October 2023 Stock Losers on News

Ranked by the close-to-close change of the trading session each announcement landed in. How this is measured.

Data as of the trading session of 2023-10-31, 22 of 22 completed market sessions produced ranked moves. That date is the last ranked session, not the last priced one, so follow-through dates run later.

On 100 of these rows the measured session was reconstructed from the announcement time, because it predates our stored session records.

See the biggest gainers of October 2023

100

Ranked drops

-86.63%

Largest, SFT

98.0%

Below baseline, day +5

5.0%

Median deeper below baseline, day +5

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100 ranked drops in October 2023

Skip the ranked rows and go to the month summary

Every percentage on a row, the follow-through readings included, is measured against that row's own pre-news close, which the row names. A day +5 reading is therefore the move from before the announcement, not a further change on top of the headline percentage.

Rank	Symbol	close to close	Session	Catalyst	Announcement	from the pre-news close
1	SFT	-86.63%	2023-10-09 against the close of 2023-10-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Shift Technologies, Inc. to File Voluntary Chapter 11 Petition 10/06/2023 17:00 ET after hours	Day +1 -90.26% 2023-10-10 Day +5 -94.31% 2023-10-16 Best recovery within 5 -90.26% 2023-10-10 Five sessions later the drop was 8.9% bigger, at -94.31%. Month end -97.11% on 2023-10-31
Close before and after $1.90 to $0.2540 as traded Session open, high, low $0.2320, $0.2960, $0.2222 Opening gap -87.79% Close inside the session range 0.43 of the range, where 1.00 is the high Session volume 13,439,787 shares, $3,413,706 Relative volume 126.5x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
2	BETS	-78.99%	2023-10-26 against the close of 2023-10-25 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Bit Brother Limited Announces Pricing of $5.04 Million Registered Direct Offering 10/26/2023 09:16 ET premarket	Day +1 -85.44% 2023-10-27 Day +5 -89.71% 2023-11-02 Best recovery within 5 -85.44% 2023-10-27 Five sessions later the drop was 13.6% bigger, at -89.71%. Month end -88.65% on 2023-10-31 This month ended before the fifth session after the move.
Close before and after $460.70 to $96.80 as traded Session open, high, low $180.00, $180.00, $93.40 Opening gap -60.93% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 68,933 shares, $6,672,714 Relative volume 247.1x 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
3	ACAQ More than one ranked move this month Also on the opposite board this month 2+ ranked moves on both boards	-70.72%	2023-10-19 against the close of 2023-10-18 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Reverse Merger / Shell	e.GO and Athena Consumer Acquisition Corp. Complete Business Combination 10/19/2023 12:55 ET intraday	Day +1 no data Day +5 no data Best recovery within 5 no data Month-end is not shown: no closing price is available for 2023-10-31.
Close before and after $8.71 to $2.55 as traded Session open, high, low $7.40, $8.00, $2.40 Opening gap -15.04% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 1,032,457 shares, $2,632,765 Relative volume 19.9x 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
4	AKRO	-62.61%	2023-10-10 against the close of 2023-10-09 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Akero Therapeutics Reports Encouraging 36-Week Analysis of 96-Week Phase 2b SYMMETRY Study, with a Trend on Fibrosis Improvement and Statistically Significant Results for NASH Resolution, Markers of Liver Injury and Fibrosis, Insulin Sensitization and Lipoproteins 10/10/2023 07:00 ET premarket Akero Therapeutics to Present Results from Phase 2b SYMMETRY Study Investigating Efruxifermin in Patients with Compensated Cirrhosis Due to NASH 10/09/2023	Day +1 -69.02% 2023-10-11 Day +5 -70.37% 2023-10-17 Best recovery within 5 -69.02% 2023-10-11 Five sessions later the drop was 12.4% bigger, at -70.37%. Month end -75.44% on 2023-10-31
Close before and after $48.54 to $18.15 as traded Session open, high, low $19.87, $19.87, $14.76 Opening gap -59.06% Close inside the session range 0.66 of the range, where 1.00 is the high Session volume 31,991,331 shares, $580,642,658 Relative volume 35.3x 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
5	SDC	-61.18%	2023-10-02 against the close of 2023-09-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	SmileDirectClub Seeks to Execute Comprehensive Recapitalization to Strengthen the Business for Sustainable Growth 09/29/2023 18:31 ET after hours	Day +1 -81.93% 2023-10-03 Day +5 -90.63% 2023-10-09 Best recovery within 5 -81.93% 2023-10-03 Five sessions later the drop was 48.1% bigger, at -90.63%. Month end -88.96% on 2023-10-31
Close before and after $0.4150 to $0.1611 as traded Session open, high, low $0.1545, $0.1850, $0.1400 Opening gap -62.77% Close inside the session range 0.47 of the range, where 1.00 is the high Session volume 58,441,236 shares, $9,414,883 Relative volume 63.0x 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
6	RVLP	-60.61%	2023-10-12 against the close of 2023-10-11 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	RVL Pharmaceuticals plc Announces Prepackaged Reorganization of Certain U.S. Subsidiaries 10/12/2023 06:50 ET premarket	Day +1 -53.62% 2023-10-13 Day +5 -73.63% 2023-10-19 Best recovery within 5 -53.62% 2023-10-13 Five sessions later the drop was 21.5% bigger, at -73.63%. Month end -88.37% on 2023-10-31
Close before and after $0.1574 to $0.0620 as traded Session open, high, low $0.0991, $0.1018, $0.0516 Opening gap -37.04% Close inside the session range 0.21 of the range, where 1.00 is the high Session volume 100,514,227 shares, $6,231,882 Relative volume 5.2x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
7	ATHX	-60.00%	2023-10-10 against the close of 2023-10-09 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Athersys Reports Interim Analysis Results of MASTERS-2 Clinical Study with MultiStem in Ischemic Stroke, Signs Memorandum of Understanding (MOU) for Global ARDS License with Healios 10/10/2023 08:30 ET premarket	Day +1 -53.50% 2023-10-11 Day +5 -66.07% 2023-10-17 Best recovery within 5 -53.50% 2023-10-11 Five sessions later the drop was 10.1% bigger, at -66.07%. Month end -88.37% on 2023-10-31
Close before and after $0.3000 to $0.1200 as traded Session open, high, low $0.1264, $0.1800, $0.1051 Opening gap -57.87% Close inside the session range 0.20 of the range, where 1.00 is the high Session volume 21,971,841 shares, $2,636,621 Relative volume 82.2x 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
8	TRML	-59.93%	2023-10-20 against the close of 2023-10-19 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	M&A / Acquisition	Tourmaline Bio Announces Closing of Merger with Talaris Therapeutics and Concurrent Private Placement of $75 Million 10/19/2023 17:37 ET after hours	Day +1 -65.22% 2023-10-23 Day +5 -48.53% 2023-10-27 Best recovery within 5 -48.53% 2023-10-27 19.0% of the drop was recovered five sessions later. Month end -39.38% on 2023-10-31
Close before and after $27.20 to $10.90 as traded Session open, high, low $10.32, $11.98, $10.20 Opening gap -62.06% Close inside the session range 0.39 of the range, where 1.00 is the high Session volume 153,557 shares, $1,673,771 Relative volume 12.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
9	SIEN	-56.16%	2023-10-31 against the close of 2023-10-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Sientra Reports Preliminary Unaudited Third Quarter 2023 Financial Results and Provides Update on Outlook 10/30/2023 17:00 ET after hours	Day +1 -41.72% 2023-11-01 Day +5 -48.99% 2023-11-07 Best recovery within 5 -39.66% 2023-11-03 12.8% of the drop was recovered five sessions later. Month end -56.16% on 2023-10-31 same session This month ended before the fifth session after the move.
Close before and after $1.46 to $0.6400 as traded Session open, high, low $1.04, $1.09, $0.6200 Opening gap -28.77% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 1,650,211 shares, $1,056,135 Relative volume 23.6x 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
10	ETWO release reads positive	-50.11%	2023-10-11 against the close of 2023-10-10 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings catalyst from a later release the same session Release reads positive, stock fell 50.11%	E2open Announces Executive Transition 10/10/2023 16:01 ET after hours E2open Announces Fiscal 2024 Second Quarter Financial Results 10/10/2023	Day +1 -43.28% 2023-10-12 Day +5 -29.84% 2023-10-18 Best recovery within 5 -29.16% 2023-10-17 40.5% of the drop was recovered five sessions later. Month end -34.17% on 2023-10-31
Close before and after $4.39 to $2.19 as traded Session open, high, low $3.20, $3.26, $2.15 Opening gap -27.11% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 35,096,500 shares, $76,861,335 Relative volume 39.1x 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
11	OM	-49.93%	2023-10-13 against the close of 2023-10-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Outset Medical Reports Preliminary Third Quarter 2023 Financial Results 10/12/2023 16:05 ET after hours Berman Tabacco Announces Investigation of Outset Medical Inc. (OM) for Potential Securities Law Violations 10/13/2023	Day +1 -42.39% 2023-10-16 Day +5 -45.79% 2023-10-20 Best recovery within 5 -37.96% 2023-10-18 8.3% of the drop was recovered five sessions later. Month end -47.71% on 2023-10-31
Close before and after $101.55 to $50.85 split-adjusted Session open, high, low $56.40, $56.40, $47.70 Opening gap -44.46% Close inside the session range 0.36 of the range, where 1.00 is the high Session volume 599,983 shares, $30,509,136 Relative volume 12.9x 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
12	SILK	-49.04%	2023-10-11 against the close of 2023-10-10 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Silk Road Medical Announces Preliminary Third Quarter 2023 Revenue and Provides Revised 2023 Outlook 10/10/2023 16:20 ET after hours	Day +1 -48.39% 2023-10-12 Day +5 -47.68% 2023-10-18 Best recovery within 5 -45.46% 2023-10-13 2.8% of the drop was recovered five sessions later. Month end -46.32% on 2023-10-31
Close before and after $13.99 to $7.13 as traded Session open, high, low $7.00, $7.36, $6.36 Opening gap -49.96% Close inside the session range 0.77 of the range, where 1.00 is the high Session volume 18,665,101 shares, $133,082,170 Relative volume 34.0x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
13	VVPR release reads positive	-48.55%	2023-10-06 against the close of 2023-10-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement Release reads positive, stock fell 48.55%	TEMBO HONOURED WITH ELECTRICAL VEHICLE INNOVATION OF THE YEAR AWARD IN DUBAI, UNITED ARAB EMIRATES 10/06/2023 09:00 ET premarket	Day +1 -49.16% 2023-10-09 Day +5 -46.71% 2023-10-13 Best recovery within 5 -45.79% 2023-10-11 3.8% of the drop was recovered five sessions later. Month end -36.29% on 2023-10-31
Close before and after $3.27 to $1.68 as traded Session open, high, low $2.58, $2.58, $1.63 Opening gap -20.98% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 397,058 shares, $667,057 Relative volume 116.1x 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
