September 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.
against the close of 09/27/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 17.2% bigger, at -73.41%.
Month end -67.51% on 2023-09-29
This month ended before the fifth session after the move.
Close before and after
$551.00 to $206.00 split-adjusted
Session open, high, low
$219.00, $220.00, $200.00
Opening gap
-60.25%
Close inside the session range
0.30 of the range, where 1.00 is the high
Session volume
12,732 shares, $2,622,792
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
2
NEPTMore than one ranked move this month2+ ranked moves
-59.75%
against the close of 09/21/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/13/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/19/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/11/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/07/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/11/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/11/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/08/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 18.8% bigger, at -55.66%.
Month end -58.82% on 2023-09-29
Close before and after
$7.60 to $4.04 as traded
Session open, high, low
$4.30, $5.08, $3.65
Opening gap
-43.42%
Close inside the session range
0.27 of the range, where 1.00 is the high
Session volume
1,373,590 shares, $5,549,304
Relative volume
44.0x 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
10
PALIAlso on the opposite board this monthon both boards
-45.85%
against the close of 09/06/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 24.0% bigger, at -56.85%.
Month end -59.58% on 2023-09-29
Close before and after
$21.60 to $11.70 split-adjusted
Session open, high, low
$13.05, $13.94, $10.58
Opening gap
-39.58%
Close inside the session range
0.33 of the range, where 1.00 is the high
Session volume
560,458 shares, $6,555,677
Relative volume
66.6x 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
11
FFIEMore than one ranked move this monthAlso on the opposite board this month2+ ranked moveson both boards
-44.31%
against the close of 09/26/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/28/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/28/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/20/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/12/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/18/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/18/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/22/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/19/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
FDA & RegulatoryRelease reads positive, stock fell 36.11%
9.2% of the drop was recovered five sessions later.
Month end -39.98% on 2023-09-29
Close before and after
$27.00 to $17.25 split-adjusted
Session open, high, low
$15.60, $18.90, $15.60
Opening gap
-42.22%
Close inside the session range
0.50 of the range, where 1.00 is the high
Session volume
64,737 shares, $1,116,713
Relative volume
39.3x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
20
ARQQAlso on the opposite board this monthon both boards
-33.35%
against the close of 09/07/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/08/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/12/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
38.5% of the drop was recovered five sessions later.
Month end -38.32% on 2023-09-29
Close before and after
$4.66 to $3.20 split-adjusted
Session open, high, low
$2.96, $3.56, $2.90
Opening gap
-36.42%
Close inside the session range
0.46 of the range, where 1.00 is the high
Session volume
613,669 shares, $1,964,232
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
23
STSSAlso on the opposite board this monthon both boards
-30.40%
against the close of 09/26/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/11/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/14/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/05/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/12/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/07/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/06/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/25/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/22/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/15/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/22/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Other AnnouncementRelease reads positive, stock fell 26.13%
against the close of 09/06/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/01/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/13/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/11/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 60.9% bigger, at -40.67%.
Month end -50.31% on 2023-09-29
Close before and after
$17.73 to $13.25 split-adjusted
Session open, high, low
$18.00, $18.60, $12.76
Opening gap
+1.52%
Close inside the session range
0.08 of the range, where 1.00 is the high
Session volume
3,370,977 shares, $44,665,445
Relative volume
4.7x 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
38
FEMYunder $25M todayAlso on the opposite board this monthon both boards
-25.00%
against the close of 09/26/2023session 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 54.73% above the pre-news price.
Month end +101.35% on 2023-09-29
This month ended before the fifth session after the move.
Close before and after
$29.60 to $22.20 split-adjusted
Session open, high, low
$22.80, $24.40, $20.80
Opening gap
-22.97%
Close inside the session range
0.39 of the range, where 1.00 is the high
Session volume
820,468 shares, $18,214,390
Relative volume
99.9x 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
39
SYBXunder $25M todayMore than one ranked move this month2+ ranked moves
-24.49%
against the close of 09/27/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/06/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/21/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/05/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/26/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/28/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/25/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/27/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/27/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/01/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/06/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/06/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/28/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/14/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 25.9% bigger, at -27.57%.
