July 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
,
19
of 20 completed market sessions produced ranked moves.
That date is the last ranked session, not the last priced one, so follow-through dates run later.
On 100 of these rows the measured session was reconstructed from the announcement time, because it predates our stored session records.
Every percentage on a row, the follow-through readings included, is measured against that row's own pre-news close, which the row names. A day +5 reading is therefore the move from before the announcement, not a further change on top of the headline percentage.
Rows are ordered by the move measured when the board was ranked. A percentage recomputed from the session's own closing prices can sit a little above or below its neighbours; the rank is the one the measured move gave the row.
VRAYMore than one ranked move this month2+ ranked moves
-81.17%
against the close of 07/14/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 9.1% bigger, at -88.56%.
Month end -93.65% on 2023-07-31
Close before and after
$0.3637 to $0.0685 as traded
Session open, high, low
$0.1651, $0.1800, $0.0650
Opening gap
-54.61%
Close inside the session range
0.03 of the range, where 1.00 is the high
Session volume
212,267,000 shares, $14,540,290
Relative volume
116.8x the median of the 20 sessions before the pre-news close
Baseline gap
3 calendar days from the pre-news close to the measured session
2
ATTOMore than one ranked move this month2+ ranked moves
-76.73%
against the close of 07/21/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/21/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/26/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/13/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/14/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/14/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
16.2% of the drop was recovered five sessions later.
Month end -55.45% on 2023-07-31
Close before and after
$1,716.00 to $785.20 split-adjusted
Session open, high, low
$858.00, $863.20, $722.80
Opening gap
-50.00%
Close inside the session range
0.44 of the range, where 1.00 is the high
Session volume
3,637 shares, $2,855,772
Relative volume
84.6x 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
8
ALLRunder $25M todayAlso on the opposite board this monthon both boards
-53.99%
against the close of 07/05/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/14/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/30/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/21/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/19/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/21/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 7.3% bigger, at -47.98%.
Month end -47.98% on 2023-07-31
Close before and after
$29.70 to $16.43 split-adjusted
Session open, high, low
$19.80, $19.80, $15.00
Opening gap
-33.33%
Close inside the session range
0.30 of the range, where 1.00 is the high
Session volume
98,837 shares, $1,623,398
Relative volume
31.8x the median of the 20 sessions before the pre-news close
Baseline gap
3 calendar days from the pre-news close to the measured session
14
ATTOMore than one ranked move this month2+ ranked moves
-43.03%
against the close of 06/30/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 16.2% bigger, at -49.99%.
Month end -99.99% on 2023-07-31
Close before and after
$1.00 to $0.5697 split-adjusted
Session open, high, low
$0.6900, $0.6900, $0.4248
Opening gap
-31.00%
Close inside the session range
0.55 of the range, where 1.00 is the high
Session volume
2,806,764 shares, $1,599,013
Relative volume
25.4x 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
15
ABVCAlso on the opposite board this monthon both boards
-41.73%
against the close of 07/26/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 0.9% bigger, at -42.11%.
Month end -53.20% on 2023-07-31
This month ended before the fifth session after the move.
Close before and after
$5.32 to $3.10 split-adjusted
Session open, high, low
$4.08, $4.40, $2.89
Opening gap
-23.31%
Close inside the session range
0.14 of the range, where 1.00 is the high
Session volume
1,045,490 shares, $3,241,019
Relative volume
239.6x 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
16
CGCMore than one ranked move this monthAlso on the opposite board this monthrelease reads positive2+ ranked moveson both boards
-40.91%
against the close of 07/13/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Other AnnouncementRelease reads positive, stock fell 40.91%
against the close of 07/26/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/21/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/27/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/26/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/26/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/24/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/24/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/19/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/12/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/18/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/24/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/19/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 5.2% bigger, at -33.52%.
