January 2023 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 2023-01-31, 20 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.

See the biggest gainers of January 2023 Every stock ranked by its January 2023 gain, with or without news

100

Ranked drops

-76.46%

Largest, ORMP

88.9%

Below baseline, day +5

13.2%

Median recovered, day +5

Filter and sort

100 ranked drops in January 2023

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	ORMP	-76.46%	01/12/2023 against the close of 01/11/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Oramed Announces Top-line Results from Phase 3 Trial of ORMD-0801 for the Treatment of Type 2 Diabetes 01/11/2023 20:00 ET after hours	Day +1 -79.15% 2023-01-13 Day +5 -80.91% 2023-01-20 Best recovery within 5 -79.15% 2023-01-13 Five sessions later the drop was 5.8% bigger, at -80.91%. Month end -81.56% on 2023-01-31
Close before and after $10.79 to $2.54 split-adjusted Session open, high, low $2.37, $2.83, $2.32 Opening gap -78.04% Close inside the session range 0.43 of the range, where 1.00 is the high Session volume 28,551,518 shares, $72,520,856 Relative volume 39.8x 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
2	BTB More than one ranked move this month 2+ ranked moves	-69.43%	01/18/2023 against the close of 01/17/2023 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 $7.1 Million Registered Direct Offering 01/18/2023 09:25 ET premarket	Day +1 -68.98% 2023-01-19 Day +5 -59.49% 2023-01-25 Best recovery within 5 -56.63% 2023-01-24 14.3% of the drop was recovered five sessions later. Month end -70.33% on 2023-01-31
Close before and after $6.64 to $2.03 split-adjusted Session open, high, low $3.05, $3.19, $1.77 Opening gap -54.07% Close inside the session range 0.18 of the range, where 1.00 is the high Session volume 10,823,019 shares, $21,970,729 Relative volume 99.5x 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
3	VERA	-64.70%	01/04/2023 against the close of 01/03/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Vera Therapeutics Announces Positive Topline Results of Phase 2b ORIGIN Clinical Trial of Atacicept for the Treatment of IgA Nephropathy 01/03/2023 16:01 ET after hours	Day +1 -69.40% 2023-01-05 Day +5 -67.70% 2023-01-11 Best recovery within 5 -67.70% 2023-01-11 Five sessions later the drop was 4.6% bigger, at -67.70%. Month end -53.66% on 2023-01-31
Close before and after $18.30 to $6.46 split-adjusted Session open, high, low $7.15, $8.10, $6.21 Opening gap -60.93% Close inside the session range 0.13 of the range, where 1.00 is the high Session volume 8,359,272 shares, $54,000,897 Relative volume 56.1x 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
4	FATE	-61.45%	01/06/2023 against the close of 01/05/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership (terminated)	Fate Therapeutics Announces Termination of Collaboration Agreement with Janssen, Pipeline Prioritization, Next-Generation Programs, and Key 2023 Initiatives 01/05/2023 17:00 ET after hours	Day +1 -52.09% 2023-01-09 Day +5 -50.91% 2023-01-13 Best recovery within 5 -46.73% 2023-01-12 17.2% of the drop was recovered five sessions later. Month end -45.82% on 2023-01-31
Close before and after $11.00 to $4.24 split-adjusted Session open, high, low $4.38, $4.55, $4.02 Opening gap -60.18% Close inside the session range 0.42 of the range, where 1.00 is the high Session volume 33,570,121 shares, $142,337,313 Relative volume 12.5x 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
5	SIDU More than one ranked move this month 2+ ranked moves	-53.94%	01/31/2023 against the close of 01/30/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Sidus Space, Inc. Announces Pricing of $4.5 Million Public Offering 01/31/2023 08:00 ET premarket	Day +1 -55.62% 2023-02-01 Day +5 -22.72% 2023-02-07 Best recovery within 5 -22.72% 2023-02-07 57.9% of the drop was recovered five sessions later. Month end -53.94% on 2023-01-31 same session This month ended before the fifth session after the move.
Close before and after $89.01 to $41.00 split-adjusted Session open, high, low $38.30, $44.00, $37.50 Opening gap -56.97% Close inside the session range 0.54 of the range, where 1.00 is the high Session volume 217,539 shares, $8,919,099 Relative volume 56.5x 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
6	VERB Also on the opposite board this month on both boards	-47.63%	01/24/2023 against the close of 01/23/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Verb Technology Company, Inc. Announces Proposed Underwritten Public Offering of Common Stock Without Warrants 01/23/2023 17:09 ET after hours Verb Technology Company, Inc. Prices $7.2 Million Underwritten Public Offering of Common Stock 01/24/2023	Day +1 -52.58% 2023-01-25 Day +5 -49.74% 2023-01-31 Best recovery within 5 -49.74% 2023-01-31 Five sessions later the drop was 4.4% bigger, at -49.74%. Month end -49.74% on 2023-01-31
Close before and after $3,104.00 to $1,625.60 as traded Session open, high, low $1,797.60, $1,800.00, $1,520.80 Opening gap -42.09% Close inside the session range 0.38 of the range, where 1.00 is the high Session volume 6,068 shares, $9,864,141 Relative volume 32.1x 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
7	SI	-42.73%	01/05/2023 against the close of 01/04/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Silvergate To Provide Select Preliminary Fourth Quarter 2022 Financial Metrics and Host Business Update Conference Call 01/04/2023 16:30 ET after hours Silvergate Announces Select Preliminary Fourth Quarter 2022 Financial Metrics and Provides Business Update 01/05/2023	Day +1 -44.24% 2023-01-06 Day +5 -37.36% 2023-01-12 Best recovery within 5 -37.36% 2023-01-12 12.6% of the drop was recovered five sessions later. Month end -35.13% on 2023-01-31
Close before and after $21.95 to $12.57 split-adjusted Session open, high, low $13.17, $14.50, $11.14 Opening gap -40.00% Close inside the session range 0.43 of the range, where 1.00 is the high Session volume 30,346,403 shares, $381,454,286 Relative volume 8.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
8	EDSA	-42.06%	01/17/2023 against the close of 01/13/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Edesa Biotech Reports Topline Phase 2b Results for Dermatology Drug 01/17/2023 08:30 ET premarket	Day +1 -41.67% 2023-01-18 Day +5 -43.25% 2023-01-24 Best recovery within 5 -41.27% 2023-01-20 Five sessions later the drop was 2.8% bigger, at -43.25%. Month end -40.48% on 2023-01-31
Close before and after $17.64 to $10.22 split-adjusted Session open, high, low $12.53, $12.53, $9.73 Opening gap -28.97% Close inside the session range 0.18 of the range, where 1.00 is the high Session volume 508,516 shares, $5,197,034 Relative volume 8.0x the median of the 20 sessions before the pre-news close Baseline gap 4 calendar days from the pre-news close to the measured session
9	GRPH	-39.54%	01/06/2023 against the close of 01/05/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Graphite Bio Announces Voluntary Pause of Phase 1/2 CEDAR Study of nulabeglogene autogedtemcel (nula-cel) for Sickle Cell Disease 01/05/2023 16:05 ET after hours	Day +1 -37.42% 2023-01-09 Day +5 -34.31% 2023-01-13 Best recovery within 5 -31.70% 2023-01-12 13.2% of the drop was recovered five sessions later. Month end -29.74% on 2023-01-31
Close before and after $21.42 to $12.95 as traded Session open, high, low $11.34, $13.65, $11.13 Opening gap -47.06% Close inside the session range 0.72 of the range, where 1.00 is the high Session volume 694,212 shares, $8,990,045 Relative volume 62.4x 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
10	JUPW	-38.81%	01/19/2023 against the close of 01/18/2023 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 Announces $4.1 Million Registered Direct and Private Placement 01/19/2023 09:15 ET premarket	Day +1 -34.88% 2023-01-20 Day +5 -37.62% 2023-01-26 Best recovery within 5 -34.88% 2023-01-20 3.1% of the drop was recovered five sessions later. Month end -36.25% on 2023-01-31
Close before and after $1.01 to $0.6180 split-adjusted Session open, high, low $0.7900, $0.8000, $0.5498 Opening gap -21.78% Close inside the session range 0.27 of the range, where 1.00 is the high Session volume 4,277,567 shares, $2,643,536 Relative volume 28.0x 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
11	VFF	-37.34%	01/26/2023 against the close of 01/25/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Village Farms International Announces Approximately US$25 Million Registered Direct Offering 01/26/2023 08:50 ET premarket	Day +1 -35.30% 2023-01-27 Day +5 -21.85% 2023-02-02 Best recovery within 5 -21.85% 2023-02-02 41.5% of the drop was recovered five sessions later. Month end -28.48% on 2023-01-31 This month ended before the fifth session after the move.
Close before and after $1.51 to $0.9461 split-adjusted Session open, high, low $0.9245, $1.01, $0.9185 Opening gap -38.77% Close inside the session range 0.30 of the range, where 1.00 is the high Session volume 24,496,358 shares, $23,176,004 Relative volume 39.4x 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
12	LGMK under $25M today	-37.02%	01/24/2023 against the close of 01/23/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	LogicMark, Inc. Announces Pricing of $5.2 Million Underwritten Public Offering Priced Above Market 01/23/2023 20:30 ET after hours	Day +1 -36.06% 2023-01-25 Day +5 -34.28% 2023-01-31 Best recovery within 5 -31.13% 2023-01-26 7.4% of the drop was recovered five sessions later. Month end -34.28% on 2023-01-31
Close before and after $136,950.00 to $86,250.00 split-adjusted Session open, high, low $86,250.00, $90,000.00, $78,375.00 Opening gap -37.02% Close inside the session range 0.68 of the range, where 1.00 is the high Session volume 37 shares, $3,191,250 Baseline gap 1 calendar day from the pre-news close to the measured session
13	KNOP release reads positive	-33.62%	01/12/2023 against the close of 01/11/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings Release reads positive, stock fell 33.62%	KNOT Offshore Partners LP Announces Fourth Quarter 2022 Cash Distribution 01/11/2023 16:15 ET after hours	Day +1 -39.14% 2023-01-13 Day +5 -47.90% 2023-01-20 Best recovery within 5 -39.14% 2023-01-13 Five sessions later the drop was 42.5% bigger, at -47.90%. Month end -46.48% on 2023-01-31
Close before and after $10.50 to $6.97 split-adjusted Session open, high, low $6.42, $6.98, $5.81 Opening gap -38.86% Close inside the session range 0.99 of the range, where 1.00 is the high Session volume 4,634,940 shares, $32,305,532 Relative volume 16.3x 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
14	BREA More than one ranked move this month 2+ ranked moves	-32.78%	01/30/2023 against the close of 01/27/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Brera Holdings PLC Announces International Expansion Strategy 01/30/2023 08:00 ET premarket	Day +1 -46.47% 2023-01-31 Day +5 -40.66% 2023-02-06 Best recovery within 5 -37.76% 2023-02-02 Five sessions later the drop was 24.0% bigger, at -40.66%. Month end -46.47% on 2023-01-31 This month ended before the fifth session after the move.