14	SYTA	-47.73%	2023-10-27 against the close of 2023-10-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Siyata Mobile Announces Pricing of $1.6 Million Public Offering of Common Shares 10/27/2023 09:20 ET premarket	Day +1 -49.11% 2023-10-30 Day +5 -49.11% 2023-11-03 Best recovery within 5 -49.03% 2023-11-01 Five sessions later the drop was 2.9% bigger, at -49.11%. Month end -49.42% on 2023-10-31 This month ended before the fifth session after the move.
Close before and after $6,476.40 to $3,385.37 as traded Session open, high, low $3,225.60, $3,578.40, $3,024.00 Opening gap -50.19% Close inside the session range 0.65 of the range, where 1.00 is the high Session volume 335 shares, $1,134,098 Relative volume 30.5x 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
15	PMVP More than one ranked move this month release reads positive 2+ ranked moves	-47.58%	2023-10-12 against the close of 2023-10-11 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results Release reads positive, stock fell 47.58%	PMV Pharmaceuticals Updated PC14586 Phase 1 Data Demonstrated Anti-Tumor Activity Across Multiple Solid Tumor Types With a TP53 Y220C Mutation 10/12/2023 12:30 ET intraday	Day +1 -57.89% 2023-10-13 Day +5 -62.95% 2023-10-19 Best recovery within 5 -55.47% 2023-10-18 Five sessions later the drop was 32.3% bigger, at -62.95%. Month end -68.21% on 2023-10-31
Close before and after $4.75 to $2.49 split-adjusted Session open, high, low $4.78, $4.87, $2.47 Opening gap +0.63% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 3,255,275 shares, $8,105,635 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
16	LICY	-45.81%	2023-10-23 against the close of 2023-10-20 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Li-Cycle Announces Review of the Rochester Hub Project 10/23/2023 06:00 ET premarket	Day +1 -52.86% 2023-10-24 Day +5 -47.14% 2023-10-30 Best recovery within 5 -37.44% 2023-10-25 Five sessions later the drop was 2.9% bigger, at -47.14%. Month end -40.97% on 2023-10-31
Close before and after $18.16 to $9.84 as traded Session open, high, low $12.24, $12.48, $9.20 Opening gap -32.60% Close inside the session range 0.20 of the range, where 1.00 is the high Session volume 2,535,458 shares, $24,948,907 Relative volume 10.6x 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
17	MNY	-45.53%	2023-10-13 against the close of 2023-10-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Reverse Merger / Shell	MoneyHero Group Successfully Completes Business Combination with Bridgetown Holdings Limited 10/12/2023 19:00 ET after hours	Day +1 -58.70% 2023-10-16 Day +5 -61.14% 2023-10-20 Best recovery within 5 -50.89% 2023-10-17 Five sessions later the drop was 34.3% bigger, at -61.14%. Month end -78.37% on 2023-10-31
Close before and after $6.15 to $3.35 split-adjusted Session open, high, low $5.80, $6.00, $3.02 Opening gap -5.69% Close inside the session range 0.11 of the range, where 1.00 is the high Session volume 422,649 shares, $1,415,874 Relative volume 5.7x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
18	HYLN	-45.03%	2023-10-11 against the close of 2023-10-10 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Hyliion Holdings Announces Strategic Review of Alternatives for Electric Powertrain Business 10/10/2023 16:15 ET after hours	Day +1 -36.14% 2023-10-12 Day +5 -41.69% 2023-10-18 Best recovery within 5 -32.29% 2023-10-16 7.4% of the drop was recovered five sessions later. Month end -49.89% on 2023-10-31
Close before and after $1.19 to $0.6541 split-adjusted Session open, high, low $0.9300, $0.9300, $0.5181 Opening gap -21.85% Close inside the session range 0.33 of the range, where 1.00 is the high Session volume 28,174,671 shares, $18,429,052 Relative volume 26.6x 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
19	SGH	-44.44%	2023-10-13 against the close of 2023-10-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	SGH Reports Fourth Quarter and Full Year Fiscal 2023 Financial Results 10/12/2023 16:05 ET after hours	Day +1 -38.46% 2023-10-16 Day +5 -42.79% 2023-10-20 Best recovery within 5 -37.15% 2023-10-17 3.7% of the drop was recovered five sessions later. Month end -41.90% on 2023-10-31
Close before and after $23.58 to $13.10 as traded Session open, high, low $16.91, $17.48, $12.66 Opening gap -28.29% Close inside the session range 0.09 of the range, where 1.00 is the high Session volume 8,024,698 shares, $105,123,544 Relative volume 18.9x 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
20	SSU	-43.73%	2023-10-02 against the close of 2023-09-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	SIGNA Sports United N.V. Accelerates Strategic Realignment and Restructuring Program 10/02/2023 07:30 ET premarket	Day +1 -48.49% 2023-10-03 Day +5 -60.01% 2023-10-09 Best recovery within 5 -46.78% 2023-10-05 Five sessions later the drop was 37.2% bigger, at -60.01%. Month end -97.42% on 2023-10-31
Close before and after $0.2751 to $0.1548 as traded Session open, high, low $0.2668, $0.3240, $0.1420 Opening gap -3.02% Close inside the session range 0.07 of the range, where 1.00 is the high Session volume 3,575,549 shares, $553,495 Relative volume 12.4x 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
21	APLM More than one ranked move this month 2+ ranked moves	-43.24%	2023-10-23 against the close of 2023-10-20 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Apollomics Announces Efficacy of Vebreltinib in NSCLC Patients with MetEx14 Skipping Mutation Achieving an Overall Response Rate (ORR) of 75% 10/23/2023 08:30 ET premarket	Day +1 -46.29% 2023-10-24 Day +5 -48.57% 2023-10-30 Best recovery within 5 -46.29% 2023-10-24 Five sessions later the drop was 12.3% bigger, at -48.57%. Month end -54.29% on 2023-10-31
Close before and after $175.00 to $99.33 split-adjusted Session open, high, low $190.00, $198.58, $95.00 Opening gap +8.57% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 11,694 shares, $1,161,565 Relative volume 70.7x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
22	COMM	-38.84%	2023-10-30 against the close of 2023-10-27 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	CommScope Announces Preliminary Third Quarter 2023 Results 10/30/2023 08:05 ET premarket	Day +1 -38.84% 2023-10-31 Day +5 -33.88% 2023-11-06 Best recovery within 5 -32.64% 2023-11-03 12.8% of the drop was recovered five sessions later. Month end -38.84% on 2023-10-31 This month ended before the fifth session after the move.
Close before and after $2.42 to $1.48 as traded Session open, high, low $1.73, $1.93, $1.38 Opening gap -28.51% Close inside the session range 0.18 of the range, where 1.00 is the high Session volume 16,108,257 shares, $23,840,220 Relative volume 6.7x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
23	AGFY	-38.84%	2023-10-23 against the close of 2023-10-20 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Agrify Receives Nasdaq Staff Determination of Non-Compliance with Listing Rule 5250(c)(1) 10/20/2023 17:04 ET after hours	Day +1 -34.71% 2023-10-24 Day +5 -43.39% 2023-10-30 Best recovery within 5 -34.71% 2023-10-24 Five sessions later the drop was 11.7% bigger, at -43.39%. Month end -46.69% on 2023-10-31
Close before and after $36.30 to $22.20 as traded Session open, high, low $36.90, $36.90, $21.60 Opening gap +1.65% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 7,419 shares, $164,702 Relative volume 6.1x 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
24	BWMX release reads positive	-38.20%	2023-10-27 against the close of 2023-10-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings Release reads positive, stock fell 38.20%	Betterware Reports Third Quarter 2023 Results 10/26/2023 16:05 ET after hours	Day +1 -32.98% 2023-10-30 Day +5 -22.67% 2023-11-03 Best recovery within 5 -22.67% 2023-11-03 40.7% of the drop was recovered five sessions later. Month end -27.53% on 2023-10-31 This month ended before the fifth session after the move.
Close before and after $17.07 to $10.55 split-adjusted Session open, high, low $15.55, $15.74, $10.46 Opening gap -8.90% Close inside the session range 0.02 of the range, where 1.00 is the high Session volume 346,696 shares, $3,657,643 Relative volume 11.5x 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
25	SRPT	-37.47%	2023-10-31 against the close of 2023-10-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Sarepta Therapeutics Announces Topline Results from EMBARK, a Global Pivotal Study of ELEVIDYS Gene Therapy for Duchenne Muscular Dystrophy 10/30/2023 16:01 ET after hours	Day +1 -28.92% 2023-11-01 Day +5 -22.96% 2023-11-07 Best recovery within 5 -22.96% 2023-11-07 38.7% of the drop was recovered five sessions later. Month end -37.47% on 2023-10-31 same session This month ended before the fifth session after the move.
Close before and after $107.65 to $67.31 split-adjusted Session open, high, low $57.63, $68.00, $55.25 Opening gap -46.47% Close inside the session range 0.95 of the range, where 1.00 is the high Session volume 23,555,193 shares, $1,585,500,041 Relative volume 25.5x 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
26	FEMY release reads positive	-35.99%	2023-10-03 against the close of 2023-10-02 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement Release reads positive, stock fell 35.99%	Femasys Inc. MDSAP Surveillance Audit Successfully Completed 10/03/2023 08:30 ET premarket	Day +1 -41.13% 2023-10-04 Day +5 -54.76% 2023-10-10 Best recovery within 5 -41.13% 2023-10-04 Five sessions later the drop was 52.2% bigger, at -54.76%. Month end -61.95% on 2023-10-31
Close before and after $77.80 to $49.80 split-adjusted Session open, high, low $62.00, $62.60, $47.00 Opening gap -20.31% Close inside the session range 0.18 of the range, where 1.00 is the high Session volume 994,759 shares, $49,538,998 Relative volume 93.0x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
27	CAMP	-35.29%	2023-10-06 against the close of 2023-10-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	CalAmp Reports Second Quarter Fiscal Year 2024 Financial Results 10/05/2023 16:30 ET after hours	Day +1 -45.35% 2023-10-09 Day +5 -48.23% 2023-10-13 Best recovery within 5 -38.05% 2023-10-10 Five sessions later the drop was 36.7% bigger, at -48.23%. Month end -46.68% on 2023-10-31
Close before and after $10.40 to $6.73 split-adjusted Session open, high, low $8.74, $8.97, $6.70 Opening gap -15.93% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 131,340 shares, $883,590 Relative volume 14.2x 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
28	RVMD Also on the opposite board this month on both boards	-34.38%	2023-10-23 against the close of 2023-10-20 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Revolution Medicines Presents Promising Clinical Activity and Safety Data from Phase 1/1b Trial of RMC-6236 10/22/2023 02:30 ET premarket	Day +1 -24.85% 2023-10-24 Day +5 -34.39% 2023-10-30 Best recovery within 5 -24.85% 2023-10-24 0.0% of the drop was recovered five sessions later. Month end -29.21% on 2023-10-31