Month end -25.82% on 2023-07-31
Close before and after
$145.60 to $99.20 split-adjusted
Session open, high, low
$140.80, $150.40, $98.00
Opening gap
-3.30%
Close inside the session range
0.02 of the range, where 1.00 is the high
Session volume
217,207 shares, $21,546,934
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
29
LIXTAlso on the opposite board this monthon both boards
-31.47%
against the close of 07/17/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/21/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/13/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/03/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/19/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 18.7% bigger, at -36.68%.
Month end -35.93% on 2023-07-31
Close before and after
$3.98 to $2.75 as traded
Session open, high, low
$2.99, $3.04, $2.60
Opening gap
-24.87%
Close inside the session range
0.34 of the range, where 1.00 is the high
Session volume
535,443 shares, $1,472,468
Relative volume
34.4x 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
34
VRAYMore than one ranked move this month2+ ranked moves
-29.49%
against the close of 07/21/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 106.3% bigger, at -60.85%.
Month end -60.85% on 2023-07-31
Close before and after
$0.0590 to $0.0416 as traded
Session open, high, low
$0.0441, $0.0490, $0.0400
Opening gap
-25.25%
Close inside the session range
0.18 of the range, where 1.00 is the high
Session volume
82,165,796 shares, $3,418,097
Relative volume
44.4x 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
35
AULTunder $25M todayAlso on the opposite board this monthrelease reads positiveon both boards
-29.49%
against the close of 07/10/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/21/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/11/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/12/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/12/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/26/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/21/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
11.6% of the drop was recovered five sessions later.
Month end -24.05% on 2023-07-31
Close before and after
$316.00 to $230.00 split-adjusted
Session open, high, low
$298.00, $298.00, $224.00
Opening gap
-5.70%
Close inside the session range
0.08 of the range, where 1.00 is the high
Session volume
42,673 shares, $9,814,790
Relative volume
112.1x 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
42
KSCPMore than one ranked move this monthAlso on the opposite board this month2+ ranked moveson both boards
-26.38%
against the close of 07/20/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/26/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/06/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/26/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/24/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/12/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/28/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/18/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Leadership Changecatalyst from a later release the same session
against the close of 07/13/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/10/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/21/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/24/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/26/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/12/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/26/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/26/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/11/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/17/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/19/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/13/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 79.6% bigger, at -41.94%.
Month end -17.90% on 2023-07-31
Close before and after
$0.6200 to $0.4752 as traded
Session open, high, low
$0.6107, $0.6880, $0.4200
Opening gap
-1.50%
Close inside the session range
0.21 of the range, where 1.00 is the high
Session volume
258,089 shares, $122,644
Relative volume
28.9x 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
62
KSCPMore than one ranked move this monthAlso on the opposite board this month2+ ranked moveson both boards
-23.15%
against the close of 07/14/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/26/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
13.6% of the drop was recovered five sessions later.
Month end -16.47% on 2023-07-31
This month ended before the fifth session after the move.
Close before and after
$23.80 to $18.42 split-adjusted
Session open, high, low
$19.67, $20.16, $17.10
Opening gap
-17.35%
Close inside the session range
0.43 of the range, where 1.00 is the high
Session volume
5,537,307 shares, $101,997,195
Relative volume
7.6x 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
64
CRBUAlso on the opposite board this monthon both boards
-22.60%
against the close of 07/13/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/13/2023session 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 07/10/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 28.4% bigger, at -28.54%.
Month end -29.31% on 2023-07-31
Close before and after
$5.22 to $4.06 split-adjusted
Session open, high, low
$5.25, $5.35, $4.00
Opening gap
+0.57%
Close inside the session range
0.04 of the range, where 1.00 is the high
Session volume
849,925 shares, $3,450,695
Relative volume
11.6x 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
67
CGCMore than one ranked move this monthAlso on the opposite board this month2+ ranked moveson both boards
-22.19%
against the close of 07/03/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/26/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/10/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/14/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/26/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 21.5% bigger, at -25.07%.
Month end -17.18% on 2023-07-31
This month ended before the fifth session after the move.