Close before and after $4.82 to $3.24 as traded Session open, high, low $3.40, $3.79, $2.81 Opening gap -29.46% Close inside the session range 0.44 of the range, where 1.00 is the high Session volume 496,498 shares, $1,608,654 Baseline gap 3 calendar days from the pre-news close to the measured session
15	LHDX More than one ranked move this month Also on the opposite board this month release reads positive 2+ ranked moves on both boards	-32.13%	01/05/2023 against the close of 01/04/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership Release reads positive, stock fell 32.13%	SESAME PARTNERS WITH LUCIRA HEALTH AS OFFICIAL TELEHEALTH PROVIDER OF LAB-QUALITY TEST-TO-TREAT PROGRAM 01/05/2023 09:00 ET premarket	Day +1 -7.12% 2023-01-06 Day +5 -20.15% 2023-01-12 Best recovery within 5 -5.14% 2023-01-09 37.3% of the drop was recovered five sessions later. Month end -2.54% on 2023-01-31
Close before and after $0.4258 to $0.2890 as traded Session open, high, low $0.3880, $0.4300, $0.2702 Opening gap -8.88% Close inside the session range 0.12 of the range, where 1.00 is the high Session volume 12,068,508 shares, $3,487,799 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
16	KERN Also on the opposite board this month release reads positive on both boards	-31.46%	01/27/2023 against the close of 01/26/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	M&A / Acquisition Release reads positive, stock fell 31.46%	Akerna Corp. Announces Merger with Gryphon Digital Mining and Sale of Software Business to POSaBIT 01/27/2023 09:15 ET premarket	Day +1 -39.33% 2023-01-30 Day +5 -40.45% 2023-02-03 Best recovery within 5 -37.08% 2023-02-02 Five sessions later the drop was 28.6% bigger, at -40.45%. Month end -38.20% on 2023-01-31 This month ended before the fifth session after the move.
Close before and after $35.60 to $24.40 as traded Session open, high, low $41.00, $46.00, $24.40 Opening gap +15.17% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 101,793 shares, $2,483,749 Relative volume 14.8x 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
17	CWBC	-31.16%	01/27/2023 against the close of 01/26/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Buyback / Dividend	Community West Bancshares Reports Fourth Quarter 2022 Earnings of $3.4 Million, or $0.38 Per Diluted Share, and Record Net Income of $13.4 Million, or $1.51 Per Diluted Share, for the Year; Increases Quarterly Cash Dividend to $0.08 Per Common Share 01/27/2023 09:00 ET premarket	Day +1 +11.93% 2023-01-30 Day +5 -32.03% 2023-02-03 Best recovery within 5 +17.90% 2023-02-02 Five sessions later the drop was 2.8% bigger, at -32.03%. Month end -32.08% on 2023-01-31 This month ended before the fifth session after the move.
Close before and after $21.79 to $15.00 split-adjusted Session open, high, low $14.75, $15.00, $14.75 Opening gap -32.31% Close inside the session range 1.00 of the range, where 1.00 is the high Session volume 9,033 shares, $135,495 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
18	PHAT release reads positive	-31.11%	01/04/2023 against the close of 01/03/2023 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 31.11%	Phathom Pharmaceuticals Provides Update on New Drug Application Review of Vonoprazan for Erosive Esophagitis 01/03/2023 16:01 ET after hours	Day +1 -35.70% 2023-01-05 Day +5 -39.03% 2023-01-11 Best recovery within 5 -35.20% 2023-01-09 Five sessions later the drop was 25.5% bigger, at -39.03%. Month end -0.50% on 2023-01-31
Close before and after $11.99 to $8.26 split-adjusted Session open, high, low $8.92, $9.04, $7.15 Opening gap -25.60% Close inside the session range 0.59 of the range, where 1.00 is the high Session volume 1,513,070 shares, $12,497,958 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
19	ANGN release reads positive	-30.88%	01/17/2023 against the close of 01/13/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	M&A / Acquisition Release reads positive, stock fell 30.88%	Elicio Therapeutics and Angion Enter into Definitive Merger Agreement 01/17/2023 05:00 ET premarket	Day +1 -32.06% 2023-01-18 Day +5 -33.28% 2023-01-24 Best recovery within 5 -32.06% 2023-01-18 Five sessions later the drop was 7.8% bigger, at -33.28%. Month end -29.40% on 2023-01-31
Close before and after $10.20 to $7.05 as traded Session open, high, low $7.83, $8.00, $6.88 Opening gap -23.22% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 75,531 shares, $532,494 Relative volume 27.1x 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
20	ATAI release reads positive	-30.80%	01/06/2023 against the close of 01/05/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results Release reads positive, stock fell 30.80%	atai Life Sciences Announces Results from Phase 2a Trial of PCN-101 (R-ketamine) for Treatment-Resistant Depression 01/06/2023 07:00 ET premarket	Day +1 -37.26% 2023-01-09 Day +5 -31.56% 2023-01-13 Best recovery within 5 -30.42% 2023-01-12 Five sessions later the drop was 2.5% bigger, at -31.56%. Month end -32.32% on 2023-01-31
Close before and after $2.63 to $1.82 split-adjusted Session open, high, low $1.50, $2.00, $1.45 Opening gap -42.97% Close inside the session range 0.67 of the range, where 1.00 is the high Session volume 7,928,206 shares, $14,429,335 Relative volume 8.7x 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
21	BBBY Also on the opposite board this month on both boards	-29.87%	01/05/2023 against the close of 01/04/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	BED BATH & BEYOND INC. PROVIDES BUSINESS UPDATE 01/05/2023 08:15 ET premarket	Day +1 -45.64% 2023-01-06 Day +5 +117.43% 2023-01-12 Best recovery within 5 +117.43% 2023-01-12 It recovered the whole drop and closed 117.43% above the pre-news price. Month end +17.01% on 2023-01-31
Close before and after $2.19 to $1.54 split-adjusted Session open, high, low $1.69, $1.77, $1.48 Opening gap -22.82% Close inside the session range 0.19 of the range, where 1.00 is the high Session volume 49,081,098 shares, $75,408,199 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
22	SRDX	-29.35%	01/19/2023 against the close of 01/18/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	FDA & Regulatory	Surmodics Provides Regulatory Update Related to its FDA Premarket Approval Application for the SurVeil™ Drug-Coated Balloon 01/19/2023 07:00 ET premarket Differentiated Capabilities of Surmodics’ Crystalline Drug Release Platform for Sirolimus-Coated Balloons Presented at ISET Conference 01/19/2023	Day +1 -31.82% 2023-01-20 Day +5 -29.43% 2023-01-26 Best recovery within 5 -27.61% 2023-01-24 Five sessions later the drop was 0.3% bigger, at -29.43%. Month end -24.72% on 2023-01-31
Close before and after $37.34 to $26.38 as traded Session open, high, low $27.03, $31.14, $24.33 Opening gap -27.61% Close inside the session range 0.30 of the range, where 1.00 is the high Session volume 600,493 shares, $15,841,005 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
23	BTB More than one ranked move this month 2+ ranked moves	-29.21%	01/17/2023 against the close of 01/13/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Crypto & Treasury	Bit Brother Received 1,400 Mining Machines and Expect to Generate Approximate 14.15 BTC Per Month 01/17/2023 09:20 ET premarket	Day +1 -78.36% 2023-01-18 Day +5 -69.30% 2023-01-24 Best recovery within 5 -69.30% 2023-01-24 Five sessions later the drop was 137.2% bigger, at -69.30%. Month end -79.00% on 2023-01-31
Close before and after $9.38 to $6.64 split-adjusted Session open, high, low $9.42, $10.21, $5.01 Opening gap +0.43% Close inside the session range 0.31 of the range, where 1.00 is the high Session volume 3,403,802 shares, $22,601,245 Relative volume 31.3x 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
24	CPRX	-29.04%	01/23/2023 against the close of 01/20/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	FDA & Regulatory catalyst from a later release the same session	Catalyst Pharmaceuticals Notified of Abbreviated New Drug Application Filing for FIRDAPSE® 01/23/2023 08:03 ET premarket Catalyst Pharmaceuticals Comments on FDA's Announcement of its Position on Orphan Drug Exclusivity In Light of the 11th Circuit Decision in Catalyst Pharmaceuticals, Inc. v. Becerra 01/23/2023	Day +1 -22.50% 2023-01-24 Day +5 -24.42% 2023-01-30 Best recovery within 5 -19.57% 2023-01-25 15.9% of the drop was recovered five sessions later. Month end -25.53% on 2023-01-31
Close before and after $20.80 to $14.76 as traded Session open, high, low $18.32, $18.41, $13.30 Opening gap -11.92% Close inside the session range 0.29 of the range, where 1.00 is the high Session volume 18,446,267 shares, $272,266,901 Relative volume 9.9x 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
25	LHDX More than one ranked move this month Also on the opposite board this month release reads positive 2+ ranked moves on both boards	-29.03%	01/04/2023 against the close of 01/03/2023 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 29.03%	Lucira Health Launches Lucira Connect, a Free Test-to-Treat Telehealth Service for Covid-19 or Flu in Canada 01/04/2023 07:00 ET premarket	Day +1 -51.83% 2023-01-05 Day +5 -43.67% 2023-01-11 Best recovery within 5 -32.68% 2023-01-09 Five sessions later the drop was 50.4% bigger, at -43.67%. Month end -30.83% on 2023-01-31
Close before and after $0.6000 to $0.4258 as traded Session open, high, low $0.3900, $0.5130, $0.3613 Opening gap -35.00% Close inside the session range 0.43 of the range, where 1.00 is the high Session volume 25,594,662 shares, $10,898,207 Relative volume 64.1x 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
26	CERS	-28.04%	01/09/2023 against the close of 01/06/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Cerus Corporation Announces Preliminary Fourth Quarter and Full-Year 2022 Product Revenue and Provides Business Update 01/09/2023 08:30 ET premarket	Day +1 -25.13% 2023-01-10 Day +5 -16.93% 2023-01-17 Best recovery within 5 -16.93% 2023-01-13 39.6% of the drop was recovered five sessions later. Month end -16.93% on 2023-01-31
Close before and after $3.78 to $2.72 split-adjusted Session open, high, low $3.52, $3.59, $2.53 Opening gap -6.88% Close inside the session range 0.18 of the range, where 1.00 is the high Session volume 7,716,235 shares, $20,988,159 Relative volume 7.3x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
27	APCX under $25M today	-26.54%	01/31/2023 against the close of 01/30/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	AppTech Payments Corp. Announces Pricing of $5.0 Million Registered Direct Offering and Concurrent Private Placement 01/31/2023 09:15 ET premarket	Day +1 -26.73% 2023-02-01 Day +5 -57.76% 2023-02-07 Best recovery within 5 -26.73% 2023-02-01 Five sessions later the drop was 117.6% bigger, at -57.76%. Month end -26.54% on 2023-01-31 same session This month ended before the fifth session after the move.
