January 2022 Stock Losers on News, Micro Caps Included
Ranked by the close-to-close change of the trading session each announcement landed in. How this is measured.
Data as of the trading session of
,
19
of 20 completed market sessions produced ranked moves.
That date is the last ranked session, not the last priced one, so follow-through dates run later.
On 100 of these rows the measured session was reconstructed from the announcement time, because it predates our stored session records.
Every percentage on a row, the follow-through readings included, is measured against that row's own pre-news close, which the row names. A day +5 reading is therefore the move from before the announcement, not a further change on top of the headline percentage.
Rows are ordered by the move measured when the board was ranked. A percentage recomputed from the session's own closing prices can sit a little above or below its neighbours; the rank is the one the measured move gave the row.
APCXunder $25M todayMore than one ranked move this month2+ ranked moves
-83.19%
against the close of 01/04/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/25/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/05/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/28/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/20/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/26/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/06/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/21/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/05/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Other AnnouncementRelease reads positive, stock fell 39.27%
Five sessions later the drop was 5.8% bigger, at -41.55%.
Month end -40.32% on 2022-01-31
Close before and after
$16.27 to $9.88 as traded
Session open, high, low
$11.13, $12.23, $9.70
Opening gap
-31.59%
Close inside the session range
0.07 of the range, where 1.00 is the high
Session volume
11,809,450 shares, $116,677,366
Relative volume
14.1x 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
10
CWBCAlso on the opposite board this monthon both boards
-38.79%
against the close of 01/28/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/25/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/03/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/04/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/25/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/27/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/05/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 12/31/2021session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/27/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/26/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
19.3% of the drop was recovered five sessions later.
Month end -16.62% on 2022-01-31
This month ended before the fifth session after the move.
Close before and after
$22.50 to $15.92 as traded
Session open, high, low
$17.40, $18.14, $15.55
Opening gap
-22.67%
Close inside the session range
0.14 of the range, where 1.00 is the high
Session volume
23,526,420 shares, $374,540,606
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
20
GFAIunder $25M todayAlso on the opposite board this monthon both boards
-29.01%
against the close of 01/14/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/26/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
6.1% of the drop was recovered five sessions later.
Month end -19.21% on 2022-01-31
This month ended before the fifth session after the move.
Close before and after
$21.08 to $15.08 split-adjusted
Session open, high, low
$13.95, $15.88, $13.70
Opening gap
-33.82%
Close inside the session range
0.63 of the range, where 1.00 is the high
Session volume
9,829,793 shares, $148,233,278
Relative volume
13.2x 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
22
MYNZunder $25M todayAlso on the opposite board this monthon both boards
-28.40%
against the close of 01/25/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/05/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/05/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Month-end is not shown: no closing price is available for 2022-01-31.
Close before and after
$945,000.00 to $684,000.00 split-adjusted
Session open, high, low
$711,000.00, $720,000.00, $666,000.00
Opening gap
-24.76%
Close inside the session range
0.33 of the range, where 1.00 is the high
Session volume
5 shares, $3,420,000
Baseline gap
1 calendar day from the pre-news close to the measured session
25
CRDFMore than one ranked move this monthrelease reads positive2+ ranked moves
-25.90%
against the close of 01/18/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/14/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/26/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/18/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/21/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/07/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/26/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/04/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/20/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/12/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/06/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/03/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/07/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/13/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/06/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/04/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 11.7% bigger, at -21.60%.
Month end -31.65% on 2022-01-31
Close before and after
$205.04 to $165.40 split-adjusted
Session open, high, low
$197.77, $198.08, $165.37
Opening gap
-3.55%
Close inside the session range
0.00 of the range, where 1.00 is the high
Session volume
2,298,834 shares, $380,227,144
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
41
IMMXAlso on the opposite board this monthon both boards
-18.67%
against the close of 01/05/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/24/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/04/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/20/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/25/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/19/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/26/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/14/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/14/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/24/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/07/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/21/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/18/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 51.5% bigger, at -25.81%.
Month end -19.30% on 2022-01-31
Close before and after
$39.90 to $33.10 split-adjusted
Session open, high, low
$34.60, $34.90, $32.10
Opening gap
-13.28%
Close inside the session range
0.36 of the range, where 1.00 is the high
Session volume
113,776 shares, $3,765,986
Relative volume
4.2x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
54
NTPAlso on the opposite board this monthon both boards
-16.91%
against the close of 01/11/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 12.3% bigger, at -18.99%.
