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Nova Lifestyle, Inc. Announces Pricing of $3.1 Million Registered Direct Offering 07/23/2021 07:55 ET premarket	Day +1 -32.38% 2021-07-26 Day +5 -34.67% 2021-07-30 Best recovery within 5 -32.38% 2021-07-26 Five sessions later the drop was 11.0% bigger, at -34.67%. Month end -34.67% on 2021-07-30
Close before and after $17.45 to $12.00 as traded Session open, high, low $12.95, $13.05, $11.70 Opening gap -25.79% Close inside the session range 0.22 of the range, where 1.00 is the high Session volume 484,026 shares, $5,808,312 Relative volume 9.8x 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
23	BCOW	-29.10%	07/15/2021 against the close of 07/14/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	1895 Bancorp Of Wisconsin, Inc. Announces Closing Of Offering And Final Exchange Ratio 07/14/2021 16:00 ET after hours	Day +1 -29.39% 2021-07-16 Day +5 -29.58% 2021-07-22 Best recovery within 5 -29.33% 2021-07-21 Five sessions later the drop was 1.6% bigger, at -29.58%. Month end -32.00% on 2021-07-30
Close before and after $15.72 to $11.15 split-adjusted Session open, high, low $11.50, $11.50, $11.00 Opening gap -26.84% Close inside the session range 0.29 of the range, where 1.00 is the high Session volume 479,199 shares, $5,340,673 Relative volume 753.5x 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
24	CEMI More than one ranked move this month Also on the opposite board this month 2+ ranked moves on both boards	-29.00%	07/23/2021 against the close of 07/22/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Chembio Diagnostics to Report Second Quarter 2021 Financial Results on August 5, 2021 07/22/2021 17:03 ET after hours	Day +1 -31.09% 2021-07-26 Day +5 -34.11% 2021-07-30 Best recovery within 5 -31.09% 2021-07-26 Five sessions later the drop was 17.6% bigger, at -34.11%. Month end -34.11% on 2021-07-30
Close before and after $4.31 to $3.06 as traded Session open, high, low $4.00, $4.06, $2.95 Opening gap -7.19% Close inside the session range 0.10 of the range, where 1.00 is the high Session volume 24,041,379 shares, $73,566,620 Relative volume 72.1x 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
25	GOTU More than one ranked move this month 2+ ranked moves	-28.98%	07/26/2021 against the close of 07/23/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Gaotu Techedu Inc. Provides Update on New Regulations 07/25/2021 21:59 ET after hours	Day +1 -17.90% 2021-07-27 Day +5 -12.22% 2021-08-02 Best recovery within 5 +2.84% 2021-07-28 57.8% of the drop was recovered five sessions later. Month end -9.38% on 2021-07-30 This month ended before the fifth session after the move.
Close before and after $3.52 to $2.50 split-adjusted Session open, high, low $2.48, $3.18, $2.40 Opening gap -29.55% Close inside the session range 0.13 of the range, where 1.00 is the high Session volume 49,788,335 shares, $124,470,838 Relative volume 6.8x 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
26	TNXP	-28.53%	07/26/2021 against the close of 07/23/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Tonix Pharmaceuticals Announces Outcome of Interim Analysis of Phase 3 RALLY Study of TNX-102 SL for the Management of Fibromyalgia 07/23/2021 16:40 ET after hours	Day +1 -25.49% 2021-07-27 Day +5 -26.72% 2021-08-02 Best recovery within 5 -24.54% 2021-07-28 6.3% of the drop was recovered five sessions later. Month end -26.94% on 2021-07-30 This month ended before the fifth session after the move.
Close before and after $627,200.00 to $448,256.00 split-adjusted Session open, high, low $431,680.00, $513,344.00, $422,400.00 Opening gap -31.17% Close inside the session range 0.28 of the range, where 1.00 is the high Session volume 59 shares, $26,447,104 Relative volume 5.6x 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
27	JUPW	-26.88%	07/22/2021 against the close of 07/21/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Jupiter Wellness Prices $32.5 Million Underwritten Public Offering of Common Stock and Warrants 07/21/2021 21:05 ET after hours	Day +1 -23.66% 2021-07-23 Day +5 -26.52% 2021-07-29 Best recovery within 5 -23.66% 2021-07-23 1.3% of the drop was recovered five sessions later. Month end -30.47% on 2021-07-30
Close before and after $2.79 to $2.04 split-adjusted Session open, high, low $2.15, $2.22, $2.00 Opening gap -22.94% Close inside the session range 0.18 of the range, where 1.00 is the high Session volume 7,776,365 shares, $15,863,785 Relative volume 52.0x 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
28	TAL More than one ranked move this month 2+ ranked moves	-26.67%	07/26/2021 against the close of 07/23/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	TAL Education Group Provides Update on New Regulations 07/25/2021 10:15 ET intraday	Day +1 -8.17% 2021-07-27 Day +5 -2.67% 2021-08-02 Best recovery within 5 +6.67% 2021-07-28 90.0% of the drop was recovered five sessions later. Month end +1.17% on 2021-07-30 This month ended before the fifth session after the move.
Close before and after $6.00 to $4.40 split-adjusted Session open, high, low $4.20, $6.17, $4.03 Opening gap -30.00% Close inside the session range 0.17 of the range, where 1.00 is the high Session volume 201,969,258 shares, $888,664,735 Relative volume 10.9x 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
29	COE More than one ranked move this month 2+ ranked moves	-26.58%	07/26/2021 against the close of 07/23/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	China Online Education Group Provides Update on New Regulations 07/26/2021 05:00 ET premarket	Day +1 -23.68% 2021-07-27 Day +5 -26.58% 2021-08-02 Best recovery within 5 -11.84% 2021-07-28 0.0% of the drop was recovered five sessions later. Month end -24.47% on 2021-07-30 This month ended before the fifth session after the move.
Close before and after $15.20 to $11.16 split-adjusted Session open, high, low $12.36, $13.44, $10.92 Opening gap -18.68% Close inside the session range 0.10 of the range, where 1.00 is the high Session volume 537,585 shares, $5,999,449 Relative volume 19.9x 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
30	PRVB	-26.39%	07/06/2021 against the close of 07/02/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Provention Bio Receives Complete Response Letter (CRL) to Biologics License Application (BLA) for Teplizumab for the Delay of Clinical Type 1 Diabetes (T1D) in At-risk Individuals 07/06/2021 07:00 ET premarket	Day +1 -27.83% 2021-07-07 Day +5 -17.71% 2021-07-13 Best recovery within 5 -17.71% 2021-07-13 32.9% of the drop was recovered five sessions later. Month end -26.87% on 2021-07-30
Close before and after $8.30 to $6.11 as traded Session open, high, low $6.40, $6.41, $5.73 Opening gap -22.89% Close inside the session range 0.56 of the range, where 1.00 is the high Session volume 8,979,816 shares, $54,866,676 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
31	YQ More than one ranked move this month 2+ ranked moves	-26.24%	07/26/2021 against the close of 07/23/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	17 Education & Technology Group Inc. Provides Update on New Regulations 07/26/2021 08:00 ET premarket	Day +1 -17.73% 2021-07-27 Day +5 -21.99% 2021-08-02 Best recovery within 5 -13.48% 2021-07-28 16.2% of the drop was recovered five sessions later. Month end -20.57% on 2021-07-30 This month ended before the fifth session after the move.
Close before and after $28.20 to $20.80 split-adjusted Session open, high, low $22.80, $24.00, $20.40 Opening gap -19.15% Close inside the session range 0.11 of the range, where 1.00 is the high Session volume 408,855 shares, $8,504,184 Relative volume 6.5x 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
32	SAM	-26.02%	07/23/2021 against the close of 07/22/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Boston Beer Reports Second Quarter 2021 Results 07/22/2021 16:15 ET after hours	Day +1 -23.32% 2021-07-26 Day +5 -25.07% 2021-07-30 Best recovery within 5 -23.32% 2021-07-26 3.7% of the drop was recovered five sessions later. Month end -25.07% on 2021-07-30
Close before and after $947.54 to $701.00 split-adjusted Session open, high, low $725.00, $745.00, $693.21 Opening gap -23.49% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 2,861,634 shares, $2,006,005,434 Relative volume 12.0x 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
33	ARWR	-25.69%	07/02/2021 against the close of 07/01/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Arrowhead Pauses ARO-ENaC Phase 1/2 Clinical Study 07/02/2021 07:30 ET premarket	Day +1 -25.77% 2021-07-06 Day +5 -22.58% 2021-07-12 Best recovery within 5 -20.97% 2021-07-09 12.1% of the drop was recovered five sessions later. Month end -18.44% on 2021-07-30
