March 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 2024-03-28, 19 of 20 completed market sessions produced ranked moves. That date is the last ranked session, not the last priced one, so follow-through dates run later.

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

See the biggest gainers of March 2024

100

Ranked drops

-84.38%

Largest, SPRB

92.9%

Below baseline, day +5

5.5%

Median deeper below baseline, day +5

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100 ranked drops in March 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	SPRB	-84.38%	2024-03-14 against the close of 2024-03-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Spruce Biosciences Announces Topline Results from CAHmelia-203 in Adult Classic CAH and CAHptain-205 in Pediatric Classic CAH 03/13/2024 16:01 ET after hours Spruce Biosciences Reports Full Year 2023 Financial Results and Provides Corporate Updates 03/13/2024	Day +1 -84.43% 2024-03-15 Day +5 -85.44% 2024-03-21 Best recovery within 5 -84.43% 2024-03-15 Five sessions later the drop was 1.3% bigger, at -85.44%. Month end -84.86% on 2024-03-28
Close before and after $389.25 to $60.80 split-adjusted Session open, high, low $88.50, $96.75, $58.50 Opening gap -77.26% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 342,958 shares, $20,850,132 Relative volume 78.0x 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
2	GMDA	-82.74%	2024-03-27 against the close of 2024-03-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Gamida Cell Reports Fourth Quarter and Full-Year 2023 Financial Results and Provides Company Update 03/27/2024 07:00 ET premarket Gamida Cell Announces Commencement of Restructuring Process Supported by Highbridge Capital Management 03/27/2024	Day +1 -89.48% 2024-03-28 Day +5 -88.34% 2024-04-04 Best recovery within 5 -87.17% 2024-04-02 Five sessions later the drop was 6.8% bigger, at -88.34%. Month end -89.48% on 2024-03-28 This month ended before the fifth session after the move.
Close before and after $0.3430 to $0.0592 as traded Session open, high, low $0.0765, $0.0765, $0.0518 Opening gap -77.70% Close inside the session range 0.30 of the range, where 1.00 is the high Session volume 125,551,395 shares, $7,432,643 Relative volume 89.7x 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
3	AMLX	-82.29%	2024-03-08 against the close of 2024-03-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Amylyx Pharmaceuticals Announces Topline Results From Global Phase 3 PHOENIX Trial of AMX0035 in ALS 03/08/2024 07:00 ET premarket	Day +1 -79.97% 2024-03-11 Day +5 -82.92% 2024-03-15 Best recovery within 5 -79.97% 2024-03-11 Five sessions later the drop was 0.8% bigger, at -82.92%. Month end -85.03% on 2024-03-28
Close before and after $18.97 to $3.36 split-adjusted Session open, high, low $2.99, $4.39, $2.70 Opening gap -84.24% Close inside the session range 0.39 of the range, where 1.00 is the high Session volume 61,466,830 shares, $206,528,549 Relative volume 46.7x 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
4	GIA	-64.00%	2024-03-01 against the close of 2024-02-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Reverse Merger / Shell	GigCapital5, Inc. Announces Closing Date for Business Combination With QT Imaging 02/29/2024 16:45 ET after hours	Day +1 -68.23% 2024-03-04 Day +5 no data Best recovery within 5 -68.23% 2024-03-04 Month-end is not shown: no closing price is available for 2024-03-28.
Close before and after $11.11 to $4.00 as traded Session open, high, low $4.75, $4.97, $3.98 Opening gap -57.25% Close inside the session range 0.02 of the range, where 1.00 is the high Session volume 244,602 shares, $978,408 Relative volume over 1,000x 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	NHWK	-51.47%	2024-03-08 against the close of 2024-03-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Scorpius Holdings, Inc. Announces Proposed Public Offering of Common Stock 03/07/2024 16:18 ET after hours Scorpius Holdings, Inc. Announces Pricing of Public Offering 03/08/2024	Day +1 -55.88% 2024-03-11 Day +5 -50.59% 2024-03-15 Best recovery within 5 -50.59% 2024-03-15 1.7% of the drop was recovered five sessions later. Month end -52.35% on 2024-03-28
Close before and after $0.3400 to $0.1650 as traded Session open, high, low $0.1543, $0.1849, $0.1450 Opening gap -54.62% Close inside the session range 0.50 of the range, where 1.00 is the high Session volume 10,232,928 shares, $1,688,433 Relative volume 148.7x 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
6	IMRX	-50.68%	2024-03-14 against the close of 2024-03-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Immuneering Announces Positive Topline Results from Phase 1 Portion of its Phase 1/2a Clinical Trial of IMM-1-104 in RAS-Mutant Solid Tumors 03/14/2024 07:00 ET premarket	Day +1 -67.52% 2024-03-15 Day +5 -53.57% 2024-03-21 Best recovery within 5 -52.72% 2024-03-20 Five sessions later the drop was 5.7% bigger, at -53.57%. Month end -50.85% on 2024-03-28
Close before and after $5.88 to $2.90 split-adjusted Session open, high, low $4.64, $5.01, $2.80 Opening gap -21.09% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 6,278,065 shares, $18,206,389 Relative volume 104.4x 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
7	EVC	-49.86%	2024-03-06 against the close of 2024-03-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Entravision Communications Corporation Reports Fourth Quarter and Full Year 2023 Results 03/05/2024 16:15 ET after hours	Day +1 -55.46% 2024-03-07 Day +5 -56.58% 2024-03-13 Best recovery within 5 -55.46% 2024-03-07 Five sessions later the drop was 13.5% bigger, at -56.58%. Month end -54.06% on 2024-03-28
Close before and after $3.57 to $1.79 split-adjusted Session open, high, low $1.85, $1.87, $1.66 Opening gap -48.17% Close inside the session range 0.62 of the range, where 1.00 is the high Session volume 11,810,608 shares, $21,140,988 Relative volume 45.0x 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	VJET	-49.75%	2024-03-13 against the close of 2024-03-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	voxeljet AG Announces Restatement and Extension of Loan Financing with Anzu 03/12/2024 16:05 ET after hours voxeljet AG Accelerates Strategic Realignment and Announces its Plan to (i) Voluntarily Delist its ADSs from NASDAQ and (ii) Deregister its ADSs 03/12/2024	Day +1 -54.68% 2024-03-14 Day +5 -41.21% 2024-03-20 Best recovery within 5 -41.21% 2024-03-20 17.2% of the drop was recovered five sessions later. Month-end is not shown: no closing price is available for 2024-03-28.
Close before and after $0.9950 to $0.5000 as traded Session open, high, low $0.5555, $0.6300, $0.4820 Opening gap -44.17% Close inside the session range 0.12 of the range, where 1.00 is the high Session volume 504,611 shares, $252,306 Relative volume 44.1x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
9	SWIN More than one ranked move this month release reads positive 2+ ranked moves	-46.94%	2024-03-14 against the close of 2024-03-13 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 46.94%	SOLOWIN HOLDINGS Announces Strategic Expansion into Private Wealth Management Business 03/14/2024 09:15 ET premarket	Day +1 -44.42% 2024-03-15 Day +5 -70.69% 2024-03-21 Best recovery within 5 -44.42% 2024-03-15 Five sessions later the drop was 50.6% bigger, at -70.69%. Month end -68.57% on 2024-03-28
Close before and after $19.79 to $10.50 as traded Session open, high, low $19.59, $22.06, $8.58 Opening gap -1.01% Close inside the session range 0.14 of the range, where 1.00 is the high Session volume 2,256,868 shares, $23,697,114 Relative volume 15.4x 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
10	NEPT Also on the opposite board this month on both boards	-45.95%	2024-03-06 against the close of 2024-03-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Neptune Announces Decision of Nasdaq Hearings Panel To Delist Common Shares 03/06/2024 08:30 ET premarket	Day +1 -86.49% 2024-03-07 Day +5 -58.11% 2024-03-13 Best recovery within 5 -50.14% 2024-03-08 Five sessions later the drop was 26.5% bigger, at -58.11%. Month end -72.97% on 2024-03-28
Close before and after $0.3700 to $0.2000 as traded Session open, high, low $0.2500, $0.2696, $0.1900 Opening gap -32.43% Close inside the session range 0.13 of the range, where 1.00 is the high Session volume 2,254,351 shares, $450,870 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
11	AGRX	-44.54%	2024-03-26 against the close of 2024-03-25 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Uplisting / Compliance	Agile Therapeutics Announces Delisting from Nasdaq 03/25/2024 16:30 ET after hours	Day +1 -38.56% 2024-03-27 Day +5 -53.52% 2024-04-03 Best recovery within 5 -38.56% 2024-03-27 Five sessions later the drop was 20.2% bigger, at -53.52%. Month end -43.54% on 2024-03-28 This month ended before the fifth session after the move.
Close before and after $0.6022 to $0.3340 as traded Session open, high, low $0.2395, $0.3400, $0.2000 Opening gap -60.23% Close inside the session range 0.96 of the range, where 1.00 is the high Session volume 1,714,417 shares, $572,615 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
12	TNXP	-43.10%	2024-03-28 against the close of 2024-03-27 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Tonix Pharmaceuticals Announces Pricing of $4.4 Million Registered Direct Offering 03/28/2024 09:32 ET intraday	Day +1 -41.91% 2024-04-01 Day +5 -46.96% 2024-04-05 Best recovery within 5 -39.28% 2024-04-03 Five sessions later the drop was 9.0% bigger, at -46.96%. Month end -43.10% on 2024-03-28 same session This month ended before the fifth session after the move.
Close before and after $1,046.08 to $595.20 split-adjusted Session open, high, low $1,040.00, $1,100.80, $534.40 Opening gap -0.58% Close inside the session range 0.11 of the range, where 1.00 is the high Session volume 6,851 shares, $4,077,715 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
13	SCLX	-41.19%	2024-03-01 against the close of 2024-02-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Scilex Holding Company Announces $10 Million Bought Deal Offering 02/29/2024 17:32 ET after hours	Day +1 -40.97% 2024-03-04 Day +5 -37.44% 2024-03-08 Best recovery within 5 -37.44% 2024-03-08 9.1% of the drop was recovered five sessions later. Month end -29.96% on 2024-03-28
Close before and after $79.45 to $46.73 split-adjusted Session open, high, low $53.55, $53.90, $45.15 Opening gap -32.60% Close inside the session range 0.18 of the range, where 1.00 is the high Session volume 265,192 shares, $12,391,096 Relative volume 16.4x 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