Close before and after $27.97 to $18.36 split-adjusted Session open, high, low $18.91, $18.95, $15.44 Opening gap -32.39% Close inside the session range 0.83 of the range, where 1.00 is the high Session volume 19,340,909 shares, $355,002,385 Relative volume 8.5x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
29	B release reads positive	-32.82%	2023-10-27 against the close of 2023-10-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings catalyst from a later release the same session Release reads positive, stock fell 32.82%	Integrum moves into Turkey 10/27/2023 08:02 ET premarket Barnes Reports Third Quarter 2023 Financial Results 10/27/2023	Day +1 -33.86% 2023-10-30 Day +5 -25.02% 2023-11-03 Best recovery within 5 -25.02% 2023-11-03 23.8% of the drop was recovered five sessions later. Month end -30.65% on 2023-10-31 This month ended before the fifth session after the move.
Close before and after $29.98 to $20.14 split-adjusted Session open, high, low $27.00, $27.52, $19.96 Opening gap -9.94% Close inside the session range 0.02 of the range, where 1.00 is the high Session volume 2,385,094 shares, $48,035,793 Relative volume 10.9x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
30	MKFG	-32.40%	2023-10-24 against the close of 2023-10-23 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Markforged Schedules Third Quarter 2023 Earnings Announcement; Provides Preliminary Third Quarter Results and Updates 2023 Revenue Guidance 10/23/2023 16:30 ET after hours	Day +1 -30.56% 2023-10-25 Day +5 -40.17% 2023-10-31 Best recovery within 5 -30.56% 2023-10-25 Five sessions later the drop was 24.0% bigger, at -40.17%. Month end -40.17% on 2023-10-31
Close before and after $10.80 to $7.30 as traded Session open, high, low $8.64, $8.70, $7.29 Opening gap -20.04% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 769,430 shares, $5,617,608 Relative volume 10.5x 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
31	FFIE	-32.18%	2023-10-19 against the close of 2023-10-18 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Faraday Future Completes the Sale-Leaseback of its Hanford, California Manufacturing Facility 10/19/2023 07:00 ET premarket	Day +1 -32.76% 2023-10-20 Day +5 -38.51% 2023-10-26 Best recovery within 5 -32.76% 2023-10-20 Five sessions later the drop was 19.7% bigger, at -38.51%. Month end -39.08% on 2023-10-31
Close before and after $208.80 to $141.60 as traded Session open, high, low $194.40, $206.40, $138.00 Opening gap -6.90% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 137,382 shares, $19,453,291 Relative volume 3.2x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
32	OMER	-32.16%	2023-10-16 against the close of 2023-10-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Omeros Corporation Provides Update on Interim Analysis of ARTEMIS-IGAN Phase 3 Trial of Narsoplimab in IgA Nephropathy 10/16/2023 07:30 ET premarket	Day +1 -30.84% 2023-10-17 Day +5 -50.66% 2023-10-23 Best recovery within 5 -30.84% 2023-10-17 Five sessions later the drop was 57.5% bigger, at -50.66%. Month end -47.58% on 2023-10-31
Close before and after $2.27 to $1.54 split-adjusted Session open, high, low $1.09, $1.70, $0.9200 Opening gap -51.98% Close inside the session range 0.79 of the range, where 1.00 is the high Session volume 7,472,386 shares, $11,507,474 Relative volume 15.1x 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
33	COCH More than one ranked move this month 2+ ranked moves	-31.58%	2023-10-02 against the close of 2023-09-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Uplisting / Compliance	Breakthrough Hearing Health Technology Firm, Envoy Medical Begins Trading On NASDAQ 10/02/2023 07:00 ET premarket	Day +1 -38.85% 2023-10-03 Day +5 -42.69% 2023-10-09 Best recovery within 5 -30.43% 2023-10-06 Five sessions later the drop was 35.2% bigger, at -42.69%. Month end -82.61% on 2023-10-31
Close before and after $7.02 to $4.80 split-adjusted Session open, high, low $5.20, $5.55, $3.90 Opening gap -25.87% Close inside the session range 0.55 of the range, where 1.00 is the high Session volume 55,743 shares, $267,566 Relative volume 1.6x 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
34	TRKA	-31.19%	2023-10-23 against the close of 2023-10-20 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Troika Media Group Inc. Reports Revenue of $58.7 million and $117.7 million, for the Three and Six Months Ended June 30, 2023 10/20/2023 17:30 ET after hours	Day +1 -30.10% 2023-10-24 Day +5 -36.22% 2023-10-30 Best recovery within 5 -30.10% 2023-10-24 Five sessions later the drop was 16.1% bigger, at -36.22%. Month end -5.45% on 2023-10-31
Close before and after $1.10 to $0.7569 as traded Session open, high, low $0.8682, $0.8795, $0.7500 Opening gap -21.07% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 790,428 shares, $598,275 Relative volume 4.0x 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
35	AJX release reads positive	-30.77%	2023-10-23 against the close of 2023-10-20 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	M&A / Acquisition (terminated) Release reads positive, stock fell 30.77%	Ellington Financial and Great Ajax Corp. Announce Mutual Termination of Merger Agreement 10/20/2023 16:13 ET after hours	Day +1 -30.46% 2023-10-24 Day +5 -34.38% 2023-10-30 Best recovery within 5 -30.46% 2023-10-24 Five sessions later the drop was 11.7% bigger, at -34.38%. Month end -32.18% on 2023-10-31
Close before and after $6.37 to $4.41 as traded Session open, high, low $5.27, $5.29, $4.13 Opening gap -17.27% Close inside the session range 0.24 of the range, where 1.00 is the high Session volume 1,544,711 shares, $6,812,176 Relative volume 16.4x 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
36	WGS	-30.34%	2023-10-31 against the close of 2023-10-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	GeneDx Reports Third Quarter 2023 Financial Results and Business Highlights 10/30/2023 16:05 ET after hours	Day +1 -29.59% 2023-11-01 Day +5 -41.20% 2023-11-07 Best recovery within 5 -29.59% 2023-11-01 Five sessions later the drop was 35.8% bigger, at -41.20%. Month end -30.34% on 2023-10-31 same session This month ended before the fifth session after the move.
Close before and after $2.67 to $1.86 split-adjusted Session open, high, low $2.19, $2.39, $1.84 Opening gap -17.98% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 455,486 shares, $847,204 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
37	HRMY Also on the opposite board this month on both boards	-30.25%	2023-10-13 against the close of 2023-10-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	HARMONY BIOSCIENCES ANNOUNCES TOPLINE DATA FROM PHASE 3 INTUNE STUDY EVALUATING PITOLISANT IN PATIENTS WITH IDIOPATHIC HYPERSOMNIA 10/13/2023 08:00 ET premarket	Day +1 -21.03% 2023-10-16 Day +5 -33.49% 2023-10-20 Best recovery within 5 -21.03% 2023-10-16 Five sessions later the drop was 10.7% bigger, at -33.49%. Month end -22.22% on 2023-10-31
Close before and after $30.27 to $21.11 split-adjusted Session open, high, low $23.74, $23.74, $18.61 Opening gap -21.56% Close inside the session range 0.49 of the range, where 1.00 is the high Session volume 7,125,749 shares, $150,424,561 Relative volume 13.6x 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
38	SILC	-30.23%	2023-10-26 against the close of 2023-10-25 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Silicom Reports Q3'23 Results: $30.1M Revenues with $0.30 Non-GAAP EPS 10/26/2023 08:15 ET premarket	Day +1 -32.43% 2023-10-27 Day +5 -30.72% 2023-11-02 Best recovery within 5 -30.18% 2023-11-01 Five sessions later the drop was 1.6% bigger, at -30.72%. Month end -31.71% on 2023-10-31 This month ended before the fifth session after the move.
Close before and after $22.20 to $15.49 split-adjusted Session open, high, low $17.52, $17.53, $13.75 Opening gap -21.08% Close inside the session range 0.46 of the range, where 1.00 is the high Session volume 722,847 shares, $11,196,900 Relative volume 43.8x 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
39	SDA release reads positive	-29.00%	2023-10-26 against the close of 2023-10-25 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution Release reads positive, stock fell 29.00%	SunCar Technology Group Inc. Announces $21 Million Follow-on Offering 10/26/2023 09:25 ET premarket	Day +1 -30.04% 2023-10-27 Day +5 -47.87% 2023-11-02 Best recovery within 5 -30.04% 2023-10-27 Five sessions later the drop was 65.1% bigger, at -47.87%. Month end -44.42% on 2023-10-31 This month ended before the fifth session after the move.
Close before and after $11.55 to $8.20 split-adjusted Session open, high, low $9.43, $11.00, $7.63 Opening gap -18.35% Close inside the session range 0.17 of the range, where 1.00 is the high Session volume 1,604,717 shares, $13,158,679 Relative volume 1.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
40	BAER Also on the opposite board this month on both boards	-28.96%	2023-10-18 against the close of 2023-10-17 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Bridger Aerospace Announces $70 Million Proposed Public Follow-On Offering to Fund Growth Initiatives 10/17/2023 16:20 ET after hours	Day +1 -33.28% 2023-10-19 Day +5 -19.41% 2023-10-25 Best recovery within 5 -12.40% 2023-10-24 33.0% of the drop was recovered five sessions later. Month end -17.46% on 2023-10-31
Close before and after $6.13 to $4.36 split-adjusted Session open, high, low $5.25, $5.38, $4.00 Opening gap -14.36% Close inside the session range 0.26 of the range, where 1.00 is the high Session volume 347,937 shares, $1,515,266 Relative volume 12.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
41	TYGO	-28.86%	2023-10-09 against the close of 2023-10-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Tigo Energy Announces Preliminary Financial Results and Reporting Date of November 7, 2023 for Fiscal Third Quarter 2023 10/09/2023 08:30 ET premarket	Day +1 -36.11% 2023-10-10 Day +5 -52.35% 2023-10-16 Best recovery within 5 -36.11% 2023-10-10 Five sessions later the drop was 81.4% bigger, at -52.35%. Month end -64.70% on 2023-10-31
Close before and after $7.45 to $5.30 split-adjusted Session open, high, low $6.66, $7.00, $5.25 Opening gap -10.60% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 149,713 shares, $793,479 Relative volume 4.7x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
42	VBLT release reads positive	-28.63%	2023-10-12 against the close of 2023-10-11 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings Release reads positive, stock fell 28.63%	VBL Therapeutics Announces Results of Annual and Special Shareholder Meeting 10/12/2023 09:00 ET premarket	Day +1 -36.67% 2023-10-13 Day +5 no data Best recovery within 5 -36.67% 2023-10-13 Month-end is not shown: no closing price is available for 2023-10-31.
Close before and after $9.45 to $6.74 as traded Session open, high, low $10.08, $10.08, $6.65 Opening gap +6.67% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 94,243 shares, $635,622 Relative volume 8.2x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