Close before and after
$10.13 to $8.04 as traded
Session open, high, low
$8.90, $9.25, $7.97
Opening gap
-12.14%
Close inside the session range
0.05 of the range, where 1.00 is the high
Session volume
8,278,000 shares, $66,555,120
Relative volume
7.1x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
72
ARBKAlso on the opposite board this monthon both boards
-20.50%
against the close of 07/17/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/24/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/17/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/17/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/25/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/05/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
It recovered the whole drop and closed 124.90% above the pre-news price.
Month end +281.53% on 2023-07-31
Close before and after
$0.2490 to $0.2000 as traded
Session open, high, low
$0.2200, $0.2200, $0.1827
Opening gap
-11.65%
Close inside the session range
0.46 of the range, where 1.00 is the high
Session volume
932,736 shares, $186,547
Relative volume
23.5x 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
78
SIMOAlso on the opposite board this monthon both boards
-19.65%
against the close of 07/26/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/13/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/28/2023session 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 07/21/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/03/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/13/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/24/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 0.3% bigger, at -18.48%.
Month end -18.26% on 2023-07-31
This month ended before the fifth session after the move.
Close before and after
$18.29 to $14.92 split-adjusted
Session open, high, low
$14.64, $15.60, $13.52
Opening gap
-19.96%
Close inside the session range
0.67 of the range, where 1.00 is the high
Session volume
914,197 shares, $13,639,819
Relative volume
7.6x 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
85
ABOSAlso on the opposite board this monthon both boards
-17.70%
against the close of 07/17/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 63.6% bigger, at -28.96%.
Month end -23.87% on 2023-07-31
Close before and after
$9.72 to $8.00 split-adjusted
Session open, high, low
$9.05, $9.20, $7.11
Opening gap
-6.89%
Close inside the session range
0.43 of the range, where 1.00 is the high
Session volume
4,119,052 shares, $32,952,416
Relative volume
29.9x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
86
SIFYAlso on the opposite board this monthon both boards
-17.54%
against the close of 07/19/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/26/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
7.8% of the drop was recovered five sessions later.
Month end -18.84% on 2023-07-31
This month ended before the fifth session after the move.
Close before and after
$24.20 to $20.08 split-adjusted
Session open, high, low
$22.12, $22.12, $19.48
Opening gap
-8.60%
Close inside the session range
0.23 of the range, where 1.00 is the high
Session volume
114,539 shares, $2,299,943
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
88
DERMAlso on the opposite board this monthon both boards
-16.90%
against the close of 07/10/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/26/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
34.0% of the drop was recovered five sessions later.
Month end -8.53% on 2023-07-31
This month ended before the fifth session after the move.
Close before and after
$8.79 to $7.32 split-adjusted
Session open, high, low
$7.63, $8.11, $7.20
Opening gap
-13.20%
Close inside the session range
0.13 of the range, where 1.00 is the high
Session volume
1,817,307 shares, $13,302,687
Relative volume
3.7x 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
90
GPunder $25M todayAlso on the opposite board this monthon both boards
-16.67%
against the close of 07/20/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Leadership Changecatalyst from a later release the same session
against the close of 07/17/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/28/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/10/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/27/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/28/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 31.9% bigger, at -21.50%.
Month end -16.30% on 2023-07-31same session
This month ended before the fifth session after the move.
Close before and after
$14.14 to $11.84 as traded
Session open, high, low
$14.14, $14.18, $11.50
Opening gap
0.00%
Close inside the session range
0.13 of the range, where 1.00 is the high
Session volume
136,907 shares, $1,620,294
Relative volume
9.4x 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
96
CVNAAlso on the opposite board this monthon both boards
-16.25%
against the close of 07/19/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/24/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/11/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 06/30/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 07/26/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
80.2% of the drop was recovered five sessions later.
Month end +7.42% on 2023-07-31
This month ended before the fifth session after the move.