Close before and after $84.96 to $63.13 split-adjusted Session open, high, low $67.04, $69.25, $60.00 Opening gap -21.09% Close inside the session range 0.34 of the range, where 1.00 is the high Session volume 7,344,481 shares, $463,657,086 Relative volume 9.7x 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	SGTX	-25.32%	07/09/2021 against the close of 07/08/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Sigilon Therapeutics Announces Clinical Hold on SIG-001 Phase 1/2 Study in Hemophilia A 07/09/2021 07:30 ET premarket	Day +1 -28.90% 2021-07-12 Day +5 -35.93% 2021-07-16 Best recovery within 5 -28.90% 2021-07-12 Five sessions later the drop was 41.9% bigger, at -35.93%. Month end -45.45% on 2021-07-30
Close before and after $120.12 to $89.70 as traded Session open, high, low $90.35, $93.99, $81.71 Opening gap -24.78% Close inside the session range 0.65 of the range, where 1.00 is the high Session volume 147,465 shares, $13,227,611 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
35	NTEC	-24.63%	07/26/2021 against the close of 07/23/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	M&A / Acquisition	Intec Announces $30 Million Private Placement Ahead of Decoy Merger 07/26/2021 08:00 ET premarket	Day +1 +165.40% 2021-07-27 Day +5 +222.67% 2021-08-02 Best recovery within 5 +297.36% 2021-07-29 It recovered the whole drop and closed 222.67% above the pre-news price. Month end +231.09% on 2021-07-30 This month ended before the fifth session after the move.
Close before and after $3.41 to $2.57 as traded Session open, high, low $2.82, $2.83, $2.55 Opening gap -17.30% Close inside the session range 0.07 of the range, where 1.00 is the high Session volume 1,987,555 shares, $5,108,016 Relative volume 3.0x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
36	ENVX	-23.80%	07/15/2021 against the close of 07/14/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership	Enovix Awarded Contract to Demonstrate Advanced 3D Silicon™ Lithium-ion Batteries for U.S. Army 07/15/2021 07:30 ET premarket	Day +1 -23.93% 2021-07-16 Day +5 -23.80% 2021-07-22 Best recovery within 5 -18.00% 2021-07-20 0.0% of the drop was recovered five sessions later. Month end -29.05% on 2021-07-30
Close before and after $20.36 to $15.51 split-adjusted Session open, high, low $18.81, $19.25, $14.62 Opening gap -7.60% Close inside the session range 0.19 of the range, where 1.00 is the high Session volume 1,003,161 shares, $15,562,839 Relative volume 8.5x 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
37	SAVA Also on the opposite board this month on both boards	-23.61%	07/29/2021 against the close of 07/28/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results catalyst from a later release the same session	Cassava Sciences Announces Positive Cognition Data With Simufilam in Alzheimer’s Disease 07/29/2021 09:53 ET intraday Cassava Sciences Announces Positive Biomarker Data with Simufilam in Alzheimer’s Disease 07/29/2021	Day +1 -48.61% 2021-07-30 Day +5 -24.92% 2021-08-05 Best recovery within 5 -24.92% 2021-08-05 Five sessions later the drop was 5.5% bigger, at -24.92%. Month end -48.61% on 2021-07-30 This month ended before the fifth session after the move.
Close before and after $96.64 to $73.82 as traded Session open, high, low $103.57, $104.40, $70.25 Opening gap +7.17% Close inside the session range 0.10 of the range, where 1.00 is the high Session volume 28,770,577 shares, $2,123,884,273 Relative volume 7.2x 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
38	INMB More than one ranked move this month 2+ ranked moves	-22.98%	07/26/2021 against the close of 07/23/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	INmune Bio, Inc. Announces Design of Upcoming Phase 2 Alzheimer’s Disease Clinical Trial and New Phase 1b AD Biomarker Data 07/26/2021 08:30 ET premarket	Day +1 -21.84% 2021-07-27 Day +5 -22.65% 2021-08-02 Best recovery within 5 -14.77% 2021-07-28 1.4% of the drop was recovered five sessions later. Month end -27.73% on 2021-07-30 This month ended before the fifth session after the move.
Close before and after $21.06 to $16.22 split-adjusted Session open, high, low $20.24, $20.76, $16.08 Opening gap -3.89% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 1,539,889 shares, $24,977,000 Relative volume 2.8x 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
39	VIVO	-22.89%	07/13/2021 against the close of 07/12/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Meridian Bioscience Announces Preliminary Revenue Results for Fiscal 2021 Third Quarter 07/13/2021 09:00 ET premarket	Day +1 -22.09% 2021-07-14 Day +5 -17.60% 2021-07-20 Best recovery within 5 -16.76% 2021-07-19 23.1% of the drop was recovered five sessions later. Month end -8.89% on 2021-07-30
Close before and after $22.50 to $17.35 split-adjusted Session open, high, low $21.90, $21.95, $17.25 Opening gap -2.67% Close inside the session range 0.02 of the range, where 1.00 is the high Session volume 2,610,821 shares, $45,297,744 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
40	ADVM	-22.88%	07/23/2021 against the close of 07/22/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Adverum Provides Update on ADVM-022 and the INFINITY Trial in Patients with Diabetic Macular Edema 07/22/2021 16:05 ET after hours	Day +1 -20.59% 2021-07-26 Day +5 -25.82% 2021-07-30 Best recovery within 5 -20.59% 2021-07-26 Five sessions later the drop was 12.8% bigger, at -25.82%. Month end -25.82% on 2021-07-30
Close before and after $30.60 to $23.60 as traded Session open, high, low $24.90, $25.50, $22.55 Opening gap -18.63% Close inside the session range 0.36 of the range, where 1.00 is the high Session volume 983,951 shares, $23,221,244 Relative volume 5.7x 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
41	MGYR Also on the opposite board this month on both boards	-22.36%	07/15/2021 against the close of 07/14/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Magyar Bancorp, Inc. Announces Completion Of Conversion And Related Stock Offering 07/14/2021 17:00 ET after hours	Day +1 -23.70% 2021-07-16 Day +5 -24.06% 2021-07-22 Best recovery within 5 -23.70% 2021-07-16 Five sessions later the drop was 7.6% bigger, at -24.06%. Month end -26.12% on 2021-07-30
Close before and after $14.09 to $10.94 split-adjusted Session open, high, low $11.00, $11.18, $10.86 Opening gap -21.93% Close inside the session range 0.25 of the range, where 1.00 is the high Session volume 291,016 shares, $3,183,715 Relative volume 928.3x 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
42	AOUT	-21.96%	07/16/2021 against the close of 07/15/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	American Outdoor Brands, Inc. Reports Fourth Quarter and Full Year Fiscal 2021 Financial Results 07/15/2021 16:15 ET after hours	Day +1 -19.93% 2021-07-19 Day +5 -23.82% 2021-07-23 Best recovery within 5 -17.01% 2021-07-21 Five sessions later the drop was 8.5% bigger, at -23.82%. Month end -24.91% on 2021-07-30
Close before and after $35.93 to $28.04 split-adjusted Session open, high, low $32.30, $32.34, $27.65 Opening gap -10.10% Close inside the session range 0.08 of the range, where 1.00 is the high Session volume 1,990,519 shares, $55,814,153 Relative volume 16.1x 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
43	NEPT	-21.69%	07/16/2021 against the close of 07/15/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Neptune Reports Fourth Quarter and Fiscal 2021 Results 07/15/2021 16:02 ET after hours	Day +1 -30.84% 2021-07-19 Day +5 -26.36% 2021-07-23 Best recovery within 5 -22.29% 2021-07-21 Five sessions later the drop was 21.5% bigger, at -26.36%. Month end -24.65% on 2021-07-30
Close before and after $1,498.00 to $1,173.06 as traded Session open, high, low $1,210.72, $1,264.20, $1,162.14 Opening gap -19.18% Close inside the session range 0.11 of the range, where 1.00 is the high Session volume 4,478 shares, $5,252,963 Relative volume 5.4x 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
44	IMUX	-21.45%	07/15/2021 against the close of 07/14/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Immunic, Inc. Announces Proposed Public Offering of Common Stock 07/14/2021 16:01 ET after hours Immunic, Inc. Announces Pricing of $45 Million Public Offering of Common Stock 07/15/2021	Day +1 -19.43% 2021-07-16 Day +5 -20.77% 2021-07-22 Best recovery within 5 -17.91% 2021-07-21 3.2% of the drop was recovered five sessions later. Month end -25.74% on 2021-07-30