43	THTX	-28.05%	2023-10-26 against the close of 2023-10-25 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Theratechnologies Announces Pricing of US$25 Million Public Offering of Common Shares and Concurrent Private Placement 10/26/2023 08:00 ET premarket Theratechnologies Announces Proposed Public Offering of Common Shares and Concurrent Private Placement 10/25/2023	Day +1 -23.45% 2023-10-27 Day +5 -16.41% 2023-11-02 Best recovery within 5 -16.41% 2023-11-02 41.5% of the drop was recovered five sessions later. Month end -29.69% on 2023-10-31 This month ended before the fifth session after the move.
Close before and after $1.28 to $0.9210 as traded Session open, high, low $0.9800, $1.03, $0.9200 Opening gap -23.44% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 1,524,724 shares, $1,404,271 Relative volume 66.4x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
44	EFXT release reads positive	-27.57%	2023-10-02 against the close of 2023-09-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement Release reads positive, stock fell 27.57%	Enerflex Ltd. Announces Chief Financial Officer Transition 10/01/2023 17:00 ET after hours	Day +1 -23.21% 2023-10-03 Day +5 -22.16% 2023-10-09 Best recovery within 5 -22.16% 2023-10-09 19.6% of the drop was recovered five sessions later. Month end -30.54% on 2023-10-31
Close before and after $5.73 to $4.15 split-adjusted Session open, high, low $5.72, $5.72, $4.04 Opening gap -0.17% Close inside the session range 0.07 of the range, where 1.00 is the high Session volume 408,962 shares, $1,697,192 Relative volume 28.0x 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
45	COCH More than one ranked move this month 2+ ranked moves	-27.36%	2023-10-10 against the close of 2023-10-09 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership	Envoy Medical Announces Settlement Contract 10/10/2023 08:30 ET premarket	Day +1 -40.30% 2023-10-11 Day +5 -49.25% 2023-10-17 Best recovery within 5 -40.30% 2023-10-11 Five sessions later the drop was 80.0% bigger, at -49.25%. Month end -69.65% on 2023-10-31
Close before and after $4.02 to $2.92 split-adjusted Session open, high, low $4.35, $4.35, $2.53 Opening gap +8.21% Close inside the session range 0.21 of the range, where 1.00 is the high Session volume 29,273 shares, $85,477 Relative volume 0.6x 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
46	SEDG	-27.27%	2023-10-20 against the close of 2023-10-19 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	SolarEdge Announces Preliminary Financial Results; Will Announce Financial Results for the Third Quarter 2023 on Wednesday, November 1, 2023 10/19/2023 16:10 ET after hours	Day +1 -25.00% 2023-10-23 Day +5 -32.45% 2023-10-27 Best recovery within 5 -25.00% 2023-10-23 Five sessions later the drop was 19.0% bigger, at -32.45%. Month end -33.37% on 2023-10-31
Close before and after $113.98 to $82.90 split-adjusted Session open, high, low $75.57, $85.39, $72.37 Opening gap -33.70% Close inside the session range 0.81 of the range, where 1.00 is the high Session volume 21,315,900 shares, $1,767,088,110 Relative volume 11.8x 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
47	ATEN	-27.22%	2023-10-04 against the close of 2023-10-03 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	A10 Networks Reports Preliminary Third Quarter Financial Results 10/03/2023 17:00 ET after hours	Day +1 -24.19% 2023-10-05 Day +5 -26.90% 2023-10-11 Best recovery within 5 -23.14% 2023-10-09 1.2% of the drop was recovered five sessions later. Month end -28.35% on 2023-10-31
Close before and after $15.17 to $11.04 split-adjusted Session open, high, low $10.75, $11.78, $10.04 Opening gap -29.14% Close inside the session range 0.58 of the range, where 1.00 is the high Session volume 4,033,405 shares, $44,528,791 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
48	VICR	-26.58%	2023-10-25 against the close of 2023-10-24 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Vicor Corporation Reports Results for the Third Quarter Ended September 30, 2023 10/24/2023 16:05 ET after hours	Day +1 -24.91% 2023-10-26 Day +5 -30.51% 2023-11-01 Best recovery within 5 -23.71% 2023-10-27 Five sessions later the drop was 14.8% bigger, at -30.51%. Month end -27.17% on 2023-10-31 This month ended before the fifth session after the move.
Close before and after $53.19 to $39.05 split-adjusted Session open, high, low $39.01, $39.83, $36.37 Opening gap -26.66% Close inside the session range 0.77 of the range, where 1.00 is the high Session volume 4,163,621 shares, $162,589,400 Relative volume 15.7x 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
49	IKT	-26.43%	2023-10-04 against the close of 2023-10-03 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	FDA & Regulatory	Inhibikase Therapeutics Receives FDA Orphan Drug Designation for Risvodetinib for the Treatment of Multiple System Atrophy 10/04/2023 08:30 ET premarket	Day +1 -35.71% 2023-10-05 Day +5 -38.57% 2023-10-11 Best recovery within 5 -35.71% 2023-10-05 Five sessions later the drop was 45.9% bigger, at -38.57%. Month end -36.74% on 2023-10-31
Close before and after $1.40 to $1.03 split-adjusted Session open, high, low $1.47, $1.53, $0.8380 Opening gap +5.00% Close inside the session range 0.28 of the range, where 1.00 is the high Session volume 10,193,979 shares, $10,499,798 Relative volume 297.9x 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
50	APLM More than one ranked move this month 2+ ranked moves	-26.23%	2023-10-26 against the close of 2023-10-25 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Apollomics Announces Report of Activity of Vebreltinib in Glioblastoma Multiforme (GBM) with PTPRZ-MET Fusion 10/26/2023 08:50 ET premarket	Day +1 +11.95% 2023-10-27 Day +5 -6.32% 2023-11-02 Best recovery within 5 +16.88% 2023-10-30 75.9% of the drop was recovered five sessions later. Month end +3.90% on 2023-10-31 This month ended before the fifth session after the move.
Close before and after $77.00 to $56.80 split-adjusted Session open, high, low $86.99, $86.99, $55.00 Opening gap +12.97% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 7,969 shares, $452,639 Relative volume 42.6x 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
51	CNXA release reads positive	-26.19%	2023-10-06 against the close of 2023-10-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement Release reads positive, stock fell 26.19%	Connexa Announces Overwhelming Demand for Pickleball Launcher 10/06/2023 07:45 ET premarket	Day +1 -32.65% 2023-10-09 Day +5 -39.12% 2023-10-13 Best recovery within 5 -32.65% 2023-10-09 Five sessions later the drop was 49.4% bigger, at -39.12%. Month end -70.95% on 2023-10-31
Close before and after $2.94 to $2.17 as traded Session open, high, low $2.79, $2.85, $2.15 Opening gap -5.10% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 573,727 shares, $1,244,988 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
52	PMVP More than one ranked move this month 2+ ranked moves	-26.01%	2023-10-11 against the close of 2023-10-10 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	PMV Pharmaceuticals to Present Updated Phase 1 Data on PC14586 at the 2023 AACR-NCI-EORTC International Conference on Molecular Targets and Cancer Therapeutics and Host a KOL Webinar 10/11/2023 12:00 ET intraday	Day +1 -61.21% 2023-10-12 Day +5 -67.06% 2023-10-18 Best recovery within 5 -61.21% 2023-10-12 Five sessions later the drop was 157.8% bigger, at -67.06%. Month end -76.48% on 2023-10-31
Close before and after $6.42 to $4.75 split-adjusted Session open, high, low $6.45, $6.55, $4.70 Opening gap +0.47% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 886,097 shares, $4,208,961 Relative volume 2.2x 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
53	VTYX	-25.93%	2023-10-10 against the close of 2023-10-09 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Ventyx Biosciences Announces Positive Results from the Phase 2 Trial of VTX002 in Patients with Moderate-to-Severely Active Ulcerative Colitis 10/09/2023 16:01 ET after hours	Day +1 -32.50% 2023-10-11 Day +5 -41.70% 2023-10-17 Best recovery within 5 -32.50% 2023-10-11 Five sessions later the drop was 60.8% bigger, at -41.70%. Month end -51.93% on 2023-10-31
Close before and after $30.00 to $22.22 as traded Session open, high, low $24.82, $25.50, $21.53 Opening gap -17.27% Close inside the session range 0.17 of the range, where 1.00 is the high Session volume 4,710,096 shares, $104,658,333 Relative volume 8.2x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
54	ACAQ More than one ranked move this month Also on the opposite board this month 2+ ranked moves on both boards	-25.87%	2023-10-02 against the close of 2023-09-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Reverse Merger / Shell	Next.e.GO Mobile SE and Athena Consumer Acquisition Corp. Announce Athena’s Stockholders’ Approval of the Proposed Business Combination 10/02/2023 13:11 ET intraday	Day +1 -25.20% 2023-10-03 Day +5 -19.97% 2023-10-09 Best recovery within 5 -11.26% 2023-10-06 22.8% of the drop was recovered five sessions later. Month-end is not shown: no closing price is available for 2023-10-31.
Close before and after $7.46 to $5.53 as traded Session open, high, low $9.69, $10.00, $4.91 Opening gap +29.89% Close inside the session range 0.12 of the range, where 1.00 is the high Session volume 162,269 shares, $897,348 Relative volume 8.3x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
55	ATLX	-25.53%	2023-10-23 against the close of 2023-10-20 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Atlas Lithium Provides Third Quarter 2023 Corporate Update 10/23/2023 11:37 ET intraday Atlas Lithium Intersects More High-Grade Lithium Mineralization and Extends "Anitta 3" Pegmatite 10/23/2023	Day +1 -22.21% 2023-10-24 Day +5 -17.32% 2023-10-30 Best recovery within 5 -16.42% 2023-10-27 32.2% of the drop was recovered five sessions later. Month end -17.17% on 2023-10-31
Close before and after $26.56 to $19.78 split-adjusted Session open, high, low $25.74, $25.74, $19.50 Opening gap -3.09% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 395,017 shares, $7,813,436 Relative volume 8.2x 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
56	BDC	-25.45%	2023-10-13 against the close of 2023-10-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Belden Announces Preliminary Third Quarter Results 10/12/2023 16:15 ET after hours	Day +1 -20.85% 2023-10-16 Day +5 -24.73% 2023-10-20 Best recovery within 5 -20.42% 2023-10-17 2.8% of the drop was recovered five sessions later. Month end -25.58% on 2023-10-31
Close before and after $95.27 to $71.02 split-adjusted Session open, high, low $72.31, $73.58, $67.75 Opening gap -24.10% Close inside the session range 0.56 of the range, where 1.00 is the high Session volume 2,162,152 shares, $153,556,035 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
57	LMDX Also on the opposite board this month on both boards	-25.00%	2023-10-30 against the close of 2023-10-27 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Uplisting / Compliance	LumiraDx Announces Receipt of NASDAQ Delisting Determination; Plans to Appeal 10/27/2023 16:45 ET after hours	Day +1 -17.42% 2023-10-31 Day +5 -21.67% 2023-11-06 Best recovery within 5 -17.42% 2023-10-31 13.3% of the drop was recovered five sessions later. Month end -17.42% on 2023-10-31 This month ended before the fifth session after the move.