Close before and after $5.35 to $3.93 split-adjusted Session open, high, low $3.89, $4.34, $3.10 Opening gap -27.29% Close inside the session range 0.67 of the range, where 1.00 is the high Session volume 1,549,364 shares, $6,089,001 Relative volume 7.7x 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
28	FSTX	-26.24%	01/26/2023 against the close of 01/25/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	invoX Pharma and F-star Therapeutics issue Joint Statement 01/26/2023 15:47 ET intraday	Day +1 -28.28% 2023-01-27 Day +5 -16.52% 2023-02-02 Best recovery within 5 -15.84% 2023-02-01 37.0% of the drop was recovered five sessions later. Month end -29.98% on 2023-01-31 This month ended before the fifth session after the move.
Close before and after $5.87 to $4.33 as traded Session open, high, low $5.93, $5.93, $2.99 Opening gap +1.02% Close inside the session range 0.46 of the range, where 1.00 is the high Session volume 5,303,456 shares, $22,963,964 Relative volume 20.9x 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
29	WINT under $25M today	-25.65%	01/20/2023 against the close of 01/19/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Windtree Therapeutics to Raise $1.0 Million From the Exercise of Previously Issued Warrants 01/20/2023 08:37 ET premarket	Day +1 -21.98% 2023-01-23 Day +5 -24.74% 2023-01-27 Best recovery within 5 -21.98% 2023-01-23 3.5% of the drop was recovered five sessions later. Month end -26.57% on 2023-01-31
Close before and after $9,805.50 to $7,290.00 split-adjusted Session open, high, low $7,200.00, $7,875.00, $6,300.00 Opening gap -26.57% Close inside the session range 0.63 of the range, where 1.00 is the high Session volume 119 shares, $867,510 Relative volume 18.3x 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
30	AMV Also on the opposite board this month on both boards	-25.11%	01/23/2023 against the close of 01/20/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Atlis Motor Vehicles Battery Cell Output Increases 15x as Production Ramps to Meet Customer Demand 01/23/2023 08:38 ET premarket	Day +1 -32.82% 2023-01-24 Day +5 -31.06% 2023-01-30 Best recovery within 5 -29.74% 2023-01-27 Five sessions later the drop was 23.7% bigger, at -31.06%. Month end -28.63% on 2023-01-31
Close before and after $4.54 to $3.40 as traded Session open, high, low $4.65, $4.73, $3.31 Opening gap +2.42% Close inside the session range 0.07 of the range, where 1.00 is the high Session volume 3,757,104 shares, $12,774,154 Relative volume 18.4x 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
31	PGEN	-24.66%	01/25/2023 against the close of 01/24/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Precigen Announces Positive Phase 1 Dose Escalation and Expansion Cohort Data for Investigational Off-the-Shelf PRGN-2012 AdenoVerse™ Immunotherapy in Patients with Recurrent Respiratory Papillomatosis 01/24/2023 16:01 ET after hours Precigen Announces Proposed $75.0 Million Public Offering of Common Stock 01/24/2023 Precigen Announces Pricing of $75.0 Million Public Offering of Common Stock 01/24/2023	Day +1 -26.03% 2023-01-26 Day +5 -22.83% 2023-02-01 Best recovery within 5 -22.83% 2023-02-01 7.4% of the drop was recovered five sessions later. Month end -26.03% on 2023-01-31 This month ended before the fifth session after the move.
Close before and after $2.19 to $1.65 split-adjusted Session open, high, low $1.54, $1.73, $1.52 Opening gap -29.68% Close inside the session range 0.62 of the range, where 1.00 is the high Session volume 14,968,910 shares, $24,698,702 Relative volume 19.4x 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
32	PAVM Same release as rank 100	-24.44%	01/18/2023 against the close of 01/17/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	PAVmed and Lucid Diagnostics Provide Strategic Business Update 01/17/2023 16:05 ET after hours	Day +1 -27.46% 2023-01-19 Day +5 -27.28% 2023-01-25 Best recovery within 5 -24.41% 2023-01-24 Five sessions later the drop was 11.6% bigger, at -27.28%. Month end -19.17% on 2023-01-31
Close before and after $284.67 to $215.10 split-adjusted Session open, high, low $275.27, $279.00, $211.95 Opening gap -3.30% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 4,272 shares, $918,907 Relative volume 3.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
33	AGRI under $25M today	-23.75%	01/18/2023 against the close of 01/17/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership	AgriFORCE and the Government of Barbados Sign MOU to Collaborate on the Market Evaluation and Development of Controlled Environment Facilities in Barbados to Address Nutrition and Food Security in the Caribbean 01/18/2023 09:00 ET premarket	Day +1 -22.50% 2023-01-19 Day +5 -21.87% 2023-01-25 Best recovery within 5 -10.00% 2023-01-23 7.9% of the drop was recovered five sessions later. Month end -22.50% on 2023-01-31
Close before and after $72,000.00 to $54,900.00 as traded Session open, high, low $72,000.00, $72,000.00, $52,650.00 Opening gap 0.00% Close inside the session range 0.12 of the range, where 1.00 is the high Session volume 24 shares, $1,317,600 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
34	CUTR under $25M today	-23.26%	01/09/2023 against the close of 01/06/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Cutera, Inc. Announces Preliminary Unaudited Financial Results for Full-Year 2022 01/09/2023 08:30 ET premarket	Day +1 -26.25% 2023-01-10 Day +5 -14.96% 2023-01-17 Best recovery within 5 -14.96% 2023-01-17 35.7% of the drop was recovered five sessions later. Month end -13.89% on 2023-01-31
Close before and after $40.45 to $31.04 as traded Session open, high, low $36.39, $37.26, $29.49 Opening gap -10.04% Close inside the session range 0.20 of the range, where 1.00 is the high Session volume 2,803,186 shares, $87,010,893 Relative volume 8.3x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
35	ANAB	-23.10%	01/06/2023 against the close of 01/05/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	AnaptysBio Announces Portfolio Update Across Best-in-Class Immune Cell Modulating Antibodies 01/05/2023 16:05 ET after hours	Day +1 -27.14% 2023-01-09 Day +5 -12.68% 2023-01-13 Best recovery within 5 -12.68% 2023-01-13 45.1% of the drop was recovered five sessions later. Month end -17.61% on 2023-01-31
Close before and after $30.21 to $23.23 split-adjusted Session open, high, low $29.00, $29.25, $20.98 Opening gap -4.01% Close inside the session range 0.27 of the range, where 1.00 is the high Session volume 2,151,316 shares, $49,975,071 Relative volume 15.6x 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
36	HOLO Also on the opposite board this month on both boards	-23.08%	01/26/2023 against the close of 01/25/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	M&A / Acquisition	MicroCloud Hologram (NASDAQ: HOLO) Announces the Launch of A Holographic Brain-Computer Interface(BCI) Data Acquisition System 01/26/2023 08:00 ET premarket	Day +1 -12.15% 2023-01-27 Day +5 -25.70% 2023-02-02 Best recovery within 5 -12.15% 2023-01-27 Five sessions later the drop was 11.4% bigger, at -25.70%. Month end -21.33% on 2023-01-31 This month ended before the fifth session after the move.
Close before and after $91,520.00 to $70,400.00 split-adjusted Session open, high, low $86,320.00, $95,376.00, $69,440.00 Opening gap -5.68% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 57 shares, $4,012,800 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
37	GERN Also on the opposite board this month on both boards	-22.26%	01/05/2023 against the close of 01/04/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Geron Corporation Announces Proposed Public Offering of Common Stock 01/04/2023 16:19 ET after hours	Day +1 -21.63% 2023-01-06 Day +5 +0.94% 2023-01-12 Best recovery within 5 +3.45% 2023-01-10 It recovered the whole drop and closed 0.94% above the pre-news price. Month end +3.45% on 2023-01-31
Close before and after $3.19 to $2.48 split-adjusted Session open, high, low $3.00, $3.02, $2.34 Opening gap -5.96% Close inside the session range 0.21 of the range, where 1.00 is the high Session volume 37,685,501 shares, $93,460,042 Relative volume 7.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
38	BBAI Also on the opposite board this month on both boards	-22.18%	01/17/2023 against the close of 01/13/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	BigBear.ai Announces $25 Million Private Placement 01/17/2023 08:00 ET premarket	Day +1 -19.25% 2023-01-18 Day +5 -14.23% 2023-01-24 Best recovery within 5 -14.23% 2023-01-24 35.8% of the drop was recovered five sessions later. Month end +36.82% on 2023-01-31
Close before and after $2.39 to $1.86 split-adjusted Session open, high, low $2.05, $2.09, $1.75 Opening gap -14.23% Close inside the session range 0.32 of the range, where 1.00 is the high Session volume 4,249,813 shares, $7,904,652 Relative volume 62.1x 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
39	KOPN	-22.01%	01/19/2023 against the close of 01/18/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Kopin Corporation Provides Restructuring Update 01/19/2023 09:05 ET premarket	Day +1 -22.64% 2023-01-20 Day +5 -23.90% 2023-01-26 Best recovery within 5 -20.13% 2023-01-23 Five sessions later the drop was 8.6% bigger, at -23.90%. Month end -24.53% on 2023-01-31
Close before and after $1.59 to $1.24 split-adjusted Session open, high, low $1.39, $1.48, $1.20 Opening gap -12.58% Close inside the session range 0.14 of the range, where 1.00 is the high Session volume 2,125,795 shares, $2,635,986 Relative volume 4.9x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
40	CVLG	-21.91%	01/26/2023 against the close of 01/25/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Covenant Logistics Group Announces Fourth Quarter Financial and Operating Results 01/25/2023 16:45 ET after hours	Day +1 -15.93% 2023-01-27 Day +5 -8.01% 2023-02-02 Best recovery within 5 -8.01% 2023-02-02 63.4% of the drop was recovered five sessions later. Month end -13.71% on 2023-01-31 This month ended before the fifth session after the move.
Close before and after $19.22 to $15.01 split-adjusted Session open, high, low $15.89, $16.99, $14.67 Opening gap -17.33% Close inside the session range 0.14 of the range, where 1.00 is the high Session volume 1,810,674 shares, $27,169,163 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
41	JSPR under $25M today Also on the opposite board this month on both boards	-21.90%	01/04/2023 against the close of 01/03/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Jasper Therapeutics Announces European Union Orphan Drug Designation for Briquilimab as a Conditioning Treatment for Patients Prior to Receiving a Stem Cell Transplant 01/04/2023 08:00 ET premarket	Day +1 -34.67% 2023-01-05 Day +5 -39.78% 2023-01-11 Best recovery within 5 -34.67% 2023-01-05 Five sessions later the drop was 81.6% bigger, at -39.78%. Month end -37.96% on 2023-01-31