14	LUNA	-35.78%	2024-03-13 against the close of 2024-03-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Luna Innovations to Delay Release of Fourth Quarter and Full Year 2023 Financial Results 03/12/2024 16:20 ET after hours	Day +1 -33.39% 2024-03-14 Day +5 -37.38% 2024-03-20 Best recovery within 5 -28.91% 2024-03-15 Five sessions later the drop was 4.5% bigger, at -37.38%. Month end -48.80% on 2024-03-28
Close before and after $6.26 to $4.02 split-adjusted Session open, high, low $4.72, $4.78, $3.70 Opening gap -24.60% Close inside the session range 0.30 of the range, where 1.00 is the high Session volume 3,343,903 shares, $13,442,490 Relative volume 28.7x 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
15	EVA	-35.38%	2024-03-13 against the close of 2024-03-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Enviva Announces Comprehensive Agreements to Delever Balance Sheet and Strengthen Financial Position 03/12/2024 22:33 ET after hours	Day +1 -17.43% 2024-03-14 Day +5 -28.44% 2024-03-20 Best recovery within 5 -17.43% 2024-03-14 19.6% of the drop was recovered five sessions later. Month end -26.72% on 2024-03-28
Close before and after $0.6006 to $0.3881 as traded Session open, high, low $0.6397, $0.8400, $0.3251 Opening gap +6.51% Close inside the session range 0.12 of the range, where 1.00 is the high Session volume 20,730,348 shares, $8,045,448 Relative volume 6.1x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
16	SPIR Also on the opposite board this month on both boards	-34.80%	2024-03-21 against the close of 2024-03-20 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Spire Global Announces Registered Direct Offering of $30 Million 03/21/2024 09:09 ET premarket	Day +1 -31.14% 2024-03-22 Day +5 -31.31% 2024-03-28 Best recovery within 5 -28.85% 2024-03-25 10.0% of the drop was recovered five sessions later. Month end -31.31% on 2024-03-28
Close before and after $17.47 to $11.39 split-adjusted Session open, high, low $15.19, $15.38, $11.10 Opening gap -13.05% Close inside the session range 0.07 of the range, where 1.00 is the high Session volume 4,879,281 shares, $55,575,011 Relative volume 25.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
17	NRXP	-34.32%	2024-03-12 against the close of 2024-03-11 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	NRx Pharmaceuticals (NASDAQ:NRXP) Initiates Strategy to Combat Short Sales 03/12/2024 07:49 ET premarket	Day +1 -30.79% 2024-03-13 Day +5 -28.10% 2024-03-19 Best recovery within 5 -23.02% 2024-03-18 18.1% of the drop was recovered five sessions later. Month end -29.46% on 2024-03-28
Close before and after $6.69 to $4.39 split-adjusted Session open, high, low $5.77, $5.77, $4.05 Opening gap -13.80% Close inside the session range 0.20 of the range, where 1.00 is the high Session volume 606,593 shares, $2,665,370 Relative volume 3.8x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
18	FSR	-33.74%	2024-03-01 against the close of 2024-02-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Fisker Inc. Announces Preliminary Q4 and Full Year 2023 Results* 02/29/2024 16:17 ET after hours	Day +1 -39.37% 2024-03-04 Day +5 -48.35% 2024-03-08 Best recovery within 5 -39.37% 2024-03-04 Five sessions later the drop was 43.3% bigger, at -48.35%. Month end -97.16% on 2024-03-28
Close before and after $0.7282 to $0.4825 as traded Session open, high, low $0.4250, $0.5800, $0.3770 Opening gap -41.64% Close inside the session range 0.52 of the range, where 1.00 is the high Session volume 369,944,141 shares, $178,498,048 Relative volume 8.4x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
19	BBAI	-31.65%	2024-03-08 against the close of 2024-03-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	M&A / Acquisition	BigBear.ai Announces Close of Pangiam Acquisition, $54M of Incremental Cash Proceeds, Net Loss of $21.3 million in Q4 2023, and Second Consecutive Quarter of Positive Adjusted EBITDA in Q4 2023 Financial Results 03/07/2024 16:15 ET after hours	Day +1 -35.64% 2024-03-11 Day +5 -35.11% 2024-03-15 Best recovery within 5 -34.57% 2024-03-13 Five sessions later the drop was 10.9% bigger, at -35.11%. Month end -45.48% on 2024-03-28
Close before and after $3.76 to $2.57 split-adjusted Session open, high, low $2.81, $2.95, $2.52 Opening gap -25.27% Close inside the session range 0.12 of the range, where 1.00 is the high Session volume 39,702,230 shares, $102,034,731 Relative volume 5.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
20	SIDU	-31.40%	2024-03-01 against the close of 2024-02-29 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 02/29/2024 16:00 ET after hours Sidus Space Announces Pricing of Public Offering 02/29/2024	Day +1 -36.86% 2024-03-04 Day +5 -53.90% 2024-03-08 Best recovery within 5 -36.86% 2024-03-04 Five sessions later the drop was 71.7% bigger, at -53.90%. Month end -62.25% on 2024-03-28
Close before and after $8.98 to $6.16 split-adjusted Session open, high, low $6.15, $6.55, $5.25 Opening gap -31.51% Close inside the session range 0.70 of the range, where 1.00 is the high Session volume 3,201,284 shares, $19,719,909 Relative volume 17.6x 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
21	NKTX	-31.28%	2024-03-22 against the close of 2024-03-21 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Nkarta Reports Fourth Quarter and Full Year 2023 Financial Results and Corporate Highlights 03/21/2024 16:01 ET after hours	Day +1 -19.18% 2024-03-25 Day +5 -16.64% 2024-04-01 Best recovery within 5 -14.60% 2024-03-27 46.8% of the drop was recovered five sessions later. Month end -16.72% on 2024-03-28 This month ended before the fifth session after the move.
Close before and after $12.98 to $8.92 split-adjusted Session open, high, low $10.00, $11.16, $8.47 Opening gap -22.96% Close inside the session range 0.17 of the range, where 1.00 is the high Session volume 3,384,998 shares, $30,194,182 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
22	DTIL release reads positive	-31.24%	2024-03-01 against the close of 2024-02-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution Release reads positive, stock fell 31.24%	Precision BioSciences Announces Proposed Public Offering of Common Stock and Warrants 02/29/2024 16:01 ET after hours Precision BioSciences Announces $40.0 Million Offering of Common Stock and Warrants 03/01/2024	Day +1 -32.43% 2024-03-04 Day +5 -35.08% 2024-03-08 Best recovery within 5 -32.05% 2024-03-07 Five sessions later the drop was 12.3% bigger, at -35.08%. Month end -26.70% on 2024-03-28
Close before and after $18.50 to $12.72 split-adjusted Session open, high, low $14.60, $14.78, $11.60 Opening gap -21.08% Close inside the session range 0.35 of the range, where 1.00 is the high Session volume 1,823,775 shares, $23,198,418 Relative volume 40.8x 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	MEI	-31.13%	2024-03-07 against the close of 2024-03-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Methode Electronics, Inc. Reports Fiscal 2024 Third Quarter Financial Results 03/07/2024 07:00 ET premarket	Day +1 -32.89% 2024-03-08 Day +5 -40.49% 2024-03-14 Best recovery within 5 -32.89% 2024-03-08 Five sessions later the drop was 30.1% bigger, at -40.49%. Month end -42.11% on 2024-03-28
Close before and after $21.04 to $14.49 split-adjusted Session open, high, low $17.45, $17.45, $13.09 Opening gap -17.06% Close inside the session range 0.32 of the range, where 1.00 is the high Session volume 2,492,988 shares, $36,123,396 Relative volume 11.9x 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
24	GRPN	-30.71%	2024-03-15 against the close of 2024-03-14 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Groupon Reports Fourth Quarter & Full Year 2023 Results 03/15/2024 07:05 ET premarket	Day +1 -20.97% 2024-03-18 Day +5 -20.69% 2024-03-22 Best recovery within 5 -15.24% 2024-03-19 32.6% of the drop was recovered five sessions later. Month end -26.58% on 2024-03-28
Close before and after $18.17 to $12.59 split-adjusted Session open, high, low $16.18, $17.13, $12.31 Opening gap -10.95% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 9,844,795 shares, $123,945,969 Relative volume 17.3x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
25	CDMO	-30.60%	2024-03-07 against the close of 2024-03-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Avid Bioservices Announces Pricing of Private Placement of Convertible Notes 03/06/2024 23:58 ET after hours Avid Bioservices Announces Certain Preliminary Financial Results for Third Quarter Ended January 31, 2024 03/06/2024 Avid Bioservices Announces Proposed Private Placement of Convertible Notes 03/06/2024	Day +1 -23.66% 2024-03-08 Day +5 -30.72% 2024-03-14 Best recovery within 5 -23.66% 2024-03-08 Five sessions later the drop was 0.4% bigger, at -30.72%. Month end -23.78% on 2024-03-28
Close before and after $8.79 to $6.10 as traded Session open, high, low $6.05, $6.61, $5.90 Opening gap -31.17% Close inside the session range 0.28 of the range, where 1.00 is the high Session volume 15,001,220 shares, $91,507,442 Relative volume 17.1x 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
26	CRBU	-30.47%	2024-03-12 against the close of 2024-03-11 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Caribou Biosciences Reports Fourth Quarter and Full Year 2023 Financial Results and Provides Business Update 03/11/2024 16:05 ET after hours	Day +1 -22.44% 2024-03-13 Day +5 -25.35% 2024-03-19 Best recovery within 5 -22.44% 2024-03-13 16.8% of the drop was recovered five sessions later. Month end -28.81% on 2024-03-28
Close before and after $7.22 to $5.02 split-adjusted Session open, high, low $7.16, $7.24, $4.99 Opening gap -0.83% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 6,645,072 shares, $33,358,261 Relative volume 5.8x 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
27	BLDE	-30.33%	2024-03-12 against the close of 2024-03-11 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Blade Air Mobility Reports Financial Results for the Fourth Quarter Ended December 31, 2023 03/12/2024 07:08 ET premarket	Day +1 -32.08% 2024-03-13 Day +5 -38.60% 2024-03-19 Best recovery within 5 -32.08% 2024-03-13 Five sessions later the drop was 27.3% bigger, at -38.60%. Month end -28.57% on 2024-03-28
Close before and after $3.99 to $2.78 as traded Session open, high, low $3.43, $3.53, $2.55 Opening gap -14.02% Close inside the session range 0.23 of the range, where 1.00 is the high Session volume 5,657,846 shares, $15,728,812 Relative volume 9.1x 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
28	LFCR	-30.32%	2024-03-20 against the close of 2024-03-19 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Lifecore Biomedical Completes Restatements and Files Form 10-K for Fiscal Year 2023 03/20/2024 07:00 ET premarket Lifecore Biomedical Concludes Strategic Evaluation Process, Announces Management Succession and Board Changes 03/20/2024	Day +1 -29.90% 2024-03-21 Day +5 -28.09% 2024-03-27 Best recovery within 5 -24.90% 2024-03-25 7.4% of the drop was recovered five sessions later. Month end -26.15% on 2024-03-28
