January 2024 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 2024-01-31, 21 of 21 completed market sessions produced ranked moves. That date is the last ranked session, not the last priced one, so follow-through dates run later.

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

See the biggest gainers of January 2024

100

Ranked drops

-61.29%

Largest, PHUN

97.0%

Below baseline, day +5

13.6%

Median deeper below baseline, day +5

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100 ranked drops in January 2024

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	PHUN	-61.29%	2024-01-17 against the close of 2024-01-16 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Phunware Announces Pricing of $7.0 Million Registered Direct Offering Priced At-the-Market Under Nasdaq Rules 01/16/2024 16:04 ET after hours	Day +1 -42.37% 2024-01-18 Day +5 -17.66% 2024-01-24 Best recovery within 5 +2.33% 2024-01-23 71.2% of the drop was recovered five sessions later. Month end -23.78% on 2024-01-31
Close before and after $21.01 to $8.13 split-adjusted Session open, high, low $8.07, $12.16, $7.75 Opening gap -61.60% Close inside the session range 0.09 of the range, where 1.00 is the high Session volume 10,276,826 shares, $83,550,595 Relative volume 102.6x 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
2	ALLK	-60.20%	2024-01-16 against the close of 2024-01-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Allakos Announces Phase 2 Lirentelimab Trials in Atopic Dermatitis and Chronic Spontaneous Urticaria Did Not Meet Their Primary Endpoints 01/16/2024 07:00 ET premarket Allakos Announces a Restructuring to Focus on Development of AK006 01/16/2024	Day +1 -65.89% 2024-01-17 Day +5 -60.54% 2024-01-23 Best recovery within 5 -59.53% 2024-01-22 Five sessions later the drop was 0.6% bigger, at -60.54%. Month end -57.53% on 2024-01-31
Close before and after $2.99 to $1.19 as traded Session open, high, low $1.22, $1.35, $1.15 Opening gap -59.20% Close inside the session range 0.20 of the range, where 1.00 is the high Session volume 30,419,942 shares, $36,199,731 Relative volume 33.4x the median of the 20 sessions before the pre-news close Baseline gap 4 calendar days from the pre-news close to the measured session
3	LMDX More than one ranked move this month 2+ ranked moves	-53.49%	2024-01-08 against the close of 2024-01-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	LumiraDx Announces its Securities will be Suspended from Trading on Nasdaq at the Open of Business on January 9th 01/05/2024 17:45 ET after hours	Day +1 -70.93% 2024-01-09 Day +5 -41.86% 2024-01-16 Best recovery within 5 -41.86% 2024-01-16 21.7% of the drop was recovered five sessions later. Month end -55.52% on 2024-01-31
Close before and after $0.0344 to $0.0160 as traded Session open, high, low $0.0211, $0.0282, $0.0151 Opening gap -38.66% Close inside the session range 0.07 of the range, where 1.00 is the high Session volume 132,236,851 shares, $2,115,790 Relative volume 14.8x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
4	GNS Also on the opposite board this month on both boards	-49.32%	2024-01-12 against the close of 2024-01-11 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Genius Group Announces Pricing of $8.25 Million Public Offering 01/12/2024 06:00 ET premarket	Day +1 -48.64% 2024-01-16 Day +5 -27.89% 2024-01-22 Best recovery within 5 -27.89% 2024-01-22 43.5% of the drop was recovered five sessions later. Month end -25.34% on 2024-01-31
Close before and after $5.13 to $2.60 split-adjusted Session open, high, low $2.73, $2.81, $2.38 Opening gap -46.86% Close inside the session range 0.51 of the range, where 1.00 is the high Session volume 3,153,711 shares, $8,199,649 Relative volume 19.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
5	ARAV	-46.06%	2024-01-18 against the close of 2024-01-17 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Aravive, Inc. to Delist from The Nasdaq Stock Market 01/17/2024 16:09 ET after hours	Day +1 -52.67% 2024-01-19 Day +5 -58.02% 2024-01-25 Best recovery within 5 -52.67% 2024-01-19 Five sessions later the drop was 26.0% bigger, at -58.02%. Month-end is not shown: no closing price is available for 2024-01-31.
Close before and after $0.1103 to $0.0595 as traded Session open, high, low $0.0490, $0.0650, $0.0490 Opening gap -55.58% Close inside the session range 0.66 of the range, where 1.00 is the high Session volume 24,009,694 shares, $1,428,577 Relative volume 25.0x 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
6	SIDU More than one ranked move this month Also on the opposite board this month 2+ ranked moves on both boards	-44.25%	2024-01-30 against the close of 2024-01-29 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 Proposed Public Offering 01/29/2024 16:10 ET after hours Sidus Space Announces Pricing of Public Offering 01/29/2024 Sidus Space's Cutting-Edge 3D Hybrid Satellite 'LizzieSat' Ready for Launch 01/30/2024	Day +1 -44.83% 2024-01-31 Day +5 -52.64% 2024-02-06 Best recovery within 5 -44.83% 2024-01-31 Five sessions later the drop was 19.0% bigger, at -52.64%. Month end -44.83% on 2024-01-31 This month ended before the fifth session after the move.
Close before and after $8.70 to $4.85 split-adjusted Session open, high, low $4.99, $5.20, $4.82 Opening gap -42.64% Close inside the session range 0.08 of the range, where 1.00 is the high Session volume 1,104,182 shares, $5,355,283 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
7	VRM	-42.38%	2024-01-23 against the close of 2024-01-22 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Vroom Announces Wind-Down of Ecommerce Used Vehicle Operations 01/22/2024 16:10 ET after hours	Day +1 -50.72% 2024-01-24 Day +5 -56.04% 2024-01-30 Best recovery within 5 -50.53% 2024-01-25 Five sessions later the drop was 32.2% bigger, at -56.04%. Month end -53.32% on 2024-01-31
Close before and after $42.22 to $24.33 split-adjusted Session open, high, low $22.86, $26.66, $21.66 Opening gap -45.87% Close inside the session range 0.53 of the range, where 1.00 is the high Session volume 258,351 shares, $6,285,163 Relative volume 9.0x 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
8	OPK	-39.55%	2024-01-04 against the close of 2024-01-03 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	OPKO Health Announces Private Offering of Convertible Senior Notes Due 2029 01/03/2024 17:05 ET after hours	Day +1 -40.76% 2024-01-05 Day +5 -36.43% 2024-01-11 Best recovery within 5 -30.67% 2024-01-09 7.9% of the drop was recovered five sessions later. Month end -32.00% on 2024-01-31
Close before and after $1.50 to $0.9067 split-adjusted Session open, high, low $1.22, $1.22, $0.8736 Opening gap -18.67% Close inside the session range 0.10 of the range, where 1.00 is the high Session volume 89,852,588 shares, $81,469,342 Relative volume 45.9x 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
9	DTC	-38.98%	2024-01-08 against the close of 2024-01-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Leadership Change	Solo Brands Announces Leadership Change to Support Its Next Chapter of Growth 01/08/2024 06:50 ET premarket	Day +1 -40.68% 2024-01-09 Day +5 -49.15% 2024-01-16 Best recovery within 5 -40.68% 2024-01-09 Five sessions later the drop was 26.1% bigger, at -49.15%. Month end -52.71% on 2024-01-31
Close before and after $5.90 to $3.60 as traded Session open, high, low $3.83, $4.06, $3.55 Opening gap -35.08% Close inside the session range 0.10 of the range, where 1.00 is the high Session volume 8,371,773 shares, $30,138,383 Relative volume 18.5x 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
10	NYCB	-37.67%	2024-01-31 against the close of 2024-01-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	NEW YORK COMMUNITY BANCORP, INC. REPORTS RECORD RESULTS FOR 2023 01/31/2024 07:00 ET premarket	Day +1 -44.61% 2024-02-01 Day +5 -56.84% 2024-02-07 Best recovery within 5 -41.81% 2024-02-02 Five sessions later the drop was 50.9% bigger, at -56.84%. Month end -37.67% on 2024-01-31 same session This month ended before the fifth session after the move.
Close before and after $31.14 to $19.41 as traded Session open, high, low $17.88, $21.54, $16.74 Opening gap -42.58% Close inside the session range 0.56 of the range, where 1.00 is the high Session volume 42,949,487 shares, $833,649,543 Relative volume 19.1x 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	DCGO	-37.58%	2024-01-10 against the close of 2024-01-09 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	DocGo Rejects Short Seller Report and Releases Preliminary 2024 Revenue Guidance 01/10/2024 15:59 ET intraday	Day +1 -28.39% 2024-01-11 Day +5 -30.48% 2024-01-18 Best recovery within 5 -28.39% 2024-01-11 18.9% of the drop was recovered five sessions later. Month end -22.76% on 2024-01-31
Close before and after $4.79 to $2.99 split-adjusted Session open, high, low $3.56, $3.68, $2.78 Opening gap -25.68% Close inside the session range 0.23 of the range, where 1.00 is the high Session volume 22,009,613 shares, $65,808,743 Relative volume 23.1x 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
12	OPI	-37.58%	2024-01-11 against the close of 2024-01-10 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Buyback / Dividend	Office Properties Income Trust Reduces Quarterly Dividend to Increase Liquidity and Financial Flexibility Going Forward 01/11/2024 08:00 ET premarket Industrial Logistics Properties Trust Announces Quarterly Dividend on Common Shares 01/11/2024	Day +1 -40.32% 2024-01-12 Day +5 -42.90% 2024-01-19 Best recovery within 5 -40.32% 2024-01-12 Five sessions later the drop was 14.2% bigger, at -42.90%. Month end -40.81% on 2024-01-31
Close before and after $6.20 to $3.87 split-adjusted Session open, high, low $4.73, $4.80, $3.59 Opening gap -23.71% Close inside the session range 0.23 of the range, where 1.00 is the high Session volume 9,093,804 shares, $35,193,021 Relative volume 9.9x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
13	ROI release reads positive	-35.93%	2024-01-03 against the close of 2024-01-02 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 35.93%	RiskOn International and Meetkai Unveil Generative AI Platform “askROI” and announce pilot program with Effvision 01/03/2024 08:30 ET premarket	Day +1 -48.91% 2024-01-04 Day +5 -66.12% 2024-01-10 Best recovery within 5 -48.91% 2024-01-04 Five sessions later the drop was 84.0% bigger, at -66.12%. Month end -74.23% on 2024-01-31
Close before and after $0.4590 to $0.2941 as traded Session open, high, low $0.3250, $0.3484, $0.2600 Opening gap -29.19% Close inside the session range 0.39 of the range, where 1.00 is the high Session volume 21,741,951 shares, $6,394,308 Relative volume 6.8x 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
14	SLS	-35.77%	2024-01-04 against the close of 2024-01-03 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	SELLAS Life Sciences Announces Proposed Public Offering 01/03/2024 20:05 ET after hours SELLAS Life Sciences Announces Pricing of $9.0 Million Public Offering 01/04/2024	Day +1 -36.61% 2024-01-05 Day +5 -40.84% 2024-01-11 Best recovery within 5 -36.61% 2024-01-05 Five sessions later the drop was 14.2% bigger, at -40.84%. Month end -29.32% on 2024-01-31