Close before and after $0.1200 to $0.0900 as traded Session open, high, low $0.1051, $0.1082, $0.0793 Opening gap -12.42% Close inside the session range 0.37 of the range, where 1.00 is the high Session volume 18,285,980 shares, $1,645,738 Relative volume 25.2x 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
58	PETS	-24.95%	2023-10-31 against the close of 2023-10-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	PetMeds® Announces Its Second Quarter Financial Results 10/30/2023 16:01 ET after hours	Day +1 -23.75% 2023-11-01 Day +5 -22.11% 2023-11-07 Best recovery within 5 -21.46% 2023-11-03 11.4% of the drop was recovered five sessions later. Month end -24.95% on 2023-10-31 same session This month ended before the fifth session after the move.
Close before and after $9.18 to $6.89 split-adjusted Session open, high, low $6.48, $7.03, $5.50 Opening gap -29.41% Close inside the session range 0.91 of the range, where 1.00 is the high Session volume 4,475,295 shares, $30,834,783 Relative volume 13.2x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
59	ALGN	-24.88%	2023-10-26 against the close of 2023-10-25 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Align Technology Announces Third Quarter 2023 Financial Results 10/25/2023 16:20 ET after hours	Day +1 -24.73% 2023-10-27 Day +5 -24.19% 2023-11-02 Best recovery within 5 -24.19% 2023-11-02 2.8% of the drop was recovered five sessions later. Month end -27.24% on 2023-10-31 This month ended before the fifth session after the move.
Close before and after $253.69 to $190.56 split-adjusted Session open, high, low $196.90, $201.06, $187.21 Opening gap -22.39% Close inside the session range 0.24 of the range, where 1.00 is the high Session volume 5,187,042 shares, $988,442,724 Relative volume 7.4x 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
60	GTLS	-24.87%	2023-10-27 against the close of 2023-10-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings catalyst from a later release the same session	Chart Industries Divests American Fan to Fairbanks Morse Defense 10/27/2023 06:25 ET premarket Chart Industries Reports Record 2023 Third Quarter Financial Results and Completes Divestiture of American Fan for $111 million 10/27/2023	Day +1 -17.23% 2023-10-30 Day +5 -16.43% 2023-11-03 Best recovery within 5 -16.43% 2023-11-03 33.9% of the drop was recovered five sessions later. Month end -20.71% on 2023-10-31 This month ended before the fifth session after the move.
Close before and after $146.58 to $110.12 as traded Session open, high, low $138.46, $142.54, $109.48 Opening gap -5.54% Close inside the session range 0.02 of the range, where 1.00 is the high Session volume 4,426,203 shares, $487,413,474 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
61	ABOS	-24.84%	2023-10-27 against the close of 2023-10-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Acumen Pharmaceuticals Presents Late-Breaker Phase 1 Updates Exploring Novel Target Engagement, Dosing Regimen and Safety Findings for ACU193 in Early Alzheimer’s Disease at the 16th Annual Clinical Trials on Alzheimer’s Disease 10/27/2023 09:25 ET premarket	Day +1 -31.52% 2023-10-30 Day +5 -31.99% 2023-11-03 Best recovery within 5 -31.52% 2023-10-30 Five sessions later the drop was 28.8% bigger, at -31.99%. Month end -41.93% on 2023-10-31 This month ended before the fifth session after the move.
Close before and after $3.22 to $2.42 split-adjusted Session open, high, low $3.30, $3.59, $2.40 Opening gap +2.48% Close inside the session range 0.02 of the range, where 1.00 is the high Session volume 835,287 shares, $2,021,395 Relative volume 2.3x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
62	PAC	-24.05%	2023-10-05 against the close of 2023-10-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Grupo Aeroportuario del Pacifico Announces Government Action to Change Tariff Base Regulation 10/04/2023 20:39 ET after hours	Day +1 -19.20% 2023-10-06 Day +5 -16.75% 2023-10-12 Best recovery within 5 -13.43% 2023-10-11 30.4% of the drop was recovered five sessions later. Month end -28.85% on 2023-10-31
Close before and after $163.63 to $124.28 split-adjusted Session open, high, low $142.97, $142.97, $108.15 Opening gap -12.63% Close inside the session range 0.46 of the range, where 1.00 is the high Session volume 576,002 shares, $71,585,529 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
63	VSTO	-23.72%	2023-10-16 against the close of 2023-10-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	M&A / Acquisition	Vista Outdoor Enters into Definitive Agreement to Sell Sporting Products Business to Czechoslovak Group for $1.91 Billion 10/16/2023 08:00 ET premarket The Czechoslovak Group Enters into Definitive Agreement to Acquire Vista Outdoor’s Sporting Products Business for $1.91 Billion 10/16/2023	Day +1 -24.18% 2023-10-17 Day +5 -27.13% 2023-10-23 Best recovery within 5 -24.18% 2023-10-17 Five sessions later the drop was 14.4% bigger, at -27.13%. Month end -23.41% on 2023-10-31
Close before and after $32.80 to $25.02 as traded Session open, high, low $26.22, $28.44, $24.51 Opening gap -20.06% Close inside the session range 0.13 of the range, where 1.00 is the high Session volume 6,875,885 shares, $172,034,643 Relative volume 12.0x 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
64	TRU	-23.30%	2023-10-24 against the close of 2023-10-23 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	TransUnion Announces Third Quarter 2023 Results 10/24/2023 06:35 ET premarket	Day +1 -28.71% 2023-10-25 Day +5 -32.34% 2023-10-31 Best recovery within 5 -28.71% 2023-10-25 Five sessions later the drop was 38.8% bigger, at -32.34%. Month end -32.34% on 2023-10-31
Close before and after $64.85 to $49.74 split-adjusted Session open, high, low $55.54, $55.95, $46.47 Opening gap -14.36% Close inside the session range 0.34 of the range, where 1.00 is the high Session volume 17,135,292 shares, $852,309,424 Relative volume 12.6x 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
65	HARP Also on the opposite board this month on both boards	-23.26%	2023-10-23 against the close of 2023-10-20 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Harpoon Therapeutics Announces Updated Interim Tolerability and Response Data from Phase 1/2 Clinical Trial of T Cell Engager HPN328 at ESMO Congress 2023 10/21/2023 11:31 ET intraday Harpoon Therapeutics Announces Up to $150 Million Private Placement 10/23/2023	Day +1 -22.09% 2023-10-24 Day +5 -28.05% 2023-10-30 Best recovery within 5 -22.09% 2023-10-24 Five sessions later the drop was 20.6% bigger, at -28.05%. Month end -26.74% on 2023-10-31
Close before and after $6.88 to $5.28 as traded Session open, high, low $7.07, $7.30, $5.10 Opening gap +2.76% Close inside the session range 0.08 of the range, where 1.00 is the high Session volume 3,032,441 shares, $16,011,288 Relative volume 69.0x 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
66	ISPO	-23.08%	2023-10-05 against the close of 2023-10-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership	Inspirato Completes $25 Million Investment from Capital One Ventures, Solidifying New Strategic Partnership 10/04/2023 16:30 ET after hours	Day +1 -31.07% 2023-10-06 Day +5 -40.06% 2023-10-12 Best recovery within 5 -31.07% 2023-10-06 Five sessions later the drop was 73.6% bigger, at -40.06%. Month end -64.90% on 2023-10-31
Close before and after $12.48 to $9.60 as traded Session open, high, low $10.86, $10.95, $9.13 Opening gap -13.00% Close inside the session range 0.26 of the range, where 1.00 is the high Session volume 74,851 shares, $718,570 Relative volume 14.7x 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
67	RIVN	-22.88%	2023-10-05 against the close of 2023-10-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Rivian Automotive, Inc. Announces Proposed Green Convertible Senior Notes Offering 10/04/2023 17:42 ET after hours	Day +1 -20.14% 2023-10-06 Day +5 -18.40% 2023-10-12 Best recovery within 5 -17.10% 2023-10-10 19.6% of the drop was recovered five sessions later. Month end -31.53% on 2023-10-31
Close before and after $23.69 to $18.27 split-adjusted Session open, high, low $21.20, $21.39, $18.01 Opening gap -10.51% Close inside the session range 0.08 of the range, where 1.00 is the high Session volume 189,828,387 shares, $3,468,164,630 Relative volume 7.9x 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
68	PTCT	-22.71%	2023-10-27 against the close of 2023-10-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	PTC Therapeutics Provides Corporate Update and Reports Third Quarter Financial Results 10/26/2023 16:05 ET after hours	Day +1 -21.75% 2023-10-30 Day +5 -18.46% 2023-11-03 Best recovery within 5 -18.46% 2023-11-03 18.7% of the drop was recovered five sessions later. Month end -21.71% on 2023-10-31 This month ended before the fifth session after the move.
Close before and after $23.95 to $18.51 split-adjusted Session open, high, low $19.36, $19.95, $18.03 Opening gap -19.16% Close inside the session range 0.25 of the range, where 1.00 is the high Session volume 4,879,865 shares, $90,326,301 Relative volume 3.8x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
69	GBIO	-22.51%	2023-10-18 against the close of 2023-10-17 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Generation Bio Announces Breakthrough in its Non-Viral Genetic Medicine Platform with Novel “Immune-Quiet” DNA 10/18/2023 06:59 ET premarket	Day +1 -61.41% 2023-10-19 Day +5 -69.84% 2023-10-25 Best recovery within 5 -61.41% 2023-10-19 Five sessions later the drop was 210.3% bigger, at -69.84%. Month end -69.83% on 2023-10-31
Close before and after $31.10 to $24.10 as traded Session open, high, low $31.60, $31.60, $23.05 Opening gap +1.61% Close inside the session range 0.12 of the range, where 1.00 is the high Session volume 308,093 shares, $7,425,041 Relative volume 24.4x 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
70	LAB	-22.22%	2023-10-04 against the close of 2023-10-03 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	M&A / Acquisition	Standard BioTools and SomaLogic to Combine in All-Stock Merger Creating a Diversified Leader in Life Sciences Tools 10/04/2023 08:00 ET premarket	Day +1 -22.59% 2023-10-05 Day +5 -37.41% 2023-10-11 Best recovery within 5 -22.59% 2023-10-05 Five sessions later the drop was 68.4% bigger, at -37.41%. Month end -26.30% on 2023-10-31
Close before and after $2.70 to $2.10 split-adjusted Session open, high, low $2.48, $2.48, $2.00 Opening gap -8.15% Close inside the session range 0.21 of the range, where 1.00 is the high Session volume 4,614,648 shares, $9,690,761 Relative volume 20.7x 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
71	MXL	-21.96%	2023-10-26 against the close of 2023-10-25 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	MaxLinear, Inc. Announces Third Quarter 2023 Financial Results 10/25/2023 16:05 ET after hours	Day +1 -18.91% 2023-10-27 Day +5 -14.84% 2023-11-02 Best recovery within 5 -14.84% 2023-11-02 32.4% of the drop was recovered five sessions later. Month end -17.39% on 2023-10-31 This month ended before the fifth session after the move.
Close before and after $18.40 to $14.36 split-adjusted Session open, high, low $14.10, $15.35, $13.43 Opening gap -23.37% Close inside the session range 0.48 of the range, where 1.00 is the high Session volume 3,407,516 shares, $48,931,930 Relative volume 6.5x 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