Close before and after $7.19 to $5.01 split-adjusted Session open, high, low $5.70, $5.92, $4.50 Opening gap -20.72% Close inside the session range 0.36 of the range, where 1.00 is the high Session volume 2,957,980 shares, $14,819,480 Relative volume 33.6x 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
29	SWIN More than one ranked move this month 2+ ranked moves	-30.00%	2024-03-18 against the close of 2024-03-15 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	SOLOWIN HOLDINGS Reports Unaudited Financial Results for The First Six Months of Fiscal Year 2024 03/18/2024 08:00 ET premarket	Day +1 -42.73% 2024-03-19 Day +5 -48.91% 2024-03-25 Best recovery within 5 -41.18% 2024-03-20 Five sessions later the drop was 63.0% bigger, at -48.91%. Month end -43.45% on 2024-03-28
Close before and after $11.00 to $7.70 as traded Session open, high, low $10.35, $10.67, $7.11 Opening gap -5.91% Close inside the session range 0.17 of the range, where 1.00 is the high Session volume 761,054 shares, $5,860,116 Relative volume 4.9x 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
30	VSCO	-29.70%	2024-03-07 against the close of 2024-03-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Victoria’s Secret & Co. Reports Fourth Quarter 2023 Results 03/06/2024 16:17 ET after hours	Day +1 -29.27% 2024-03-08 Day +5 -26.03% 2024-03-14 Best recovery within 5 -24.20% 2024-03-13 12.4% of the drop was recovered five sessions later. Month end -24.36% on 2024-03-28
Close before and after $25.62 to $18.01 as traded Session open, high, low $18.69, $19.38, $17.53 Opening gap -27.05% Close inside the session range 0.26 of the range, where 1.00 is the high Session volume 25,942,703 shares, $467,228,081 Relative volume 15.7x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
31	RMBL	-29.58%	2024-03-14 against the close of 2024-03-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	RumbleOn Reports Fourth Quarter and Full Year 2023 Financial Results & Presents Vision 2026 Strategic Plan 03/14/2024 07:00 ET premarket RumbleOn Shares Details of Company's Vision 2026 Strategic Plan 03/14/2024	Day +1 -25.63% 2024-03-15 Day +5 -15.63% 2024-03-21 Best recovery within 5 -15.21% 2024-03-20 47.2% of the drop was recovered five sessions later. Month end -9.01% on 2024-03-28
Close before and after $7.10 to $5.00 as traded Session open, high, low $6.20, $6.30, $4.96 Opening gap -12.68% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 1,529,871 shares, $7,649,355 Relative volume 14.6x 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
32	KOD	-29.40%	2024-03-28 against the close of 2024-03-27 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Kodiak Sciences Announces Recent Business Highlights and Fourth Quarter and Full Year 2023 Financial Results 03/28/2024 06:30 ET premarket	Day +1 -40.27% 2024-04-01 Day +5 -44.70% 2024-04-05 Best recovery within 5 -40.27% 2024-04-01 Five sessions later the drop was 52.0% bigger, at -44.70%. Month end -29.40% on 2024-03-28 same session This month ended before the fifth session after the move.
Close before and after $7.45 to $5.26 split-adjusted Session open, high, low $6.81, $6.88, $5.13 Opening gap -8.59% Close inside the session range 0.08 of the range, where 1.00 is the high Session volume 3,500,034 shares, $18,410,179 Relative volume 4.5x 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	FL	-29.35%	2024-03-06 against the close of 2024-03-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	FOOT LOCKER, INC. REPORTS FOURTH QUARTER 2023 RESULTS; ISSUES 2024 OUTLOOK 03/06/2024 06:45 ET premarket	Day +1 -29.06% 2024-03-07 Day +5 -32.44% 2024-03-13 Best recovery within 5 -29.06% 2024-03-07 Five sessions later the drop was 10.5% bigger, at -32.44%. Month end -16.93% on 2024-03-28
Close before and after $34.31 to $24.24 as traded Session open, high, low $30.36, $30.44, $23.11 Opening gap -11.51% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 34,356,758 shares, $832,807,814 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
34	SLS	-29.03%	2024-03-15 against the close of 2024-03-14 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 Group Announces $20 Million Registered Direct Offering and Concurrent Private Placement Priced At-the-Market Under Nasdaq Rules 03/15/2024 09:00 ET premarket	Day +1 -32.26% 2024-03-18 Day +5 -30.97% 2024-03-22 Best recovery within 5 -30.97% 2024-03-22 Five sessions later the drop was 6.7% bigger, at -30.97%. Month end -34.84% on 2024-03-28
Close before and after $1.55 to $1.10 split-adjusted Session open, high, low $1.22, $1.22, $0.9800 Opening gap -21.29% Close inside the session range 0.50 of the range, where 1.00 is the high Session volume 7,305,766 shares, $8,036,343 Relative volume 8.2x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
35	APYX	-28.65%	2024-03-21 against the close of 2024-03-20 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Apyx Medical Corporation Reports Fourth Quarter and Full Year 2023 Financial Results; Introduces Full Year 2024 Financial Outlook 03/21/2024 07:00 ET premarket	Day +1 -32.43% 2024-03-22 Day +5 -26.49% 2024-03-28 Best recovery within 5 -23.78% 2024-03-27 7.5% of the drop was recovered five sessions later. Month end -26.49% on 2024-03-28
Close before and after $1.85 to $1.32 split-adjusted Session open, high, low $1.55, $1.55, $1.28 Opening gap -16.22% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 1,266,062 shares, $1,671,202 Relative volume 20.1x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
36	KIQ	-28.57%	2024-03-05 against the close of 2024-03-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Kelso Technologies Inc. Announces Intention to Delist From NYSE American 03/05/2024 09:00 ET premarket	Day +1 -19.89% 2024-03-06 Day +5 -18.56% 2024-03-12 Best recovery within 5 -18.56% 2024-03-12 35.0% of the drop was recovered five sessions later. Month end -36.58% on 2024-03-28
Close before and after $0.1498 to $0.1070 as traded Session open, high, low $0.1300, $0.1315, $0.1010 Opening gap -13.22% Close inside the session range 0.20 of the range, where 1.00 is the high Session volume 2,716,862 shares, $290,704 Relative volume 42.3x 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
37	SGMO	-27.55%	2024-03-22 against the close of 2024-03-21 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Sangamo Therapeutics Announces Pricing of $24.0 Million Registered Direct Offering 03/22/2024 08:05 ET premarket	Day +1 -33.87% 2024-03-25 Day +5 -37.38% 2024-04-01 Best recovery within 5 -30.93% 2024-03-28 Five sessions later the drop was 35.7% bigger, at -37.38%. Month end -30.93% on 2024-03-28 This month ended before the fifth session after the move.
Close before and after $0.9703 to $0.7030 as traded Session open, high, low $0.9200, $0.9250, $0.7000 Opening gap -5.18% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 6,598,653 shares, $4,638,853 Relative volume 2.9x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
38	CMTL More than one ranked move this month 2+ ranked moves	-27.26%	2024-03-13 against the close of 2024-03-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Leadership Change	Comtech Appoints John Ratigan as Interim Chief Executive Officer 03/13/2024 09:00 ET premarket	Day +1 -21.01% 2024-03-14 Day +5 -39.93% 2024-03-20 Best recovery within 5 -20.14% 2024-03-18 Five sessions later the drop was 46.5% bigger, at -39.93%. Month end -40.45% on 2024-03-28
Close before and after $5.76 to $4.19 split-adjusted Session open, high, low $5.61, $5.67, $4.13 Opening gap -2.60% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 2,404,683 shares, $10,075,622 Relative volume 10.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
39	ISPR	-27.05%	2024-03-22 against the close of 2024-03-21 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Ispire Technology Announces Pricing of $12.3 Million Public Offering 03/22/2024 07:30 ET premarket	Day +1 -27.54% 2024-03-25 Day +5 -26.19% 2024-04-01 Best recovery within 5 -24.46% 2024-03-27 3.2% of the drop was recovered five sessions later. Month end -24.46% on 2024-03-28 This month ended before the fifth session after the move.
Close before and after $8.12 to $5.92 split-adjusted Session open, high, low $6.02, $6.09, $5.53 Opening gap -25.82% Close inside the session range 0.70 of the range, where 1.00 is the high Session volume 1,356,946 shares, $8,033,120 Relative volume 27.8x 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
40	JAKK	-27.00%	2024-03-01 against the close of 2024-02-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	JAKKS Pacific Reports Fourth Quarter and Full-Year 2023 Financial Results 02/29/2024 16:05 ET after hours	Day +1 -32.98% 2024-03-04 Day +5 -36.34% 2024-03-08 Best recovery within 5 -30.82% 2024-03-05 Five sessions later the drop was 34.6% bigger, at -36.34%. Month end -29.65% on 2024-03-28
Close before and after $35.11 to $25.63 split-adjusted Session open, high, low $27.00, $27.83, $23.56 Opening gap -23.10% Close inside the session range 0.48 of the range, where 1.00 is the high Session volume 693,248 shares, $17,767,946 Relative volume 10.7x 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
41	NAAS	-26.85%	2024-03-13 against the close of 2024-03-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	NaaS Technology Inc. Announces US$6 Million Registered Direct Offering 03/13/2024 08:35 ET premarket	Day +1 -26.17% 2024-03-14 Day +5 -20.81% 2024-03-20 Best recovery within 5 -20.81% 2024-03-20 22.5% of the drop was recovered five sessions later. Month end -16.78% on 2024-03-28
Close before and after $476.80 to $348.80 split-adjusted Session open, high, low $422.40, $436.80, $345.60 Opening gap -11.41% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 19,849 shares, $6,923,331 Relative volume 6.0x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
42	VANI	-26.78%	2024-03-01 against the close of 2024-02-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Vivani Medical Announces Pricing of $15.0 Million Registered Direct Offering of Common Stock and Warrants 03/01/2024 07:49 ET premarket	Day +1 -41.47% 2024-03-04 Day +5 -51.42% 2024-03-08 Best recovery within 5 -41.47% 2024-03-04 Five sessions later the drop was 92.0% bigger, at -51.42%. Month end -56.16% on 2024-03-28
Close before and after $4.22 to $3.09 split-adjusted Session open, high, low $3.31, $3.47, $3.00 Opening gap -21.56% Close inside the session range 0.19 of the range, where 1.00 is the high Session volume 4,766,073 shares, $14,727,166 Relative volume 174.3x 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
43	KPLT	-26.74%	2024-03-14 against the close of 2024-03-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Katapult Grows Fourth Quarter Gross Originations by 13% Year-Over-Year; Second Highest Gross Originations Volume in Company History 03/14/2024 06:00 ET premarket	Day +1 -23.21% 2024-03-15 Day +5 -35.05% 2024-03-21 Best recovery within 5 -23.21% 2024-03-15 Five sessions later the drop was 31.1% bigger, at -35.05%. Month end -36.63% on 2024-03-28