Close before and after $27.40 to $21.40 split-adjusted Session open, high, low $25.40, $25.80, $19.30 Opening gap -7.30% Close inside the session range 0.32 of the range, where 1.00 is the high Session volume 1,525,530 shares, $32,646,342 Relative volume 229.1x 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
42	IDRA	-21.57%	01/17/2023 against the close of 01/13/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Idera Pharmaceuticals Announces Name Change to Aceragen, Inc. and Provides Near-Term Strategic Outlook 01/17/2023 08:00 ET premarket	Day +1 no data Day +5 no data Best recovery within 5 no data Month-end is not shown: no closing price is available for 2023-01-31.
Close before and after $9.21 to $7.23 as traded Session open, high, low $8.11, $8.67, $7.14 Opening gap -12.01% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 21,875 shares, $158,047 Relative volume 2.1x 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
43	FARO	-21.05%	01/20/2023 against the close of 01/19/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution catalyst from a later release the same session	FARO Announces Board of Director Changes 01/19/2023 17:20 ET after hours FARO Technologies Announces Proposed $60 Million Convertible Senior Notes Offering 01/19/2023 FARO Announces Pricing of $60 Million Convertible Senior Notes Offering 01/20/2023	Day +1 -20.96% 2023-01-23 Day +5 -22.49% 2023-01-27 Best recovery within 5 -20.40% 2023-01-24 Five sessions later the drop was 6.8% bigger, at -22.49%. Month end -22.15% on 2023-01-31
Close before and after $35.30 to $27.87 as traded Session open, high, low $27.16, $28.80, $26.11 Opening gap -23.06% Close inside the session range 0.65 of the range, where 1.00 is the high Session volume 1,760,836 shares, $49,074,499 Relative volume 27.4x 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	BREA More than one ranked move this month 2+ ranked moves	-20.37%	01/31/2023 against the close of 01/30/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Uplisting / Compliance	Brera Holdings PLC Announces Closing of $7,500,000 Initial Public Offering 01/31/2023 14:30 ET intraday	Day +1 -9.57% 2023-02-01 Day +5 -18.21% 2023-02-07 Best recovery within 5 -7.41% 2023-02-02 10.6% of the drop was recovered five sessions later. Month end -20.37% on 2023-01-31 same session This month ended before the fifth session after the move.
Close before and after $3.24 to $2.58 as traded Session open, high, low $3.13, $3.13, $2.48 Opening gap -3.40% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 260,455 shares, $671,974 Baseline gap 1 calendar day from the pre-news close to the measured session
45	PALI	-20.00%	01/05/2023 against the close of 01/04/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Palisade Bio Announces Closing of $2.5 Million Registered Direct Offering and Concurrent Private Placement Priced Above Market Under Nasdaq Rules 01/04/2023 17:15 ET after hours	Day +1 -31.11% 2023-01-06 Day +5 -32.10% 2023-01-12 Best recovery within 5 -29.88% 2023-01-09 Five sessions later the drop was 60.5% bigger, at -32.10%. Month end -28.40% on 2023-01-31
Close before and after $60.75 to $48.60 split-adjusted Session open, high, low $56.25, $57.75, $48.00 Opening gap -7.41% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 92,137 shares, $4,477,858 Relative volume 11.0x 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
46	AMST under $25M today	-20.00%	01/17/2023 against the close of 01/13/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Amesite Inc. to Present at Sidoti Virtual Investor Conference January 18-19, 2023 01/17/2023 09:51 ET intraday	Day +1 -14.94% 2023-01-18 Day +5 -14.52% 2023-01-24 Best recovery within 5 +5.39% 2023-01-19 27.4% of the drop was recovered five sessions later. Month end +25.81% on 2023-01-31
Close before and after $3.72 to $2.98 split-adjusted Session open, high, low $3.96, $3.96, $2.95 Opening gap +6.45% Close inside the session range 0.02 of the range, where 1.00 is the high Session volume 39,658 shares, $118,022 Relative volume 2.1x 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
47	OCUP	-19.95%	01/26/2023 against the close of 01/25/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	FDA & Regulatory	Ocuphire Announces Topline Results from ZETA-1 Phase 2 Trial of Oral APX3330 in Diabetic Retinopathy and Plans for End-of-Phase 2 Meeting with FDA 01/25/2023 16:01 ET after hours	Day +1 -9.31% 2023-01-27 Day +5 -6.91% 2023-02-02 Best recovery within 5 -5.85% 2023-02-01 65.4% of the drop was recovered five sessions later. Month end -7.71% on 2023-01-31 This month ended before the fifth session after the move.
Close before and after $3.76 to $3.01 as traded Session open, high, low $3.00, $3.30, $2.87 Opening gap -20.21% Close inside the session range 0.33 of the range, where 1.00 is the high Session volume 919,569 shares, $2,767,903 Relative volume 8.4x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
48	PDSB under $25M today	-19.55%	01/03/2023 against the close of 12/30/2022 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership	PDS Biotech Announces Exclusive Global License Agreement for Investigational IL-12 Tumor-Targeted Cytokine from Merck KGaA, Darmstadt, Germany 01/03/2023 07:00 ET premarket	Day +1 -9.17% 2023-01-04 Day +5 -18.11% 2023-01-10 Best recovery within 5 -9.17% 2023-01-04 7.4% of the drop was recovered five sessions later. Month end -36.89% on 2023-01-31
Close before and after $13.20 to $10.62 split-adjusted Session open, high, low $12.50, $12.50, $10.50 Opening gap -5.30% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 2,177,613 shares, $23,126,250 Relative volume 4.2x 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
49	GNS Also on the opposite board this month on both boards	-19.27%	01/26/2023 against the close of 01/25/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Genius Group Limited Interview to Air on Bloomberg U.S. on the RedChip Money Report(R) 01/26/2023 08:00 ET premarket	Day +1 -3.66% 2023-01-27 Day +5 +72.93% 2023-02-02 Best recovery within 5 +72.93% 2023-02-02 It recovered the whole drop and closed 72.93% above the pre-news price. Month end +33.41% on 2023-01-31 This month ended before the fifth session after the move.
Close before and after $41.00 to $33.10 split-adjusted Session open, high, low $39.80, $43.00, $31.00 Opening gap -2.93% Close inside the session range 0.18 of the range, where 1.00 is the high Session volume 2,134,826 shares, $70,662,741 Relative volume 155.5x 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
50	SAVA	-19.21%	01/24/2023 against the close of 01/23/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Cassava Sciences Announces Positive Top-Line Clinical Results in Phase 2 Study Evaluating Simufilam in Alzheimer’s Disease 01/24/2023 09:15 ET premarket	Day +1 -24.56% 2023-01-25 Day +5 -23.16% 2023-01-31 Best recovery within 5 -20.66% 2023-01-27 Five sessions later the drop was 20.6% bigger, at -23.16%. Month end -23.16% on 2023-01-31
Close before and after $26.03 to $21.03 as traded Session open, high, low $24.21, $24.69, $19.74 Opening gap -6.97% Close inside the session range 0.26 of the range, where 1.00 is the high Session volume 16,628,858 shares, $349,681,603 Relative volume 10.9x 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
51	KPTI	-19.09%	01/09/2023 against the close of 01/06/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Karyopharm Announces Preliminary Unaudited Fourth Quarter and Full Year 2022 Revenue and Outlines 2023 Objectives 01/09/2023 08:00 ET premarket	Day +1 -18.23% 2023-01-10 Day +5 -11.40% 2023-01-17 Best recovery within 5 -5.98% 2023-01-13 40.3% of the drop was recovered five sessions later. Month end -5.98% on 2023-01-31
Close before and after $52.65 to $42.60 split-adjusted Session open, high, low $52.65, $53.10, $42.15 Opening gap 0.00% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 351,815 shares, $14,987,319 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
52	ANPC	-19.00%	01/23/2023 against the close of 01/20/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Uplisting / Compliance	AnPac Bio-Medical Sciences Announces Receipt of Staff Delisting Determination from Nasdaq; Intends to Request A Hearing 01/20/2023 16:30 ET after hours	Day +1 -24.71% 2023-01-24 Day +5 -14.33% 2023-01-30 Best recovery within 5 -7.79% 2023-01-26 24.6% of the drop was recovered five sessions later. Month end -11.84% on 2023-01-31
Close before and after $9.63 to $7.80 as traded Session open, high, low $9.81, $9.81, $7.60 Opening gap +1.87% Close inside the session range 0.09 of the range, where 1.00 is the high Session volume 77,102 shares, $601,396 Relative volume 3.6x 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
53	ARWR	-18.99%	01/09/2023 against the close of 01/06/2023 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 and Takeda Announce Topline Results from SEQUOIA Phase 2 Study of Fazirsiran in Patients with Alpha-1 Antitrypsin Deficiency-Associated Liver Disease 01/09/2023 07:30 ET premarket	Day +1 -11.64% 2023-01-10 Day +5 -1.26% 2023-01-17 Best recovery within 5 -1.26% 2023-01-17 93.4% of the drop was recovered five sessions later. Month end -6.39% on 2023-01-31
Close before and after $37.38 to $30.28 split-adjusted Session open, high, low $30.05, $31.00, $28.52 Opening gap -19.61% Close inside the session range 0.71 of the range, where 1.00 is the high Session volume 3,497,428 shares, $105,902,120 Relative volume 4.5x 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
54	XOMA	-18.47%	01/09/2023 against the close of 01/06/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	XOMA Announces New Employment Inducement Grants Under Nasdaq Listing Rule 5635(c)(4) 01/06/2023 19:00 ET after hours	Day +1 -11.72% 2023-01-10 Day +5 -0.68% 2023-01-17 Best recovery within 5 +1.72% 2023-01-13 96.3% of the drop was recovered five sessions later. Month end -8.15% on 2023-01-31
Close before and after $22.09 to $18.01 as traded Session open, high, low $22.00, $22.00, $18.00 Opening gap -0.41% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 54,035 shares, $973,170 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
55	ARBK	-18.11%	01/11/2023 against the close of 01/10/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Crypto & Treasury	Argo Blockchain PLC Announces December Operational Update 01/11/2023 02:00 ET premarket	Day +1 +11.81% 2023-01-12 Day +5 +35.43% 2023-01-19 Best recovery within 5 +43.31% 2023-01-17 It recovered the whole drop and closed 35.43% above the pre-news price. Month end +51.18% on 2023-01-31
Close before and after $274.32 to $224.64 split-adjusted Session open, high, low $241.92, $250.56, $213.86 Opening gap -11.81% Close inside the session range 0.29 of the range, where 1.00 is the high Session volume 3,263 shares, $733,000 Relative volume 1.3x 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