72	ACMR	-21.92%	2023-10-27 against the close of 2023-10-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	ACM Research Announces Preliminary Unaudited Revenue Range for Third Quarter 2023 10/27/2023 07:00 ET premarket	Day +1 -27.05% 2023-10-30 Day +5 -14.04% 2023-11-03 Best recovery within 5 -14.04% 2023-11-03 35.9% of the drop was recovered five sessions later. Month end -22.55% on 2023-10-31 This month ended before the fifth session after the move.
Close before and after $17.56 to $13.71 split-adjusted Session open, high, low $17.29, $17.51, $13.50 Opening gap -1.54% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 6,163,033 shares, $84,495,182 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
73	ON	-21.77%	2023-10-30 against the close of 2023-10-27 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	onsemi Third Quarter 2023 Results Exceed Expectations 10/30/2023 08:00 ET premarket	Day +1 -25.00% 2023-10-31 Day +5 -20.70% 2023-11-06 Best recovery within 5 -18.28% 2023-11-03 4.9% of the drop was recovered five sessions later. Month end -25.00% on 2023-10-31 This month ended before the fifth session after the move.
Close before and after $83.52 to $65.34 split-adjusted Session open, high, low $73.29, $73.59, $64.99 Opening gap -12.25% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 39,760,171 shares, $2,597,929,573 Relative volume 7.5x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
74	TBI	-21.67%	2023-10-24 against the close of 2023-10-23 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings catalyst from a later release the same session	TrueBlue Announces Greg Netolicky as Chief People Officer 10/23/2023 16:05 ET after hours TrueBlue Reports Third Quarter 2023 Results 10/23/2023	Day +1 -21.74% 2023-10-25 Day +5 -18.96% 2023-10-31 Best recovery within 5 -18.96% 2023-10-31 12.5% of the drop was recovered five sessions later. Month end -18.96% on 2023-10-31
Close before and after $13.66 to $10.70 split-adjusted Session open, high, low $11.11, $11.69, $10.15 Opening gap -18.67% Close inside the session range 0.36 of the range, where 1.00 is the high Session volume 2,107,337 shares, $22,548,506 Relative volume 12.8x 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
75	ALGS	-21.52%	2023-10-23 against the close of 2023-10-20 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Aligos Therapeutics Announces $92 Million Private Placement Financing 10/23/2023 08:00 ET premarket	Day +1 -19.87% 2023-10-24 Day +5 -15.79% 2023-10-30 Best recovery within 5 -15.79% 2023-10-26 26.6% of the drop was recovered five sessions later. Month end -21.05% on 2023-10-31
Close before and after $19.00 to $14.91 split-adjusted Session open, high, low $19.00, $19.00, $14.75 Opening gap 0.00% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 27,587 shares, $411,358 Relative volume 19.2x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
76	MDNA	-21.24%	2023-10-27 against the close of 2023-10-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Uplisting / Compliance	Medicenna Announces Nasdaq Delisting and Cutback of Management Team 10/27/2023 07:55 ET premarket	Day +1 -28.10% 2023-10-30 Day +5 +4.59% 2023-11-03 Best recovery within 5 +4.59% 2023-11-03 It recovered the whole drop and closed 4.59% above the pre-news price. Month end -27.82% on 2023-10-31 This month ended before the fifth session after the move.
Close before and after $0.2505 to $0.1973 as traded Session open, high, low $0.2226, $0.2300, $0.1532 Opening gap -11.14% Close inside the session range 0.57 of the range, where 1.00 is the high Session volume 2,720,149 shares, $536,685 Relative volume 23.8x 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	ATEC	-21.22%	2023-10-25 against the close of 2023-10-24 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	ATEC Announces Proposed Public Offering of Common Stock 10/24/2023 16:01 ET after hours ATEC Announces Pricing of Public Offering of Common Stock 10/24/2023	Day +1 -23.24% 2023-10-26 Day +5 -26.05% 2023-11-01 Best recovery within 5 -23.24% 2023-10-26 Five sessions later the drop was 22.8% bigger, at -26.05%. Month end -28.39% on 2023-10-31 This month ended before the fifth session after the move.
Close before and after $12.82 to $10.10 split-adjusted Session open, high, low $10.50, $10.56, $10.02 Opening gap -18.10% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 13,519,993 shares, $136,551,929 Relative volume 9.5x 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	AAN	-21.15%	2023-10-24 against the close of 2023-10-23 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	The Aaron's Company, Inc. Reports Third Quarter 2023 Financial Results, Updates Full Year Outlook 10/23/2023 16:45 ET after hours	Day +1 -18.11% 2023-10-25 Day +5 -16.65% 2023-10-31 Best recovery within 5 -16.65% 2023-10-31 21.3% of the drop was recovered five sessions later. Month end -16.65% on 2023-10-31
Close before and after $8.89 to $7.01 as traded Session open, high, low $7.28, $7.82, $7.00 Opening gap -18.11% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 1,824,666 shares, $12,790,909 Relative volume 5.6x 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
79	SIDU	-20.65%	2023-10-12 against the close of 2023-10-11 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Sidus Space Announces $2.0 Million Registered Direct Offering and Concurrent Private Placement 10/12/2023 08:00 ET premarket	Day +1 -22.96% 2023-10-13 Day +5 -15.79% 2023-10-19 Best recovery within 5 -5.93% 2023-10-17 23.5% of the drop was recovered five sessions later. Month end -29.12% on 2023-10-31
Close before and after $12.98 to $10.30 split-adjusted Session open, high, low $10.45, $10.99, $10.00 Opening gap -19.49% Close inside the session range 0.30 of the range, where 1.00 is the high Session volume 51,176 shares, $527,113 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
80	MXCT	-20.64%	2023-10-05 against the close of 2023-10-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	MaxCyte Announces Preliminary Third Quarter 2023 Revenue and Updates Full Year 2023 Revenue Guidance 10/04/2023 16:05 ET after hours	Day +1 -12.54% 2023-10-06 Day +5 -11.31% 2023-10-12 Best recovery within 5 -6.42% 2023-10-10 45.2% of the drop was recovered five sessions later. Month end -9.48% on 2023-10-31
Close before and after $3.27 to $2.60 split-adjusted Session open, high, low $2.53, $2.90, $2.45 Opening gap -22.63% Close inside the session range 0.32 of the range, where 1.00 is the high Session volume 6,486,660 shares, $16,832,883 Relative volume 12.7x 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
81	INMD	-19.97%	2023-10-12 against the close of 2023-10-11 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	InMode Expects Third Quarter 2023 Revenue Between $122.8M-$123.0M, Lowering Full-Year 2023 Revenue Guidance to $500M-$510M vs. Original Estimates of $530M-$540M 10/12/2023 08:00 ET premarket	Day +1 -25.87% 2023-10-13 Day +5 -29.05% 2023-10-19 Best recovery within 5 -23.83% 2023-10-16 Five sessions later the drop was 45.5% bigger, at -29.05%. Month end -31.76% on 2023-10-31
Close before and after $27.99 to $22.40 split-adjusted Session open, high, low $24.14, $24.19, $21.14 Opening gap -13.75% Close inside the session range 0.41 of the range, where 1.00 is the high Session volume 16,356,898 shares, $366,394,515 Relative volume 12.8x 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
82	GLUE	-19.80%	2023-10-17 against the close of 2023-10-16 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Monte Rosa Therapeutics Announces Interim PK/PD and Clinical Data for MRT-2359 in Phase 1/2 Trial for MYC-Driven Solid Tumors 10/17/2023 07:00 ET premarket Monte Rosa Therapeutics Announces Strategic Collaboration with Roche to Discover Novel Molecular Glue Degraders Targeting Cancer and Neurological Diseases 10/17/2023	Day +1 -31.40% 2023-10-18 Day +5 -48.40% 2023-10-24 Best recovery within 5 -31.40% 2023-10-18 Five sessions later the drop was 144.4% bigger, at -48.40%. Month end -32.00% on 2023-10-31
Close before and after $5.00 to $4.01 split-adjusted Session open, high, low $5.24, $5.29, $3.89 Opening gap +4.80% Close inside the session range 0.09 of the range, where 1.00 is the high Session volume 3,410,190 shares, $13,674,862 Relative volume 21.7x 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
83	SMTC	-19.78%	2023-10-19 against the close of 2023-10-18 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Semtech Corporation Announces Proposed Private Placement of $250 Million of Convertible Senior Notes 10/19/2023 07:01 ET premarket	Day +1 -17.22% 2023-10-20 Day +5 -22.99% 2023-10-26 Best recovery within 5 -17.22% 2023-10-20 Five sessions later the drop was 16.2% bigger, at -22.99%. Month end -29.92% on 2023-10-31
Close before and after $19.92 to $15.98 split-adjusted Session open, high, low $16.63, $17.10, $15.25 Opening gap -16.52% Close inside the session range 0.40 of the range, where 1.00 is the high Session volume 23,292,260 shares, $372,210,315 Relative volume 17.8x 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
84	ULBI	-19.57%	2023-10-26 against the close of 2023-10-25 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Ultralife Corporation Reports Third Quarter Results 10/26/2023 07:00 ET premarket	Day +1 -22.28% 2023-10-27 Day +5 -11.41% 2023-11-02 Best recovery within 5 -11.41% 2023-11-02 41.7% of the drop was recovered five sessions later. Month end -19.35% on 2023-10-31 This month ended before the fifth session after the move.
Close before and after $9.20 to $7.40 split-adjusted Session open, high, low $8.55, $8.55, $6.79 Opening gap -7.07% Close inside the session range 0.35 of the range, where 1.00 is the high Session volume 474,226 shares, $3,509,272 Relative volume 5.3x 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
85	KNSL	-19.56%	2023-10-27 against the close of 2023-10-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Kinsale Capital Group Reports Third Quarter 2023 Results 10/26/2023 16:10 ET after hours	Day +1 -22.21% 2023-10-30 Day +5 -20.34% 2023-11-03 Best recovery within 5 -19.21% 2023-11-02 Five sessions later the drop was 4.0% bigger, at -20.34%. Month end -21.66% on 2023-10-31 This month ended before the fifth session after the move.
Close before and after $426.22 to $342.87 split-adjusted Session open, high, low $403.49, $404.00, $335.09 Opening gap -5.33% Close inside the session range 0.11 of the range, where 1.00 is the high Session volume 713,260 shares, $244,555,456 Relative volume 6.0x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
86	ANVS	-18.90%	2023-10-31 against the close of 2023-10-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Annovis Bio Receives Positive Recommendation to Continue Phase 2/3 Trial of Buntanetap for Alzheimer’s Disease Patients From the Independent Data and Safety Monitoring Board (DSMB) 10/30/2023 16:42 ET after hours Annovis Bio Announces Launch of Proposed Public Offering 10/30/2023 Annovis Bio Announces Pricing of $7.5 Million Public Offering 10/31/2023	Day +1 -23.56% 2023-11-01 Day +5 -28.71% 2023-11-07 Best recovery within 5 -21.84% 2023-11-03 Five sessions later the drop was 51.9% bigger, at -28.71%. Month end -18.90% on 2023-10-31 same session This month ended before the fifth session after the move.