Close before and after $18.40 to $13.48 split-adjusted Session open, high, low $16.90, $16.90, $12.50 Opening gap -8.15% Close inside the session range 0.22 of the range, where 1.00 is the high Session volume 84,333 shares, $1,136,809 Relative volume 17.4x 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	GDS	-26.52%	2024-03-26 against the close of 2024-03-25 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	GDS Announces Landmark US$587 Million Equity Raise For its International Business 03/26/2024 07:45 ET premarket GDS Holdings Limited Reports Fourth Quarter and Full Year 2023 Results 03/26/2024 GDS Appoints Jamie Khoo As CEO of GDS International 03/26/2024	Day +1 -24.37% 2024-03-27 Day +5 -6.09% 2024-04-03 Best recovery within 5 -6.09% 2024-04-03 77.0% of the drop was recovered five sessions later. Month end -20.55% on 2024-03-28 This month ended before the fifth session after the move.
Close before and after $8.37 to $6.15 split-adjusted Session open, high, low $7.92, $7.93, $6.06 Opening gap -5.38% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 9,709,011 shares, $59,710,418 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
45	ASLE	-25.90%	2024-03-08 against the close of 2024-03-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	AerSale Reports Fourth Quarter and Full Year 2023 Results 03/07/2024 16:09 ET after hours	Day +1 -26.91% 2024-03-11 Day +5 -19.89% 2024-03-15 Best recovery within 5 -19.89% 2024-03-15 23.2% of the drop was recovered five sessions later. Month end -23.62% on 2024-03-28
Close before and after $9.40 to $6.97 split-adjusted Session open, high, low $7.30, $8.11, $6.73 Opening gap -22.34% Close inside the session range 0.17 of the range, where 1.00 is the high Session volume 3,726,903 shares, $25,957,879 Relative volume 6.3x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
46	NYCB	-25.89%	2024-03-01 against the close of 2024-02-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Leadership Change	NEW YORK COMMUNITY BANCORP, INC. APPOINTS ALESSANDRO DINELLO AS PRESIDENT AND CEO AND MARSHALL LUX AS PRESIDING DIRECTOR OF THE BOARD 02/29/2024 16:05 ET after hours NEW YORK COMMUNITY BANCORP, INC. CONTINUES TO STRENGTHEN MANAGEMENT TEAM AND ENHANCE RISK FRAMEWORK 03/01/2024	Day +1 -43.01% 2024-03-04 Day +5 -28.60% 2024-03-08 Best recovery within 5 -23.59% 2024-03-07 Five sessions later the drop was 10.5% bigger, at -28.60%. Month end -32.78% on 2024-03-28
Close before and after $14.37 to $10.65 as traded Session open, high, low $10.35, $11.67, $9.96 Opening gap -27.97% Close inside the session range 0.40 of the range, where 1.00 is the high Session volume 41,138,140 shares, $438,121,191 Relative volume 3.8x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
47	LVTX	-25.74%	2024-03-05 against the close of 2024-03-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	LAVA Announces Clinical Development Milestone Achieved by Pfizer for PF-08046052 (formerly SGN-EGFRd2/LAVA-1223) 03/05/2024 07:30 ET premarket	Day +1 -25.74% 2024-03-06 Day +5 -18.48% 2024-03-12 Best recovery within 5 -14.85% 2024-03-07 28.2% of the drop was recovered five sessions later. Month end +9.90% on 2024-03-28
Close before and after $3.03 to $2.25 as traded Session open, high, low $3.20, $3.42, $2.24 Opening gap +5.61% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 8,956,141 shares, $20,151,317 Relative volume 79.0x 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
48	PGY	-25.53%	2024-03-14 against the close of 2024-03-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Pagaya Announces Public Offering of Class A Ordinary Shares 03/13/2024 16:40 ET after hours Pagaya Announces Pricing of 7,500,000 Class A Ordinary Shares 03/14/2024	Day +1 -30.50% 2024-03-15 Day +5 -31.53% 2024-03-21 Best recovery within 5 -30.50% 2024-03-15 Five sessions later the drop was 23.5% bigger, at -31.53%. Month end -34.88% on 2024-03-28
Close before and after $15.51 to $11.55 split-adjusted Session open, high, low $13.10, $13.15, $11.18 Opening gap -15.54% Close inside the session range 0.19 of the range, where 1.00 is the high Session volume 12,297,792 shares, $142,039,498 Relative volume 15.3x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
49	HUMA	-25.52%	2024-03-01 against the close of 2024-02-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Humacyte, Inc. Announces Proposed Public Offering of Common Stock 02/29/2024 16:01 ET after hours Humacyte, Inc. Announces Pricing of $40.2 Million Public Offering of Common Stock 02/29/2024 Humacyte, Inc. to Present at the TD Cowen 44th Annual Health Care Conference 03/01/2024	Day +1 -18.85% 2024-03-04 Day +5 -22.53% 2024-03-08 Best recovery within 5 -18.85% 2024-03-04 11.7% of the drop was recovered five sessions later. Month end -28.51% on 2024-03-28
Close before and after $4.35 to $3.24 split-adjusted Session open, high, low $3.00, $3.51, $2.99 Opening gap -31.03% Close inside the session range 0.48 of the range, where 1.00 is the high Session volume 9,786,778 shares, $31,709,161 Relative volume 11.0x 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
50	CMTL More than one ranked move this month 2+ ranked moves	-25.43%	2024-03-19 against the close of 2024-03-18 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Comtech Announces Results for its Second Quarter of Fiscal 2024 03/18/2024 16:30 ET after hours	Day +1 -24.78% 2024-03-20 Day +5 -31.96% 2024-03-26 Best recovery within 5 -24.78% 2024-03-20 Five sessions later the drop was 25.7% bigger, at -31.96%. Month end -25.43% on 2024-03-28
Close before and after $4.60 to $3.43 split-adjusted Session open, high, low $4.00, $4.12, $3.11 Opening gap -13.04% Close inside the session range 0.32 of the range, where 1.00 is the high Session volume 2,885,142 shares, $9,896,037 Relative volume 12.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
51	RCMT	-24.92%	2024-03-14 against the close of 2024-03-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	RCM Technologies, Inc. Announces Fourth Quarter and Fiscal Year 2023 Results 03/13/2024 16:05 ET after hours	Day +1 -19.19% 2024-03-15 Day +5 -21.13% 2024-03-21 Best recovery within 5 -19.01% 2024-03-19 15.2% of the drop was recovered five sessions later. Month end -25.72% on 2024-03-28
Close before and after $28.77 to $21.60 split-adjusted Session open, high, low $26.18, $26.27, $20.53 Opening gap -9.00% Close inside the session range 0.19 of the range, where 1.00 is the high Session volume 630,825 shares, $13,625,820 Relative volume 12.3x 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
52	LTRN More than one ranked move this month 2+ ranked moves	-24.80%	2024-03-19 against the close of 2024-03-18 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Lantern Pharma Reports Fourth Quarter & Fiscal Year 2023 Financial Results and Business Highlights 03/18/2024 16:02 ET after hours	Day +1 -11.65% 2024-03-20 Day +5 +0.70% 2024-03-26 Best recovery within 5 +6.93% 2024-03-22 It recovered the whole drop and closed 0.70% above the pre-news price. Month end -11.65% on 2024-03-28
Close before and after $9.96 to $7.49 split-adjusted Session open, high, low $9.20, $9.37, $7.32 Opening gap -7.63% Close inside the session range 0.08 of the range, where 1.00 is the high Session volume 999,311 shares, $7,484,839 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
53	EKSO	-24.76%	2024-03-05 against the close of 2024-03-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Ekso Bionics Reports Record Annual Revenue of $18.3 Million 03/04/2024 16:05 ET after hours	Day +1 -28.57% 2024-03-06 Day +5 -30.95% 2024-03-12 Best recovery within 5 -24.76% 2024-03-07 Five sessions later the drop was 25.0% bigger, at -30.95%. Month end -35.24% on 2024-03-28
Close before and after $31.50 to $23.70 as traded Session open, high, low $26.40, $26.70, $22.50 Opening gap -16.19% Close inside the session range 0.29 of the range, where 1.00 is the high Session volume 74,384 shares, $1,762,901 Relative volume 19.3x 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
54	NN Also on the opposite board this month on both boards	-24.35%	2024-03-14 against the close of 2024-03-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	NextNav Inc. Reports Fourth Quarter and Full Year 2023 Results 03/13/2024 16:05 ET after hours	Day +1 -24.89% 2024-03-15 Day +5 +0.98% 2024-03-21 Best recovery within 5 +0.98% 2024-03-21 It recovered the whole drop and closed 0.98% above the pre-news price. Month end +17.40% on 2024-03-28
Close before and after $5.61 to $4.24 split-adjusted Session open, high, low $5.44, $5.44, $4.02 Opening gap -2.94% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 2,185,647 shares, $9,267,143 Relative volume 4.2x 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
55	MPTI	-23.84%	2024-03-26 against the close of 2024-03-25 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	M-tron Industries, Inc. Reports Fiscal Year 2023 Results and Announces Investor Call 03/25/2024 16:59 ET after hours	Day +1 -19.00% 2024-03-27 Day +5 -26.22% 2024-04-03 Best recovery within 5 -19.00% 2024-03-27 Five sessions later the drop was 10.0% bigger, at -26.22%. Month end -23.10% on 2024-03-28 This month ended before the fifth session after the move.
Close before and after $19.51 to $14.86 split-adjusted Session open, high, low $17.00, $17.98, $13.20 Opening gap -12.84% Close inside the session range 0.35 of the range, where 1.00 is the high Session volume 1,110,278 shares, $16,493,180 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
56	CZOO	-23.75%	2024-03-06 against the close of 2024-03-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Cazoo Announces Transition to Pure-Play Automotive Marketplace Business Model 03/06/2024 06:30 ET premarket	Day +1 -35.39% 2024-03-07 Day +5 -39.43% 2024-03-13 Best recovery within 5 -32.30% 2024-03-11 Five sessions later the drop was 66.0% bigger, at -39.43%. Month end +185.04% on 2024-03-28
Close before and after $4.21 to $3.21 as traded Session open, high, low $4.06, $4.45, $3.21 Opening gap -3.56% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 154,512 shares, $495,984 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
57	TELL	-23.61%	2024-03-18 against the close of 2024-03-15 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Leadership Change	Tellurian Makes Leadership Changes 03/18/2024 06:00 ET premarket	Day +1 -30.08% 2024-03-19 Day +5 -47.16% 2024-03-25 Best recovery within 5 -30.08% 2024-03-19 Five sessions later the drop was 99.7% bigger, at -47.16%. Month end -31.10% on 2024-03-28