56	GBX	-17.90%	01/06/2023 against the close of 01/05/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Greenbrier Reports First Quarter Results 01/06/2023 06:00 ET premarket	Day +1 -21.28% 2023-01-09 Day +5 -16.04% 2023-01-13 Best recovery within 5 -14.06% 2023-01-12 10.4% of the drop was recovered five sessions later. Month end -11.43% on 2023-01-31
Close before and after $34.91 to $28.66 split-adjusted Session open, high, low $30.13, $31.05, $28.55 Opening gap -13.71% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 1,649,575 shares, $47,276,820 Relative volume 9.4x 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
57	OLK	-17.84%	01/19/2023 against the close of 01/18/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Olink Holding AB (publ) announces pricing of public offering of American Depositary Shares 01/18/2023 23:06 ET after hours	Day +1 -16.84% 2023-01-20 Day +5 -17.38% 2023-01-26 Best recovery within 5 -16.34% 2023-01-25 2.6% of the drop was recovered five sessions later. Month end -18.59% on 2023-01-31
Close before and after $24.05 to $19.76 as traded Session open, high, low $19.90, $20.06, $19.66 Opening gap -17.26% Close inside the session range 0.26 of the range, where 1.00 is the high Session volume 1,323,019 shares, $26,142,855 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
58	ATHX	-17.65%	01/11/2023 against the close of 01/10/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Athersys to Participate in Advanced Therapies Week and Allogeneic Cell Therapies Summit Europe in January 01/11/2023 12:11 ET intraday	Day +1 -11.03% 2023-01-12 Day +5 -5.88% 2023-01-19 Best recovery within 5 -2.94% 2023-01-17 66.7% of the drop was recovered five sessions later. Month end +11.03% on 2023-01-31
Close before and after $1.36 to $1.12 as traded Session open, high, low $1.35, $1.50, $1.04 Opening gap -0.74% Close inside the session range 0.17 of the range, where 1.00 is the high Session volume 1,281,203 shares, $1,434,947 Relative volume 5.2x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
59	CZOO	-17.61%	01/18/2023 against the close of 01/17/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Cazoo Announces Fourth Quarter 2022 Preliminary Financial Results and Revised 2023 Plan 01/18/2023 06:30 ET premarket	Day +1 -29.94% 2023-01-19 Day +5 -31.34% 2023-01-25 Best recovery within 5 -27.88% 2023-01-20 Five sessions later the drop was 78.0% bigger, at -31.34%. Month end -29.81% on 2023-01-31
Close before and after $599.80 to $494.20 as traded Session open, high, low $617.20, $660.00, $462.80 Opening gap +2.90% Close inside the session range 0.16 of the range, where 1.00 is the high Session volume 2,353 shares, $1,162,853 Relative volume 2.7x 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
60	KRUS	-17.59%	01/06/2023 against the close of 01/05/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Kura Sushi USA Announces Fiscal First Quarter 2023 Financial Results 01/05/2023 16:05 ET after hours	Day +1 -11.10% 2023-01-09 Day +5 +18.74% 2023-01-13 Best recovery within 5 +18.74% 2023-01-13 It recovered the whole drop and closed 18.74% above the pre-news price. Month end +28.41% on 2023-01-31
Close before and after $48.39 to $39.88 split-adjusted Session open, high, low $40.50, $42.56, $37.97 Opening gap -16.31% Close inside the session range 0.42 of the range, where 1.00 is the high Session volume 992,440 shares, $39,578,507 Relative volume 9.9x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
61	VOC	-17.42%	01/23/2023 against the close of 01/20/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	VOC Energy Trust Announces Trust Quarterly Distribution 01/20/2023 16:15 ET after hours	Day +1 -23.22% 2023-01-24 Day +5 -22.99% 2023-01-30 Best recovery within 5 -17.27% 2023-01-26 Five sessions later the drop was 32.0% bigger, at -22.99%. Month end -25.67% on 2023-01-31
Close before and after $13.09 to $10.81 split-adjusted Session open, high, low $13.06, $13.06, $10.08 Opening gap -0.23% Close inside the session range 0.24 of the range, where 1.00 is the high Session volume 1,203,251 shares, $13,007,143 Relative volume 4.1x 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
62	RNER	-17.41%	01/05/2023 against the close of 01/04/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Reverse Merger / Shell	Mount Rainier Acquisition Corp. Stockholders Approve Business Combination with HUB Cyber Security (Israel) Ltd. 01/04/2023 17:14 ET after hours	Day +1 -16.43% 2023-01-06 Day +5 -24.73% 2023-01-12 Best recovery within 5 -12.32% 2023-01-09 Five sessions later the drop was 42.0% bigger, at -24.73%. Month end -12.90% on 2023-01-31
Close before and after $11.20 to $9.25 as traded Session open, high, low $13.27, $16.98, $9.23 Opening gap +18.48% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 134,670 shares, $1,245,698 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
63	ATNF Also on the opposite board this month on both boards	-17.36%	01/04/2023 against the close of 01/03/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	180 Life Sciences Announces Publication of a Review on the Biological Basis of Dupuytren’s Disease 01/04/2023 08:30 ET premarket	Day +1 -7.17% 2023-01-05 Day +5 -34.34% 2023-01-11 Best recovery within 5 -0.57% 2023-01-06 Five sessions later the drop was 97.8% bigger, at -34.34%. Month end -37.17% on 2023-01-31
Close before and after $100.70 to $83.22 as traded Session open, high, low $83.60, $88.16, $67.45 Opening gap -16.98% Close inside the session range 0.76 of the range, where 1.00 is the high Session volume 365,760 shares, $30,438,547 Relative volume 97.0x 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
64	BLUE	-17.24%	01/18/2023 against the close of 01/17/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	bluebird bio, Inc. Announces Proposed Public Offering of Common Stock 01/18/2023 06:43 ET premarket	Day +1 -18.68% 2023-01-19 Day +5 -13.05% 2023-01-25 Best recovery within 5 -10.30% 2023-01-24 24.3% of the drop was recovered five sessions later. Month end -12.77% on 2023-01-31
Close before and after $145.60 to $120.50 as traded Session open, high, low $132.40, $139.00, $120.40 Opening gap -9.07% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 484,960 shares, $58,437,680 Relative volume 3.2x 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
65	RGP	-17.19%	01/05/2023 against the close of 01/04/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Resources Connection, Inc. Reports Financial Results for Second Quarter Fiscal 2023 01/04/2023 16:05 ET after hours	Day +1 -8.97% 2023-01-06 Day +5 -5.10% 2023-01-12 Best recovery within 5 -5.10% 2023-01-12 70.3% of the drop was recovered five sessions later. Month end -7.25% on 2023-01-31
Close before and after $18.62 to $15.42 split-adjusted Session open, high, low $17.88, $17.88, $15.38 Opening gap -3.97% Close inside the session range 0.02 of the range, where 1.00 is the high Session volume 773,964 shares, $11,934,525 Relative volume 6.4x 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
66	AKTS	-17.18%	01/19/2023 against the close of 01/18/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership	Akoustis Receives First High-Volume 5G Mobile XBAW Filter Order from Tier-1 RF Component Company 01/18/2023 17:00 ET after hours Akoustis Announces Proposed Public Offering of Common Stock 01/18/2023	Day +1 -14.93% 2023-01-20 Day +5 -1.41% 2023-01-26 Best recovery within 5 -1.41% 2023-01-26 91.8% of the drop was recovered five sessions later. Month end +3.94% on 2023-01-31
Close before and after $3.55 to $2.94 split-adjusted Session open, high, low $2.92, $3.12, $2.78 Opening gap -17.75% Close inside the session range 0.48 of the range, where 1.00 is the high Session volume 2,892,001 shares, $8,502,483 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
67	PLXS	-17.11%	01/26/2023 against the close of 01/25/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Plexus Announces Fiscal First Quarter Financial Results 01/25/2023 16:15 ET after hours	Day +1 -17.38% 2023-01-27 Day +5 -11.78% 2023-02-02 Best recovery within 5 -11.75% 2023-02-01 31.2% of the drop was recovered five sessions later. Month end -15.23% on 2023-01-31 This month ended before the fifth session after the move.
Close before and after $113.24 to $93.86 split-adjusted Session open, high, low $107.64, $110.10, $92.23 Opening gap -4.95% Close inside the session range 0.09 of the range, where 1.00 is the high Session volume 1,295,162 shares, $121,563,905 Relative volume 11.3x 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
68	IIPR	-16.95%	01/19/2023 against the close of 01/18/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Innovative Industrial Properties Announces Q4 and FY 2022 Operating, Investment and Capital Markets Activity 01/18/2023 20:21 ET after hours	Day +1 -19.71% 2023-01-20 Day +5 -22.06% 2023-01-26 Best recovery within 5 -19.71% 2023-01-20 Five sessions later the drop was 30.1% bigger, at -22.06%. Month end -19.03% on 2023-01-31
Close before and after $110.88 to $92.09 split-adjusted Session open, high, low $96.50, $97.52, $91.92 Opening gap -12.97% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 1,632,535 shares, $150,340,148 Relative volume 5.2x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
69	LOGI	-16.86%	01/12/2023 against the close of 01/11/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Logitech Announces Preliminary Third Quarter Fiscal Year 2023 Results 01/11/2023 21:01 ET after hours	Day +1 -19.68% 2023-01-13 Day +5 -18.06% 2023-01-20 Best recovery within 5 -17.77% 2023-01-19 Five sessions later the drop was 7.1% bigger, at -18.06%. Month end -14.35% on 2023-01-31
Close before and after $68.15 to $56.66 split-adjusted Session open, high, low $56.44, $57.87, $55.51 Opening gap -17.18% Close inside the session range 0.49 of the range, where 1.00 is the high Session volume 5,048,111 shares, $286,025,969 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
70	FNA	-16.58%	01/26/2023 against the close of 01/25/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Paragon 28, Inc. Announces Proposed Public Offering of Common Stock 01/25/2023 16:20 ET after hours Paragon 28, Inc. Announces Pricing of Public Offering 01/25/2023	Day +1 -16.38% 2023-01-27 Day +5 -14.54% 2023-02-02 Best recovery within 5 -14.54% 2023-02-02 12.3% of the drop was recovered five sessions later. Month end -16.09% on 2023-01-31 This month ended before the fifth session after the move.
Close before and after $20.08 to $16.75 as traded Session open, high, low $17.39, $17.59, $16.37 Opening gap -13.40% Close inside the session range 0.31 of the range, where 1.00 is the high Session volume 3,496,441 shares, $58,565,387 Relative volume 19.4x 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