Close before and after $8.15 to $6.61 split-adjusted Session open, high, low $6.79, $6.85, $6.30 Opening gap -16.69% Close inside the session range 0.56 of the range, where 1.00 is the high Session volume 348,712 shares, $2,304,986 Relative volume 6.7x 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
87	LTRPA	-18.89%	2023-10-20 against the close of 2023-10-19 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Uplisting / Compliance	Liberty TripAdvisor Holdings, Inc. Provides Update Regarding Nasdaq Delisting 10/19/2023 16:15 ET after hours	Day +1 -12.11% 2023-10-23 Day +5 -42.22% 2023-10-27 Best recovery within 5 -12.11% 2023-10-23 Five sessions later the drop was 123.5% bigger, at -42.22%. Month end -59.78% on 2023-10-31
Close before and after $0.4500 to $0.3650 as traded Session open, high, low $0.4200, $0.4300, $0.3446 Opening gap -6.67% Close inside the session range 0.24 of the range, where 1.00 is the high Session volume 1,802,572 shares, $657,939 Relative volume 23.2x 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
88	TRCA	-18.74%	2023-10-19 against the close of 2023-10-18 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Reverse Merger / Shell	Carbon Revolution Announces Major Milestones in its Business Combination with Twin Ridge Capital Acquisition Corp. 10/19/2023 06:30 ET premarket	Day +1 -21.26% 2023-10-20 Day +5 +37.14% 2023-10-26 Best recovery within 5 +37.14% 2023-10-26 It recovered the whole drop and closed 37.14% above the pre-news price. Month end -18.86% on 2023-10-31
Close before and after $8.75 to $7.11 as traded Session open, high, low $8.61, $8.61, $7.11 Opening gap -1.60% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 10,148 shares, $72,152 Relative volume 0.5x 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
89	WNS	-18.65%	2023-10-19 against the close of 2023-10-18 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	WNS Announces Fiscal 2024 Second Quarter Earnings, Revises Full Year Guidance 10/19/2023 06:00 ET premarket	Day +1 -17.19% 2023-10-20 Day +5 -19.76% 2023-10-26 Best recovery within 5 -14.66% 2023-10-23 Five sessions later the drop was 6.0% bigger, at -19.76%. Month end -20.92% on 2023-10-31
Close before and after $68.69 to $55.88 as traded Session open, high, low $64.00, $64.01, $51.84 Opening gap -6.83% Close inside the session range 0.33 of the range, where 1.00 is the high Session volume 2,211,368 shares, $123,571,244 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
90	ARQT	-18.65%	2023-10-20 against the close of 2023-10-19 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Arcutis Announces Proposed Public Offering 10/19/2023 16:04 ET after hours Arcutis Announces Pricing of $100 Million Public Offering 10/19/2023 New Data Shows ZORYVE® (Roflumilast) Cream 0.3% Provided Measurable Improvement of Plaque Psoriasis in Nearly All Individuals in DERMIS Trials 10/20/2023	Day +1 -20.30% 2023-10-23 Day +5 -22.94% 2023-10-27 Best recovery within 5 -20.30% 2023-10-23 Five sessions later the drop was 23.0% bigger, at -22.94%. Month end -25.74% on 2023-10-31
Close before and after $3.03 to $2.47 split-adjusted Session open, high, low $2.41, $2.56, $2.16 Opening gap -20.46% Close inside the session range 0.76 of the range, where 1.00 is the high Session volume 18,378,986 shares, $45,304,200 Relative volume 15.3x 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
91	CALX	-18.27%	2023-10-24 against the close of 2023-10-23 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Calix Releases Third Quarter 2023 Financial Results 10/23/2023 16:06 ET after hours Gibson Connect Announces Rapid Deployment of Bark to Their Employees, Board Members, and Across Their Communities, Enabled by the Calix Broadband Platform 10/24/2023	Day +1 -21.82% 2023-10-25 Day +5 -22.22% 2023-10-31 Best recovery within 5 -20.48% 2023-10-26 Five sessions later the drop was 21.6% bigger, at -22.22%. Month end -22.22% on 2023-10-31
Close before and after $42.58 to $34.80 split-adjusted Session open, high, low $38.57, $39.56, $32.47 Opening gap -9.42% Close inside the session range 0.33 of the range, where 1.00 is the high Session volume 5,420,569 shares, $188,635,801 Relative volume 11.7x 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
92	GSIT	-18.26%	2023-10-27 against the close of 2023-10-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	GSI Technology, Inc. Reports Second Quarter Fiscal 2024 Results 10/26/2023 16:05 ET after hours	Day +1 -20.75% 2023-10-30 Day +5 -4.56% 2023-11-03 Best recovery within 5 -3.32% 2023-11-02 75.0% of the drop was recovered five sessions later. Month end -18.26% on 2023-10-31 This month ended before the fifth session after the move.
Close before and after $2.41 to $1.97 split-adjusted Session open, high, low $2.38, $2.39, $1.93 Opening gap -1.24% Close inside the session range 0.09 of the range, where 1.00 is the high Session volume 278,697 shares, $549,033 Relative volume 2.9x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
93	ENVA	-18.20%	2023-10-25 against the close of 2023-10-24 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Buyback / Dividend	Enova Reports Third Quarter 2023 Results and New $300 Million Share Repurchase Program 10/24/2023 16:16 ET after hours	Day +1 -16.84% 2023-10-26 Day +5 -6.09% 2023-11-01 Best recovery within 5 -6.09% 2023-11-01 66.5% of the drop was recovered five sessions later. Month end -9.73% on 2023-10-31 This month ended before the fifth session after the move.
Close before and after $44.18 to $36.14 split-adjusted Session open, high, low $40.38, $40.38, $35.30 Opening gap -8.60% Close inside the session range 0.17 of the range, where 1.00 is the high Session volume 1,111,103 shares, $40,155,262 Relative volume 5.9x 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
94	ASR	-18.14%	2023-10-05 against the close of 2023-10-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	ASUR ANNOUNCES GOVERNMENT ACTION TO CHANGE TARIFF BASE REGULATION 10/04/2023 20:10 ET after hours	Day +1 -13.30% 2023-10-06 Day +5 -10.50% 2023-10-12 Best recovery within 5 -8.56% 2023-10-10 42.1% of the drop was recovered five sessions later. Month end -10.80% on 2023-10-31
Close before and after $242.40 to $198.43 split-adjusted Session open, high, low $217.80, $218.28, $165.00 Opening gap -10.15% Close inside the session range 0.63 of the range, where 1.00 is the high Session volume 461,919 shares, $91,658,587 Relative volume 8.4x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
95	USNA	-18.00%	2023-10-25 against the close of 2023-10-24 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	USANA Health Sciences Reports Third Quarter 2023 Results 10/24/2023 16:05 ET after hours	Day +1 -16.67% 2023-10-26 Day +5 -19.83% 2023-11-01 Best recovery within 5 -16.65% 2023-10-30 Five sessions later the drop was 10.2% bigger, at -19.83%. Month end -17.82% on 2023-10-31 This month ended before the fifth session after the move.
Close before and after $55.43 to $45.45 split-adjusted Session open, high, low $49.98, $50.53, $44.01 Opening gap -9.83% Close inside the session range 0.22 of the range, where 1.00 is the high Session volume 176,028 shares, $8,000,473 Relative volume 3.2x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
96	GBX	-17.87%	2023-10-25 against the close of 2023-10-24 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Greenbrier Reports Strong Fourth Quarter and Fiscal Year 2023 Results 10/25/2023 06:00 ET premarket	Day +1 -20.24% 2023-10-26 Day +5 -13.68% 2023-11-01 Best recovery within 5 -13.68% 2023-11-01 23.4% of the drop was recovered five sessions later. Month end -15.35% on 2023-10-31 This month ended before the fifth session after the move.
Close before and after $40.86 to $33.56 split-adjusted Session open, high, low $33.25, $36.30, $32.00 Opening gap -18.62% Close inside the session range 0.36 of the range, where 1.00 is the high Session volume 1,679,134 shares, $56,351,737 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
97	SOLO	-17.79%	2023-10-05 against the close of 2023-10-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement (terminated)	ElectraMeccanica Terminates Arrangement Agreement With Tevva 10/04/2023 16:15 ET after hours	Day +1 -10.81% 2023-10-06 Day +5 -15.88% 2023-10-12 Best recovery within 5 -10.81% 2023-10-06 10.7% of the drop was recovered five sessions later. Month end -32.84% on 2023-10-31
Close before and after $0.5718 to $0.4701 as traded Session open, high, low $0.5409, $0.5600, $0.4551 Opening gap -5.40% Close inside the session range 0.14 of the range, where 1.00 is the high Session volume 1,836,271 shares, $863,231 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
98	CCG	-17.68%	2023-10-02 against the close of 2023-09-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Cheche Group Providing Insurance Services for Xpeng EVs in Ten Cities 10/02/2023 09:00 ET premarket	Day +1 -12.16% 2023-10-03 Day +5 -24.13% 2023-10-09 Best recovery within 5 -11.60% 2023-10-04 Five sessions later the drop was 36.5% bigger, at -24.13%. Month end -46.30% on 2023-10-31
Close before and after $374.15 to $308.00 split-adjusted Session open, high, low $378.35, $395.15, $297.50 Opening gap +1.12% Close inside the session range 0.11 of the range, where 1.00 is the high Session volume 6,036 shares, $1,859,088 Baseline gap 3 calendar days from the pre-news close to the measured session
99	SFR	-17.67%	2023-10-25 against the close of 2023-10-24 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Uplisting / Compliance	Appreciate Receives Notice From Nasdaq Regarding Delisting 10/24/2023 17:00 ET after hours	Day +1 -50.75% 2023-10-26 Day +5 -99.86% 2023-11-01 Best recovery within 5 -50.75% 2023-10-26 Five sessions later the drop was 465.1% bigger, at -99.86%. Month end -99.86% on 2023-10-31 This month ended before the fifth session after the move.
Close before and after $0.1466 to $0.1207 as traded Session open, high, low $0.0991, $0.1250, $0.0912 Opening gap -32.40% Close inside the session range 0.87 of the range, where 1.00 is the high Session volume 10,992,676 shares, $1,326,816 Relative volume 78.7x 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
100	FMS	-17.57%	2023-10-11 against the close of 2023-10-10 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Capital Square Delivers 147.63% Total Return* to Investors in Medical Building DST 10/11/2023 08:00 ET premarket	Day +1 -19.09% 2023-10-12 Day +5 -18.00% 2023-10-18 Best recovery within 5 -16.71% 2023-10-17 Five sessions later the drop was 2.4% bigger, at -18.00%. Month end -20.62% on 2023-10-31
Close before and after $20.95 to $17.27 split-adjusted Session open, high, low $17.72, $17.72, $16.85 Opening gap -15.42% Close inside the session range 0.48 of the range, where 1.00 is the high Session volume 3,570,179 shares, $61,656,991 Relative volume 9.7x 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 $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. 739 smaller events this month are held out of this month's eligible pool; switch to include them. 309 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