Close before and after $118.90 to $93.40 split-adjusted Session open, high, low $98.00, $99.40, $90.60 Opening gap -17.58% Close inside the session range 0.32 of the range, where 1.00 is the high Session volume 231,510 shares, $21,623,034 Relative volume 15.7x 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	GKOS	-21.41%	07/14/2021 against the close of 07/13/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Glaukos Comments on the Centers for Medicare and Medicaid Services 2022 Proposed Physician Fee Schedule 07/14/2021 02:00 ET premarket	Day +1 -23.84% 2021-07-15 Day +5 -32.42% 2021-07-21 Best recovery within 5 -22.51% 2021-07-16 Five sessions later the drop was 51.4% bigger, at -32.42%. Month end -30.68% on 2021-07-30
Close before and after $73.57 to $57.82 split-adjusted Session open, high, low $54.34, $61.00, $53.00 Opening gap -26.14% Close inside the session range 0.60 of the range, where 1.00 is the high Session volume 4,030,922 shares, $233,067,910 Relative volume 16.7x 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
46	AEI More than one ranked move this month 2+ ranked moves	-21.11%	07/26/2021 against the close of 07/23/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	M&A / Acquisition	American Medical REIT Forges Ahead with Maiden Acquisition of Ivy Brook Medical Center in Connecticut 07/26/2021 09:00 ET premarket	Day +1 -30.12% 2021-07-27 Day +5 -57.58% 2021-08-02 Best recovery within 5 -30.12% 2021-07-27 Five sessions later the drop was 172.8% bigger, at -57.58%. Month end -57.68% on 2021-07-30 This month ended before the fifth session after the move.
Close before and after $97.60 to $77.00 split-adjusted Session open, high, low $87.80, $88.00, $75.00 Opening gap -10.04% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 188,532 shares, $14,516,964 Relative volume 1.9x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
47	ALEC Also on the opposite board this month on both boards	-21.08%	07/29/2021 against the close of 07/28/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Alector Presents 12-Month Results from the INFRONT-2 Phase 2 Open-label Clinical Study of AL001 for the Treatment of Symptomatic Frontotemporal Dementia Patients with a Progranulin Mutation 07/29/2021 10:10 ET intraday	Day +1 -21.20% 2021-07-30 Day +5 -6.26% 2021-08-05 Best recovery within 5 -6.26% 2021-08-05 70.3% of the drop was recovered five sessions later. Month end -21.20% on 2021-07-30 This month ended before the fifth session after the move.
Close before and after $30.50 to $24.07 split-adjusted Session open, high, low $30.52, $31.24, $23.77 Opening gap +0.07% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 2,787,246 shares, $67,089,011 Relative volume 2.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
48	GATO	-20.96%	07/13/2021 against the close of 07/12/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership	Gatos Silver Signs Definitive Agreement to Retire Los Gatos Joint Venture Term Loan 07/12/2021 16:00 ET after hours Gatos Silver Announces Launch of Proposed Public Offering 07/12/2021	Day +1 -25.04% 2021-07-14 Day +5 -34.49% 2021-07-20 Best recovery within 5 -25.04% 2021-07-14 Five sessions later the drop was 64.6% bigger, at -34.49%. Month end -29.58% on 2021-07-30
Close before and after $19.37 to $15.31 as traded Session open, high, low $17.66, $17.97, $14.81 Opening gap -8.83% Close inside the session range 0.16 of the range, where 1.00 is the high Session volume 2,179,395 shares, $33,366,537 Relative volume 4.4x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
49	VGZ	-20.75%	07/08/2021 against the close of 07/07/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Vista Gold Corp. Announces US$8 Million Bought Deal Offering 07/07/2021 17:10 ET after hours	Day +1 -21.67% 2021-07-09 Day +5 -20.95% 2021-07-15 Best recovery within 5 -20.95% 2021-07-15 Five sessions later the drop was 1.0% bigger, at -20.95%. Month end -24.17% on 2021-07-30
Close before and after $1.20 to $0.9510 split-adjusted Session open, high, low $1.00, $1.02, $0.9500 Opening gap -16.67% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 9,574,710 shares, $9,105,549 Relative volume 39.3x 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
50	WAVE Also on the opposite board this month on both boards	-20.42%	07/07/2021 against the close of 07/06/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Eco Wave Power Global AB (publ) Announces Closing of $9.2 Million Public Offering, which Includes Full Exercise of the Underwriter's Over-Allotment Option, and Nasdaq Listing 07/06/2021 16:55 ET after hours	Day +1 -21.49% 2021-07-08 Day +5 -36.12% 2021-07-14 Best recovery within 5 -21.49% 2021-07-08 Five sessions later the drop was 76.9% bigger, at -36.12%. Month end -56.38% on 2021-07-30
Close before and after $18.66 to $14.85 split-adjusted Session open, high, low $17.52, $17.78, $14.74 Opening gap -6.11% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 354,971 shares, $5,271,319 Baseline gap 1 calendar day from the pre-news close to the measured session
51	IDYA	-20.29%	07/07/2021 against the close of 07/06/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	IDEAYA Announces Proposed Public Offering of Common Stock 07/06/2021 16:01 ET after hours	Day +1 -24.03% 2021-07-08 Day +5 -16.86% 2021-07-14 Best recovery within 5 -14.79% 2021-07-13 16.9% of the drop was recovered five sessions later. Month end +7.83% on 2021-07-30
Close before and after $22.72 to $18.11 split-adjusted Session open, high, low $19.77, $19.93, $16.78 Opening gap -12.98% Close inside the session range 0.42 of the range, where 1.00 is the high Session volume 1,414,908 shares, $25,623,984 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
52	OEG Also on the opposite board this month on both boards	-20.17%	07/21/2021 against the close of 07/20/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Orbital Energy Group, Inc. Announces $38 Million Registered Direct Offering 07/21/2021 08:30 ET premarket	Day +1 -20.39% 2021-07-22 Day +5 -21.89% 2021-07-28 Best recovery within 5 -20.39% 2021-07-22 Five sessions later the drop was 8.5% bigger, at -21.89%. Month end -26.82% on 2021-07-30
Close before and after $4.66 to $3.72 as traded Session open, high, low $3.87, $3.93, $3.70 Opening gap -16.99% Close inside the session range 0.09 of the range, where 1.00 is the high Session volume 9,193,634 shares, $34,200,318 Relative volume 4.1x 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	ZME More than one ranked move this month 2+ ranked moves	-19.66%	07/26/2021 against the close of 07/23/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Zhangmen Education Inc. Provides Update on PRC Regulatory Policy 07/26/2021 03:50 ET premarket	Day +1 -25.57% 2021-07-27 Day +5 -11.97% 2021-08-02 Best recovery within 5 -6.15% 2021-07-28 39.1% of the drop was recovered five sessions later. Month end -14.24% on 2021-07-30 This month ended before the fifth session after the move.
Close before and after $49.44 to $39.72 as traded Session open, high, low $35.04, $41.20, $32.00 Opening gap -29.13% Close inside the session range 0.84 of the range, where 1.00 is the high Session volume 22,550 shares, $895,686 Relative volume 0.8x 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
54	DIDI	-19.58%	07/06/2021 against the close of 07/02/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	DiDi Announces App Takedown in China 07/04/2021 13:30 ET intraday	Day +1 -23.31% 2021-07-07 Day +5 -20.03% 2021-07-13 Best recovery within 5 -20.03% 2021-07-13 Five sessions later the drop was 2.3% bigger, at -20.03%. Month end -33.61% on 2021-07-30
Close before and after $15.53 to $12.49 as traded Session open, high, low $11.78, $12.63, $11.58 Opening gap -24.15% Close inside the session range 0.87 of the range, where 1.00 is the high Session volume 230,925,687 shares, $2,884,261,831 Baseline gap 4 calendar days from the pre-news close to the measured session
55	BTCM Also on the opposite board this month on both boards	-19.53%	07/12/2021 against the close of 07/09/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	BIT Mining Announces US$50 Million Private Placement 07/12/2021 09:02 ET premarket	Day +1 -23.49% 2021-07-13 Day +5 -37.89% 2021-07-19 Best recovery within 5 -23.49% 2021-07-13 Five sessions later the drop was 94.0% bigger, at -37.89%. Month end -26.87% on 2021-07-30
Close before and after $68.10 to $54.80 as traded Session open, high, low $60.40, $62.00, $54.50 Opening gap -11.31% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 148,562 shares, $8,141,198 Relative volume 2.0x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