Month end -22.03% on 2022-01-31
Close before and after
$11.53 to $9.58 as traded
Session open, high, low
$9.76, $10.50, $9.35
Opening gap
-15.35%
Close inside the session range
0.20 of the range, where 1.00 is the high
Session volume
1,680,127 shares, $16,095,617
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
55
MOLNAlso on the opposite board this monthon both boards
-16.90%
against the close of 01/14/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/21/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/20/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/07/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/07/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/05/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/07/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/18/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 59.5% bigger, at -25.71%.
Month end -20.41% on 2022-01-31
Close before and after
$17.15 to $14.39 as traded
Session open, high, low
$13.37, $14.70, $12.60
Opening gap
-22.04%
Close inside the session range
0.85 of the range, where 1.00 is the high
Session volume
34,426 shares, $495,218
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
63
BLCTAlso on the opposite board this monthon both boards
-16.11%
against the close of 01/03/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/20/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/21/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/20/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/07/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/18/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/04/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/27/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/04/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/04/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/05/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/26/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/05/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 69.7% bigger, at -25.70%.
Month end -35.56% on 2022-01-31
Close before and after
$2.84 to $2.41 split-adjusted
Session open, high, low
$2.71, $2.79, $2.31
Opening gap
-4.58%
Close inside the session range
0.21 of the range, where 1.00 is the high
Session volume
165,466 shares, $398,773
Relative volume
1.0x 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
76
CRDFMore than one ranked move this month2+ ranked moves
-14.95%
against the close of 01/19/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/04/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/11/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/11/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/14/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/27/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/19/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/04/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/03/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/26/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 37.2% bigger, at -19.34%.
Month end -12.03% on 2022-01-31
This month ended before the fifth session after the move.
Close before and after
$334.10 to $287.00 split-adjusted
Session open, high, low
$338.50, $339.10, $283.90
Opening gap
+1.32%
Close inside the session range
0.06 of the range, where 1.00 is the high
Session volume
6,731,816 shares, $1,932,031,192
Relative volume
1.8x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
86
APCXunder $25M todayMore than one ranked move this month2+ ranked moves
-14.09%
against the close of 01/07/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/03/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Clinical Trial Resultscatalyst from a later release the same session
against the close of 01/11/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/20/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 132.8% bigger, at -32.11%.
Month end -29.31% on 2022-01-31
Close before and after
$232.00 to $200.00 as traded
Session open, high, low
$229.00, $230.00, $200.00
Opening gap
-1.29%
Close inside the session range
0.00 of the range, where 1.00 is the high
Session volume
2,709 shares, $541,800
Relative volume
1.4x 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
90
NINEAlso on the opposite board this monthon both boards
-13.71%
against the close of 01/07/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/14/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/04/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/24/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/21/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/11/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/03/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/18/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/06/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 13.2% bigger, at -15.22%.
Month end -18.22% on 2022-01-31
Close before and after
$26.02 to $22.52 split-adjusted
Session open, high, low
$25.57, $25.73, $22.45
Opening gap
-1.73%
Close inside the session range
0.02 of the range, where 1.00 is the high
Session volume
993,149 shares, $22,365,715
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
99
WAVEAlso on the opposite board this monthon both boards
-13.40%
against the close of 01/14/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 01/20/2022session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 182.3% bigger, at -37.80%.
Month end -32.28% on 2022-01-31
Close before and after
$1,524.00 to $1,320.00 split-adjusted
Session open, high, low
$1,518.00, $1,524.00, $1,284.00
Opening gap
-0.39%
Close inside the session range
0.15 of the range, where 1.00 is the high
Session volume
19,936 shares, $26,315,520
Relative volume
0.3x 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
NYSE and Nasdaq companies with a market capitalization of $5M or more, measured today, including the $5M to $25M band. The exchange is the one recorded on each announcement, and a release naming several tickers records one venue for all of them. A session that changed hands for less than $25,000 in total is not ranked, because a percentage set by a handful of shares is a print rather than a move. On a board older than a year a fund is identified by its name alone, because an instrument class describes whoever holds the ticker today.253 events never entered this month's eligible pool, because the ticker is a warrant, a unit, a right or a preferred rather than common stock, or carries a stored capitalization above $10 trillion, which is larger than any company has reached.Exclude the $5M to $25M band
2 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 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.
Whole board, unfiltered
In January 2022, the median decliner was 12.5% deeper below its pre-news close five sessions later; the largest catalyst group was Other Announcement, 28 of the 100 events, at a median of -17.2%.
Close-to-close change on the measured trading session, against the previous close.