Close before and after $0.9600 to $0.7333 as traded Session open, high, low $0.9300, $0.9302, $0.6126 Opening gap -3.12% Close inside the session range 0.38 of the range, where 1.00 is the high Session volume 69,586,274 shares, $51,027,615 Relative volume 1.6x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
58	LTRN More than one ranked move this month 2+ ranked moves	-23.58%	2024-03-11 against the close of 2024-03-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Lantern Pharma to Report Fourth Quarter and Fiscal Year 2023 Operating & Financial Results on March 18th, 2024 at 4:30 p.m. ET 03/11/2024 07:30 ET premarket	Day +1 -6.89% 2024-03-12 Day +5 +20.44% 2024-03-18 Best recovery within 5 +20.44% 2024-03-18 It recovered the whole drop and closed 20.44% above the pre-news price. Month end +6.41% on 2024-03-28
Close before and after $8.27 to $6.32 split-adjusted Session open, high, low $8.10, $8.16, $6.22 Opening gap -2.06% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 805,111 shares, $5,088,302 Relative volume 15.1x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
59	OPFI	-23.48%	2024-03-08 against the close of 2024-03-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	OppFi Exceeds 2023 Earnings Guidance, Provides Outlook for Continued Profitable Growth in 2024 03/07/2024 16:05 ET after hours	Day +1 -32.45% 2024-03-11 Day +5 -33.51% 2024-03-15 Best recovery within 5 -30.34% 2024-03-13 Five sessions later the drop was 42.7% bigger, at -33.51%. Month end -34.04% on 2024-03-28
Close before and after $3.79 to $2.90 split-adjusted Session open, high, low $2.95, $3.10, $2.76 Opening gap -22.16% Close inside the session range 0.41 of the range, where 1.00 is the high Session volume 1,722,944 shares, $4,996,538 Relative volume 8.1x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
60	ELTK	-23.34%	2024-03-11 against the close of 2024-03-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Eltek Ltd. Reports Full year and Fourth Quarter 2023 Financial Results 03/11/2024 07:30 ET premarket	Day +1 -23.41% 2024-03-12 Day +5 -24.63% 2024-03-18 Best recovery within 5 -23.41% 2024-03-12 Five sessions later the drop was 5.5% bigger, at -24.63%. Month end -19.88% on 2024-03-28
Close before and after $13.91 to $10.66 split-adjusted Session open, high, low $12.06, $12.06, $10.31 Opening gap -13.27% Close inside the session range 0.20 of the range, where 1.00 is the high Session volume 744,819 shares, $7,939,771 Relative volume 4.5x 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
61	EYEN More than one ranked move this month 2+ ranked moves	-23.20%	2024-03-19 against the close of 2024-03-18 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Eyenovia Reports Fourth Quarter and Full-Year 2023 Financial Results and Provides Business Update 03/18/2024 16:05 ET after hours	Day +1 -20.26% 2024-03-20 Day +5 -33.99% 2024-03-26 Best recovery within 5 -20.26% 2024-03-20 Five sessions later the drop was 46.5% bigger, at -33.99%. Month end -35.56% on 2024-03-28
Close before and after $122.40 to $94.00 as traded Session open, high, low $108.00, $109.59, $90.41 Opening gap -11.76% Close inside the session range 0.19 of the range, where 1.00 is the high Session volume 40,629 shares, $3,819,126 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
62	AMPS	-23.06%	2024-03-15 against the close of 2024-03-14 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Altus Power, Inc. Announces Fourth Quarter and Full Year 2023 Financial Results 03/14/2024 16:10 ET after hours	Day +1 -20.54% 2024-03-18 Day +5 -19.36% 2024-03-22 Best recovery within 5 -16.84% 2024-03-21 16.0% of the drop was recovered five sessions later. Month end -19.53% on 2024-03-28
Close before and after $5.94 to $4.57 as traded Session open, high, low $5.14, $5.35, $4.31 Opening gap -13.47% Close inside the session range 0.25 of the range, where 1.00 is the high Session volume 7,682,362 shares, $35,108,394 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
63	XYF	-22.99%	2024-03-27 against the close of 2024-03-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	X Financial Reports Fourth Quarter and Fiscal Year 2023 Unaudited Financial Results 03/26/2024 16:50 ET after hours	Day +1 -16.27% 2024-03-28 Day +5 -16.81% 2024-04-04 Best recovery within 5 -14.32% 2024-04-01 26.9% of the drop was recovered five sessions later. Month end -16.27% on 2024-03-28 This month ended before the fifth session after the move.
Close before and after $4.61 to $3.55 split-adjusted Session open, high, low $4.25, $4.25, $3.51 Opening gap -7.81% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 210,670 shares, $747,879 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
64	EYEN More than one ranked move this month 2+ ranked moves	-22.81%	2024-03-05 against the close of 2024-03-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	FDA & Regulatory	Eyenovia Congratulates Formosa Pharmaceuticals on FDA Approval of Clobetasol Propionate Ophthalmic Suspension 0.05% for the Treatment of Post-operative Inflammation and Pain Following Ocular Surgery 03/05/2024 08:00 ET premarket Formosa Pharmaceuticals and AimMax Therapeutics Receive FDA Approval for Clobetasol Propionate Ophthalmic Suspension 0.05%, for the Treatment of Post-Operative Inflammation and Pain Following Ocular Surgery 03/04/2024	Day +1 -25.66% 2024-03-06 Day +5 -27.63% 2024-03-12 Best recovery within 5 -24.56% 2024-03-07 Five sessions later the drop was 21.1% bigger, at -27.63%. Month end -56.75% on 2024-03-28
Close before and after $182.40 to $140.80 as traded Session open, high, low $178.40, $178.40, $132.00 Opening gap -2.19% Close inside the session range 0.19 of the range, where 1.00 is the high Session volume 56,248 shares, $7,919,718 Relative volume 7.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
65	PRTS	-22.71%	2024-03-08 against the close of 2024-03-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	CarParts.com Reports Highest Fiscal Year Sales in Company History 03/07/2024 16:01 ET after hours	Day +1 -23.90% 2024-03-11 Day +5 -28.29% 2024-03-15 Best recovery within 5 -23.90% 2024-03-11 Five sessions later the drop was 24.6% bigger, at -28.29%. Month end -35.46% on 2024-03-28
Close before and after $25.10 to $19.40 split-adjusted Session open, high, low $23.30, $23.51, $18.70 Opening gap -7.17% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 307,687 shares, $5,969,128 Relative volume 5.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
66	BW More than one ranked move this month 2+ ranked moves	-22.66%	2024-03-15 against the close of 2024-03-14 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Babcock & Wilcox Enterprises Reports Fourth Quarter and Full Year 2023 Results 03/14/2024 16:15 ET after hours	Day +1 -38.91% 2024-03-18 Day +5 +3.13% 2024-03-22 Best recovery within 5 +3.13% 2024-03-22 It recovered the whole drop and closed 3.13% above the pre-news price. Month end -11.72% on 2024-03-28
Close before and after $1.28 to $0.9900 split-adjusted Session open, high, low $1.15, $1.23, $0.9900 Opening gap -10.16% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 5,061,701 shares, $5,011,084 Relative volume 4.8x 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
67	CURO	-22.65%	2024-03-25 against the close of 2024-03-22 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	CURO Group Holdings Corp. to Reduce Debt and Strengthen Financial Position Through Restructuring Support Agreement; Implements Prepackaged Restructuring Plan by Commencing Voluntary Chapter 11 Reorganization 03/25/2024 10:55 ET intraday	Day +1 -33.59% 2024-03-26 Day +5 -22.65% 2024-04-02 Best recovery within 5 -0.55% 2024-03-27 0.0% of the drop was recovered five sessions later. Month end -0.55% on 2024-03-28 This month ended before the fifth session after the move.
Close before and after $0.0905 to $0.0700 as traded Session open, high, low $0.0905, $0.1150, $0.0400 Opening gap 0.00% Close inside the session range 0.40 of the range, where 1.00 is the high Session volume 1,900,754 shares, $133,053 Relative volume 4.6x 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
68	SQNS	-22.44%	2024-03-07 against the close of 2024-03-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Sequans Communications Announces Preliminary Fourth Quarter and Full Year 2023 Financial Results 03/07/2024 06:00 ET premarket	Day +1 -16.20% 2024-03-08 Day +5 -35.00% 2024-03-14 Best recovery within 5 -16.20% 2024-03-08 Five sessions later the drop was 56.0% bigger, at -35.00%. Month end -46.68% on 2024-03-28
Close before and after $18.05 to $14.00 split-adjusted Session open, high, low $17.50, $18.40, $13.75 Opening gap -3.05% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 42,221 shares, $591,094 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
69	AEHR	-22.44%	2024-03-25 against the close of 2024-03-22 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Aehr Announces Preliminary Financial Results for its Fiscal 2024 Third Quarter; Provides Updated Full Year Revenue Guidance 03/25/2024 07:30 ET premarket	Day +1 -23.81% 2024-03-26 Day +5 -18.89% 2024-04-02 Best recovery within 5 -15.01% 2024-03-27 15.8% of the drop was recovered five sessions later. Month end -15.42% on 2024-03-28 This month ended before the fifth session after the move.
Close before and after $14.66 to $11.37 split-adjusted Session open, high, low $11.67, $13.17, $10.54 Opening gap -20.40% Close inside the session range 0.32 of the range, where 1.00 is the high Session volume 8,393,013 shares, $95,428,558 Relative volume 9.4x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
70	HURC	-22.29%	2024-03-08 against the close of 2024-03-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Hurco Reports First Quarter Results for Fiscal Year 2024 03/08/2024 08:00 ET premarket	Day +1 -26.06% 2024-03-11 Day +5 -24.49% 2024-03-15 Best recovery within 5 -23.21% 2024-03-14 Five sessions later the drop was 9.9% bigger, at -24.49%. Month end -26.21% on 2024-03-28
Close before and after $27.32 to $21.23 split-adjusted Session open, high, low $24.08, $24.09, $20.60 Opening gap -11.86% Close inside the session range 0.18 of the range, where 1.00 is the high Session volume 142,052 shares, $3,015,764 Relative volume 8.4x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
71	MOMO	-22.29%	2024-03-14 against the close of 2024-03-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Hello Group Inc. Announces Unaudited Financial Results for the Fourth Quarter and Fiscal Year 2023 03/14/2024 04:12 ET premarket	Day +1 -22.16% 2024-03-15 Day +5 -22.95% 2024-03-21 Best recovery within 5 -21.25% 2024-03-20 Five sessions later the drop was 3.0% bigger, at -22.95%. Month end -19.04% on 2024-03-28
Close before and after $7.67 to $5.96 split-adjusted Session open, high, low $5.90, $6.26, $5.59 Opening gap -23.08% Close inside the session range 0.56 of the range, where 1.00 is the high Session volume 13,977,176 shares, $83,303,969 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