56	CEMI More than one ranked move this month Also on the opposite board this month 2+ ranked moves on both boards	-19.29%	07/22/2021 against the close of 07/21/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership	Chembio Diagnostics Receives $4 Million HIV Test Purchase Order Supported by The Global Fund 07/22/2021 12:49 ET intraday	Day +1 -42.70% 2021-07-23 Day +5 -47.75% 2021-07-29 Best recovery within 5 -42.70% 2021-07-23 Five sessions later the drop was 147.5% bigger, at -47.75%. Month end -46.82% on 2021-07-30
Close before and after $5.34 to $4.31 as traded Session open, high, low $4.97, $7.34, $4.25 Opening gap -6.91% Close inside the session range 0.02 of the range, where 1.00 is the high Session volume 151,188,944 shares, $651,624,349 Relative volume 453.1x 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
57	GTH	-19.15%	07/26/2021 against the close of 07/23/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	FDA & Regulatory	AYVAKIT® (avapritinib) Companion Diagnostic Test Enters Priority Review and Approval Process in China 07/26/2021 06:00 ET premarket	Day +1 -29.88% 2021-07-27 Day +5 -20.71% 2021-08-02 Best recovery within 5 -20.71% 2021-08-02 Five sessions later the drop was 8.1% bigger, at -20.71%. Month end -23.41% on 2021-07-30 This month ended before the fifth session after the move.
Close before and after $55.62 to $44.97 as traded Session open, high, low $54.00, $54.00, $42.93 Opening gap -2.91% Close inside the session range 0.18 of the range, where 1.00 is the high Session volume 185,544 shares, $8,343,914 Relative volume 2.1x 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
58	MFH	-18.45%	07/07/2021 against the close of 07/06/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Leadership Change	Mercurity Fintech Holding Inc. Announces Resignation of Company Director 07/07/2021 06:00 ET premarket	Day +1 -15.34% 2021-07-08 Day +5 -20.97% 2021-07-14 Best recovery within 5 -15.34% 2021-07-08 Five sessions later the drop was 13.7% bigger, at -20.97%. Month end -30.49% on 2021-07-30
Close before and after $5.15 to $4.20 as traded Session open, high, low $5.17, $5.24, $4.16 Opening gap +0.39% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 396,706 shares, $1,666,165 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
59	GLOP	-18.25%	07/27/2021 against the close of 07/26/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings catalyst from a later release the same session	GasLog Partners LP Declares Distributions on Series A, B and C Preference Units 07/27/2021 07:00 ET premarket GasLog Partners LP Reports Financial Results for the Three-Month Period Ended June 30, 2021 and Declares Cash Distribution 07/27/2021	Day +1 -17.49% 2021-07-28 Day +5 -24.52% 2021-08-03 Best recovery within 5 -16.54% 2021-07-29 Five sessions later the drop was 34.4% bigger, at -24.52%. Month end -21.10% on 2021-07-30 This month ended before the fifth session after the move.
Close before and after $5.26 to $4.30 as traded Session open, high, low $4.53, $4.68, $4.00 Opening gap -13.88% Close inside the session range 0.44 of the range, where 1.00 is the high Session volume 2,894,327 shares, $12,445,606 Relative volume 3.4x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
60	PINS	-18.24%	07/30/2021 against the close of 07/29/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Pinterest Announces Second Quarter 2021 Results 07/29/2021 16:05 ET after hours	Day +1 -20.71% 2021-08-02 Day +5 -18.41% 2021-08-06 Best recovery within 5 -16.25% 2021-08-05 Five sessions later the drop was 0.9% bigger, at -18.41%. Month end -18.24% on 2021-07-30 same session This month ended before the fifth session after the move.
Close before and after $72.04 to $58.90 split-adjusted Session open, high, low $59.20, $60.88, $58.01 Opening gap -17.82% Close inside the session range 0.31 of the range, where 1.00 is the high Session volume 76,397,501 shares, $4,499,812,809 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
61	CWBR	-18.12%	07/14/2021 against the close of 07/13/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	CohBar Provides Update on the Phase 1a/1b Clinical Trial for CB4211 Under Development for NASH and Obesity 07/14/2021 09:00 ET premarket	Day +1 -18.84% 2021-07-15 Day +5 -15.22% 2021-07-21 Best recovery within 5 -15.22% 2021-07-21 16.0% of the drop was recovered five sessions later. Month end -18.84% on 2021-07-30
Close before and after $41.40 to $33.90 as traded Session open, high, low $38.10, $38.10, $33.00 Opening gap -7.97% Close inside the session range 0.18 of the range, where 1.00 is the high Session volume 76,767 shares, $2,602,401 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
62	SLP	-17.55%	07/13/2021 against the close of 07/12/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Simulations Plus Reports Third Quarter Fiscal 2021 Financial Results 07/12/2021 16:05 ET after hours	Day +1 -16.61% 2021-07-14 Day +5 -12.70% 2021-07-20 Best recovery within 5 -12.70% 2021-07-20 27.6% of the drop was recovered five sessions later. Month end -11.63% on 2021-07-30
Close before and after $53.40 to $44.03 split-adjusted Session open, high, low $44.96, $47.35, $43.70 Opening gap -15.81% Close inside the session range 0.09 of the range, where 1.00 is the high Session volume 842,504 shares, $37,095,451 Relative volume 9.7x 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
63	SPCE	-17.30%	07/12/2021 against the close of 07/09/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Virgin Galactic Successfully Completes First Fully Crewed Spaceflight 07/11/2021 12:24 ET intraday	Day +1 -23.25% 2021-07-13 Day +5 -34.15% 2021-07-19 Best recovery within 5 -23.25% 2021-07-13 Five sessions later the drop was 97.4% bigger, at -34.15%. Month end -39.04% on 2021-07-30
Close before and after $984.00 to $813.80 split-adjusted Session open, high, low $991.00, $1,015.00, $796.20 Opening gap +0.71% Close inside the session range 0.08 of the range, where 1.00 is the high Session volume 6,875,691 shares, $5,595,437,336 Relative volume 5.4x 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
64	ALGS	-17.29%	07/01/2021 against the close of 06/30/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Aligos Therapeutics Announces Pricing of $83.6 Million Public Offering of Common Stock 06/30/2021 22:08 ET after hours	Day +1 -13.07% 2021-07-02 Day +5 -21.12% 2021-07-09 Best recovery within 5 -13.07% 2021-07-02 Five sessions later the drop was 22.2% bigger, at -21.12%. Month end -28.53% on 2021-07-30
Close before and after $509.63 to $421.50 split-adjusted Session open, high, low $459.38, $462.25, $412.75 Opening gap -9.86% Close inside the session range 0.18 of the range, where 1.00 is the high Session volume 90,414 shares, $38,109,501 Relative volume 16.1x 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
65	ELOX	-17.10%	07/07/2021 against the close of 07/06/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Eloxx Pharmaceuticals Provides Enrollment Update for Ongoing Phase 2 Clinical Studies for Cystic Fibrosis 07/06/2021 16:15 ET after hours	Day +1 -11.92% 2021-07-08 Day +5 -23.32% 2021-07-14 Best recovery within 5 -9.84% 2021-07-09 Five sessions later the drop was 36.4% bigger, at -23.32%. Month end -31.61% on 2021-07-30
Close before and after $849.20 to $704.00 split-adjusted Session open, high, low $840.40, $840.40, $686.40 Opening gap -1.04% Close inside the session range 0.11 of the range, where 1.00 is the high Session volume 9,882 shares, $6,956,928 Relative volume 2.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
66	FFIE Also on the opposite board this month on both boards	-17.03%	07/27/2021 against the close of 07/26/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Faraday Future Announces That All 300 of its Invite-Only FF 91 Futurist Alliance Edition Vehicles Have Been Pre-Ordered 07/27/2021 08:00 ET premarket	Day +1 -11.74% 2021-07-28 Day +5 -11.38% 2021-08-03 Best recovery within 5 -2.90% 2021-08-02 33.2% of the drop was recovered five sessions later. Month end -12.46% on 2021-07-30 This month ended before the fifth session after the move.
Close before and after $132,480.00 to $109,920.00 as traded Session open, high, low $131,328.00, $132,000.00, $98,304.00 Opening gap -0.87% Close inside the session range 0.34 of the range, where 1.00 is the high Session volume 672 shares, $73,866,240 Relative volume 0.2x 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