Close before and after
$2.83 to $2.38 split-adjusted
Session open, high, low
$2.85, $2.88, $2.30
Opening gap
+0.71%
Close inside the session range
0.13 of the range, where 1.00 is the high
Session volume
1,309,448 shares, $3,109,939
Relative volume
1.7x 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
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.249 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
1 event was left out of this board because the vendor names the ticker as a preferred, a note, a depositary share or a fund rather than a company's common stock.
3 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.
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 July 2023, the median decliner was 8.0% deeper below its pre-news close five sessions later; the largest catalyst group was Earnings, 23 of the 100 events, at a median of -22.2%.
Close-to-close change on the measured trading session, against the previous close.
NYSE and Nasdaq companies with a market capitalization of $5M or more, measured today, including the $5M to $25M band. The exchange is the one recorded on each announcement, and a release naming several tickers records one venue for all of them. A session that changed hands for less than $25,000 in total is not ranked, because a percentage set by a handful of shares is a print rather than a move. On a board older than a year a fund is identified by its name alone, because an instrument class describes whoever holds the ticker today.
Median change since the measured close as a share of the drop
Day +1
98.0% of 99
3.8%deeper below baseline, of 99
Day +5
99.0% of 99
8.0%deeper below baseline, of 99
Month end
97.9% of 95
7.3%deeper below baseline, of 95
Month end falls before day +5 for 29 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 July 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-market55.0%
Intraday8.0%
After hours37.0%
Volume against normal
Under 5x13 events, 13.1%
5x to 20x54 events, 54.5%
Over 20x32 events, 32.3%
1 event has too little trading history for a relative volume, and is not in the tiers above.
Industry
Pharmaceutical Preparations18 events, 18.0%
Biological Products, (no Diagnostic Substances)10 events, 10.0%
Surgical & Medical Instruments & Apparatus4 events, 4.0%
3 events on this board carry the flag for a move that ran against its own release, too few to say whether the flag predicts anything.
Against June 2023
100 events in the comparable window.
June 2023 median -25.3%, selected from the 8,186 events in that month's eligible pool
July 2023 median -24.3%, 1.0 points shallower than June 2023. July 2023's median is taken over the 100 ranked rows, selected from the 8,709 events in that month's eligible pool.
How this ranking is measured
Close-to-close change on the measured trading session, against the previous close.
An announcement before 16:00 ET is measured on that trading day; one at or after 16:00 ET, or on a weekend, is measured on the next trading day.
One row per company and measured session. Other announcements the company made in the same session are listed inside the row.
A ranking is a coincidence of news and price on the same session, not proof that the news caused the move. Part of an intraday move can precede the announcement.
No Stated Cause marks a release in which the company itself says it knows of no reason for the move, while Other Announcement marks a release these rules could not classify.
Eligibility uses each company's capitalization today, not its capitalization at the time. Archive boards can therefore change as companies grow or shrink.
Prices are adjusted for stock splits the company has done since, so an older row's dollar figures are stated on today's share count and are not the prices that traded that day. The percentage move, the dollar volume and the relative volume are unaffected, because both prices carry the same adjustment. The session's share count carries the adjustment too, so the shares figure beside the dollar volume is that count restated on today's basis rather than the number of shares that changed hands. Where the ticker was retired the price series stops with it and no later adjustment reached it, so those rows are marked as traded and their dollars are the ones that changed hands on the day.
Market cap is not shown on months older than a year, because only today's figure exists.
NYSE and Nasdaq companies with a market capitalization of $5M or more, measured today, including the $5M to $25M band. The exchange is the one recorded on each announcement, and a release naming several tickers records one venue for all of them. A session that changed hands for less than $25,000 in total is not ranked, because a percentage set by a handful of shares is a print rather than a move. On a board older than a year a fund is identified by its name alone, because an instrument class describes whoever holds the ticker today.
On 100 of these rows the measured session was reconstructed from the announcement time, because it predates our stored session records.
This archive starts at 2020-04, the first month with ranked moves.