Month end -18.65% on 2023-09-29
Close before and after
$3.70 to $2.89 split-adjusted
Session open, high, low
$3.50, $3.50, $2.86
Opening gap
-5.41%
Close inside the session range
0.05 of the range, where 1.00 is the high
Session volume
176,378 shares, $509,732
Relative volume
44.7x 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
53
SYBXunder $25M todayMore than one ranked move this month2+ ranked moves
-21.79%
against the close of 09/18/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/06/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/15/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/12/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/19/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/27/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
This month ended before the fifth session after the move.
Close before and after
$28.30 to $22.50 as traded
Session open, high, low
$23.22, $26.09, $22.40
Opening gap
-17.95%
Close inside the session range
0.03 of the range, where 1.00 is the high
Session volume
8,161 shares, $183,623
Relative volume
73.2x 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
EVAXAlso on the opposite board this monthon both boards
-20.48%
against the close of 09/15/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/19/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/26/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/18/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/27/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/27/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/06/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/07/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/18/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/26/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/11/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/15/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/19/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/06/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/08/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/20/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/28/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 80.0% bigger, at -32.05%.
Month end -17.81% on 2023-09-29same session
This month ended before the fifth session after the move.
Close before and after
$10.01 to $8.23 as traded
Session open, high, low
$10.37, $10.50, $7.27
Opening gap
+3.62%
Close inside the session range
0.30 of the range, where 1.00 is the high
Session volume
123,392 shares, $1,014,899
Relative volume
4.1x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
76
NEPTMore than one ranked move this month2+ ranked moves
-17.79%
against the close of 09/15/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/27/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/21/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/13/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/18/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/06/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/18/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/19/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/19/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 95.9% bigger, at -33.89%.
Month end -44.27% on 2023-09-29
Close before and after
$838.00 to $693.00 split-adjusted
Session open, high, low
$840.00, $870.00, $687.00
Opening gap
+0.24%
Close inside the session range
0.03 of the range, where 1.00 is the high
Session volume
5,164 shares, $3,578,652
Relative volume
1.4x the median of the 20 sessions before the pre-news close
Baseline gap
1 calendar day from the pre-news close to the measured session
85
FFIEMore than one ranked move this monthAlso on the opposite board this month2+ ranked moveson both boards
-17.17%
against the close of 09/25/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/18/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/07/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/11/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/18/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/12/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/25/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/06/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/01/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 1.8% bigger, at -16.49%.
Month end -18.60% on 2023-09-29
Close before and after
$37.90 to $31.76 as traded
Session open, high, low
$37.16, $37.35, $31.14
Opening gap
-1.95%
Close inside the session range
0.10 of the range, where 1.00 is the high
Session volume
586,382 shares, $18,623,492
Relative volume
4.1x 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
94
THTXAlso on the opposite board this monthon both boards
-16.19%
against the close of 09/25/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/28/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/12/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/20/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/27/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 15.9% bigger, at -18.58%.
Month end -11.70% on 2023-09-29
This month ended before the fifth session after the move.
Close before and after
$3.93 to $3.30 split-adjusted
Session open, high, low
$3.56, $3.56, $3.22
Opening gap
-9.41%
Close inside the session range
0.24 of the range, where 1.00 is the high
Session volume
12,491 shares, $41,220
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
99
CGRNAlso on the opposite board this monthon both boards
-15.97%
against the close of 09/27/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 09/14/2023session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 51.8% bigger, at -24.13%.
Month end -17.76% on 2023-09-29
Close before and after
$59.80 to $50.29 split-adjusted
Session open, high, low
$56.01, $56.72, $49.91
Opening gap
-6.34%
Close inside the session range
0.06 of the range, where 1.00 is the high
Session volume
12,752,392 shares, $641,317,794
Relative volume
13.5x 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
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.268 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.
1 event was left out of this board because the price series changes basis between the baseline close and the measured one, so the two prices do not describe the same shares of the same company and their ratio measures a corporate action, or a change in what the ticker identifies, rather than a move.
7 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.
3 events were left out of this board because the measured session changed hands for less than $25,000 in total, so the percentage prices a handful of shares rather than a move anyone could have taken.