67	IMRA	-16.78%	07/14/2021 against the close of 07/13/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Imara Announces Launch of Proposed Public Offering 07/13/2021 16:01 ET after hours Imara Announces Pricing of Public Offering 07/13/2021	Day +1 -18.19% 2021-07-15 Day +5 -18.76% 2021-07-21 Best recovery within 5 -18.19% 2021-07-15 Five sessions later the drop was 11.8% bigger, at -18.76%. Month end -23.98% on 2021-07-30
Close before and after $28.36 to $23.60 as traded Session open, high, low $23.96, $24.36, $23.40 Opening gap -15.51% Close inside the session range 0.21 of the range, where 1.00 is the high Session volume 457,862 shares, $10,805,543 Relative volume 27.5x 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
68	KRBP	-16.76%	07/16/2021 against the close of 07/15/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Kiromic BioPharma Provides Update on IND Filings on its Off-the-Shelf, Allogeneic CAR-T for Solid Tumors 07/16/2021 14:53 ET intraday	Day +1 -22.34% 2021-07-19 Day +5 -14.89% 2021-07-23 Best recovery within 5 -13.03% 2021-07-21 11.2% of the drop was recovered five sessions later. Month end -14.63% on 2021-07-30
Close before and after $112.80 to $93.90 as traded Session open, high, low $114.90, $135.60, $92.70 Opening gap +1.86% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 60,018 shares, $5,635,690 Relative volume 12.9x 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
69	BLCT	-16.69%	07/27/2021 against the close of 07/26/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	BlueCity's He Health launches online consultation services, accelerating its foray into digital health 07/27/2021 08:00 ET premarket	Day +1 -9.72% 2021-07-28 Day +5 -11.67% 2021-08-03 Best recovery within 5 -8.27% 2021-08-02 30.1% of the drop was recovered five sessions later. Month end -10.05% on 2021-07-30 This month ended before the fifth session after the move.
Close before and after $6.17 to $5.14 as traded Session open, high, low $6.20, $6.29, $5.10 Opening gap +0.49% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 534,830 shares, $2,749,026 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
70	LOAN	-16.25%	07/07/2021 against the close of 07/06/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Manhattan Bridge Capital Announces Proposed Public Offering of Common Shares 07/06/2021 16:05 ET after hours Manhattan Bridge Capital Announces Pricing of Proposed Public Offering of Common Shares 07/07/2021	Day +1 -18.77% 2021-07-08 Day +5 -19.90% 2021-07-14 Best recovery within 5 -16.00% 2021-07-13 Five sessions later the drop was 22.5% bigger, at -19.90%. Month end -22.17% on 2021-07-30
Close before and after $7.94 to $6.65 split-adjusted Session open, high, low $7.01, $7.15, $6.64 Opening gap -11.67% Close inside the session range 0.02 of the range, where 1.00 is the high Session volume 1,048,511 shares, $6,972,598 Relative volume 29.2x 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
71	VOXX	-16.23%	07/13/2021 against the close of 07/12/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	VOXX International Corporation Reports Its Fiscal 2022 First Quarter Financial Results 07/12/2021 16:01 ET after hours	Day +1 -21.18% 2021-07-14 Day +5 -24.48% 2021-07-20 Best recovery within 5 -21.18% 2021-07-14 Five sessions later the drop was 50.8% bigger, at -24.48%. Month end -21.46% on 2021-07-30
Close before and after $14.54 to $12.18 as traded Session open, high, low $13.69, $13.70, $11.93 Opening gap -5.85% Close inside the session range 0.14 of the range, where 1.00 is the high Session volume 780,737 shares, $9,509,377 Relative volume 6.3x 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
72	NRXP Also on the opposite board this month on both boards	-16.16%	07/12/2021 against the close of 07/09/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership	NRx Pharmaceuticals Announces Partnership with the Israel Institute for Biological Research to Complete Development and Commercialization of BriLife™ COVID Vaccine 07/12/2021 11:18 ET intraday NRx Pharmaceuticals and Quantum Leap Announce Treatment of Severely Ill COVID-19 Patients with ZYESAMIÔ (Aviptadil) in the I-SPY COVID Trial 07/12/2021	Day +1 -5.91% 2021-07-13 Day +5 +7.56% 2021-07-19 Best recovery within 5 +7.56% 2021-07-19 It recovered the whole drop and closed 7.56% above the pre-news price. Month end +31.89% on 2021-07-30
Close before and after $115.10 to $96.50 split-adjusted Session open, high, low $112.70, $148.60, $94.10 Opening gap -2.09% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 204,923 shares, $19,775,070 Relative volume 14.1x 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
73	BZ	-15.95%	07/06/2021 against the close of 07/02/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	KANZHUN LIMITED Announces Cybersecurity Review in China 07/05/2021 08:00 ET premarket	Day +1 -11.84% 2021-07-07 Day +5 -4.30% 2021-07-13 Best recovery within 5 -0.39% 2021-07-09 73.0% of the drop was recovered five sessions later. Month end -5.12% on 2021-07-30
Close before and after $36.31 to $30.52 split-adjusted Session open, high, low $32.44, $33.70, $29.71 Opening gap -10.66% Close inside the session range 0.20 of the range, where 1.00 is the high Session volume 9,393,938 shares, $286,702,988 Baseline gap 4 calendar days from the pre-news close to the measured session
74	TRQ	-15.64%	07/16/2021 against the close of 07/15/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Turquoise Hill announces second quarter 2021 production and provides Oyu Tolgoi mine update 07/15/2021 17:00 ET after hours	Day +1 -20.27% 2021-07-19 Day +5 -10.07% 2021-07-23 Best recovery within 5 -10.07% 2021-07-23 35.6% of the drop was recovered five sessions later. Month end +3.21% on 2021-07-30
Close before and after $16.18 to $13.65 as traded Session open, high, low $15.10, $15.17, $13.57 Opening gap -6.67% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 4,544,498 shares, $62,032,398 Relative volume 8.0x 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
75	DNLI	-15.27%	07/26/2021 against the close of 07/23/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Denali Therapeutics Announces Positive Interim Data from Phase 1/2 Study with ETV:IDS (DNL310) in Patients with the Lysosomal Storage Disease Hunter Syndrome (MPS II) 07/25/2021 11:05 ET intraday	Day +1 -23.32% 2021-07-27 Day +5 -21.00% 2021-08-02 Best recovery within 5 -19.37% 2021-07-28 Five sessions later the drop was 37.5% bigger, at -21.00%. Month end -20.14% on 2021-07-30 This month ended before the fifth session after the move.
Close before and after $63.90 to $54.14 split-adjusted Session open, high, low $51.48, $57.48, $47.02 Opening gap -19.44% Close inside the session range 0.68 of the range, where 1.00 is the high Session volume 3,234,060 shares, $175,092,008 Relative volume 5.9x 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
76	DQ	-14.75%	07/22/2021 against the close of 07/21/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Uplisting / Compliance	Daqo New Energy's Subsidiary Xinjiang Daqo completes its IPO process and starts trading on the Shanghai Stock Exchange 07/22/2021 07:26 ET premarket	Day +1 -25.59% 2021-07-23 Day +5 -25.18% 2021-07-29 Best recovery within 5 -23.96% 2021-07-28 Five sessions later the drop was 70.7% bigger, at -25.18%. Month end -25.36% on 2021-07-30
Close before and after $79.38 to $67.67 split-adjusted Session open, high, low $90.10, $90.48, $66.78 Opening gap +13.50% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 10,783,899 shares, $729,746,445 Relative volume 4.4x 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
77	SPWR	-14.65%	07/14/2021 against the close of 07/13/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	SunPower and Woodside Homes Team Up to Create Sustainable, Resilient Communities with Solar and Battery Storage 07/14/2021 09:00 ET premarket	Day +1 -16.22% 2021-07-15 Day +5 -9.34% 2021-07-21 Best recovery within 5 -9.34% 2021-07-21 36.2% of the drop was recovered five sessions later. Month end -11.69% on 2021-07-30
Close before and after $28.05 to $23.94 split-adjusted Session open, high, low $28.04, $28.15, $23.78 Opening gap -0.04% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 7,734,474 shares, $185,163,308 Relative volume 2.1x 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
78	NVCR	-14.47%	07/01/2021 against the close of 06/30/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Novocure Presents Final Safety and Efficacy Results from its Phase 2 Pilot HEPANOVA Trial in Liver Cancer 07/01/2021 07:15 ET premarket	Day +1 -16.98% 2021-07-02 Day +5 -12.29% 2021-07-09 Best recovery within 5 -12.29% 2021-07-09 15.1% of the drop was recovered five sessions later. Month end -30.57% on 2021-07-30