72	FRGE	-21.51%	2024-03-27 against the close of 2024-03-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Forge Global Holdings, Inc. Reports Fourth Quarter and Fiscal Year 2023 Results 03/26/2024 16:10 ET after hours	Day +1 -27.17% 2024-03-28 Day +5 -24.91% 2024-04-04 Best recovery within 5 -24.91% 2024-04-04 Five sessions later the drop was 15.8% bigger, at -24.91%. Month end -27.17% on 2024-03-28 This month ended before the fifth session after the move.
Close before and after $39.75 to $31.20 as traded Session open, high, low $33.15, $33.60, $27.75 Opening gap -16.60% Close inside the session range 0.59 of the range, where 1.00 is the high Session volume 256,666 shares, $8,007,979 Relative volume 12.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
73	VYX	-21.49%	2024-03-01 against the close of 2024-02-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	NCR Voyix Reports Preliminary Fourth Quarter and Full Year 2023 Results 02/29/2024 16:09 ET after hours	Day +1 -21.15% 2024-03-04 Day +5 -16.50% 2024-03-08 Best recovery within 5 -16.50% 2024-03-08 23.2% of the drop was recovered five sessions later. Month end -13.55% on 2024-03-28
Close before and after $14.61 to $11.47 split-adjusted Session open, high, low $12.81, $13.01, $11.36 Opening gap -12.32% Close inside the session range 0.07 of the range, where 1.00 is the high Session volume 13,449,736 shares, $154,268,472 Relative volume 8.2x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
74	CPSH	-21.23%	2024-03-07 against the close of 2024-03-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	CPS Technologies Corporation Announces Fourth Quarter 2023 Financial Results 03/06/2024 17:12 ET after hours	Day +1 -26.59% 2024-03-08 Day +5 -30.16% 2024-03-14 Best recovery within 5 -26.59% 2024-03-08 Five sessions later the drop was 42.1% bigger, at -30.16%. Month end -26.59% on 2024-03-28
Close before and after $2.52 to $1.99 split-adjusted Session open, high, low $2.23, $2.23, $1.95 Opening gap -11.51% Close inside the session range 0.13 of the range, where 1.00 is the high Session volume 437,058 shares, $867,560 Relative volume 23.9x 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
75	MSTR	-21.21%	2024-03-05 against the close of 2024-03-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	MicroStrategy Announces Proposed Private Offering of $600 Million of Convertible Senior Notes 03/04/2024 16:01 ET after hours	Day +1 -6.58% 2024-03-06 Day +5 +19.44% 2024-03-12 Best recovery within 5 +19.44% 2024-03-12 It recovered the whole drop and closed 19.44% above the pre-news price. Month end +27.78% on 2024-03-28
Close before and after $133.40 to $105.10 split-adjusted Session open, high, low $124.42, $133.78, $103.51 Opening gap -6.73% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 57,366,270 shares, $6,029,252,343 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
76	SFIX	-21.04%	2024-03-05 against the close of 2024-03-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Stitch Fix Announces Second Quarter of Fiscal Year 2024 Financial Results 03/04/2024 16:05 ET after hours	Day +1 -26.07% 2024-03-06 Day +5 -28.66% 2024-03-12 Best recovery within 5 -23.48% 2024-03-08 Five sessions later the drop was 36.2% bigger, at -28.66%. Month end -19.51% on 2024-03-28
Close before and after $3.28 to $2.59 split-adjusted Session open, high, low $2.71, $2.95, $2.55 Opening gap -17.38% Close inside the session range 0.10 of the range, where 1.00 is the high Session volume 7,737,749 shares, $20,040,770 Relative volume 6.3x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
77	BW More than one ranked move this month 2+ ranked moves	-21.01%	2024-03-18 against the close of 2024-03-15 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership	Babcock & Wilcox Signs Agreement for Power Plant Fuel-Switching Project Valued at Approximately $246 Million 03/18/2024 06:30 ET premarket	Day +1 -10.10% 2024-03-19 Day +5 +28.28% 2024-03-25 Best recovery within 5 +33.33% 2024-03-22 It recovered the whole drop and closed 28.28% above the pre-news price. Month end +14.14% on 2024-03-28
Close before and after $0.9900 to $0.7820 split-adjusted Session open, high, low $1.01, $1.03, $0.7530 Opening gap +2.02% Close inside the session range 0.10 of the range, where 1.00 is the high Session volume 10,889,224 shares, $8,515,373 Relative volume 10.4x 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
78	GTLB	-20.99%	2024-03-05 against the close of 2024-03-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	GitLab Reports Fourth Quarter and Full Year 2024 Financial Results 03/04/2024 16:05 ET after hours	Day +1 -17.52% 2024-03-06 Day +5 -23.14% 2024-03-12 Best recovery within 5 -17.52% 2024-03-06 Five sessions later the drop was 10.2% bigger, at -23.14%. Month end -21.69% on 2024-03-28
Close before and after $74.47 to $58.84 split-adjusted Session open, high, low $60.00, $66.10, $58.50 Opening gap -19.43% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 22,071,189 shares, $1,298,668,761 Relative volume 10.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
79	GAME	-20.77%	2024-03-12 against the close of 2024-03-11 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	GameSquare to Participate at the 36th Annual ROTH Conference 03/12/2024 07:00 ET premarket	Day +1 -28.42% 2024-03-13 Day +5 -24.59% 2024-03-19 Best recovery within 5 -19.67% 2024-03-15 Five sessions later the drop was 18.4% bigger, at -24.59%. Month end -24.59% on 2024-03-28
Close before and after $14.64 to $11.60 split-adjusted Session open, high, low $14.40, $14.40, $11.60 Opening gap -1.64% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 22,714 shares, $263,482 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
80	GNS Also on the opposite board this month on both boards	-20.59%	2024-03-22 against the close of 2024-03-21 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Genius Group Updated 2024 Financial Guidance: $105 million to $110 million revenue with $6.0 million to $7.0 million positive EBITDA 03/21/2024 17:00 ET after hours	Day +1 -25.76% 2024-03-25 Day +5 -20.69% 2024-04-01 Best recovery within 5 -8.64% 2024-03-28 Five sessions later the drop was 0.5% bigger, at -20.69%. Month end -8.64% on 2024-03-28 This month ended before the fifth session after the move.
Close before and after $5.22 to $4.15 split-adjusted Session open, high, low $4.70, $4.92, $3.90 Opening gap -9.98% Close inside the session range 0.24 of the range, where 1.00 is the high Session volume 1,753,564 shares, $7,270,276 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
81	JOAN	-20.57%	2024-03-18 against the close of 2024-03-15 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership	JOANN Enters into Agreement to Reduce Debt and Receive $132 Million in New Capital and Related Financial Accommodations with Strong Support of Key Financial and Industry Stakeholders 03/18/2024 00:37 ET premarket	Day +1 -41.84% 2024-03-19 Day +5 -48.96% 2024-03-25 Best recovery within 5 -33.16% 2024-03-21 Five sessions later the drop was 138.0% bigger, at -48.96%. Month end -52.69% on 2024-03-28
Close before and after $0.2304 to $0.1830 as traded Session open, high, low $0.2500, $0.2500, $0.1810 Opening gap +8.51% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 11,823,665 shares, $2,163,731 Relative volume 49.9x 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
82	TTEC	-20.52%	2024-03-01 against the close of 2024-02-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	TTEC Announces Fourth Quarter and Full Year 2023 Financial Results 02/29/2024 16:05 ET after hours	Day +1 -26.02% 2024-03-04 Day +5 -33.01% 2024-03-08 Best recovery within 5 -26.02% 2024-03-04 Five sessions later the drop was 60.9% bigger, at -33.01%. Month end -40.57% on 2024-03-28
Close before and after $17.45 to $13.87 split-adjusted Session open, high, low $15.22, $15.38, $13.08 Opening gap -12.78% Close inside the session range 0.34 of the range, where 1.00 is the high Session volume 1,001,947 shares, $13,897,005 Relative volume 4.7x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
83	AISP Also on the opposite board this month on both boards	-20.52%	2024-03-07 against the close of 2024-03-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Airship AI to Attend the 36th Annual ROTH Conference on March 17-19, 2024 03/07/2024 08:31 ET premarket	Day +1 -1.73% 2024-03-08 Day +5 +43.50% 2024-03-14 Best recovery within 5 +45.52% 2024-03-13 It recovered the whole drop and closed 43.50% above the pre-news price. Month end -4.77% on 2024-03-28
Close before and after $6.92 to $5.50 split-adjusted Session open, high, low $5.55, $5.99, $4.76 Opening gap -19.80% Close inside the session range 0.60 of the range, where 1.00 is the high Session volume 6,524,224 shares, $35,883,232 Relative volume 58.9x 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
84	AP	-20.29%	2024-03-26 against the close of 2024-03-25 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Ampco-Pittsburgh Corporation (NYSE: AP) Announces Fourth Quarter and Full Year 2023 Results 03/25/2024 16:32 ET after hours	Day +1 -23.55% 2024-03-27 Day +5 -20.29% 2024-04-03 Best recovery within 5 -20.29% 2024-04-03 0.0% of the drop was recovered five sessions later. Month end -21.38% on 2024-03-28 This month ended before the fifth session after the move.
Close before and after $2.76 to $2.20 split-adjusted Session open, high, low $2.60, $2.70, $2.20 Opening gap -5.80% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 189,755 shares, $417,461 Relative volume 8.2x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
85	YI	-20.26%	2024-03-21 against the close of 2024-03-20 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	111, Inc. Announces Fourth Quarter and Fiscal Year 2023 Financial Results 03/21/2024 04:47 ET premarket	Day +1 -30.72% 2024-03-22 Day +5 -24.18% 2024-03-28 Best recovery within 5 -24.18% 2024-03-28 Five sessions later the drop was 19.3% bigger, at -24.18%. Month end -24.18% on 2024-03-28
Close before and after $15.30 to $12.20 split-adjusted Session open, high, low $14.50, $15.80, $12.10 Opening gap -5.23% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 27,428 shares, $334,622 Relative volume 4.5x 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
86	NBY	-19.99%	2024-03-27 against the close of 2024-03-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	NovaBay Pharmaceuticals Reports 2023 Fourth Quarter and Full Year Financial Results 03/26/2024 16:05 ET after hours	Day +1 -24.68% 2024-03-28 Day +5 -24.75% 2024-04-04 Best recovery within 5 -24.53% 2024-04-01 Five sessions later the drop was 23.8% bigger, at -24.75%. Month end -24.68% on 2024-03-28 This month ended before the fifth session after the move.