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 September 2023, the median decliner was 18.7% deeper below its pre-news close five sessions later; the largest catalyst group was Earnings, 25 of the 100 events, at a median of -23.3%.
Close-to-close change on the measured trading session, against the previous close.
NYSE and Nasdaq companies with a market capitalization of $5M or more, measured today, including the $5M to $25M band. The exchange is the one recorded on each announcement, and a release naming several tickers records one venue for all of them. A session that changed hands for less than $25,000 in total is not ranked, because a percentage set by a handful of shares is a print rather than a move. On a board older than a year a fund is identified by its name alone, because an instrument class describes whoever holds the ticker today.
Fewer than 10 events in this group, so no figures are shown.
The day +5 figures are measured over the events in each group that have a five-session close, the count printed beside them, not over every event in the group.
Median change since the measured close as a share of the drop
Day +1
97.0% of 99
6.3%deeper below baseline, of 99
Day +5
98.0% of 98
18.7%deeper below baseline, of 98
Month end
93.5% of 93
12.1%deeper below baseline, of 93
Month end falls before day +5 for 24 of these 93 events, so this row is not a later horizon than the one above it. 93 of the 100 events have a month-end close later than the measured session; 6 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 September 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 5x21 events, 21.4%
5x to 20x52 events, 53.1%
Over 20x25 events, 25.5%
2 events have too little trading history for a relative volume, and are not in the tiers above.
Industry
Pharmaceutical Preparations16 events, 16.0%
Surgical & Medical Instruments & Apparatus6 events, 6.0%
Services-prepackaged Software4 events, 4.0%
Services-computer Processing & Data Preparation3 events, 3.0%
Biological Products, (no Diagnostic Substances)2 events, 2.0%
Crude Petroleum & Natural Gas2 events, 2.0%
34 other industries, 40 events
Industry not known: 27.0%
2 events on this board carry the flag for a move that ran against its own release, too few to say whether the flag predicts anything.
Against August 2023
100 events in the comparable window.
August 2023 median -33.6%, selected from the 10,597 events in that month's eligible pool
September 2023 median -22.0%, 11.6 points shallower than August 2023. September 2023's median is taken over the 100 ranked rows, selected from the 7,918 events in that month's eligible pool.
The two windows drew on pools of very different size, so part of the gap between the medians is how deep into each pool the top hundred reaches rather than how severe the moves were.
How this ranking is measured
Close-to-close change on the measured trading session, against the previous close.
An announcement before 16:00 ET is measured on that trading day; one at or after 16:00 ET, or on a weekend, is measured on the next trading day.
One row per company and measured session. Other announcements the company made in the same session are listed inside the row.
A ranking is a coincidence of news and price on the same session, not proof that the news caused the move. Part of an intraday move can precede the announcement.
No Stated Cause marks a release in which the company itself says it knows of no reason for the move, while Other Announcement marks a release these rules could not classify.
Eligibility uses each company's capitalization today, not its capitalization at the time. Archive boards can therefore change as companies grow or shrink.
Prices are adjusted for stock splits the company has done since, so an older row's dollar figures are stated on today's share count and are not the prices that traded that day. The percentage move, the dollar volume and the relative volume are unaffected, because both prices carry the same adjustment. The session's share count carries the adjustment too, so the shares figure beside the dollar volume is that count restated on today's basis rather than the number of shares that changed hands. Where the ticker was retired the price series stops with it and no later adjustment reached it, so those rows are marked as traded and their dollars are the ones that changed hands on the day.
Market cap is not shown on months older than a year, because only today's figure exists.
NYSE and Nasdaq companies with a market capitalization of $5M or more, measured today, including the $5M to $25M band. The exchange is the one recorded on each announcement, and a release naming several tickers records one venue for all of them. A session that changed hands for less than $25,000 in total is not ranked, because a percentage set by a handful of shares is a print rather than a move. On a board older than a year a fund is identified by its name alone, because an instrument class describes whoever holds the ticker today.
On 100 of these rows the measured session was reconstructed from the announcement time, because it predates our stored session records.
This archive starts at 2020-04, the first month with ranked moves.