Close before and after $221.82 to $189.72 split-adjusted Session open, high, low $206.69, $207.48, $185.06 Opening gap -6.82% Close inside the session range 0.21 of the range, where 1.00 is the high Session volume 2,848,352 shares, $540,389,341 Relative volume 6.5x 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
79	AVXL	-14.37%	07/29/2021 against the close of 07/28/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Anavex Life Sciences Announces ANAVEX®2-73 (Blarcamesine) Significantly Prevented Aβ (Abeta)-induced Cognitive Deficits with Confirmed Significant Biomarker-response in Animal Model of Alzheimer’s Disease 07/29/2021 07:00 ET premarket	Day +1 -15.96% 2021-07-30 Day +5 -9.36% 2021-08-05 Best recovery within 5 -9.36% 2021-08-05 34.9% of the drop was recovered five sessions later. Month end -15.96% on 2021-07-30 This month ended before the fifth session after the move.
Close before and after $21.36 to $18.29 split-adjusted Session open, high, low $21.93, $21.99, $18.19 Opening gap +2.67% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 5,039,490 shares, $92,172,272 Relative volume 2.3x 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
80	SHLS	-14.37%	07/13/2021 against the close of 07/12/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Shoals Technologies Group, Inc. Announces Launch of Offering of 13,384,155 Shares of Class A Common Stock 07/12/2021 17:38 ET after hours	Day +1 -19.47% 2021-07-14 Day +5 -27.21% 2021-07-20 Best recovery within 5 -19.47% 2021-07-14 Five sessions later the drop was 89.4% bigger, at -27.21%. Month end -17.55% on 2021-07-30
Close before and after $35.28 to $30.21 split-adjusted Session open, high, low $33.02, $33.10, $29.69 Opening gap -6.41% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 3,331,232 shares, $100,636,519 Relative volume 2.5x 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
81	SIM	-14.24%	07/08/2021 against the close of 07/07/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Grupo Simec, S.A.B.de C.V. (NYSE: SIM) Significant Event (Unusual Movements) 07/08/2021 15:43 ET intraday	Day +1 -4.63% 2021-07-09 Day +5 -6.76% 2021-07-15 Best recovery within 5 -4.63% 2021-07-09 52.5% of the drop was recovered five sessions later. Month end -11.11% on 2021-07-30
Close before and after $26.24 to $22.50 split-adjusted Session open, high, low $23.72, $25.06, $18.88 Opening gap -9.59% Close inside the session range 0.59 of the range, where 1.00 is the high Session volume 55,167 shares, $1,241,258 Relative volume 9.3x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
82	ABIO	-14.09%	07/13/2021 against the close of 07/12/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	ARCA biopharma Provides Update on ASPEN-COVID-19 Phase 2b Clinical Trial Evaluating rNAPc2 as a Potential Treatment for COVID-19 07/13/2021 08:00 ET premarket	Day +1 -15.45% 2021-07-14 Day +5 -18.97% 2021-07-20 Best recovery within 5 -15.45% 2021-07-14 Five sessions later the drop was 34.6% bigger, at -18.97%. Month end -14.36% on 2021-07-30
Close before and after $44.28 to $38.04 as traded Session open, high, low $40.32, $41.04, $37.80 Opening gap -8.94% Close inside the session range 0.07 of the range, where 1.00 is the high Session volume 59,912 shares, $2,279,052 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
83	TUSK	-14.08%	07/30/2021 against the close of 07/29/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings catalyst from a later release the same session	Mammoth Energy Provides Status Update on PREPA Receivable 07/29/2021 16:15 ET after hours Mammoth Energy Services, Inc. Announces Second Quarter 2021 Operational and Financial Results 07/30/2021	Day +1 -12.21% 2021-08-02 Day +5 -22.54% 2021-08-06 Best recovery within 5 -12.21% 2021-08-02 Five sessions later the drop was 60.1% bigger, at -22.54%. Month end -14.08% on 2021-07-30 same session This month ended before the fifth session after the move.
Close before and after $4.26 to $3.66 split-adjusted Session open, high, low $4.11, $4.11, $3.66 Opening gap -3.52% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 153,807 shares, $562,934 Relative volume 2.0x 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
84	BCOV	-14.06%	07/29/2021 against the close of 07/28/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Brightcove Announces Financial Results for Second Quarter Fiscal Year 2021 07/28/2021 16:05 ET after hours	Day +1 -12.84% 2021-07-30 Day +5 -12.69% 2021-08-05 Best recovery within 5 -11.78% 2021-08-03 9.7% of the drop was recovered five sessions later. Month end -12.84% on 2021-07-30 This month ended before the fifth session after the move.
Close before and after $13.16 to $11.31 as traded Session open, high, low $11.58, $11.97, $10.76 Opening gap -12.04% Close inside the session range 0.45 of the range, where 1.00 is the high Session volume 2,900,567 shares, $32,805,413 Relative volume 12.1x 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	INMB More than one ranked move this month 2+ ranked moves	-13.94%	07/14/2021 against the close of 07/13/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	INMUNE BIO, INC. ANNOUNCES $40 MILLION REGISTERED DIRECT OFFERING 07/14/2021 09:02 ET premarket	Day +1 -17.17% 2021-07-15 Day +5 -14.81% 2021-07-21 Best recovery within 5 -14.81% 2021-07-21 Five sessions later the drop was 6.2% bigger, at -14.81%. Month end -42.95% on 2021-07-30
Close before and after $26.68 to $22.96 split-adjusted Session open, high, low $25.49, $27.04, $22.60 Opening gap -4.45% Close inside the session range 0.08 of the range, where 1.00 is the high Session volume 1,614,575 shares, $37,070,642 Relative volume 10.8x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
86	CTEK	-13.87%	07/27/2021 against the close of 07/26/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	CynergisTek, Inc. Announces the Return of Mac McMillan as CEO and President to Lead Next Phase of Growth 07/26/2021 17:30 ET after hours	Day +1 -11.34% 2021-07-28 Day +5 -11.34% 2021-08-03 Best recovery within 5 -7.56% 2021-08-02 18.2% of the drop was recovered five sessions later. Month end -9.66% on 2021-07-30 This month ended before the fifth session after the move.
Close before and after $2.38 to $2.05 as traded Session open, high, low $2.25, $2.33, $2.01 Opening gap -5.46% Close inside the session range 0.13 of the range, where 1.00 is the high Session volume 157,106 shares, $322,067 Relative volume 1.6x 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
87	CERE	-13.85%	07/02/2021 against the close of 07/01/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Cerevel Therapeutics Announces Pricing of $350 Million Public Offering of Common Stock 07/01/2021 21:50 ET after hours	Day +1 -13.59% 2021-07-06 Day +5 -12.33% 2021-07-12 Best recovery within 5 -12.33% 2021-07-12 11.0% of the drop was recovered five sessions later. Month end -8.23% on 2021-07-30
Close before and after $26.85 to $23.13 as traded Session open, high, low $25.30, $25.52, $22.51 Opening gap -5.77% Close inside the session range 0.21 of the range, where 1.00 is the high Session volume 7,747,977 shares, $179,210,708 Relative volume 23.2x 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
88	JKS	-13.84%	07/27/2021 against the close of 07/26/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	JinkoSolar Receives Favorable Summary Affirmance of Non-Infringement from the U.S. Court of Appeals for the Federal Circuit in U.S. ITC Patent Investigation Brought by Hanwha Q CELLS 07/27/2021 08:16 ET premarket	Day +1 -0.73% 2021-07-28 Day +5 +6.37% 2021-08-03 Best recovery within 5 +6.37% 2021-08-03 It recovered the whole drop and closed 6.37% above the pre-news price. Month end +0.41% on 2021-07-30 This month ended before the fifth session after the move.
Close before and after $53.67 to $46.24 split-adjusted Session open, high, low $50.20, $51.50, $44.26 Opening gap -6.47% Close inside the session range 0.27 of the range, where 1.00 is the high Session volume 4,959,291 shares, $229,317,616 Relative volume 1.9x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
89	TKAT	-13.82%	07/14/2021 against the close of 07/13/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Takung Art Co., Ltd Announces Closing of $5.0 Million Private Placement 07/13/2021 16:05 ET after hours	Day +1 -6.35% 2021-07-15 Day +5 -10.96% 2021-07-21 Best recovery within 5 -1.49% 2021-07-16 20.7% of the drop was recovered five sessions later. Month end -14.32% on 2021-07-30