71	IQ	-16.44%	01/17/2023 against the close of 01/13/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution catalyst from a later release the same session	iQIYI Original Drama "Why Try To Change Me Now" Selected for Berlinale Series 01/17/2023 00:10 ET premarket iQIYI Announces Proposed Offering of American Depositary Shares 01/17/2023 iQIYI Announces Pricing of Its Offering of 76,500,000 American Depositary Shares 01/17/2023	Day +1 -18.54% 2023-01-18 Day +5 -13.60% 2023-01-24 Best recovery within 5 -13.30% 2023-01-23 17.3% of the drop was recovered five sessions later. Month end +0.15% on 2023-01-31
Close before and after $6.69 to $5.59 split-adjusted Session open, high, low $6.08, $6.13, $5.42 Opening gap -9.12% Close inside the session range 0.24 of the range, where 1.00 is the high Session volume 87,198,027 shares, $487,436,971 Relative volume 4.6x 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
72	NVCR Also on the opposite board this month on both boards	-16.32%	01/09/2023 against the close of 01/06/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Novocure Announces Preliminary Full Year and Fourth Quarter 2022 Net Revenues and Provides Company Update 01/09/2023 07:00 ET premarket	Day +1 -14.68% 2023-01-10 Day +5 -15.39% 2023-01-17 Best recovery within 5 -11.32% 2023-01-11 5.7% of the drop was recovered five sessions later. Month end -16.38% on 2023-01-31
Close before and after $109.04 to $91.25 split-adjusted Session open, high, low $102.66, $103.69, $90.53 Opening gap -5.85% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 3,487,319 shares, $318,217,859 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
73	RYAM	-16.22%	01/20/2023 against the close of 01/19/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	RYAM Decides Not to Pursue at This Time Its Opportunistic Private Offering of $325 Million of Senior Secured Notes 01/20/2023 08:00 ET premarket	Day +1 -13.57% 2023-01-23 Day +5 -0.44% 2023-01-27 Best recovery within 5 -0.44% 2023-01-27 97.3% of the drop was recovered five sessions later. Month end +2.21% on 2023-01-31
Close before and after $6.78 to $5.68 split-adjusted Session open, high, low $6.50, $6.52, $5.66 Opening gap -4.13% Close inside the session range 0.02 of the range, where 1.00 is the high Session volume 1,979,460 shares, $11,243,333 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
74	HRMY	-16.10%	01/09/2023 against the close of 01/06/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Leadership Change	HARMONY BIOSCIENCES APPOINTS JEFFREY M. DAYNO, MD AS INTERIM CEO AND EXPANDS ROLE OF JEFF ARONIN TO EXECUTIVE CHAIRMAN 01/06/2023 16:39 ET after hours	Day +1 -11.83% 2023-01-10 Day +5 -8.61% 2023-01-17 Best recovery within 5 -8.61% 2023-01-17 46.5% of the drop was recovered five sessions later. Month end -10.23% on 2023-01-31
Close before and after $53.66 to $45.02 split-adjusted Session open, high, low $50.49, $50.50, $43.12 Opening gap -5.91% Close inside the session range 0.26 of the range, where 1.00 is the high Session volume 2,524,766 shares, $113,664,965 Relative volume 7.4x 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
75	NEOV	-15.74%	01/26/2023 against the close of 01/25/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	NeoVolta Poised for California’s NEM Incentives to Pair Solar with Battery Storage 01/26/2023 08:45 ET premarket	Day +1 -23.70% 2023-01-27 Day +5 -19.26% 2023-02-02 Best recovery within 5 -18.14% 2023-01-31 Five sessions later the drop was 22.4% bigger, at -19.26%. Month end -18.14% on 2023-01-31 This month ended before the fifth session after the move.
Close before and after $2.70 to $2.28 split-adjusted Session open, high, low $2.36, $2.36, $2.12 Opening gap -12.59% Close inside the session range 0.65 of the range, where 1.00 is the high Session volume 553,310 shares, $1,258,780 Relative volume 35.2x 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
76	DUO under $25M today	-15.69%	01/13/2023 against the close of 01/12/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	FangDD Announces US$21 Million Convertible Note Private Placement and Proposed Issuance of Class C Ordinary Shares 01/13/2023 09:00 ET premarket	Day +1 -11.08% 2023-01-17 Day +5 -6.86% 2023-01-23 Best recovery within 5 -6.86% 2023-01-23 56.3% of the drop was recovered five sessions later. Month end +9.80% on 2023-01-31
Close before and after $244.80 to $206.40 split-adjusted Session open, high, low $220.80, $242.40, $176.64 Opening gap -9.80% Close inside the session range 0.45 of the range, where 1.00 is the high Session volume 2,608 shares, $538,291 Relative volume 8.8x 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
77	OP	-15.59%	01/11/2023 against the close of 01/10/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Uplisting / Compliance	OceanPal Inc. Regains Compliance With Nasdaq Minimum Bid Price Requirement 01/11/2023 09:23 ET premarket	Day +1 -28.72% 2023-01-12 Day +5 -13.76% 2023-01-19 Best recovery within 5 -13.76% 2023-01-19 11.7% of the drop was recovered five sessions later. Month end -11.03% on 2023-01-31
Close before and after $21.80 to $18.40 as traded Session open, high, low $21.40, $21.80, $18.40 Opening gap -1.83% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 102,816 shares, $1,892,020 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
78	CTV	-15.56%	01/04/2023 against the close of 01/03/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Innovid to Present in Upcoming Investor Conferences 01/04/2023 09:00 ET premarket	Day +1 -11.67% 2023-01-05 Day +5 0.00% 2023-01-11 Best recovery within 5 0.00% 2023-01-11 100.0% of the drop was recovered five sessions later. Month end +25.00% on 2023-01-31
Close before and after $1.80 to $1.52 as traded Session open, high, low $1.37, $1.53, $1.05 Opening gap -23.89% Close inside the session range 0.98 of the range, where 1.00 is the high Session volume 2,193,119 shares, $3,333,541 Relative volume 12.2x 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
79	ABCM	-15.46%	01/30/2023 against the close of 01/27/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	ABCAM PLC: Trading Update 01/30/2023 08:00 ET premarket	Day +1 -15.58% 2023-01-31 Day +5 -10.96% 2023-02-06 Best recovery within 5 -7.30% 2023-02-02 29.1% of the drop was recovered five sessions later. Month end -15.58% on 2023-01-31 This month ended before the fifth session after the move.
Close before and after $16.43 to $13.89 as traded Session open, high, low $16.08, $16.15, $13.86 Opening gap -2.13% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 1,737,688 shares, $24,136,486 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
80	HLBZ Also on the opposite board this month on both boards	-15.12%	01/13/2023 against the close of 01/12/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Helbiz Announces Launch of E-Bike Fleet in Miami Dade 01/13/2023 09:15 ET premarket	Day +1 -19.53% 2023-01-17 Day +5 +150.59% 2023-01-23 Best recovery within 5 +150.59% 2023-01-23 It recovered the whole drop and closed 150.59% above the pre-news price. Month end +35.29% on 2023-01-31
Close before and after $8.50 to $7.22 as traded Session open, high, low $7.75, $7.75, $7.01 Opening gap -8.82% Close inside the session range 0.28 of the range, where 1.00 is the high Session volume 537,293 shares, $3,876,569 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
81	BLI	-15.09%	01/10/2023 against the close of 01/09/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Berkeley Lights Reports Preliminary Full Year 2022 Revenue Results 01/09/2023 16:02 ET after hours	Day +1 -15.85% 2023-01-11 Day +5 -12.45% 2023-01-18 Best recovery within 5 -6.42% 2023-01-13 17.5% of the drop was recovered five sessions later. Month end -18.87% on 2023-01-31
Close before and after $2.65 to $2.25 as traded Session open, high, low $2.38, $2.44, $2.22 Opening gap -10.19% Close inside the session range 0.14 of the range, where 1.00 is the high Session volume 1,412,651 shares, $3,178,465 Relative volume 2.9x 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
82	MYO	-14.99%	01/12/2023 against the close of 01/11/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Myomo Announces Pricing of $6.5 Million Upsized Public Offering 01/12/2023 08:30 ET premarket	Day +1 -5.12% 2023-01-13 Day +5 +1.96% 2023-01-20 Best recovery within 5 +1.96% 2023-01-20 It recovered the whole drop and closed 1.96% above the pre-news price. Month end +1.88% on 2023-01-31
Close before and after $0.4743 to $0.4032 split-adjusted Session open, high, low $0.3835, $0.4300, $0.3700 Opening gap -19.14% Close inside the session range 0.55 of the range, where 1.00 is the high Session volume 2,420,167 shares, $975,811 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
83	SILC	-14.75%	01/30/2023 against the close of 01/27/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Silicom Reports Record Annual Results: $150.6M Revenues with $3.12 Non-GAAP EPS 01/30/2023 08:15 ET premarket	Day +1 -11.35% 2023-01-31 Day +5 -17.84% 2023-02-06 Best recovery within 5 -11.35% 2023-01-31 Five sessions later the drop was 20.9% bigger, at -17.84%. Month end -11.35% on 2023-01-31 This month ended before the fifth session after the move.
Close before and after $48.53 to $41.37 split-adjusted Session open, high, low $48.00, $48.00, $40.81 Opening gap -1.09% Close inside the session range 0.08 of the range, where 1.00 is the high Session volume 93,445 shares, $3,865,820 Relative volume 4.9x 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
84	GRRR Also on the opposite board this month on both boards	-14.68%	01/18/2023 against the close of 01/17/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Holders of Gorilla Technology Group Inc.’s Class A CVRs entitled to 0.559 Ordinary Shares 01/17/2023 17:00 ET after hours	Day +1 +18.04% 2023-01-19 Day +5 +8.41% 2023-01-25 Best recovery within 5 +18.04% 2023-01-19 It recovered the whole drop and closed 8.41% above the pre-news price. Month end +5.05% on 2023-01-31
Close before and after $65.40 to $55.80 split-adjusted Session open, high, low $63.90, $64.70, $53.60 Opening gap -2.29% Close inside the session range 0.20 of the range, where 1.00 is the high Session volume 8,333 shares, $464,981 Relative volume 1.5x 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
85	LPTX	-14.66%	01/17/2023 against the close of 01/13/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	M&A / Acquisition	Leap Therapeutics Acquires Flame Biosciences 01/17/2023 08:00 ET premarket	Day +1 -16.54% 2023-01-18 Day +5 +13.18% 2023-01-24 Best recovery within 5 +23.41% 2023-01-20 It recovered the whole drop and closed 13.18% above the pre-news price. Month end +14.12% on 2023-01-31
Close before and after $5.83 to $4.97 as traded Session open, high, low $5.43, $5.67, $4.50 Opening gap -6.88% Close inside the session range 0.40 of the range, where 1.00 is the high Session volume 360,485 shares, $1,792,692 Relative volume 5.8x 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
86	EXTR	-14.55%	01/25/2023 against the close of 01/24/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Extreme Networks Reports Second Quarter Fiscal Year 2023 Financial Results 01/25/2023 07:05 ET premarket Extreme Networks Announces CFO Transition 01/25/2023	Day +1 -9.01% 2023-01-26 Day +5 -5.64% 2023-02-01 Best recovery within 5 -5.64% 2023-02-01 61.2% of the drop was recovered five sessions later. Month end -6.63% on 2023-01-31 This month ended before the fifth session after the move.