Close before and after $4.87 to $3.89 as traded Session open, high, low $4.54, $4.54, $3.54 Opening gap -6.69% Close inside the session range 0.35 of the range, where 1.00 is the high Session volume 222,642 shares, $866,679 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
87	BKKT	-19.88%	2024-03-26 against the close of 2024-03-25 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Bakkt Reports Fourth Quarter and Full Year 2023 Results 03/25/2024 16:20 ET after hours	Day +1 -15.24% 2024-03-27 Day +5 -17.25% 2024-04-03 Best recovery within 5 -15.24% 2024-03-27 13.2% of the drop was recovered five sessions later. Month end -18.23% on 2024-03-28 This month ended before the fifth session after the move.
Close before and after $14.06 to $11.26 split-adjusted Session open, high, low $13.38, $13.45, $11.25 Opening gap -4.86% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 614,871 shares, $6,924,985 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
88	ARBE Also on the opposite board this month on both boards	-19.59%	2024-03-07 against the close of 2024-03-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Arbe Announces Q4 and Full Year 2023 Financial Results 03/07/2024 07:00 ET premarket	Day +1 -14.95% 2024-03-08 Day +5 -10.31% 2024-03-14 Best recovery within 5 -9.28% 2024-03-13 47.4% of the drop was recovered five sessions later. Month end +7.73% on 2024-03-28
Close before and after $1.94 to $1.56 split-adjusted Session open, high, low $1.79, $1.80, $1.40 Opening gap -7.73% Close inside the session range 0.41 of the range, where 1.00 is the high Session volume 383,868 shares, $598,834 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
89	XERS	-19.48%	2024-03-06 against the close of 2024-03-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Xeris Biopharma Reports Fourth Quarter and Full Year 2023 Financial Results and Recent Events 03/06/2024 07:02 ET premarket Xeris Refinances Its $150M Senior Secured Term Loan Facility With Hayfin Capital 03/06/2024	Day +1 -20.78% 2024-03-07 Day +5 -29.22% 2024-03-13 Best recovery within 5 -20.78% 2024-03-07 Five sessions later the drop was 50.0% bigger, at -29.22%. Month end -28.25% on 2024-03-28
Close before and after $3.08 to $2.48 split-adjusted Session open, high, low $3.04, $3.04, $2.42 Opening gap -1.30% Close inside the session range 0.10 of the range, where 1.00 is the high Session volume 8,388,766 shares, $20,804,140 Relative volume 4.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
90	BIRD	-19.33%	2024-03-13 against the close of 2024-03-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Allbirds Reports Fourth Quarter and Full Year 2023 Financial Results; Achieves Q4 Financial Guidance Targets 03/12/2024 16:06 ET after hours Allbirds Names COO and Industry Veteran Joe Vernachio as Chief Executive Officer 03/12/2024	Day +1 -17.86% 2024-03-14 Day +5 -24.68% 2024-03-20 Best recovery within 5 -17.86% 2024-03-14 Five sessions later the drop was 27.7% bigger, at -24.68%. Month end -25.37% on 2024-03-28
Close before and after $18.60 to $15.00 split-adjusted Session open, high, low $15.60, $16.20, $13.60 Opening gap -16.13% Close inside the session range 0.54 of the range, where 1.00 is the high Session volume 174,205 shares, $2,613,772 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
91	RXT	-19.23%	2024-03-13 against the close of 2024-03-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings catalyst from a later release the same session	Rackspace Technology Announces Refinancing Transactions, Significantly Reducing Debt and Securing New Money Investment 03/12/2024 16:15 ET after hours Rackspace Technology Reports Fourth Quarter and Full Year 2023 Results 03/12/2024	Day +1 -25.79% 2024-03-14 Day +5 -22.62% 2024-03-20 Best recovery within 5 -22.62% 2024-03-20 Five sessions later the drop was 17.6% bigger, at -22.62%. Month end -28.51% on 2024-03-28
Close before and after $2.21 to $1.79 split-adjusted Session open, high, low $1.97, $2.01, $1.75 Opening gap -10.86% Close inside the session range 0.13 of the range, where 1.00 is the high Session volume 5,377,011 shares, $9,597,965 Relative volume 3.7x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
92	LIDR	-19.11%	2024-03-27 against the close of 2024-03-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings catalyst from a later release the same session	AEye Introduces Apollo – the First Product in the 4Sight Flex Family 03/26/2024 16:01 ET after hours AEye Reports Fourth Quarter 2023 Results 03/26/2024	Day +1 -20.38% 2024-03-28 Day +5 -18.47% 2024-04-04 Best recovery within 5 -15.29% 2024-04-01 3.3% of the drop was recovered five sessions later. Month end -20.38% on 2024-03-28 This month ended before the fifth session after the move.
Close before and after $1.57 to $1.27 split-adjusted Session open, high, low $1.33, $1.40, $1.15 Opening gap -15.29% Close inside the session range 0.48 of the range, where 1.00 is the high Session volume 731,593 shares, $929,123 Relative volume 5.2x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
93	ABEO	-19.00%	2024-03-18 against the close of 2024-03-15 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	FDA & Regulatory	Abeona Therapeutics Reports Full Year 2023 Financial Results and Announces Completion of FDA Inspections 03/18/2024 07:30 ET premarket	Day +1 -12.28% 2024-03-19 Day +5 -14.25% 2024-03-25 Best recovery within 5 -11.82% 2024-03-22 25.0% of the drop was recovered five sessions later. Month end -15.99% on 2024-03-28
Close before and after $8.63 to $6.99 split-adjusted Session open, high, low $7.90, $7.94, $6.65 Opening gap -8.46% Close inside the session range 0.26 of the range, where 1.00 is the high Session volume 1,397,787 shares, $9,770,531 Relative volume 3.8x 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
94	VTYX	-18.95%	2024-03-11 against the close of 2024-03-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Ventyx Biosciences Reports Clinical Data for its NLRP3 Inhibitor Portfolio and Provides Pipeline Updates at Virtual Investor Event 03/11/2024 07:00 ET premarket	Day +1 -15.12% 2024-03-12 Day +5 -19.56% 2024-03-18 Best recovery within 5 -15.12% 2024-03-12 Five sessions later the drop was 3.2% bigger, at -19.56%. Month end -44.56% on 2024-03-28
Close before and after $9.92 to $8.04 as traded Session open, high, low $10.23, $10.67, $6.82 Opening gap +3.07% Close inside the session range 0.32 of the range, where 1.00 is the high Session volume 7,735,855 shares, $62,196,274 Relative volume 2.4x 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
95	MLKN	-18.90%	2024-03-28 against the close of 2024-03-27 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	MillerKnoll, Inc. Reports Third Quarter Fiscal 2024 Results 03/27/2024 16:05 ET after hours	Day +1 -14.38% 2024-04-01 Day +5 -12.38% 2024-04-05 Best recovery within 5 -11.92% 2024-04-04 34.5% of the drop was recovered five sessions later. Month end -18.90% on 2024-03-28 same session This month ended before the fifth session after the move.
Close before and after $30.53 to $24.76 split-adjusted Session open, high, low $23.90, $26.07, $23.46 Opening gap -21.72% Close inside the session range 0.50 of the range, where 1.00 is the high Session volume 3,293,879 shares, $81,556,444 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
96	ZDGE	-18.80%	2024-03-15 against the close of 2024-03-14 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Zedge Announces Second Quarter Fiscal 2024 Results 03/15/2024 06:30 ET premarket	Day +1 -14.53% 2024-03-18 Day +5 -18.80% 2024-03-22 Best recovery within 5 -14.53% 2024-03-18 0.0% of the drop was recovered five sessions later. Month end -21.08% on 2024-03-28
Close before and after $3.51 to $2.85 split-adjusted Session open, high, low $3.06, $3.40, $2.77 Opening gap -12.82% Close inside the session range 0.13 of the range, where 1.00 is the high Session volume 196,009 shares, $558,626 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
97	SOUN	-18.67%	2024-03-01 against the close of 2024-02-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	SoundHound AI Reports Record Quarter with 80% Q4 Revenue Growth to $17.1 Million; Adjusted EBITDA Improved by 80% Year-Over-Year in Q4 02/29/2024 16:10 ET after hours	Day +1 -24.19% 2024-03-04 Day +5 -21.02% 2024-03-08 Best recovery within 5 -21.02% 2024-03-08 Five sessions later the drop was 12.6% bigger, at -21.02%. Month end -20.62% on 2024-03-28
Close before and after $7.42 to $6.04 split-adjusted Session open, high, low $5.86, $6.82, $5.63 Opening gap -21.02% Close inside the session range 0.34 of the range, where 1.00 is the high Session volume 145,630,550 shares, $878,880,369 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
98	ARBK Also on the opposite board this month on both boards	-18.64%	2024-03-05 against the close of 2024-03-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Crypto & Treasury	Argo Blockchain PLC Announces Sale of Mirabel Quebec Data Center & Feb Op Update 03/05/2024 02:00 ET premarket	Day +1 -12.27% 2024-03-06 Day +5 -18.64% 2024-03-12 Best recovery within 5 -8.86% 2024-03-08 0.0% of the drop was recovered five sessions later. Month end -1.36% on 2024-03-28
Close before and after $475.20 to $386.64 split-adjusted Session open, high, low $432.00, $447.12, $378.00 Opening gap -9.09% Close inside the session range 0.12 of the range, where 1.00 is the high Session volume 6,817 shares, $2,635,725 Relative volume 1.9x 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
99	VERB Also on the opposite board this month on both boards	-18.59%	2024-03-18 against the close of 2024-03-15 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	VERB's MARKET.live Adds 100 More Retail Brands to its Livestream Social Shopping Platform 03/18/2024 07:23 ET premarket	Day +1 -12.75% 2024-03-19 Day +5 -30.14% 2024-03-25 Best recovery within 5 -12.75% 2024-03-19 Five sessions later the drop was 62.1% bigger, at -30.14%. Month end -40.07% on 2024-03-28
Close before and after $88.44 to $72.00 as traded Session open, high, low $113.00, $148.00, $70.40 Opening gap +27.77% Close inside the session range 0.02 of the range, where 1.00 is the high Session volume 1,241,896 shares, $89,416,512 Relative volume 683.9x 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
100	HDSN	-18.50%	2024-03-07 against the close of 2024-03-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Hudson Technologies Reports Fourth Quarter and Year End 2023 Results 03/06/2024 16:05 ET after hours	Day +1 -17.86% 2024-03-08 Day +5 -18.50% 2024-03-14 Best recovery within 5 -17.86% 2024-03-08 0.0% of the drop was recovered five sessions later. Month end -22.57% on 2024-03-28
Close before and after $14.22 to $11.59 split-adjusted Session open, high, low $12.48, $12.61, $11.57 Opening gap -12.24% Close inside the session range 0.02 of the range, where 1.00 is the high Session volume 2,131,180 shares, $24,700,376 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