Close before and after $8.03 to $6.92 as traded Session open, high, low $7.91, $8.11, $6.87 Opening gap -1.49% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 1,527,129 shares, $10,567,733 Relative volume 2.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
90	IGMS	-13.65%	07/30/2021 against the close of 07/29/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Leadership Change	IGM Biosciences Announces the Appointment of Chris H. Takimoto, M.D., Ph.D., F.A.C.P., as Chief Medical Officer 07/29/2021 17:31 ET after hours	Day +1 -14.98% 2021-08-02 Day +5 -1.33% 2021-08-06 Best recovery within 5 +0.27% 2021-08-05 90.3% of the drop was recovered five sessions later. Month end -13.65% on 2021-07-30 same session This month ended before the fifth session after the move.
Close before and after $78.76 to $68.01 as traded Session open, high, low $73.23, $73.50, $65.37 Opening gap -7.02% Close inside the session range 0.32 of the range, where 1.00 is the high Session volume 707,677 shares, $48,129,113 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
91	BEKE	-13.65%	07/29/2021 against the close of 07/28/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	KE Holdings Announces Proxy Voting Rights Coming into Effect 07/29/2021 07:00 ET premarket	Day +1 -17.98% 2021-07-30 Day +5 -26.11% 2021-08-05 Best recovery within 5 -17.20% 2021-08-02 Five sessions later the drop was 91.3% bigger, at -26.11%. Month end -17.98% on 2021-07-30 This month ended before the fifth session after the move.
Close before and after $26.81 to $23.15 split-adjusted Session open, high, low $27.64, $27.85, $23.10 Opening gap +3.08% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 14,065,337 shares, $325,612,552 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
92	MSC	-13.64%	07/27/2021 against the close of 07/26/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Studio City International Holdings Limited Announces Unaudited Second Quarter 2021 Earnings 07/27/2021 08:02 ET premarket	Day +1 -10.10% 2021-07-28 Day +5 -9.83% 2021-08-03 Best recovery within 5 -9.83% 2021-08-03 27.9% of the drop was recovered five sessions later. Month end -13.33% on 2021-07-30 This month ended before the fifth session after the move.
Close before and after $11.29 to $9.75 split-adjusted Session open, high, low $11.25, $11.27, $9.20 Opening gap -0.35% Close inside the session range 0.27 of the range, where 1.00 is the high Session volume 121,041 shares, $1,180,150 Relative volume 103.6x 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
93	CTXS	-13.57%	07/29/2021 against the close of 07/28/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Citrix Reports Second Quarter 2021 Financial Results 07/29/2021 07:05 ET premarket	Day +1 -12.05% 2021-07-30 Day +5 -11.61% 2021-08-05 Best recovery within 5 -9.59% 2021-08-02 14.4% of the drop was recovered five sessions later. Month end -12.05% on 2021-07-30 This month ended before the fifth session after the move.
Close before and after $114.55 to $99.00 as traded Session open, high, low $94.73, $99.68, $94.66 Opening gap -17.30% Close inside the session range 0.86 of the range, where 1.00 is the high Session volume 9,859,016 shares, $976,042,584 Relative volume 12.1x 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
94	LW	-13.53%	07/27/2021 against the close of 07/26/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Lamb Weston Reports Fiscal Fourth Quarter and Full Year 2021 Results; Provides Fiscal Year 2022 Outlook 07/27/2021 08:30 ET premarket	Day +1 -12.17% 2021-07-28 Day +5 -12.38% 2021-08-03 Best recovery within 5 -11.47% 2021-08-02 8.5% of the drop was recovered five sessions later. Month end -12.24% on 2021-07-30 This month ended before the fifth session after the move.
Close before and after $76.08 to $65.79 split-adjusted Session open, high, low $70.11, $72.00, $65.53 Opening gap -7.85% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 4,409,704 shares, $290,114,426 Relative volume 7.4x 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
95	ZEN	-13.28%	07/30/2021 against the close of 07/29/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Zendesk Announces Second Quarter 2021 Results 07/29/2021 16:15 ET after hours	Day +1 -14.06% 2021-08-02 Day +5 -14.55% 2021-08-06 Best recovery within 5 -14.02% 2021-08-05 Five sessions later the drop was 9.6% bigger, at -14.55%. Month end -13.28% on 2021-07-30 same session This month ended before the fifth session after the move.
Close before and after $150.52 to $130.53 as traded Session open, high, low $141.51, $143.31, $127.59 Opening gap -5.99% Close inside the session range 0.19 of the range, where 1.00 is the high Session volume 7,116,610 shares, $928,931,103 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
96	SPRT	-13.21%	07/07/2021 against the close of 07/06/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Index Inclusion	Support.com Joins Russell Microcap Index 07/07/2021 09:00 ET premarket	Day +1 -13.82% 2021-07-08 Day +5 -16.87% 2021-07-14 Best recovery within 5 -9.15% 2021-07-12 Five sessions later the drop was 27.7% bigger, at -16.87%. Month end +63.01% on 2021-07-30
Close before and after $4.92 to $4.27 as traded Session open, high, low $4.95, $5.28, $4.21 Opening gap +0.61% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 4,619,828 shares, $19,726,666 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
97	CAKE	-13.20%	07/28/2021 against the close of 07/27/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	The Cheesecake Factory Reports Record Revenues in the Second Quarter of Fiscal 2021 and Provides Business Update 07/27/2021 16:15 ET after hours	Day +1 -13.22% 2021-07-29 Day +5 -21.80% 2021-08-04 Best recovery within 5 -13.22% 2021-07-29 Five sessions later the drop was 65.2% bigger, at -21.80%. Month end -17.72% on 2021-07-30 This month ended before the fifth session after the move.
Close before and after $55.01 to $47.75 split-adjusted Session open, high, low $51.00, $51.34, $47.75 Opening gap -7.29% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 6,096,770 shares, $291,120,768 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
98	AGS	-13.14%	07/16/2021 against the close of 07/15/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	AGLC Is The First Casino Gaming Customer In Canada To Launch Starwall® x Orion™ And Orion Curve Cabinets 07/15/2021 16:05 ET after hours	Day +1 -13.14% 2021-07-19 Day +5 -5.08% 2021-07-23 Best recovery within 5 -2.48% 2021-07-21 61.3% of the drop was recovered five sessions later. Month end -3.84% on 2021-07-30
Close before and after $8.07 to $7.01 as traded Session open, high, low $8.22, $8.34, $6.99 Opening gap +1.86% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 388,084 shares, $2,720,469 Relative volume 1.6x 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
99	CBLI	-12.97%	07/29/2021 against the close of 07/28/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Cytocom, Inc. Receives Commitments for $90 Million in Equity and Debt Financing 07/29/2021 07:33 ET premarket	Day +1 -14.17% 2021-07-30 Day +5 -27.54% 2021-08-05 Best recovery within 5 -14.17% 2021-07-30 Five sessions later the drop was 112.3% bigger, at -27.54%. Month end -14.17% on 2021-07-30 This month ended before the fifth session after the move.
Close before and after $5.01 to $4.36 as traded Session open, high, low $4.96, $4.96, $4.25 Opening gap -1.00% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 221,634 shares, $966,324 Relative volume 0.8x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
100	CVRX	-12.92%	07/06/2021 against the close of 07/02/2021 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Uplisting / Compliance	Treo Ventures Announces the Successful IPO of its Portfolio Company CVRx® (NSDQ: CVRX) 07/06/2021 07:05 ET premarket CVRx, Inc. Announces Closing of Initial Public Offering and Full Exercise of the Underwriters’ Option to Purchase Additional Shares 07/02/2021	Day +1 -21.29% 2021-07-07 Day +5 -22.00% 2021-07-13 Best recovery within 5 -21.05% 2021-07-12 Five sessions later the drop was 70.3% bigger, at -22.00%. Month end -22.47% on 2021-07-30
Close before and after $25.46 to $22.17 split-adjusted Session open, high, low $25.13, $27.42, $22.00 Opening gap -1.30% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 387,690 shares, $8,595,087 Baseline gap 4 calendar days 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. 539 smaller events this month are held out of this month's eligible pool; switch to include them. 166 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

