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
,
21
of 21 completed market sessions produced ranked moves.
That date is the last ranked session, not the last priced one, so follow-through dates run later.
On 100 of these rows the measured session was reconstructed from the announcement time, because it predates our stored session records.
Every percentage on a row, the follow-through readings included, is measured against that row's own pre-news close, which the row names. A day +5 reading is therefore the move from before the announcement, not a further change on top of the headline percentage.
Rows are ordered by the move measured when the board was ranked. A percentage recomputed from the session's own closing prices can sit a little above or below its neighbours; the rank is the one the measured move gave the row.
against the close of 06/23/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/02/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/23/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
0.7% of the drop was recovered five sessions later.
Month end -83.18% on 2023-06-30
This month ended before the fifth session after the move.
Close before and after
$401.25 to $67.75 as traded
Session open, high, low
$79.75, $95.00, $66.75
Opening gap
-80.12%
Close inside the session range
0.04 of the range, where 1.00 is the high
Session volume
1,333,435 shares, $90,340,221
Relative volume
24.2x 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
4
SRGAAlso on the opposite board this monthon both boards
-81.97%
against the close of 06/16/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/14/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/26/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/02/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Other AnnouncementRelease reads positive, stock fell 48.70%
against the close of 06/05/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 1.6% bigger, at -49.02%.
Month end -52.55% on 2023-06-30
Close before and after
$2.55 to $1.32 as traded
Session open, high, low
$1.35, $1.56, $1.00
Opening gap
-47.06%
Close inside the session range
0.58 of the range, where 1.00 is the high
Session volume
59,496,991 shares, $78,536,028
Relative volume
6.1x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
9
CYXTMore than one ranked move this month2+ ranked moves
-45.95%
against the close of 06/02/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/05/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/20/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/26/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Clinical Trial Resultscatalyst from a later release the same session
against the close of 06/21/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/01/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/13/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/26/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Other AnnouncementRelease reads positive, stock fell 34.85%
Five sessions later the drop was 21.7% bigger, at -42.42%.
Month end -42.12% on 2023-06-30
This month ended before the fifth session after the move.
Close before and after
$3.30 to $2.15 split-adjusted
Session open, high, low
$3.00, $3.00, $2.11
Opening gap
-9.09%
Close inside the session range
0.04 of the range, where 1.00 is the high
Session volume
4,538,474 shares, $9,757,719
Relative volume
20.1x 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
17
SYTAAlso on the opposite board this monthon both boards
-34.80%
against the close of 06/26/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 7.4% bigger, at -37.39%.
Month end -38.74% on 2023-06-30
This month ended before the fifth session after the move.
Close before and after
$44,755.20 to $29,181.60 as traded
Session open, high, low
$27,720.00, $29,181.60, $24,847.20
Opening gap
-38.06%
Close inside the session range
1.00 of the range, where 1.00 is the high
Session volume
68 shares, $1,984,349
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
18
CNVSMore than one ranked move this month2+ ranked moves
-31.18%
against the close of 06/13/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Offering / Dilutioncatalyst from a later release the same session
against the close of 06/12/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/14/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/08/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/23/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/07/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/05/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/16/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/06/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
4.7% of the drop was recovered five sessions later.
Month end -28.83% on 2023-06-30
Close before and after
$22.23 to $15.98 as traded
Session open, high, low
$18.55, $19.35, $15.82
Opening gap
-16.55%
Close inside the session range
0.05 of the range, where 1.00 is the high
Session volume
2,413,230 shares, $38,563,415
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
27
MVISAlso on the opposite board this monthon both boards
-27.79%
against the close of 06/13/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/20/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/06/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/27/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 25.4% bigger, at -34.07%.
Month end -26.22% on 2023-06-30
This month ended before the fifth session after the move.
Close before and after
$6.37 to $4.64 split-adjusted
Session open, high, low
$4.58, $4.76, $4.49
Opening gap
-28.10%
Close inside the session range
0.56 of the range, where 1.00 is the high
Session volume
18,235,490 shares, $84,612,674
Relative volume
17.3x 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
31
KSCPAlso on the opposite board this monthon both boards
-26.66%
against the close of 06/28/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/08/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/23/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/07/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/14/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 05/31/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/29/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
13.2% of the drop was recovered five sessions later.
Month end -24.93% on 2023-06-30same session
This month ended before the fifth session after the move.
Close before and after
$6.70 to $5.03 split-adjusted
Session open, high, low
$6.70, $6.70, $4.72
Opening gap
0.00%
Close inside the session range
0.16 of the range, where 1.00 is the high
Session volume
2,168,470 shares, $10,907,404
Relative volume
13.8x 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
38
CYXTMore than one ranked move this month2+ ranked moves
-24.53%
against the close of 06/05/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/12/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/26/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/15/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/08/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/29/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/28/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/02/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/02/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
26.2% of the drop was recovered five sessions later.