Close before and after $0.9055 to $0.5816 split-adjusted Session open, high, low $0.6158, $0.6260, $0.5705 Opening gap -31.99% Close inside the session range 0.20 of the range, where 1.00 is the high Session volume 5,077,213 shares, $2,952,907 Relative volume 9.6x 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
15	AVXL	-35.07%	2024-01-02 against the close of 2023-12-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Anavex Life Sciences Provides an Update on Rett Syndrome Program 01/02/2024 08:00 ET premarket	Day +1 -29.86% 2024-01-03 Day +5 -31.15% 2024-01-09 Best recovery within 5 -29.54% 2024-01-08 11.2% of the drop was recovered five sessions later. Month end -35.88% on 2024-01-31
Close before and after $9.31 to $6.05 split-adjusted Session open, high, low $5.90, $6.95, $5.79 Opening gap -36.63% Close inside the session range 0.22 of the range, where 1.00 is the high Session volume 9,264,803 shares, $56,005,734 Relative volume 7.6x the median of the 20 sessions before the pre-news close Baseline gap 4 calendar days from the pre-news close to the measured session
16	PALI Also on the opposite board this month on both boards	-35.01%	2024-01-30 against the close of 2024-01-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Palisade Bio Announces Exercise of Previously Issued Warrants for $2.5 Million 01/30/2024 09:25 ET premarket	Day +1 -37.55% 2024-01-31 Day +5 -52.72% 2024-02-06 Best recovery within 5 -37.55% 2024-01-31 Five sessions later the drop was 50.6% bigger, at -52.72%. Month end -37.55% on 2024-01-31 This month ended before the fifth session after the move.
Close before and after $14.40 to $9.36 split-adjusted Session open, high, low $10.80, $11.75, $8.85 Opening gap -25.00% Close inside the session range 0.17 of the range, where 1.00 is the high Session volume 489,951 shares, $4,585,206 Relative volume 95.2x 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
17	NAK	-33.96%	2024-01-08 against the close of 2024-01-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Northern Dynasty: Pebble Responds to US Supreme Court Decision to Deny Alaska’s Petition 01/08/2024 13:00 ET intraday	Day +1 -27.16% 2024-01-09 Day +5 -30.72% 2024-01-16 Best recovery within 5 -22.35% 2024-01-10 9.5% of the drop was recovered five sessions later. Month end -36.26% on 2024-01-31
Close before and after $0.3825 to $0.2526 split-adjusted Session open, high, low $0.3825, $0.4000, $0.2301 Opening gap 0.00% Close inside the session range 0.13 of the range, where 1.00 is the high Session volume 17,682,179 shares, $4,466,518 Relative volume 16.6x 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
18	RLMD	-31.68%	2024-01-04 against the close of 2024-01-03 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Relmada Therapeutics Provides Corporate Update 01/04/2024 07:30 ET premarket	Day +1 -26.71% 2024-01-05 Day +5 -26.93% 2024-01-11 Best recovery within 5 -24.06% 2024-01-08 15.0% of the drop was recovered five sessions later. Month end -13.25% on 2024-01-31
Close before and after $4.53 to $3.10 split-adjusted Session open, high, low $4.50, $4.51, $3.06 Opening gap -0.66% Close inside the session range 0.02 of the range, where 1.00 is the high Session volume 2,798,005 shares, $8,659,825 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
19	ELTX	-30.31%	2024-01-09 against the close of 2024-01-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Nature Medicine Publishes Updated Preliminary Phase 1 Data From Elicio Therapeutic’s AMPLIFY-201 Phase 1 Solid Tumor Study of ELI-002 01/09/2024 06:00 ET premarket	Day +1 -29.16% 2024-01-10 Day +5 -35.04% 2024-01-17 Best recovery within 5 -29.16% 2024-01-10 Five sessions later the drop was 15.6% bigger, at -35.04%. Month end -43.73% on 2024-01-31
Close before and after $7.82 to $5.45 split-adjusted Session open, high, low $8.12, $8.12, $5.44 Opening gap +3.84% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 3,093,553 shares, $16,859,864 Relative volume 140.9x 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	MPW	-29.00%	2024-01-05 against the close of 2024-01-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Medical Properties Trust Provides Update on Steward Health Care 01/04/2024 16:47 ET after hours	Day +1 -32.20% 2024-01-08 Day +5 -31.40% 2024-01-12 Best recovery within 5 -26.80% 2024-01-09 Five sessions later the drop was 8.3% bigger, at -31.40%. Month end -38.00% on 2024-01-31
Close before and after $5.00 to $3.55 as traded Session open, high, low $3.89, $4.00, $3.41 Opening gap -22.20% Close inside the session range 0.24 of the range, where 1.00 is the high Session volume 155,362,537 shares, $551,537,006 Relative volume 9.9x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
21	LAES More than one ranked move this month Also on the opposite board this month 2+ ranked moves on both boards	-28.71%	2024-01-12 against the close of 2024-01-11 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	SEALSQ Announces Closing of the Second $10.0 Million Tranche of Convertible Notes and Warrants Private Placement 01/11/2024 16:05 ET after hours	Day +1 -17.98% 2024-01-16 Day +5 -47.63% 2024-01-22 Best recovery within 5 -17.98% 2024-01-16 Five sessions later the drop was 65.9% bigger, at -47.63%. Month end -38.17% on 2024-01-31
Close before and after $3.17 to $2.26 split-adjusted Session open, high, low $2.29, $2.45, $1.87 Opening gap -27.76% Close inside the session range 0.67 of the range, where 1.00 is the high Session volume 15,123,063 shares, $34,178,122 Relative volume 27.7x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
22	AGL	-28.56%	2024-01-05 against the close of 2024-01-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Guidance Change	agilon health Provides 2023 Guidance Update, Initial 2024 View 01/05/2024 06:00 ET premarket agilon health Announces Tim Bensley to Retire as CFO 01/05/2024	Day +1 -24.01% 2024-01-08 Day +5 -38.91% 2024-01-12 Best recovery within 5 -24.01% 2024-01-08 Five sessions later the drop was 36.2% bigger, at -38.91%. Month end -51.24% on 2024-01-31
Close before and after $302.00 to $215.75 split-adjusted Session open, high, low $193.75, $220.50, $189.75 Opening gap -35.84% Close inside the session range 0.85 of the range, where 1.00 is the high Session volume 1,475,527 shares, $318,344,950 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
23	YGF More than one ranked move this month 2+ ranked moves	-26.52%	2024-01-11 against the close of 2024-01-10 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	YanGuFang Provides Update on Its CEO and CFO and Operations 01/10/2024 21:35 ET after hours	Day +1 -25.97% 2024-01-12 Day +5 -13.28% 2024-01-19 Best recovery within 5 -13.28% 2024-01-19 49.9% of the drop was recovered five sessions later. Month end -58.29% on 2024-01-31
Close before and after $1.81 to $1.33 as traded Session open, high, low $1.60, $1.60, $1.11 Opening gap -11.60% Close inside the session range 0.45 of the range, where 1.00 is the high Session volume 254,975 shares, $339,117 Relative volume 2.1x 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
24	APLD	-26.17%	2024-01-16 against the close of 2024-01-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Applied Digital Reports Fiscal Second Quarter 2024 Results 01/16/2024 08:00 ET premarket Applied Digital Signs Anchor Tenant at Ellendale HPC Facility 01/16/2024	Day +1 -31.51% 2024-01-17 Day +5 -35.51% 2024-01-23 Best recovery within 5 -31.51% 2024-01-17 Five sessions later the drop was 35.7% bigger, at -35.51%. Month end -31.38% on 2024-01-31
Close before and after $7.49 to $5.53 split-adjusted Session open, high, low $6.25, $6.34, $5.51 Opening gap -16.56% Close inside the session range 0.02 of the range, where 1.00 is the high Session volume 13,293,887 shares, $73,515,195 Relative volume 3.8x the median of the 20 sessions before the pre-news close Baseline gap 4 calendar days from the pre-news close to the measured session
25	NUTX	-26.17%	2024-01-23 against the close of 2024-01-22 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Nutex Health Announces Pricing of $10.0 Million Registered Direct Offering of Common Stock and Warrants 01/23/2024 08:30 ET premarket	Day +1 -27.51% 2024-01-24 Day +5 -31.40% 2024-01-30 Best recovery within 5 -26.97% 2024-01-25 Five sessions later the drop was 20.0% bigger, at -31.40%. Month end -30.70% on 2024-01-31
Close before and after $28.14 to $20.78 split-adjusted Session open, high, low $23.40, $25.80, $20.34 Opening gap -16.84% Close inside the session range 0.08 of the range, where 1.00 is the high Session volume 54,586 shares, $1,134,024 Relative volume 7.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
26	ASTS release reads positive	-25.72%	2024-01-19 against the close of 2024-01-18 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership Release reads positive, stock fell 25.72%	AST SpaceMobile Secures Strategic Investment From AT&T, Google and Vodafone 01/18/2024 16:05 ET after hours AST SpaceMobile, Inc. Announces Launch of Offering of $100,000,000 of Class A Common Stock 01/18/2024 AST SpaceMobile, Inc. Announces Pricing of $100,000,000 Public Offering of Class A Common Stock 01/18/2024	Day +1 -25.48% 2024-01-22 Day +5 -32.93% 2024-01-26 Best recovery within 5 -25.00% 2024-01-23 Five sessions later the drop was 28.0% bigger, at -32.93%. Month end -31.01% on 2024-01-31
Close before and after $4.16 to $3.09 split-adjusted Session open, high, low $3.37, $3.47, $3.05 Opening gap -18.99% Close inside the session range 0.10 of the range, where 1.00 is the high Session volume 44,527,542 shares, $137,590,105 Relative volume 21.5x 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
27	CALX	-25.70%	2024-01-30 against the close of 2024-01-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Calix Releases Fourth Quarter 2023 Financial Results 01/29/2024 16:06 ET after hours	Day +1 -25.19% 2024-01-31 Day +5 -23.36% 2024-02-06 Best recovery within 5 -21.60% 2024-02-02 9.1% of the drop was recovered five sessions later. Month end -25.19% on 2024-01-31 This month ended before the fifth session after the move.
Close before and after $44.35 to $32.95 split-adjusted Session open, high, low $33.49, $33.59, $31.64 Opening gap -24.49% Close inside the session range 0.67 of the range, where 1.00 is the high Session volume 7,898,833 shares, $260,266,547 Relative volume 15.8x 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
28	CORT	-25.62%	2024-01-02 against the close of 2023-12-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Court Finds Corcept Therapeutics’ Patents Not Infringed 01/02/2024 08:00 ET premarket	Day +1 -21.83% 2024-01-03 Day +5 -22.72% 2024-01-09 Best recovery within 5 -15.46% 2024-01-08 11.3% of the drop was recovered five sessions later. Month end -35.04% on 2024-01-31