4 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 vendor names the ticker as a preferred, a note, a depositary share or a fund rather than a company's common stock.

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.

2 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.

In July 2021, the median decliner was 1.9% deeper below its pre-news close five sessions later; the largest catalyst group was Other Announcement, 26 of the 100 events, at a median of -18.4%.

Close-to-close change on the measured trading session, against the previous close.

Which catalysts drove the board

Swipe the table sideways for the day +5 columns.

Catalyst	Events	Share of board	Median move close to close	Median at day +5	Still below the pre-news close at day +5
Other Announcement	26	26.0%	-18.4%	-17.5%	96.2% of 26
Offering / Dilution	20	20.0%	-20.4%	-23.0%	100.0% of 20
Earnings	18	18.0%	-16.9%	-18.0%	94.4% of 18
Clinical Trial Results	14	14.0%	-23.3%	-22.6%	100.0% of 14
No Stated Cause	8	8.0%	Fewer than 10 events in this group, so no figures are shown.

7 other catalyst types, 14 events: Contract / Partnership, M&A / Acquisition, FDA & Regulatory, Uplisting / Compliance, Leadership Change, Crypto & Treasury, Index Inclusion.

How much of the drop held

Horizon	Still below the pre-news close close to close	Median change since the measured close as a share of the drop
Day +1	98.0% of 100	4.5% deeper below baseline, of 100
Day +5	95.0% of 100	1.9% deeper below baseline, of 100
Month end	91.7% of 96	10.5% deeper below baseline, of 96
Month end falls before day +5 for 35 of these 96 events, so this row is not a later horizon than the one above it. 96 of the 100 events have a month-end close later than the measured session; 4 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 July 2021

Two or more ranked moves this month, each on a different trading day.

Symbol	Measured sessions	Largest drop
TAL	2No Stated Cause, Other Announcement	-70.76%
GOTU	2No Stated Cause, Other Announcement	-63.26%
EDU	2No Stated Cause, Other Announcement	-54.22%
COE	2No Stated Cause, Other Announcement	-43.11%
DAO	2No Stated Cause, Other Announcement	-42.81%
YQ	2No Stated Cause, Other Announcement	-38.70%
ZME	2No Stated Cause, Other Announcement	-35.22%
AEI	2Offering / Dilution, M&A / Acquisition	-35.19%
CEMI	2Earnings, Contract / Partnership	-29.00%
INMB	2Clinical Trial Results, Offering / Dilution	-22.98%

Also fallen on news in earlier months

Ranked in at least two of the three months before this one. They are listed whether or not they rank this month, which is why the months are named.

Symbol	Months	Largest drop
OCGN	2021-06, 2021-05	-28.14%
ALF	2021-06, 2021-05	-88.55%
KLXE	2021-06, 2021-04	-28.08%
MOSY	2021-06, 2021-05	-23.05%
EYES	2021-06, 2021-05	-19.44%
IRTC	2021-06, 2021-04	-39.47%
PLX	2021-06, 2021-04	-32.59%
BTCMthis month too	2021-06, 2021-05	-17.52%
PRVBthis month too	2021-05, 2021-04	-28.75%
CRMD	2021-05, 2021-04	-19.97%
DVAX	2021-05, 2021-04	-19.47%
IZEA	2021-05, 2021-04	-19.15%
PRAX	2021-05, 2021-04	-16.69%

What the board was made of

Price before the move

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

Volume against normal

4 events have too little trading history for a relative volume, and are not in the tiers above.

Industry

22 other industries, 22 events

Industry not known: 51.0%

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 June 2021

100 events in the comparable window.

June 2021 median -15.4%, selected from the 8,197 events in that month's eligible pool

July 2021 median -20.4%, 5.0 points steeper than June 2021. July 2021's median is taken over the 100 ranked rows, selected from the 9,367 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.

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.