2 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.

2 events were 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.

5 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 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.

In October 2023, the median decliner was 5.0% deeper below its pre-news close five sessions later; the largest catalyst group was Earnings, 38 of the 100 events, at a median of -25.2%.

Close-to-close change on the measured trading session, against the previous close.

Which catalysts drove the board

Swipe the table sideways for the day +5 columns.

Catalyst	Events	Share of board	Median move close to close	Median at day +5	Still below the pre-news close at day +5
Earnings	38	38.0%	-25.2%	-24.2% of 37	100.0% of 37
Other Announcement	20	20.0%	-31.7%	-40.4%	100.0% of 20
Clinical Trial Results	13	13.0%	-30.2%	-41.7%	100.0% of 13
Offering / Dilution	12	12.0%	-25.5%	-23.0%	100.0% of 12
Uplisting / Compliance	5	5.0%	Fewer than 10 events in this group, so no figures are shown.

The day +5 figures are measured over the events in each group that have a five-session close, the count printed beside them, not over every event in the group.

5 other catalyst types, 12 events: M&A / Acquisition, Reverse Merger / Shell, Contract / Partnership, FDA & Regulatory, Buyback / Dividend.

How much of the drop held

Horizon	Still below the pre-news close close to close	Median change since the measured close as a share of the drop
Day +1	99.0% of 99	1.3% deeper below baseline, of 99
Day +5	98.0% of 98	5.0% deeper below baseline, of 98
Month end	98.9% of 92	12.2% deeper below baseline, of 92
Month end falls before day +5 for 27 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 October 2023

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

Symbol	Measured sessions	Largest drop
ACAQ	2Reverse Merger / Shell	-70.72%
PMVP	2Clinical Trial Results	-47.58%
APLM	2Other Announcement	-43.24%
COCH	2Uplisting / Compliance, Contract / Partnership	-31.58%

Also fallen on news in earlier months

Ranked in at least two of the three months before this one. They are listed whether or not they rank this month, which is why the months are named.

Symbol	Months	Largest drop
PALI	2023-09, 2023-08	-62.70%
KULR	2023-09, 2023-08	-31.24%
TNXP	2023-09, 2023-07	-39.89%
CGRN	2023-09, 2023-08	-31.02%
CGC	2023-09, 2023-07	-40.91%
NVCR	2023-08, 2023-07	-37.50%

What the board was made of

Price before the move

Price bands are not shown on months older than a year, because the stored prices are adjusted for splits done since and a company that has reverse-split lands in a band its shares never traded in.

When the announcement landed

Volume against normal

1 event has too little trading history for a relative volume, and is not in the tiers above.

Industry

32 other industries, 33 events

Industry not known: 34.0%

When the release and the price disagreed

11 events on this board carry the flag.

Flagged events sat 6.9 percentage points below the rest of the board five sessions later.

Median at day +5, flagged: -36.7%
Median at day +5, not flagged: -29.8%

Against September 2023

100 events in the comparable window.

September 2023 median -19.4%, selected from the 7,214 events in that month's eligible pool

October 2023 median -26.2%, 6.8 points steeper than September 2023. October 2023's median is taken over the 100 ranked rows, selected from the 9,748 events in that month's eligible pool.

The two windows drew on pools of very different size, so part of the gap between the medians is how deep into each pool the top hundred reaches rather than how severe the moves were.

How this ranking is measured

Close-to-close change on the measured trading session, against the previous close.

An announcement before 16:00 ET is measured on that trading day; one at or after 16:00 ET, or on a weekend, is measured on the next trading day.
One row per company and measured session. Other announcements the company made in the same session are listed inside the row.
A ranking is a coincidence of news and price on the same session, not proof that the news caused the move. Part of an intraday move can precede the announcement.
No Stated Cause marks a release in which the company itself says it knows of no reason for the move, while Other Announcement marks a release these rules could not classify.

Eligibility uses each company's capitalization today, not its capitalization at the time. Archive boards can therefore change as companies grow or shrink.

Prices are adjusted for stock splits the company has done since, so an older row's dollar figures are stated on today's share count and are not the prices that traded that day. The percentage move, the dollar volume and the relative volume are unaffected, because both prices carry the same adjustment. The session's share count carries the adjustment too, so the shares figure beside the dollar volume is that count restated on today's basis rather than the number of shares that changed hands. Where the ticker was retired the price series stops with it and no later adjustment reached it, so those rows are marked as traded and their dollars are the ones that changed hands on the day.

Market cap is not shown on months older than a year, because only today's figure exists.

On 100 of these rows the measured session was reconstructed from the announcement time, because it predates our stored session records.

This archive starts at 2020-04, the first month with ranked moves.