Month end -13.44% on 2023-06-30
Close before and after
$259.65 to $203.25 split-adjusted
Session open, high, low
$216.74, $221.00, $202.73
Opening gap
-16.53%
Close inside the session range
0.03 of the range, where 1.00 is the high
Session volume
2,764,589 shares, $561,902,714
Relative volume
4.2x 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
47
CNVSMore than one ranked move this month2+ ranked moves
-21.46%
against the close of 06/08/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/23/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/23/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/28/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/15/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/29/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/13/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 05/31/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/12/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/07/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/15/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 26.3% bigger, at -23.81%.
Month end -16.20% on 2023-06-30
Close before and after
$21.00 to $17.04 split-adjusted
Session open, high, low
$16.80, $19.30, $16.40
Opening gap
-20.00%
Close inside the session range
0.22 of the range, where 1.00 is the high
Session volume
174,582 shares, $2,975,226
Relative volume
45.6x 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
58
NRXPAlso on the opposite board this monthon both boards
-18.75%
against the close of 06/05/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
4.9% of the drop was recovered five sessions later.
Month end -25.88% on 2023-06-30
Close before and after
$6.52 to $5.30 split-adjusted
Session open, high, low
$6.50, $6.50, $4.90
Opening gap
-0.35%
Close inside the session range
0.25 of the range, where 1.00 is the high
Session volume
198,244 shares, $1,050,693
Relative volume
17.5x 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
59
VQSAlso on the opposite board this monthon both boards
-18.73%
against the close of 05/31/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
0.3% of the drop was recovered five sessions later.
Month end +9.83% on 2023-06-30
Close before and after
$0.3000 to $0.2438 as traded
Session open, high, low
$0.2886, $0.2901, $0.2252
Opening gap
-3.80%
Close inside the session range
0.29 of the range, where 1.00 is the high
Session volume
2,392,267 shares, $583,235
Relative volume
31.1x 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
60
MBOTMore than one ranked move this month2+ ranked moves
-18.52%
against the close of 06/01/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Offering / Dilutioncatalyst from a later release the same session
against the close of 06/12/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/07/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Earningscatalyst from a later release the same session
against the close of 05/31/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 05/31/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/26/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/07/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/27/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 05/31/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/29/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/13/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
3.5% of the drop was recovered five sessions later.
Month end -16.99% on 2023-06-30
Close before and after
$9.89 to $8.19 split-adjusted
Session open, high, low
$8.70, $8.99, $8.17
Opening gap
-12.03%
Close inside the session range
0.02 of the range, where 1.00 is the high
Session volume
155,322 shares, $1,272,087
Relative volume
3.4x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
71
CNVSMore than one ranked move this month2+ ranked moves
-17.17%
against the close of 06/29/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/08/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/01/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 18.9% bigger, at -20.36%.
Month end -18.99% on 2023-06-30
Close before and after
$27.75 to $23.00 split-adjusted
Session open, high, low
$23.65, $25.20, $22.65
Opening gap
-14.77%
Close inside the session range
0.14 of the range, where 1.00 is the high
Session volume
10,881,223 shares, $250,268,129
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
74
MBOTMore than one ranked move this month2+ ranked moves
-16.81%
against the close of 06/26/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 05/31/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/05/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 41.4% bigger, at -23.43%.
Month end -34.54% on 2023-06-30
Close before and after
$1.75 to $1.46 split-adjusted
Session open, high, low
$1.71, $1.83, $1.44
Opening gap
-2.29%
Close inside the session range
0.05 of the range, where 1.00 is the high
Session volume
437,889 shares, $639,318
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
ELTXAlso on the opposite board this monthon both boards
-16.56%
against the close of 06/02/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Clinical Trial Resultscatalyst from a later release the same session
against the close of 06/06/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/22/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/14/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 05/31/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/09/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/06/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/20/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/20/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/06/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/06/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/05/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/22/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 59.3% bigger, at -23.30%.
Month end -23.30% on 2023-06-30
Close before and after
$3.52 to $3.01 as traded
Session open, high, low
$3.52, $3.53, $3.01
Opening gap
0.00%
Close inside the session range
0.00 of the range, where 1.00 is the high
Session volume
7,104,469 shares, $21,348,929
Relative volume
66.5x 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
90
OMERAlso on the opposite board this monthon both boards
-14.53%
against the close of 06/09/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/16/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/01/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/13/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/28/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/06/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/22/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/21/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/26/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/16/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/07/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
37.3% of the drop was recovered five sessions later.
Month end -9.74% on 2023-06-30
Close before and after
$8.01 to $6.91 as traded
Session open, high, low
$7.32, $7.45, $6.66
Opening gap
-8.61%
Close inside the session range
0.32 of the range, where 1.00 is the high
Session volume
339,231 shares, $2,344,086
Relative volume
6.3x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
NYSE and Nasdaq companies with a market capitalization of $25M or more, measured today. The exchange is the one recorded on each announcement, and a release naming several tickers records one venue for all of them. A session that changed hands for less than $25,000 in total is not ranked, because a percentage set by a handful of shares is a print rather than a move. On a board older than a year a fund is identified by its name alone, because an instrument class describes whoever holds the ticker today.648 smaller events this month are held out of this month's eligible pool; switch to include them.275 events never entered this month's eligible pool, because the ticker is a warrant, a unit, a right or a preferred rather than common stock, or carries a stored capitalization above $10 trillion, which is larger than any company has reached.Include the $5M to $25M band
3 events were left out of this board because the vendor names the ticker as a preferred, a note, a depositary share or a fund rather than a company's common stock.