Close before and after $32.48 to $24.16 split-adjusted Session open, high, low $22.11, $25.73, $22.00 Opening gap -31.93% Close inside the session range 0.58 of the range, where 1.00 is the high Session volume 7,379,827 shares, $178,296,620 Relative volume 12.3x the median of the 20 sessions before the pre-news close Baseline gap 4 calendar days from the pre-news close to the measured session
29	VVPR	-25.00%	2024-01-17 against the close of 2024-01-16 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership	1,300 E-JEEPNEY ORDER COMMITMENTS IN THE PHILIPPINES FOR TEMBO FRANCISCO MOTORS JOINT VENTURE 01/17/2024 08:45 ET premarket VivoPower International PLC Reports Unaudited Preliminary Results for the Six Months Ended December 31, 2023 01/17/2024	Day +1 -32.50% 2024-01-18 Day +5 -23.13% 2024-01-24 Best recovery within 5 -20.63% 2024-01-23 7.5% of the drop was recovered five sessions later. Month end -15.00% on 2024-01-31
Close before and after $1.60 to $1.20 as traded Session open, high, low $1.55, $1.63, $1.18 Opening gap -3.13% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 144,362 shares, $173,234 Relative volume 3.3x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
30	MBLY	-24.55%	2024-01-04 against the close of 2024-01-03 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Mobileye Releases Preliminary FY2023 Financial Results and Initial 2024 Outlook 01/04/2024 06:50 ET premarket	Day +1 -23.24% 2024-01-05 Day +5 -21.88% 2024-01-11 Best recovery within 5 -19.71% 2024-01-09 10.9% of the drop was recovered five sessions later. Month end -34.89% on 2024-01-31
Close before and after $39.72 to $29.97 split-adjusted Session open, high, low $28.33, $30.94, $28.19 Opening gap -28.68% Close inside the session range 0.65 of the range, where 1.00 is the high Session volume 43,103,086 shares, $1,291,799,487 Relative volume 24.8x 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
31	ADM	-24.20%	2024-01-22 against the close of 2024-01-19 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Leadership Change	ADM Appoints Ismael Roig Interim Chief Financial Officer 01/21/2024 17:00 ET after hours	Day +1 -23.29% 2024-01-23 Day +5 -19.43% 2024-01-29 Best recovery within 5 -19.43% 2024-01-29 19.7% of the drop was recovered five sessions later. Month end -18.49% on 2024-01-31
Close before and after $68.19 to $51.69 split-adjusted Session open, high, low $56.88, $57.76, $51.49 Opening gap -16.59% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 47,394,172 shares, $2,449,804,751 Relative volume 16.2x 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
32	MOB Also on the opposite board this month on both boards	-24.04%	2024-01-26 against the close of 2024-01-25 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Mobilicom Announces $2.95 Million Registered Direct Offering 01/26/2024 08:30 ET premarket Soligenix and Mobilicom Interviews to Air on the RedChip Small Stocks, Big Money(TM) Show on Bloomberg TV 01/26/2024	Day +1 -30.05% 2024-01-29 Day +5 -31.69% 2024-02-02 Best recovery within 5 -30.05% 2024-01-29 Five sessions later the drop was 31.8% bigger, at -31.69%. Month end -32.24% on 2024-01-31 This month ended before the fifth session after the move.
Close before and after $1.83 to $1.39 split-adjusted Session open, high, low $1.55, $1.57, $1.39 Opening gap -15.30% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 419,243 shares, $582,748 Relative volume 17.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
33	SGMT Also on the opposite board this month on both boards	-23.89%	2024-01-26 against the close of 2024-01-25 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Sagimet Biosciences Announces Pricing of Public Offering of Series A Common Stock 01/25/2024 20:58 ET after hours	Day +1 -24.39% 2024-01-29 Day +5 -28.32% 2024-02-02 Best recovery within 5 -24.39% 2024-01-29 Five sessions later the drop was 18.5% bigger, at -28.32%. Month end -32.38% on 2024-01-31 This month ended before the fifth session after the move.
Close before and after $14.02 to $10.67 split-adjusted Session open, high, low $12.87, $13.24, $10.30 Opening gap -8.20% Close inside the session range 0.13 of the range, where 1.00 is the high Session volume 6,495,208 shares, $69,303,869 Relative volume 65.3x 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
34	SIDU More than one ranked move this month Also on the opposite board this month 2+ ranked moves on both boards	-23.34%	2024-01-10 against the close of 2024-01-09 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Uplisting / Compliance	Sidus Space Regains Compliance with Nasdaq Minimum Bid Requirements 01/10/2024 08:30 ET premarket	Day +1 -40.66% 2024-01-11 Day +5 -49.44% 2024-01-18 Best recovery within 5 -40.66% 2024-01-11 Five sessions later the drop was 111.8% bigger, at -49.44%. Month end -71.71% on 2024-01-31
Close before and after $16.97 to $13.01 split-adjusted Session open, high, low $16.67, $16.76, $12.56 Opening gap -1.77% Close inside the session range 0.11 of the range, where 1.00 is the high Session volume 1,274,888 shares, $16,586,293 Relative volume 5.5x 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
35	AKTS	-22.93%	2024-01-25 against the close of 2024-01-24 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Akoustis Announces Proposed Public Offering of Common Stock 01/24/2024 16:47 ET after hours Akoustis Announces Pricing of Public Offering of $10.0 Million of Common Stock 01/25/2024	Day +1 -22.57% 2024-01-26 Day +5 -21.46% 2024-02-01 Best recovery within 5 -15.47% 2024-01-30 6.4% of the drop was recovered five sessions later. Month end -18.61% on 2024-01-31 This month ended before the fifth session after the move.
Close before and after $0.7046 to $0.5430 split-adjusted Session open, high, low $0.4572, $0.5900, $0.4500 Opening gap -35.11% Close inside the session range 0.66 of the range, where 1.00 is the high Session volume 5,451,867 shares, $2,960,364 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
36	DMAQ	-22.58%	2024-01-16 against the close of 2024-01-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Reverse Merger / Shell	TRUGOLF, INC. AND NASDAQ-LISTED SPAC DEEP MEDICINE ACQUISITION CORP. ANNOUNCE FORM S-4 REGISTRATION STATEMENT DECLARED EFFECTIVE BY THE U.S. SECURITIES AND EXCHANGE COMMISSION AND MAILING OF DEFINITIVE PROXY STATEMENT 01/12/2024 16:10 ET after hours	Day +1 -22.75% 2024-01-17 Day +5 no data Best recovery within 5 -22.75% 2024-01-17 Month end -74.59% on 2024-01-31
Close before and after $11.65 to $9.02 as traded Session open, high, low $10.00, $10.00, $8.50 Opening gap -14.16% Close inside the session range 0.35 of the range, where 1.00 is the high Session volume 7,318 shares, $66,008 Relative volume 4.2x the median of the 20 sessions before the pre-news close Baseline gap 4 calendar days from the pre-news close to the measured session
37	CAMP	-22.51%	2024-01-10 against the close of 2024-01-09 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	CalAmp Reports Third Quarter Fiscal Year 2024 Financial Results 01/09/2024 16:30 ET after hours	Day +1 -17.90% 2024-01-11 Day +5 -34.10% 2024-01-18 Best recovery within 5 -17.90% 2024-01-11 Five sessions later the drop was 51.5% bigger, at -34.10%. Month end -48.49% on 2024-01-31
Close before and after $6.23 to $4.83 split-adjusted Session open, high, low $5.06, $5.98, $4.69 Opening gap -18.82% Close inside the session range 0.11 of the range, where 1.00 is the high Session volume 81,119 shares, $391,805 Relative volume 3.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
38	LAES More than one ranked move this month Also on the opposite board this month 2+ ranked moves on both boards	-22.42%	2024-01-19 against the close of 2024-01-18 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	SEALSQ Unveils AIoT Strategy with WISeAI.IO at Davos AI Roundtable 01/18/2024 16:05 ET after hours	Day +1 -25.56% 2024-01-22 Day +5 -23.32% 2024-01-26 Best recovery within 5 -15.70% 2024-01-24 Five sessions later the drop was 4.0% bigger, at -23.32%. Month end -12.11% on 2024-01-31
Close before and after $2.23 to $1.73 split-adjusted Session open, high, low $2.16, $2.26, $1.70 Opening gap -3.14% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 5,538,287 shares, $9,581,237 Relative volume 2.5x 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
39	ANVS	-21.91%	2024-01-24 against the close of 2024-01-23 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 Refines Timeline for Parkinson’s Phase III Study Data Announcement 01/24/2024 08:00 ET premarket	Day +1 -21.48% 2024-01-25 Day +5 -5.07% 2024-01-31 Best recovery within 5 -2.23% 2024-01-29 76.9% of the drop was recovered five sessions later. Month end -5.07% on 2024-01-31
Close before and after $11.64 to $9.09 split-adjusted Session open, high, low $10.46, $10.46, $9.00 Opening gap -10.18% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 1,238,178 shares, $11,255,038 Relative volume 3.3x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
40	LMDX More than one ranked move this month 2+ ranked moves	-21.62%	2024-01-02 against the close of 2023-12-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	M&A / Acquisition	LumiraDx Announces Agreement to Sell its Cutting Edge Point of Care Technology Platform to Roche 12/29/2023 16:15 ET after hours	Day +1 -32.27% 2024-01-03 Day +5 -84.10% 2024-01-09 Best recovery within 5 -32.27% 2024-01-03 Five sessions later the drop was 289.0% bigger, at -84.10%. Month end -75.68% on 2024-01-31
Close before and after $0.0629 to $0.0493 as traded Session open, high, low $0.0509, $0.0560, $0.0400 Opening gap -19.08% Close inside the session range 0.58 of the range, where 1.00 is the high Session volume 55,745,361 shares, $2,748,246 Relative volume 6.2x the median of the 20 sessions before the pre-news close Baseline gap 4 calendar days from the pre-news close to the measured session
41	ACRS Also on the opposite board this month on both boards	-21.48%	2024-01-10 against the close of 2024-01-09 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Aclaris Therapeutics Announces Top-line Results from 4-Week Phase 2b Trial of ATI-1777 for Mild to Severe Atopic Dermatitis 01/10/2024 07:00 ET premarket	Day +1 -25.27% 2024-01-11 Day +5 -7.81% 2024-01-18 Best recovery within 5 -7.81% 2024-01-17 63.6% of the drop was recovered five sessions later. Month end -9.38% on 2024-01-31
Close before and after $1.28 to $1.01 split-adjusted Session open, high, low $1.07, $1.14, $0.9121 Opening gap -16.41% Close inside the session range 0.41 of the range, where 1.00 is the high Session volume 8,468,005 shares, $8,510,345 Relative volume 4.0x 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
42	STRO	-21.40%	2024-01-05 against the close of 2024-01-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Sutro Biopharma Highlights Potential Multi-Cancer Opportunity for Luvelta, a FolRα-targeting ADC 01/04/2024 16:05 ET after hours	Day +1 -21.17% 2024-01-08 Day +5 -9.91% 2024-01-12 Best recovery within 5 -2.93% 2024-01-11 53.7% of the drop was recovered five sessions later. Month end -2.25% on 2024-01-31
Close before and after $44.40 to $34.90 split-adjusted Session open, high, low $42.50, $42.50, $34.35 Opening gap -4.28% Close inside the session range 0.07 of the range, where 1.00 is the high Session volume 201,191 shares, $7,021,566 Relative volume 2.5x 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