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. 863 smaller events this month are held out of this month's eligible pool; switch to include them. 291 events never entered this month's eligible pool, because the ticker is a warrant, a unit, a right or a preferred rather than common stock, or carries a stored capitalization above $10 trillion, which is larger than any company has reached. Include the $5M to $25M band

2 candidate events for this board could not be anchored to a trading session and are not listed.

9 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.

2 events were 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 March 2024, the median decliner was 5.5% deeper below its pre-news close five sessions later; the largest catalyst group was Earnings, 53 of the 100 events, at a median of -23.2%.

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

Which catalysts drove the board

Swipe the table sideways for the day +5 columns.

Catalyst	Events	Share of board	Median move close to close	Median at day +5	Still below the pre-news close at day +5
Earnings	53	53.0%	-23.2%	-24.7%	92.5% of 53
Offering / Dilution	16	16.0%	-28.3%	-31.4%	93.8% of 16
Other Announcement	15	15.0%	-24.8%	-28.4%	93.3% of 15
Clinical Trial Results	5	5.0%	Fewer than 10 events in this group, so no figures are shown.
Leadership Change	3	3.0%	Fewer than 10 events in this group, so no figures are shown.

6 other catalyst types, 8 events: FDA & Regulatory, Contract / Partnership, M&A / Acquisition, Reverse Merger / Shell, 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	100.0% of 100	0.2% deeper below baseline, of 100
Day +5	92.9% of 99	5.5% deeper below baseline, of 99
Month end	92.6% of 95	3.2% deeper below baseline, of 95
Month end falls before day +5 for 16 of these 95 events, so this row is not a later horizon than the one above it. 95 of the 100 events have a month-end close later than the measured session; 3 have it on the measured session itself, and 2 have no month-end close.

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

Repeat runners

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

Moved twice or more inside March 2024

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

Symbol	Measured sessions	Largest drop
SWIN	2Other Announcement, Earnings	-46.94%
CMTL	2Leadership Change, Earnings	-27.26%
LTRN	2Earnings	-24.80%
EYEN	2Earnings, FDA & Regulatory	-23.20%
BW	2Earnings, Contract / Partnership	-22.66%

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
POL	2024-02, 2023-12	-57.41%
EMKR	2024-02, 2023-12	-39.25%
BETS	2024-02, 2023-12	-51.73%
JG	2024-02, 2023-12	-21.92%
MIST	2024-02, 2023-12	-30.90%
KZIA	2024-02, 2023-12	-20.61%
PHUN	2024-01, 2023-12	-61.29%
ROI	2024-01, 2023-12	-35.93%
CAMP	2024-01, 2023-12	-24.22%
RGS	2024-01, 2023-12	-21.05%

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

Industry

38 other industries, 40 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 February 2024

100 events in the comparable window.

February 2024 median -28.3%, selected from the 9,696 events in that month's eligible pool

March 2024 median -25.2%, 3.1 points shallower than February 2024. March 2024's median is taken over the 100 ranked rows, selected from the 7,966 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.