4 events were left out of this board because the measured session set no price of its own, trading either nothing at all or barely moving on an ordinary day's volume, so the figure it would be ranked on is a price carried onto the tape rather than a close.
1 event was left out of this board because the ticker had not traded for more than 10 days before the measured session, so no comparable prior close exists.
Company names are not shown on months older than a year, because only the current holder of each ticker is known.
Whole board, unfiltered
In June 2023, the median decliner was 5.9% deeper below its pre-news close five sessions later; the largest catalyst group was Earnings, 28 of the 100 events, at a median of -18.0%.
Close-to-close change on the measured trading session, against the previous close.
NYSE and Nasdaq companies with a market capitalization of $25M or more, measured today. The exchange is the one recorded on each announcement, and a release naming several tickers records one venue for all of them. A session that changed hands for less than $25,000 in total is not ranked, because a percentage set by a handful of shares is a print rather than a move. On a board older than a year a fund is identified by its name alone, because an instrument class describes whoever holds the ticker today.
Median change since the measured close as a share of the drop
Day +1
97.0% of 99
0.5%deeper below baseline, of 99
Day +5
96.0% of 99
5.9%deeper below baseline, of 99
Month end
94.6% of 92
6.6%deeper below baseline, of 92
Month end falls before day +5 for 20 of these 92 events, so this row is not a later horizon than the one above it. 92 of the 100 events have a month-end close later than the measured session; 5 have it on the measured session itself, and 3 have no month-end close.
Both figures in a row are measured over the events that have a close at that horizon, the count printed beside each of them, not over all 100 events on this board, which is why the denominators differ between rows.
Repeat runners
Some companies move on news more than once. The left list holds the ones that moved twice or more this month; the right list holds the ones that also moved in the months before it. The ranking above shows one row per move, so a name that keeps coming back is only visible here.
Moved twice or more inside June 2023
Two or more ranked moves this month, each on a different trading day.
Price bands are not shown on months older than a year, because the stored prices are adjusted for splits done since and a company that has reverse-split lands in a band its shares never traded in.
When the announcement landed
Pre-market41.0%
Intraday10.0%
After hours49.0%
Volume against normal
Under 5x29 events, 29.0%
5x to 20x49 events, 49.0%
Over 20x22 events, 22.0%
Industry
Pharmaceutical Preparations22 events, 22.0%
Services-prepackaged Software11 events, 11.0%
Surgical & Medical Instruments & Apparatus5 events, 5.0%
Biological Products, (no Diagnostic Substances)4 events, 4.0%
Services-video Tape Rental3 events, 3.0%
Biological Products, (no Disgnostic Substances)2 events, 2.0%
23 other industries, 26 events
Industry not known: 27.0%
4 events on this board carry the flag for a move that ran against its own release, too few to say whether the flag predicts anything.
Against May 2023
100 events in the comparable window.
May 2023 median -26.0%, selected from the 11,280 events in that month's eligible pool
June 2023 median -20.3%, 5.7 points shallower than May 2023. June 2023's median is taken over the 100 ranked rows, selected from the 7,539 events in that month's eligible pool.
The two windows drew on pools of very different size, so part of the gap between the medians is how deep into each pool the top hundred reaches rather than how severe the moves were.
How this ranking is measured
Close-to-close change on the measured trading session, against the previous close.
An announcement before 16:00 ET is measured on that trading day; one at or after 16:00 ET, or on a weekend, is measured on the next trading day.
One row per company and measured session. Other announcements the company made in the same session are listed inside the row.
A ranking is a coincidence of news and price on the same session, not proof that the news caused the move. Part of an intraday move can precede the announcement.
No Stated Cause marks a release in which the company itself says it knows of no reason for the move, while Other Announcement marks a release these rules could not classify.
Eligibility uses each company's capitalization today, not its capitalization at the time. Archive boards can therefore change as companies grow or shrink.
Prices are adjusted for stock splits the company has done since, so an older row's dollar figures are stated on today's share count and are not the prices that traded that day. The percentage move, the dollar volume and the relative volume are unaffected, because both prices carry the same adjustment. The session's share count carries the adjustment too, so the shares figure beside the dollar volume is that count restated on today's basis rather than the number of shares that changed hands. Where the ticker was retired the price series stops with it and no later adjustment reached it, so those rows are marked as traded and their dollars are the ones that changed hands on the day.
Market cap is not shown on months older than a year, because only today's figure exists.
NYSE and Nasdaq companies with a market capitalization of $25M or more, measured today. The exchange is the one recorded on each announcement, and a release naming several tickers records one venue for all of them. A session that changed hands for less than $25,000 in total is not ranked, because a percentage set by a handful of shares is a print rather than a move. On a board older than a year a fund is identified by its name alone, because an instrument class describes whoever holds the ticker today.
On 100 of these rows the measured session was reconstructed from the announcement time, because it predates our stored session records.
This archive starts at 2020-04, the first month with ranked moves.