43	QSG	-21.38%	2024-01-18 against the close of 2024-01-17 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	QuantaSing Unveils Private Label Chinese Baijiu Brand YUNTING 01/18/2024 05:00 ET premarket	Day +1 -25.00% 2024-01-19 Day +5 -0.66% 2024-01-25 Best recovery within 5 -0.66% 2024-01-25 96.9% of the drop was recovered five sessions later. Month end +27.30% on 2024-01-31
Close before and after $3.04 to $2.39 as traded Session open, high, low $3.10, $3.27, $2.22 Opening gap +1.97% Close inside the session range 0.16 of the range, where 1.00 is the high Session volume 574,299 shares, $1,372,575 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
44	ESPR	-21.23%	2024-01-03 against the close of 2024-01-02 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership	Esperion and Daiichi Sankyo Europe Announce $125 Million Amendment to Their Collaboration, Including Resolution of Pending Litigation 01/03/2024 07:00 ET premarket	Day +1 -21.06% 2024-01-04 Day +5 -5.82% 2024-01-10 Best recovery within 5 -4.11% 2024-01-08 72.6% of the drop was recovered five sessions later. Month end -26.71% on 2024-01-31
Close before and after $2.92 to $2.30 as traded Session open, high, low $2.44, $2.47, $2.12 Opening gap -16.44% Close inside the session range 0.51 of the range, where 1.00 is the high Session volume 17,544,754 shares, $40,352,934 Relative volume 3.0x 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
45	COLB	-21.14%	2024-01-25 against the close of 2024-01-24 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	COLUMBIA BANKING SYSTEM, INC. REPORTS FOURTH QUARTER 2023 RESULTS 01/24/2024 16:02 ET after hours	Day +1 -20.24% 2024-01-26 Day +5 -24.54% 2024-02-01 Best recovery within 5 -17.51% 2024-01-30 Five sessions later the drop was 16.1% bigger, at -24.54%. Month end -21.22% on 2024-01-31 This month ended before the fifth session after the move.
Close before and after $25.59 to $20.18 split-adjusted Session open, high, low $20.69, $22.00, $19.47 Opening gap -19.15% Close inside the session range 0.28 of the range, where 1.00 is the high Session volume 15,291,831 shares, $308,589,150 Relative volume 12.4x 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
46	FAZE Also on the opposite board this month Same release as rank 88 on both boards	-20.70%	2024-01-29 against the close of 2024-01-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	M&A / Acquisition	FaZe Clan Announces Special Meeting of Stockholders to Vote on Plan of Merger with GameSquare 01/29/2024 06:00 ET premarket	Day +1 -25.42% 2024-01-30 Day +5 -29.62% 2024-02-05 Best recovery within 5 -23.24% 2024-02-01 Five sessions later the drop was 43.1% bigger, at -29.62%. Month end -27.04% on 2024-01-31 This month ended before the fifth session after the move.
Close before and after $0.2522 to $0.2000 as traded Session open, high, low $0.2470, $0.2750, $0.1800 Opening gap -2.06% Close inside the session range 0.21 of the range, where 1.00 is the high Session volume 6,586,951 shares, $1,317,390 Relative volume 32.5x 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
47	ANGO	-19.87%	2024-01-05 against the close of 2024-01-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	AngioDynamics Reports Fiscal Year 2024 Second Quarter Financial Results; Revises Fiscal Year 2024 Guidance 01/05/2024 07:00 ET premarket	Day +1 -17.68% 2024-01-08 Day +5 -22.58% 2024-01-12 Best recovery within 5 -17.68% 2024-01-08 Five sessions later the drop was 13.6% bigger, at -22.58%. Month end -23.87% on 2024-01-31
Close before and after $7.75 to $6.21 split-adjusted Session open, high, low $6.24, $6.37, $5.72 Opening gap -19.48% Close inside the session range 0.76 of the range, where 1.00 is the high Session volume 2,437,003 shares, $15,133,789 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
48	RELL	-19.04%	2024-01-11 against the close of 2024-01-10 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Buyback / Dividend	Richardson Electronics Reports Second Quarter Fiscal 2024 Results and Declares Quarterly Cash Dividend 01/10/2024 16:15 ET after hours	Day +1 -16.80% 2024-01-12 Day +5 -20.32% 2024-01-19 Best recovery within 5 -16.80% 2024-01-12 Five sessions later the drop was 6.7% bigger, at -20.32%. Month end -21.28% on 2024-01-31
Close before and after $12.50 to $10.12 split-adjusted Session open, high, low $10.95, $11.20, $9.81 Opening gap -12.40% Close inside the session range 0.22 of the range, where 1.00 is the high Session volume 1,077,576 shares, $10,905,069 Relative volume 15.8x 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
49	YGF More than one ranked move this month 2+ ranked moves	-19.02%	2024-01-26 against the close of 2024-01-25 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Leadership Change	YanGuFang Announces Receipt of Nasdaq Notice of Deficiency Resulting from Resignation of Director 01/25/2024 23:05 ET after hours	Day +1 -35.37% 2024-01-29 Day +5 -44.33% 2024-02-02 Best recovery within 5 -28.77% 2024-01-31 Five sessions later the drop was 133.1% bigger, at -44.33%. Month end -28.77% on 2024-01-31 This month ended before the fifth session after the move.
Close before and after $1.06 to $0.8584 as traded Session open, high, low $1.05, $1.06, $0.6151 Opening gap -0.94% Close inside the session range 0.55 of the range, where 1.00 is the high Session volume 351,103 shares, $301,387 Relative volume 4.4x 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
50	EXTR	-18.81%	2024-01-31 against the close of 2024-01-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Extreme Networks Reports Second Quarter Fiscal Year 2024 Financial Results 01/31/2024 07:05 ET premarket	Day +1 -20.55% 2024-02-01 Day +5 -26.26% 2024-02-07 Best recovery within 5 -20.55% 2024-02-01 Five sessions later the drop was 39.6% bigger, at -26.26%. Month end -18.81% on 2024-01-31 same session This month ended before the fifth session after the move.
Close before and after $16.64 to $13.51 split-adjusted Session open, high, low $13.51, $14.30, $13.10 Opening gap -18.81% Close inside the session range 0.34 of the range, where 1.00 is the high Session volume 8,380,355 shares, $113,218,596 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
51	ATGE	-18.68%	2024-01-30 against the close of 2024-01-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Adtalem Global Education to Announce Fiscal Second Quarter 2024 Results After Market Close Today 01/30/2024 12:20 ET intraday	Day +1 -13.90% 2024-01-31 Day +5 -16.80% 2024-02-06 Best recovery within 5 -13.90% 2024-01-31 10.1% of the drop was recovered five sessions later. Month end -13.90% on 2024-01-31 This month ended before the fifth session after the move.
Close before and after $58.63 to $47.68 as traded Session open, high, low $47.54, $50.58, $43.78 Opening gap -18.92% Close inside the session range 0.57 of the range, where 1.00 is the high Session volume 5,703,403 shares, $271,938,255 Relative volume 18.4x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
52	MBUU	-18.56%	2024-01-30 against the close of 2024-01-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Malibu Boats, Inc. Announces Second Quarter Fiscal 2024 Results 01/30/2024 07:00 ET premarket	Day +1 -18.19% 2024-01-31 Day +5 -11.76% 2024-02-06 Best recovery within 5 -9.25% 2024-02-02 36.6% of the drop was recovered five sessions later. Month end -18.19% on 2024-01-31 This month ended before the fifth session after the move.
Close before and after $51.03 to $41.56 split-adjusted Session open, high, low $43.00, $43.75, $40.40 Opening gap -15.74% Close inside the session range 0.35 of the range, where 1.00 is the high Session volume 2,109,561 shares, $87,673,355 Relative volume 14.8x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
53	PACB	-18.51%	2024-01-08 against the close of 2024-01-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	PacBio Announces Record Preliminary Fourth Quarter and Full Year Revenue Growing 113% and 56%, respectively 01/08/2024 08:00 ET premarket	Day +1 -18.30% 2024-01-09 Day +5 -31.70% 2024-01-16 Best recovery within 5 -15.32% 2024-01-10 Five sessions later the drop was 71.3% bigger, at -31.70%. Month end -30.74% on 2024-01-31
Close before and after $9.40 to $7.66 split-adjusted Session open, high, low $8.55, $8.55, $7.45 Opening gap -9.09% Close inside the session range 0.19 of the range, where 1.00 is the high Session volume 22,443,654 shares, $171,918,390 Relative volume 5.7x 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
54	EVA	-18.48%	2024-01-30 against the close of 2024-01-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Enviva Receives Continued Listing Standard Notice from the NYSE 01/29/2024 16:30 ET after hours	Day +1 -27.68% 2024-01-31 Day +5 -26.49% 2024-02-06 Best recovery within 5 -26.49% 2024-02-06 Five sessions later the drop was 43.3% bigger, at -26.49%. Month end -27.68% on 2024-01-31 This month ended before the fifth session after the move.
Close before and after $0.6059 to $0.4939 as traded Session open, high, low $0.5851, $0.6000, $0.4850 Opening gap -3.43% Close inside the session range 0.08 of the range, where 1.00 is the high Session volume 2,530,203 shares, $1,249,667 Relative volume 1.3x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
55	VYGR Also on the opposite board this month on both boards	-18.36%	2024-01-05 against the close of 2024-01-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Voyager Therapeutics Announces Proposed Public Offering 01/04/2024 16:14 ET after hours Voyager Therapeutics Announces Pricing of Public Offering 01/04/2024	Day +1 -16.42% 2024-01-08 Day +5 -27.49% 2024-01-12 Best recovery within 5 -16.42% 2024-01-08 Five sessions later the drop was 49.7% bigger, at -27.49%. Month end -32.93% on 2024-01-31
Close before and after $10.84 to $8.85 split-adjusted Session open, high, low $8.93, $9.01, $8.56 Opening gap -17.62% Close inside the session range 0.64 of the range, where 1.00 is the high Session volume 5,788,767 shares, $51,230,588 Relative volume 37.7x 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
56	SIF	-18.28%	2024-01-02 against the close of 2023-12-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	SIFCO Industries, Inc. ("SIFCO") Announces Fourth Quarter and Full Year Fiscal 2023 Financial Results 12/29/2023 19:00 ET after hours	Day +1 -20.70% 2024-01-03 Day +5 -31.72% 2024-01-09 Best recovery within 5 -20.70% 2024-01-03 Five sessions later the drop was 73.5% bigger, at -31.72%. Month end -32.16% on 2024-01-31
Close before and after $4.54 to $3.71 split-adjusted Session open, high, low $4.05, $4.17, $3.70 Opening gap -10.79% Close inside the session range 0.02 of the range, where 1.00 is the high Session volume 138,307 shares, $513,119 Relative volume 11.0x the median of the 20 sessions before the pre-news close Baseline gap 4 calendar days from the pre-news close to the measured session