Close before and after $19.31 to $16.50 split-adjusted Session open, high, low $17.44, $17.50, $14.63 Opening gap -9.68% Close inside the session range 0.65 of the range, where 1.00 is the high Session volume 9,076,139 shares, $149,756,294 Relative volume 10.0x 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
87	RVYL under $25M today	-14.43%	01/23/2023 against the close of 01/20/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	RYVYL Joins Fight Against Naked Short Selling 01/23/2023 08:00 ET premarket	Day +1 -20.54% 2023-01-24 Day +5 -33.01% 2023-01-30 Best recovery within 5 -20.54% 2023-01-24 Five sessions later the drop was 128.8% bigger, at -33.01%. Month end -35.21% on 2023-01-31
Close before and after $286.30 to $245.00 as traded Session open, high, low $267.40, $280.00, $224.00 Opening gap -6.60% Close inside the session range 0.38 of the range, where 1.00 is the high Session volume 9,576 shares, $2,346,120 Relative volume 19.2x 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
88	CVLT	-14.33%	01/11/2023 against the close of 01/10/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Commvault Announces Preliminary Fiscal Third Quarter Financial Results 01/10/2023 16:55 ET after hours	Day +1 -15.17% 2023-01-12 Day +5 -11.83% 2023-01-19 Best recovery within 5 -11.83% 2023-01-19 17.4% of the drop was recovered five sessions later. Month end -3.88% on 2023-01-31
Close before and after $64.74 to $55.46 split-adjusted Session open, high, low $60.75, $62.00, $53.20 Opening gap -6.16% Close inside the session range 0.26 of the range, where 1.00 is the high Session volume 1,478,631 shares, $82,004,875 Relative volume 8.2x 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
89	GLUE	-14.32%	01/09/2023 against the close of 01/06/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Monte Rosa Therapeutics Outlines Progress Across Portfolio of Molecular Glue Degraders and Key Anticipated Milestones for 2023 01/09/2023 07:30 ET premarket	Day +1 -12.31% 2023-01-10 Day +5 -1.01% 2023-01-17 Best recovery within 5 -1.01% 2023-01-17 92.9% of the drop was recovered five sessions later. Month end -7.04% on 2023-01-31
Close before and after $7.96 to $6.82 split-adjusted Session open, high, low $8.06, $8.06, $6.40 Opening gap +1.26% Close inside the session range 0.25 of the range, where 1.00 is the high Session volume 761,768 shares, $5,195,258 Relative volume 6.7x 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
90	SIDU More than one ranked move this month 2+ ranked moves	-14.18%	01/17/2023 against the close of 01/13/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Sidus Space Expands Commercial Data Distribution Strategy Through Agreement with SkyWatch 01/17/2023 07:30 ET premarket	Day +1 -17.91% 2023-01-18 Day +5 -20.90% 2023-01-24 Best recovery within 5 -17.91% 2023-01-18 Five sessions later the drop was 47.4% bigger, at -20.90%. Month end -69.40% on 2023-01-31
Close before and after $134.00 to $115.00 split-adjusted Session open, high, low $121.00, $122.00, $114.00 Opening gap -9.70% Close inside the session range 0.13 of the range, where 1.00 is the high Session volume 7,323 shares, $842,145 Relative volume 3.0x the median of the 20 sessions before the pre-news close Baseline gap 4 calendar days from the pre-news close to the measured session
91	CELU	-14.15%	01/05/2023 against the close of 01/04/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Leadership Change	Celularity Appoints Paul Graves as Chief Communications Officer 01/04/2023 16:10 ET after hours	Day +1 -15.81% 2023-01-06 Day +5 -4.42% 2023-01-12 Best recovery within 5 -4.42% 2023-01-12 68.8% of the drop was recovered five sessions later. Month end -25.65% on 2023-01-31
Close before and after $11.30 to $9.70 split-adjusted Session open, high, low $11.20, $11.40, $9.31 Opening gap -0.88% Close inside the session range 0.19 of the range, where 1.00 is the high Session volume 138,342 shares, $1,342,056 Relative volume 3.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
92	AKLI	-14.07%	01/06/2023 against the close of 01/05/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Akili to Champion Digital Therapeutics in Conjunction with J.P. Morgan Healthcare Conference 01/06/2023 10:43 ET intraday	Day +1 -16.30% 2023-01-09 Day +5 +9.63% 2023-01-13 Best recovery within 5 +14.81% 2023-01-11 It recovered the whole drop and closed 9.63% above the pre-news price. Month end +17.04% on 2023-01-31
Close before and after $1.35 to $1.16 as traded Session open, high, low $1.30, $1.30, $1.07 Opening gap -3.70% Close inside the session range 0.39 of the range, where 1.00 is the high Session volume 399,506 shares, $463,427 Relative volume 3.5x 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
93	VORB Also on the opposite board this month on both boards	-13.99%	01/10/2023 against the close of 01/09/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Historic UK Mission Reaches Space, Falls Short of Orbit 01/10/2023 01:01 ET premarket	Day +1 -12.44% 2023-01-11 Day +5 -11.40% 2023-01-18 Best recovery within 5 -3.63% 2023-01-17 18.5% of the drop was recovered five sessions later. Month end -12.95% on 2023-01-31
Close before and after $1.93 to $1.66 as traded Session open, high, low $1.55, $1.80, $1.50 Opening gap -19.69% Close inside the session range 0.53 of the range, where 1.00 is the high Session volume 3,422,424 shares, $5,681,224 Relative volume 18.4x 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
94	ASND	-13.81%	01/09/2023 against the close of 01/06/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Ascendis Pharma Provides Update on Vision 3x3 Strategic Roadmap at 41st Annual J.P. Morgan Healthcare Conference 01/08/2023 17:00 ET after hours	Day +1 -11.18% 2023-01-10 Day +5 -5.62% 2023-01-17 Best recovery within 5 -5.62% 2023-01-17 59.3% of the drop was recovered five sessions later. Month end -2.13% on 2023-01-31
Close before and after $126.78 to $109.27 split-adjusted Session open, high, low $126.40, $126.40, $107.74 Opening gap -0.30% Close inside the session range 0.08 of the range, where 1.00 is the high Session volume 845,316 shares, $92,367,679 Relative volume 3.4x 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
95	GOOD	-13.79%	01/11/2023 against the close of 01/10/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Gladstone Commercial Corporation Announces Monthly Cash Distributions for January, February and March 2023 and Fourth Quarter Ended December 31, 2022 Earnings Release and Conference Call Dates 01/10/2023 16:05 ET after hours	Day +1 -14.15% 2023-01-12 Day +5 -15.79% 2023-01-19 Best recovery within 5 -12.24% 2023-01-17 Five sessions later the drop was 14.5% bigger, at -15.79%. Month end -12.60% on 2023-01-31
Close before and after $19.44 to $16.76 split-adjusted Session open, high, low $17.48, $17.88, $16.35 Opening gap -10.08% Close inside the session range 0.27 of the range, where 1.00 is the high Session volume 1,933,465 shares, $32,404,873 Relative volume 10.0x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
96	ALTI	-13.65%	01/31/2023 against the close of 01/30/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Alvarium Tiedemann to Participate in BofA Financial Services Conference 01/30/2023 16:05 ET after hours	Day +1 -20.41% 2023-02-01 Day +5 -10.37% 2023-02-07 Best recovery within 5 -10.37% 2023-02-07 24.0% of the drop was recovered five sessions later. Month end -13.65% on 2023-01-31 same session This month ended before the fifth session after the move.
Close before and after $9.16 to $7.91 split-adjusted Session open, high, low $8.81, $8.99, $7.25 Opening gap -3.82% Close inside the session range 0.38 of the range, where 1.00 is the high Session volume 167,702 shares, $1,326,523 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
97	CALX	-13.61%	01/11/2023 against the close of 01/10/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Highline Grows Subscribers 56 Percent and Boosts CSAT Rating 12 Percent With Calix Revenue EDGE Managed Services 01/11/2023 13:30 ET intraday	Day +1 -7.43% 2023-01-12 Day +5 -17.21% 2023-01-19 Best recovery within 5 -7.22% 2023-01-13 Five sessions later the drop was 26.5% bigger, at -17.21%. Month end -24.02% on 2023-01-31
Close before and after $69.28 to $59.85 split-adjusted Session open, high, low $69.75, $69.75, $56.40 Opening gap +0.68% Close inside the session range 0.26 of the range, where 1.00 is the high Session volume 3,601,944 shares, $215,576,348 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
98	TRMK	-13.54%	01/25/2023 against the close of 01/24/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Trustmark Corporation Announces Fourth Quarter and Fiscal Year 2022 Financial Results 01/24/2023 16:30 ET after hours	Day +1 -14.57% 2023-01-26 Day +5 -11.14% 2023-02-01 Best recovery within 5 -11.14% 2023-02-01 17.7% of the drop was recovered five sessions later. Month end -11.81% on 2023-01-31 This month ended before the fifth session after the move.
Close before and after $33.02 to $28.55 split-adjusted Session open, high, low $32.05, $32.11, $27.66 Opening gap -2.94% Close inside the session range 0.20 of the range, where 1.00 is the high Session volume 1,576,312 shares, $45,003,708 Relative volume 6.9x 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
99	NIU	-13.51%	01/06/2023 against the close of 01/05/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Niu Technologies Provides Fourth Quarter 2022 Sales Volume Update 01/06/2023 07:00 ET premarket	Day +1 -16.97% 2023-01-09 Day +5 -10.54% 2023-01-13 Best recovery within 5 -10.54% 2023-01-13 22.0% of the drop was recovered five sessions later. Month end -11.20% on 2023-01-31
Close before and after $6.07 to $5.25 split-adjusted Session open, high, low $5.70, $5.82, $5.01 Opening gap -6.10% Close inside the session range 0.30 of the range, where 1.00 is the high Session volume 2,825,671 shares, $14,834,773 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
100	LUCD Same release as rank 32	-13.46%	01/18/2023 against the close of 01/17/2023 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	PAVmed and Lucid Diagnostics Provide Strategic Business Update 01/17/2023 16:05 ET after hours	Day +1 -16.67% 2023-01-19 Day +5 -25.00% 2023-01-25 Best recovery within 5 -15.38% 2023-01-20 Five sessions later the drop was 85.7% bigger, at -25.00%. Month end -16.03% on 2023-01-31
Close before and after $1.56 to $1.35 split-adjusted Session open, high, low $1.52, $1.52, $1.25 Opening gap -2.56% Close inside the session range 0.37 of the range, where 1.00 is the high Session volume 232,775 shares, $314,246 Relative volume 4.3x 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. 263 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