NYSE and Nasdaq companies with a market capitalization of $5M or more, measured today, including the $5M to $25M band. The exchange is the one recorded on each announcement, and a release naming several tickers records one venue for all of them. A session that changed hands for less than $25,000 in total is not ranked, because a percentage set by a handful of shares is a print rather than a move. On a board older than a year a fund is identified by its name alone, because an instrument class describes whoever holds the ticker today.
Fewer than 10 events in this group, so no figures are shown.
The day +5 figures are measured over the events in each group that have a five-session close, the count printed beside them, not over every event in the group.
Median change since the measured close as a share of the drop
Day +1
99.0% of 100
3.7%deeper below baseline, of 100
Day +5
96.0% of 99
12.5%deeper below baseline, of 99
Month end
95.9% of 97
13.3%deeper below baseline, of 97
Month end falls before day +5 for 20 of these 97 events, so this row is not a later horizon than the one above it. 97 of the 100 events have a month-end close later than the measured session; 2 have it on the measured session itself, and 1 has no month-end close.
Both figures in a row are measured over the events that have a close at that horizon, the count printed beside each of them, not over all 100 events on this board, which is why the denominators differ between rows.
Repeat runners
Some companies move on news more than once. The left list holds the ones that moved twice or more this month; the right list holds the ones that also moved in the months before it. The ranking above shows one row per move, so a name that keeps coming back is only visible here.
Moved twice or more inside January 2022
Two or more ranked moves this month, each on a different trading day.
Price bands are not shown on months older than a year, because the stored prices are adjusted for splits done since and a company that has reverse-split lands in a band its shares never traded in.
When the announcement landed
Pre-market55.0%
Intraday3.0%
After hours42.0%
Volume against normal
Under 5x45 events, 46.9%
5x to 20x38 events, 39.6%
Over 20x13 events, 13.5%
4 events have too little trading history for a relative volume, and are not in the tiers above.
Industry
Pharmaceutical Preparations21 events, 21.0%
Biological Products, (no Diagnostic Substances)5 events, 5.0%
Surgical & Medical Instruments & Apparatus4 events, 4.0%
Retail-catalog & Mail-order Houses3 events, 3.0%
Services-prepackaged Software3 events, 3.0%
Instruments for Meas & Testing of Electricity & Elec Signals2 events, 2.0%
26 other industries, 29 events
Industry not known: 33.0%
3 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 December 2021
100 events in the comparable window.
December 2021 median -25.6%, selected from the 7,751 events in that month's eligible pool
January 2022 median -17.2%, 8.4 points shallower than December 2021. January 2022's median is taken over the 100 ranked rows, selected from the 9,511 events in that month's eligible pool.
The two windows drew on pools of very different size, so part of the gap between the medians is how deep into each pool the top hundred reaches rather than how severe the moves were.
How this ranking is measured
Close-to-close change on the measured trading session, against the previous close.
An announcement before 16:00 ET is measured on that trading day; one at or after 16:00 ET, or on a weekend, is measured on the next trading day.
One row per company and measured session. Other announcements the company made in the same session are listed inside the row.
A ranking is a coincidence of news and price on the same session, not proof that the news caused the move. Part of an intraday move can precede the announcement.
No Stated Cause marks a release in which the company itself says it knows of no reason for the move, while Other Announcement marks a release these rules could not classify.
Eligibility uses each company's capitalization today, not its capitalization at the time. Archive boards can therefore change as companies grow or shrink.
Prices are adjusted for stock splits the company has done since, so an older row's dollar figures are stated on today's share count and are not the prices that traded that day. The percentage move, the dollar volume and the relative volume are unaffected, because both prices carry the same adjustment. The session's share count carries the adjustment too, so the shares figure beside the dollar volume is that count restated on today's basis rather than the number of shares that changed hands. Where the ticker was retired the price series stops with it and no later adjustment reached it, so those rows are marked as traded and their dollars are the ones that changed hands on the day.
Market cap is not shown on months older than a year, because only today's figure exists.
NYSE and Nasdaq companies with a market capitalization of $5M or more, measured today, including the $5M to $25M band. The exchange is the one recorded on each announcement, and a release naming several tickers records one venue for all of them. A session that changed hands for less than $25,000 in total is not ranked, because a percentage set by a handful of shares is a print rather than a move. On a board older than a year a fund is identified by its name alone, because an instrument class describes whoever holds the ticker today.
On 100 of these rows the measured session was reconstructed from the announcement time, because it predates our stored session records.
This archive starts at 2020-04, the first month with ranked moves.