57	AMSC Also on the opposite board this month on both boards	-18.15%	2024-01-31 against the close of 2024-01-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	AMSC Announces Proposed Public Offering of Common Stock 01/30/2024 16:01 ET after hours AMSC Prices Upsized $60 Million Public Offering of Common Stock 01/31/2024	Day +1 -15.85% 2024-02-01 Day +5 -23.51% 2024-02-07 Best recovery within 5 -15.85% 2024-02-01 Five sessions later the drop was 29.5% bigger, at -23.51%. Month end -18.15% on 2024-01-31 same session This month ended before the fifth session after the move.
Close before and after $13.44 to $11.00 split-adjusted Session open, high, low $11.50, $11.50, $10.75 Opening gap -14.43% Close inside the session range 0.33 of the range, where 1.00 is the high Session volume 5,934,201 shares, $65,276,211 Relative volume 11.2x 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
58	MKTX	-17.80%	2024-01-31 against the close of 2024-01-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	MarketAxess Reports Fourth Quarter and Full Year 2023 Results 01/31/2024 06:30 ET premarket	Day +1 -20.18% 2024-02-01 Day +5 -17.47% 2024-02-07 Best recovery within 5 -17.47% 2024-02-07 1.9% of the drop was recovered five sessions later. Month end -17.80% on 2024-01-31 same session This month ended before the fifth session after the move.
Close before and after $274.33 to $225.51 split-adjusted Session open, high, low $280.90, $280.90, $224.87 Opening gap +2.39% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 1,904,450 shares, $429,472,520 Relative volume 7.2x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
59	ROK	-17.56%	2024-01-31 against the close of 2024-01-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Rockwell Automation Reports First Quarter 2024 Results 01/31/2024 07:00 ET premarket	Day +1 -14.39% 2024-02-01 Day +5 -12.43% 2024-02-07 Best recovery within 5 -12.43% 2024-02-07 29.2% of the drop was recovered five sessions later. Month end -17.56% on 2024-01-31 same session This month ended before the fifth session after the move.
Close before and after $307.22 to $253.28 split-adjusted Session open, high, low $263.90, $272.72, $252.11 Opening gap -14.10% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 6,466,234 shares, $1,637,767,748 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
60	OPTX	-17.49%	2024-01-17 against the close of 2024-01-16 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Syntec Optics (Nasdaq: OPTX) to Display Innovations at Photonics West 2024 01/17/2024 13:34 ET intraday	Day +1 -8.38% 2024-01-18 Day +5 -3.94% 2024-01-24 Best recovery within 5 -3.94% 2024-01-19 77.5% of the drop was recovered five sessions later. Month end +11.33% on 2024-01-31
Close before and after $4.06 to $3.35 split-adjusted Session open, high, low $3.77, $3.77, $3.02 Opening gap -7.15% Close inside the session range 0.44 of the range, where 1.00 is the high Session volume 21,555 shares, $72,209 Relative volume 2.5x 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
61	BB	-17.46%	2024-01-24 against the close of 2024-01-23 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	BlackBerry Announces Proposed Private Offering of $160 Million of Convertible Senior Notes 01/23/2024 16:04 ET after hours	Day +1 -16.06% 2024-01-25 Day +5 -21.41% 2024-01-31 Best recovery within 5 -16.06% 2024-01-25 Five sessions later the drop was 22.6% bigger, at -21.41%. Month end -21.41% on 2024-01-31
Close before and after $3.55 to $2.93 split-adjusted Session open, high, low $3.19, $3.25, $2.85 Opening gap -10.14% Close inside the session range 0.20 of the range, where 1.00 is the high Session volume 53,741,610 shares, $157,462,917 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
62	AVNS	-17.23%	2024-01-04 against the close of 2024-01-03 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Avanos Medical, Inc. Reports Preliminary Fourth Quarter and Full-Year 2023 Financial Results; Revises Preliminary 2024 Revenue Outlook 01/04/2024 08:00 ET premarket	Day +1 -17.18% 2024-01-05 Day +5 -10.87% 2024-01-11 Best recovery within 5 -9.40% 2024-01-10 36.9% of the drop was recovered five sessions later. Month end -11.61% on 2024-01-31
Close before and after $21.71 to $17.97 as traded Session open, high, low $19.49, $19.60, $17.94 Opening gap -10.23% Close inside the session range 0.02 of the range, where 1.00 is the high Session volume 701,265 shares, $12,601,732 Relative volume 2.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
63	WW	-17.19%	2024-01-16 against the close of 2024-01-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	WeightWatchers Unveils “Beyond Hunger: Understanding Food Noise” Report Offering Insights Into the Experience of Ongoing, Intrusive Thoughts About Food 01/16/2024 09:16 ET premarket	Day +1 -16.03% 2024-01-17 Day +5 -18.25% 2024-01-23 Best recovery within 5 -16.03% 2024-01-17 Five sessions later the drop was 6.2% bigger, at -18.25%. Month end -33.04% on 2024-01-31
Close before and after $5.62 to $4.65 split-adjusted Session open, high, low $5.50, $5.50, $4.37 Opening gap -2.05% Close inside the session range 0.25 of the range, where 1.00 is the high Session volume 15,090,886 shares, $70,172,620 Relative volume 2.6x the median of the 20 sessions before the pre-news close Baseline gap 4 calendar days from the pre-news close to the measured session
64	DM	-16.88%	2024-01-24 against the close of 2024-01-23 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Desktop Metal Intensifies Cost Reduction Plan and Ongoing Strategic Business Review to Accelerate Path to Profitability 01/24/2024 08:00 ET premarket	Day +1 -13.08% 2024-01-25 Day +5 -11.62% 2024-01-31 Best recovery within 5 -11.62% 2024-01-31 31.2% of the drop was recovered five sessions later. Month end -11.62% on 2024-01-31
Close before and after $7.34 to $6.10 as traded Session open, high, low $7.39, $7.40, $6.10 Opening gap +0.68% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 379,183 shares, $2,313,395 Relative volume 1.3x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
65	AEHR	-16.82%	2024-01-10 against the close of 2024-01-09 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Aehr Reports Strong Revenue and Earnings Growth for the Second Quarter and First Six Months of Fiscal 2024 01/09/2024 16:05 ET after hours	Day +1 -18.43% 2024-01-11 Day +5 -23.40% 2024-01-18 Best recovery within 5 -18.43% 2024-01-11 Five sessions later the drop was 39.1% bigger, at -23.40%. Month end -33.56% on 2024-01-31
Close before and after $22.35 to $18.59 split-adjusted Session open, high, low $18.77, $20.29, $18.27 Opening gap -16.02% Close inside the session range 0.16 of the range, where 1.00 is the high Session volume 9,469,514 shares, $176,038,265 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
66	GRDI	-16.82%	2024-01-29 against the close of 2024-01-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	GRIID to Begin Trading on Nasdaq Global Market Under Ticker “GRDI” 01/29/2024 07:00 ET premarket	Day +1 -20.70% 2024-01-30 Day +5 -69.10% 2024-02-05 Best recovery within 5 -20.70% 2024-01-30 Five sessions later the drop was 310.8% bigger, at -69.10%. Month end -32.42% on 2024-01-31 This month ended before the fifth session after the move.
Close before and after $6.57 to $5.47 as traded Session open, high, low $9.66, $9.66, $5.07 Opening gap +47.03% Close inside the session range 0.09 of the range, where 1.00 is the high Session volume 294,907 shares, $1,611,667 Baseline gap 3 calendar days from the pre-news close to the measured session
67	RGS	-16.59%	2024-01-31 against the close of 2024-01-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Regis Corporation Reports Continued Profitability for the Second Fiscal Quarter 2024 01/31/2024 06:00 ET premarket	Day +1 -5.80% 2024-02-01 Day +5 -9.28% 2024-02-07 Best recovery within 5 -5.80% 2024-02-01 44.1% of the drop was recovered five sessions later. Month end -16.59% on 2024-01-31 same session This month ended before the fifth session after the move.
Close before and after $13.80 to $11.51 split-adjusted Session open, high, low $13.61, $13.80, $11.40 Opening gap -1.38% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 85,578 shares, $985,003 Relative volume 2.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
68	AVRO	-16.06%	2024-01-30 against the close of 2024-01-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	M&A / Acquisition	AVROBIO and Tectonic Therapeutic Announce Merger 01/30/2024 08:00 ET premarket	Day +1 -8.03% 2024-01-31 Day +5 -4.38% 2024-02-06 Best recovery within 5 -4.38% 2024-02-06 72.7% of the drop was recovered five sessions later. Month end -8.03% on 2024-01-31 This month ended before the fifth session after the move.
Close before and after $16.44 to $13.80 as traded Session open, high, low $12.12, $14.40, $12.12 Opening gap -26.28% Close inside the session range 0.74 of the range, where 1.00 is the high Session volume 370,930 shares, $5,118,834 Relative volume 39.7x 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
69	CNXC	-16.02%	2024-01-25 against the close of 2024-01-24 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Concentrix Reports Fiscal 2023 Fourth Quarter and Full Year Results 01/24/2024 16:05 ET after hours	Day +1 -12.34% 2024-01-26 Day +5 -14.07% 2024-02-01 Best recovery within 5 -11.26% 2024-01-29 12.2% of the drop was recovered five sessions later. Month end -14.47% on 2024-01-31 This month ended before the fifth session after the move.
Close before and after $103.90 to $87.26 split-adjusted Session open, high, low $94.41, $95.04, $85.21 Opening gap -9.13% Close inside the session range 0.21 of the range, where 1.00 is the high Session volume 1,515,751 shares, $132,264,432 Relative volume 6.2x 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
70	BOF	-15.79%	2024-01-31 against the close of 2024-01-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership	BranchOut Food Successfully Completes Part of Strategic Collaboration with U.S. Army to Revolutionize MREs with GentleDry Technology 01/31/2024 08:00 ET premarket	Day +1 -7.52% 2024-02-01 Day +5 +6.02% 2024-02-07 Best recovery within 5 +9.02% 2024-02-05 It recovered the whole drop and closed 6.02% above the pre-news price. Month end -15.79% on 2024-01-31 same session This month ended before the fifth session after the move.
Close before and after $1.33 to $1.12 split-adjusted Session open, high, low $1.28, $1.35, $1.11 Opening gap -3.76% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 42,301 shares, $47,377 Relative volume 7.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
71	SYT Also on the opposite board this month on both boards	-15.77%	2024-01-16 against the close of 2024-01-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	SYLA Sells Four SYFORME Brand Condominiums to a Private Fund Managed by BlackRock’s Real Estate Business 01/16/2024 09:00 ET premarket	Day +1 -13.62% 2024-01-17 Day +5 -25.99% 2024-01-23 Best recovery within 5 -2.33% 2024-01-18 Five sessions later the drop was 64.8% bigger, at -25.99%. Month end -26.52% on 2024-01-31