3 candidate events for this board could not be anchored to a trading session and are not listed.

Company names are not shown on months older than a year, because only the current holder of each ticker is known.

In January 2023, the median decliner had recovered 13.2% of its drop five sessions later; the largest catalyst group was Other Announcement, 33 of the 100 events, at a median of -17.4%.

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	33	33.0%	-17.4%	-15.5% of 32	81.3% of 32
Offering / Dilution	19	19.0%	-22.2%	-21.8%	89.5% of 19
Earnings	18	18.0%	-17.0%	-13.7%	94.4% of 18
Clinical Trial Results	9	9.0%	Fewer than 10 events in this group, so no figures are shown.
Contract / Partnership	5	5.0%	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.

7 other catalyst types, 16 events: M&A / Acquisition, FDA & Regulatory, Uplisting / Compliance, Crypto & Treasury, Leadership Change, Reverse Merger / Shell, Buyback / Dividend.

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	97.0% of 99	0.8% deeper below baseline, of 99
Day +5	88.9% of 99	13.2% recovered, of 99
Month end	81.1% of 95	15.8% recovered, of 95
Month end falls before day +5 for 17 of these 95 events, so this row is not a later horizon than the one above it. 95 of the 100 events have a month-end close later than the measured session; 4 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 2023

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

Symbol	Measured sessions	Largest drop
BTB	2Offering / Dilution, Crypto & Treasury	-69.43%
SIDU	2Offering / Dilution, Other Announcement	-53.94%
BREA	2Other Announcement, Uplisting / Compliance	-32.78%
LHDX	2Contract / Partnership, Other Announcement	-32.13%

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
AGFY	2022-12, 2022-11, 2022-10	-69.87%
COSM	2022-12, 2022-10	-67.01%
RLMD	2022-12, 2022-10	-79.57%
NERV	2022-12, 2022-10	-69.55%
SLNH	2022-12, 2022-10	-33.33%
ARBKthis month too	2022-12, 2022-10	-43.65%
TIL	2022-12, 2022-10	-37.14%
TSP	2022-12, 2022-10	-45.64%
OTIC	2022-12, 2022-10	-53.46%
CVNA	2022-11, 2022-10	-38.95%

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

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

Industry

26 other industries, 27 events

Industry not known: 31.0%

7 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 2022

100 events in the comparable window.

December 2022 median -28.9%, selected from the 6,361 events in that month's eligible pool

January 2023 median -19.1%, 9.8 points shallower than December 2022. January 2023's median is taken over the 100 ranked rows, selected from the 8,691 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.

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.