Close before and after $5.58 to $4.70 as traded Session open, high, low $5.50, $5.50, $4.26 Opening gap -1.43% Close inside the session range 0.35 of the range, where 1.00 is the high Session volume 124,250 shares, $583,975 Relative volume 27.4x the median of the 20 sessions before the pre-news close Baseline gap 4 calendar days from the pre-news close to the measured session
72	RVNC	-15.57%	2024-01-08 against the close of 2024-01-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Revance Provides Corporate Update, Preliminary Fourth Quarter and Full Year 2023 Financial Results, and Financial Outlook 01/08/2024 08:00 ET premarket	Day +1 -15.81% 2024-01-09 Day +5 -31.50% 2024-01-16 Best recovery within 5 -15.81% 2024-01-09 Five sessions later the drop was 102.3% bigger, at -31.50%. Month end -39.76% on 2024-01-31
Close before and after $8.35 to $7.05 as traded Session open, high, low $7.25, $7.50, $6.67 Opening gap -13.17% Close inside the session range 0.46 of the range, where 1.00 is the high Session volume 4,209,709 shares, $29,678,448 Relative volume 3.6x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
73	LUNR	-15.55%	2024-01-11 against the close of 2024-01-10 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Intuitive Machines Enters into Warrant Exercise Transaction for $11.8 Million in Gross Proceeds 01/11/2024 07:30 ET premarket	Day +1 -9.54% 2024-01-12 Day +5 -7.77% 2024-01-19 Best recovery within 5 -7.77% 2024-01-19 50.0% of the drop was recovered five sessions later. Month end +33.57% on 2024-01-31
Close before and after $2.83 to $2.39 split-adjusted Session open, high, low $2.85, $2.85, $2.30 Opening gap +0.71% Close inside the session range 0.16 of the range, where 1.00 is the high Session volume 2,528,659 shares, $6,043,495 Relative volume 2.8x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
74	TGTX	-15.42%	2024-01-10 against the close of 2024-01-09 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	TG Therapeutics Provides Preliminary Fourth Quarter and Full Year 2023 Net Revenue and 2024 Anticipated Milestones 01/10/2024 07:00 ET premarket	Day +1 -18.04% 2024-01-11 Day +5 -27.94% 2024-01-18 Best recovery within 5 -18.04% 2024-01-11 Five sessions later the drop was 81.2% bigger, at -27.94%. Month end -22.70% on 2024-01-31
Close before and after $21.01 to $17.77 split-adjusted Session open, high, low $22.55, $22.67, $16.83 Opening gap +7.33% Close inside the session range 0.16 of the range, where 1.00 is the high Session volume 24,275,468 shares, $431,375,066 Relative volume 5.0x 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
75	WALD	-15.29%	2024-01-16 against the close of 2024-01-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Waldencast plc Announces Fiscal Year 2022 Financial Results 01/16/2024 06:53 ET premarket	Day +1 -12.27% 2024-01-17 Day +5 -22.40% 2024-01-23 Best recovery within 5 -12.27% 2024-01-17 Five sessions later the drop was 46.5% bigger, at -22.40%. Month end -31.35% on 2024-01-31
Close before and after $10.27 to $8.70 split-adjusted Session open, high, low $9.87, $9.87, $8.06 Opening gap -3.89% Close inside the session range 0.35 of the range, where 1.00 is the high Session volume 177,609 shares, $1,545,198 Relative volume 2.8x the median of the 20 sessions before the pre-news close Baseline gap 4 calendar days from the pre-news close to the measured session
76	LZM	-14.99%	2024-01-10 against the close of 2024-01-09 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Lifezone Metals Announces Completion of Funding for Phase 1 Platinum, Palladium and Rhodium Recycling Joint Venture with Glencore 01/10/2024 06:00 ET premarket	Day +1 -21.56% 2024-01-11 Day +5 -13.01% 2024-01-18 Best recovery within 5 -13.01% 2024-01-18 13.2% of the drop was recovered five sessions later. Month end -25.53% on 2024-01-31
Close before and after $8.07 to $6.86 split-adjusted Session open, high, low $8.50, $8.50, $6.49 Opening gap +5.33% Close inside the session range 0.18 of the range, where 1.00 is the high Session volume 159,199 shares, $1,092,105 Relative volume 4.0x 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
77	GSIT	-14.93%	2024-01-26 against the close of 2024-01-25 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 Third Quarter Fiscal 2024 Results 01/25/2024 16:05 ET after hours	Day +1 -13.12% 2024-01-29 Day +5 -4.07% 2024-02-02 Best recovery within 5 -4.07% 2024-02-02 72.7% of the drop was recovered five sessions later. Month end -10.41% on 2024-01-31 This month ended before the fifth session after the move.
Close before and after $2.21 to $1.88 split-adjusted Session open, high, low $2.05, $2.06, $1.88 Opening gap -7.24% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 551,454 shares, $1,036,734 Relative volume 2.1x 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
78	CTM	-14.92%	2024-01-25 against the close of 2024-01-24 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Castellum Announces Pricing of $2.7 Million Registered Direct Offering 01/25/2024 08:55 ET premarket	Day +1 -9.60% 2024-01-26 Day +5 -11.03% 2024-02-01 Best recovery within 5 -5.86% 2024-01-30 26.1% of the drop was recovered five sessions later. Month end -10.06% on 2024-01-31 This month ended before the fifth session after the move.
Close before and after $0.3291 to $0.2800 split-adjusted Session open, high, low $0.3100, $0.3518, $0.2650 Opening gap -5.80% Close inside the session range 0.17 of the range, where 1.00 is the high Session volume 703,763 shares, $197,054 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
79	CPRX	-14.85%	2024-01-05 against the close of 2024-01-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Catalyst Pharmaceuticals, Inc. Announces Proposed Public Offering of Common Stock 01/04/2024 16:49 ET after hours Catalyst Pharmaceuticals, Inc. Announces Pricing of Public Offering of Common Stock 01/05/2024	Day +1 -11.69% 2024-01-08 Day +5 -15.31% 2024-01-12 Best recovery within 5 -10.64% 2024-01-09 Five sessions later the drop was 3.1% bigger, at -15.31%. Month end -15.84% on 2024-01-31
Close before and after $17.11 to $14.57 as traded Session open, high, low $14.58, $14.97, $14.44 Opening gap -14.79% Close inside the session range 0.25 of the range, where 1.00 is the high Session volume 7,579,332 shares, $110,430,867 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
80	TPCS	-14.69%	2024-01-08 against the close of 2024-01-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	M&A / Acquisition	TechPrecision Provides Update on Status of Votaw Acquisition 01/08/2024 08:30 ET premarket	Day +1 -13.74% 2024-01-09 Day +5 -22.53% 2024-01-16 Best recovery within 5 -13.74% 2024-01-09 Five sessions later the drop was 53.4% bigger, at -22.53%. Month end -27.32% on 2024-01-31
Close before and after $5.23 to $4.46 split-adjusted Session open, high, low $5.25, $5.30, $4.30 Opening gap +0.42% Close inside the session range 0.16 of the range, where 1.00 is the high Session volume 84,040 shares, $374,818 Relative volume 6.4x 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
81	YY	-14.66%	2024-01-02 against the close of 2023-12-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	JOYY Announces Latest Development in Sale of YY Live 01/01/2024 08:02 ET premarket	Day +1 -16.95% 2024-01-03 Day +5 -17.66% 2024-01-09 Best recovery within 5 -15.72% 2024-01-04 Five sessions later the drop was 20.5% bigger, at -17.66%. Month end -22.77% on 2024-01-31
Close before and after $39.70 to $33.88 as traded Session open, high, low $35.64, $35.64, $32.63 Opening gap -10.23% Close inside the session range 0.42 of the range, where 1.00 is the high Session volume 2,957,816 shares, $100,210,806 Relative volume 7.5x the median of the 20 sessions before the pre-news close Baseline gap 4 calendar days from the pre-news close to the measured session
82	HZO	-14.55%	2024-01-25 against the close of 2024-01-24 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	MarineMax Reports Fiscal 2024 First Quarter Results 01/25/2024 06:45 ET premarket	Day +1 -15.63% 2024-01-26 Day +5 -9.88% 2024-02-01 Best recovery within 5 -9.88% 2024-02-01 32.1% of the drop was recovered five sessions later. Month end -15.66% on 2024-01-31 This month ended before the fifth session after the move.
Close before and after $33.20 to $28.37 split-adjusted Session open, high, low $26.86, $29.25, $26.45 Opening gap -19.10% Close inside the session range 0.69 of the range, where 1.00 is the high Session volume 1,839,428 shares, $52,184,572 Relative volume 8.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
83	AEVA Also on the opposite board this month on both boards	-14.53%	2024-01-09 against the close of 2024-01-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Daimler Truck and TORC Robotics Select Aeva to Supply Advanced 4D LiDAR Technology for Series-Production Autonomous Trucks 01/09/2024 07:00 ET premarket	Day +1 -5.98% 2024-01-10 Day +5 -19.65% 2024-01-17 Best recovery within 5 -0.85% 2024-01-11 Five sessions later the drop was 35.2% bigger, at -19.65%. Month end -27.18% on 2024-01-31
Close before and after $5.85 to $5.00 split-adjusted Session open, high, low $6.15, $6.25, $4.85 Opening gap +5.13% Close inside the session range 0.11 of the range, where 1.00 is the high Session volume 874,868 shares, $4,374,340 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
84	BODY	-14.43%	2024-01-11 against the close of 2024-01-10 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	The Beachbody Company, Inc. Announces Participation in the 26th Annual Needham Growth Conference 01/10/2024 16:05 ET after hours	Day +1 -18.49% 2024-01-12 Day +5 -30.10% 2024-01-19 Best recovery within 5 -18.49% 2024-01-12 Five sessions later the drop was 108.6% bigger, at -30.10%. Month end -12.02% on 2024-01-31
Close before and after $12.06 to $10.32 as traded Session open, high, low $12.01, $12.01, $10.01 Opening gap -0.41% Close inside the session range 0.16 of the range, where 1.00 is the high Session volume 43,377 shares, $447,651 Relative volume 1.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
85	DD	-14.04%	2024-01-24 against the close of 2024-01-23 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	DuPont Announces Preliminary Fourth Quarter and Full Year 2023 Results and Provides Initial First Quarter 2024 Outlook 01/24/2024 06:45 ET premarket	Day +1 -14.17% 2024-01-25 Day +5 -17.26% 2024-01-31 Best recovery within 5 -13.42% 2024-01-26 Five sessions later the drop was 22.9% bigger, at -17.26%. Month end -17.26% on 2024-01-31
Close before and after $93.75 to $80.59 split-adjusted Session open, high, low $80.90, $83.47, $80.23 Opening gap -13.71% Close inside the session range 0.11 of the range, where 1.00 is the high Session volume 16,518,878 shares, $1,331,186,999 Relative volume 8.9x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
86	ALLO	-14.01%	2024-01-05 against the close of 2024-01-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Allogene Therapeutics Announces 2024 Platform Vision to Redefine the Future of CAR T Led by ALPHA3, the Industry's First Pivotal Trial for Frontline Consolidation in Large B-Cell Lymphoma 01/04/2024 16:05 ET after hours Allogene Therapeutics and Foresight Diagnostics Announce Partnership to Develop MRD-based In-Vitro Diagnostic for Use in ALPHA3, the First Pivotal Trial for Frontline Consolidation in Large B-Cell Lymphoma 01/04/2024	Day +1 -7.67% 2024-01-08 Day +5 -5.01% 2024-01-12 Best recovery within 5 -5.01% 2024-01-12 64.2% of the drop was recovered five sessions later. Month end +3.83% on 2024-01-31
Close before and after $3.39 to $2.92 split-adjusted Session open, high, low $2.80, $2.93, $2.61 Opening gap -17.40% Close inside the session range 0.95 of the range, where 1.00 is the high Session volume 9,757,458 shares, $28,442,990 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
87	ALEC	-14.01%	2024-01-17 against the close of 2024-01-16 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Alector Announces Proposed Public Offering of Common Stock 01/16/2024 16:01 ET after hours Alector Announces Pricing of Public Offering of Common Stock 01/17/2024	Day +1 -24.48% 2024-01-18 Day +5 -19.50% 2024-01-24 Best recovery within 5 -19.50% 2024-01-24 Five sessions later the drop was 39.2% bigger, at -19.50%. Month end -21.99% on 2024-01-31
Close before and after $7.64 to $6.57 split-adjusted Session open, high, low $6.50, $6.73, $6.35 Opening gap -14.92% Close inside the session range 0.58 of the range, where 1.00 is the high Session volume 1,827,828 shares, $12,008,830 Relative volume 4.1x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
88	GAME Same release as rank 46	-13.97%	2024-01-29 against the close of 2024-01-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	M&A / Acquisition	FaZe Clan Announces Special Meeting of Stockholders to Vote on Plan of Merger with GameSquare 01/29/2024 06:00 ET premarket	Day +1 -13.97% 2024-01-30 Day +5 -19.45% 2024-02-05 Best recovery within 5 -13.97% 2024-01-30 Five sessions later the drop was 39.2% bigger, at -19.45%. Month end -17.81% on 2024-01-31 This month ended before the fifth session after the move.
Close before and after $14.60 to $12.56 split-adjusted Session open, high, low $15.04, $15.04, $12.00 Opening gap +3.01% Close inside the session range 0.18 of the range, where 1.00 is the high Session volume 16,223 shares, $203,761 Relative volume 3.1x 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
89	THTX	-13.95%	2024-01-24 against the close of 2024-01-23 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	FDA & Regulatory	Theratechnologies Receives Complete Response Letter (CRL) from the FDA for the F8 Formulation of Tesamorelin sBLA 01/24/2024 07:00 ET premarket	Day +1 -7.27% 2024-01-25 Day +5 -9.88% 2024-01-31 Best recovery within 5 +0.58% 2024-01-30 29.2% of the drop was recovered five sessions later. Month end -9.88% on 2024-01-31
Close before and after $1.72 to $1.48 as traded Session open, high, low $1.43, $1.64, $1.40 Opening gap -16.86% Close inside the session range 0.33 of the range, where 1.00 is the high Session volume 434,284 shares, $642,740 Relative volume 4.9x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
90	BTCT	-13.90%	2024-01-02 against the close of 2023-12-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Crypto & Treasury	BTC Digital Ltd. Announces Purchase of 2,000 Units of T21 Miners 01/02/2024 08:30 ET premarket	Day +1 -17.01% 2024-01-03 Day +5 -6.64% 2024-01-09 Best recovery within 5 +0.10% 2024-01-04 52.2% of the drop was recovered five sessions later. Month end -20.95% on 2024-01-31
Close before and after $4.82 to $4.15 split-adjusted Session open, high, low $4.84, $4.91, $4.14 Opening gap +0.41% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 49,743 shares, $206,433 Relative volume 1.4x the median of the 20 sessions before the pre-news close Baseline gap 4 calendar days from the pre-news close to the measured session
91	MESA Also on the opposite board this month on both boards	-13.72%	2024-01-10 against the close of 2024-01-09 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Mesa Air Group Discloses Notice from Nasdaq 01/09/2024 16:15 ET after hours	Day +1 -11.36% 2024-01-11 Day +5 -35.02% 2024-01-18 Best recovery within 5 -11.10% 2024-01-12 Five sessions later the drop was 155.2% bigger, at -35.02%. Month end -7.47% on 2024-01-31
Close before and after $14.78 to $12.75 as traded Session open, high, low $14.57, $14.57, $12.02 Opening gap -1.42% Close inside the session range 0.29 of the range, where 1.00 is the high Session volume 44,823 shares, $571,426 Relative volume 1.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
92	BTMD	-13.61%	2024-01-18 against the close of 2024-01-17 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Biote Provides Preliminary 2023 Results and Initial 2024 Guidance 01/17/2024 16:05 ET after hours Biote to Purchase Asteria Health 01/17/2024	Day +1 -15.12% 2024-01-19 Day +5 -16.41% 2024-01-25 Best recovery within 5 -15.12% 2024-01-19 Five sessions later the drop was 20.6% bigger, at -16.41%. Month end -18.14% on 2024-01-31
Close before and after $4.63 to $4.00 split-adjusted Session open, high, low $4.27, $4.40, $4.00 Opening gap -7.78% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 174,858 shares, $699,432 Relative volume 3.0x 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
93	VERB	-13.42%	2024-01-05 against the close of 2024-01-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	VERB Closes $3 Million Non-Convertible Preferred Stock Financing 01/05/2024 08:30 ET premarket	Day +1 -14.15% 2024-01-08 Day +5 -22.28% 2024-01-12 Best recovery within 5 -14.15% 2024-01-08 Five sessions later the drop was 66.0% bigger, at -22.28%. Month end -2.77% on 2024-01-31
Close before and after $32.50 to $28.14 as traded Session open, high, low $26.82, $29.00, $25.04 Opening gap -17.48% Close inside the session range 0.78 of the range, where 1.00 is the high Session volume 39,102 shares, $1,100,330 Relative volume 7.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
94	FGH	-13.33%	2024-01-04 against the close of 2024-01-03 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	M&A / Acquisition	FG Financial Group, Inc. and FG Group Holdings Inc. Sign Definitive Plan of Merger to form Fundamental Global Inc. 01/03/2024 22:14 ET after hours	Day +1 +2.96% 2024-01-05 Day +5 +0.37% 2024-01-11 Best recovery within 5 +7.41% 2024-01-08 It recovered the whole drop and closed 0.37% above the pre-news price. Month end +1.48% on 2024-01-31
Close before and after $1.35 to $1.17 as traded Session open, high, low $1.42, $1.51, $1.17 Opening gap +5.19% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 67,419 shares, $78,880 Relative volume 5.5x 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
95	CODA	-13.27%	2024-01-29 against the close of 2024-01-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Coda Octopus Group Reports Fiscal 2023 Financial Results 01/29/2024 06:00 ET premarket	Day +1 -11.33% 2024-01-30 Day +5 -12.94% 2024-02-05 Best recovery within 5 -11.33% 2024-01-30 2.5% of the drop was recovered five sessions later. Month end -14.56% on 2024-01-31 This month ended before the fifth session after the move.
Close before and after $6.18 to $5.36 split-adjusted Session open, high, low $5.60, $5.78, $5.21 Opening gap -9.39% Close inside the session range 0.26 of the range, where 1.00 is the high Session volume 348,734 shares, $1,869,214 Relative volume 18.5x 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
96	PRTA	-13.23%	2024-01-08 against the close of 2024-01-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Prothena Provides Updates on PRX012, PRX123, Birtamimab and Portfolio Programs 01/08/2024 08:30 ET premarket	Day +1 -2.56% 2024-01-09 Day +5 -18.54% 2024-01-16 Best recovery within 5 -2.56% 2024-01-09 Five sessions later the drop was 40.1% bigger, at -18.54%. Month end -30.18% on 2024-01-31
Close before and after $40.66 to $35.28 split-adjusted Session open, high, low $31.54, $35.54, $28.71 Opening gap -22.43% Close inside the session range 0.96 of the range, where 1.00 is the high Session volume 3,796,298 shares, $133,933,393 Relative volume 5.1x 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
97	BSGM	-12.91%	2024-01-30 against the close of 2024-01-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	BioSig Announces Cost Reductions to Improve its Financial Standing and Shifts its Core Strategy 01/30/2024 08:30 ET premarket	Day +1 -22.21% 2024-01-31 Day +5 -60.23% 2024-02-06 Best recovery within 5 -22.21% 2024-01-31 Five sessions later the drop was 366.5% bigger, at -60.23%. Month end -22.21% on 2024-01-31 This month ended before the fifth session after the move.
Close before and after $2.16 to $1.88 as traded Session open, high, low $2.19, $2.19, $1.80 Opening gap +1.43% Close inside the session range 0.21 of the range, where 1.00 is the high Session volume 108,429 shares, $204,063 Relative volume 5.0x 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
98	SOPH	-12.62%	2024-01-16 against the close of 2024-01-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership	SOPHiA GENETICS and Karkinos Healthcare Forge Strategic Partnership to Advance Cancer Research in India 01/14/2024 23:00 ET after hours	Day +1 -12.24% 2024-01-17 Day +5 -5.93% 2024-01-23 Best recovery within 5 -5.93% 2024-01-23 53.0% of the drop was recovered five sessions later. Month end -12.24% on 2024-01-31
Close before and after $5.23 to $4.57 split-adjusted Session open, high, low $5.20, $5.24, $4.40 Opening gap -0.57% Close inside the session range 0.20 of the range, where 1.00 is the high Session volume 120,541 shares, $550,872 Relative volume 3.2x the median of the 20 sessions before the pre-news close Baseline gap 4 calendar days from the pre-news close to the measured session
99	IHRT	-12.44%	2024-01-09 against the close of 2024-01-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership	iHeartMedia Announces Return of ‘The iHeartPodcast Awards’ with Live Event in Partnership with SXSW on March 11, 2024 01/09/2024 09:39 ET intraday	Day +1 -4.00% 2024-01-10 Day +5 +3.56% 2024-01-17 Best recovery within 5 +3.56% 2024-01-17 It recovered the whole drop and closed 3.56% above the pre-news price. Month end +20.44% on 2024-01-31
Close before and after $2.25 to $1.97 split-adjusted Session open, high, low $2.21, $2.21, $1.90 Opening gap -1.78% Close inside the session range 0.23 of the range, where 1.00 is the high Session volume 1,729,668 shares, $3,407,446 Relative volume 1.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
100	MDRX	-12.36%	2024-01-10 against the close of 2024-01-09 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	New Veradigm Leadership Provides Outlook on Business and Strategy, and Refreshed Financial Estimates for Fiscal 2023 01/10/2024 08:01 ET premarket	Day +1 -12.36% 2024-01-11 Day +5 -15.80% 2024-01-18 Best recovery within 5 -12.36% 2024-01-11 Five sessions later the drop was 27.8% bigger, at -15.80%. Month end -15.15% on 2024-01-31
Close before and after $10.76 to $9.43 split-adjusted Session open, high, low $10.33, $10.45, $9.23 Opening gap -4.00% Close inside the session range 0.16 of the range, where 1.00 is the high Session volume 5,184,325 shares, $48,888,185 Relative volume 3.4x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session

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. 662 smaller events this month are held out of this month's eligible pool; switch to include them. 277 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

4 events were left out of this board because the measured session set no price of its own, trading either nothing at all or barely moving on an ordinary day's volume, so the figure it would be ranked on is a price carried onto the tape rather than a close.

1 event was left out of this board because the ticker had not traded for more than 10 days before the measured session, so no comparable prior close exists.

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

In January 2024, the median decliner was 13.6% deeper below its pre-news close five sessions later; the largest catalyst group was Other Announcement, 29 of the 100 events, at a median of -18.5%.

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

Which catalysts drove the board

Swipe the table sideways for the day +5 columns.

Catalyst	Events	Share of board	Median move close to close	Median at day +5	Still below the pre-news close at day +5
Other Announcement	29	29.0%	-18.5%	-26.9%	100.0% of 29
Earnings	24	24.0%	-17.7%	-19.7%	100.0% of 24
Offering / Dilution	19	19.0%	-23.9%	-27.5%	100.0% of 19
M&A / Acquisition	6	6.0%	Fewer than 10 events in this group, so no figures are shown.
Clinical Trial Results	6	6.0%	Fewer than 10 events in this group, so no figures are shown.

8 other catalyst types, 16 events: Contract / Partnership, Leadership Change, Buyback / Dividend, Reverse Merger / Shell, FDA & Regulatory, Guidance Change, Uplisting / Compliance, Crypto & Treasury.

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 100	1.1% recovered, of 100
Day +5	97.0% of 99	13.6% deeper below baseline, of 99
Month end	93.5% of 92	18.6% deeper below baseline, of 92
Month end falls before day +5 for 21 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; 7 have it on the measured session itself, and 1 has no month-end close.

Both figures in a row are measured over the events that have a close at that horizon, the count printed beside each of them, not over all 100 events on this board, which is why the denominators differ between rows.

Repeat runners

Some companies move on news more than once. The left list holds the ones that moved twice or more this month; the right list holds the ones that also moved in the months before it. The ranking above shows one row per move, so a name that keeps coming back is only visible here.

Moved twice or more inside January 2024

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

Symbol	Measured sessions	Largest drop
LMDX	2Other Announcement, M&A / Acquisition	-53.49%
SIDU	2Offering / Dilution, Uplisting / Compliance	-44.25%
LAES	2Offering / Dilution, Other Announcement	-28.71%
YGF	2Other Announcement, Leadership Change	-26.52%

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
TRKA	2023-12, 2023-10	-71.85%
BETS	2023-12, 2023-10	-78.99%
POL	2023-12, 2023-11	-46.91%
ROIthis month too	2023-12, 2023-11	-33.72%
CAMPthis month too	2023-12, 2023-10	-35.29%
FBIO	2023-12, 2023-11	-37.02%
COCH	2023-12, 2023-10	-31.58%
ATRA	2023-12, 2023-11	-80.17%
APLM	2023-12, 2023-10	-43.24%
VTYX	2023-11, 2023-10	-80.62%
LICY	2023-11, 2023-10	-55.12%

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

42 other industries, 46 events

Industry not known: 23.0%

2 events on this board carry the flag for a move that ran against its own release, too few to say whether the flag predicts anything.

Against December 2023

100 events in the comparable window.

December 2023 median -23.1%, selected from the 5,619 events in that month's eligible pool

January 2024 median -18.7%, 4.4 points shallower than December 2023. January 2024's median is taken over the 100 ranked rows, selected from the 8,201 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.