March 2024 Stock Losers on News, Micro Caps Included
Ranked by the close-to-close change of the trading session each announcement landed in. How this is measured.
Data as of the trading session of
,
20
of 20 completed market sessions produced ranked moves.
That date is the last ranked session, not the last priced one, so follow-through dates run later.
On 100 of these rows the measured session was reconstructed from the announcement time, because it predates our stored session records.
Every percentage on a row, the follow-through readings included, is measured against that row's own pre-news close, which the row names. A day +5 reading is therefore the move from before the announcement, not a further change on top of the headline percentage.
Rows are ordered by the move measured when the board was ranked. A percentage recomputed from the session's own closing prices can sit a little above or below its neighbours; the rank is the one the measured move gave the row.
against the close of 03/13/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/26/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/07/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/27/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/29/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/07/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/13/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/05/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/04/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 22.1% bigger, at -58.97%.
Month end -67.24% on 2024-03-28
Close before and after
$101.50 to $52.50 split-adjusted
Session open, high, low
$56.35, $60.90, $50.40
Opening gap
-44.48%
Close inside the session range
0.20 of the range, where 1.00 is the high
Session volume
113,202 shares, $5,943,105
Relative volume
358.2x 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
10
SWINMore than one ranked move this monthrelease reads positive2+ ranked moves
-46.94%
against the close of 03/13/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Other AnnouncementRelease reads positive, stock fell 46.94%
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
11
EFSHunder $25M todayMore than one ranked move this monthrelease reads positive2+ ranked moves
-46.92%
against the close of 03/12/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Other AnnouncementRelease reads positive, stock fell 46.92%
23.8% of the drop was recovered five sessions later.
Month end -21.92% on 2024-03-28
Close before and after
$253.50 to $134.55 as traded
Session open, high, low
$302.25, $302.25, $102.38
Opening gap
+19.23%
Close inside the session range
0.16 of the range, where 1.00 is the high
Session volume
19,204 shares, $2,583,898
Relative volume
13.7x 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
NEPTAlso on the opposite board this monthon both boards
-45.95%
against the close of 03/05/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
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
13
SINTunder $25M todayMore than one ranked move this month2+ ranked moves
-45.95%
against the close of 03/22/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/25/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
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
15
BIVIunder $25M todayAlso on the opposite board this monthon both boards
-43.65%
against the close of 03/01/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/27/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/25/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/29/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/15/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/12/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/12/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
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
22
SPIRAlso on the opposite board this monthon both boards
-34.80%
against the close of 03/20/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/11/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/29/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
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
25
CDLXunder $25M todayAlso on the opposite board this monthon both boards
-32.84%
against the close of 03/25/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/26/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/06/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
4.7% of the drop was recovered five sessions later.
Month end -20.70% on 2024-03-28
Close before and after
$0.8600 to $0.5840 as traded
Session open, high, low
$0.8600, $0.9000, $0.5209
Opening gap
0.00%
Close inside the session range
0.17 of the range, where 1.00 is the high
Session volume
1,264,336 shares, $738,372
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
28
SINTunder $25M todayMore than one ranked move this month2+ ranked moves
-31.99%
against the close of 03/21/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/07/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/26/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/29/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/21/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/29/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/06/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/14/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/06/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/11/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Other AnnouncementRelease reads positive, stock fell 30.51%
against the close of 03/11/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/21/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/11/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/19/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Earningscatalyst from a later release the same sessionRelease reads positive, stock fell 30.32%
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
42
SWINMore than one ranked move this month2+ ranked moves
-30.00%
against the close of 03/15/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/06/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/13/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/27/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/05/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/14/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/20/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/04/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/12/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/21/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/05/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Other AnnouncementRelease reads positive, stock fell 27.41%
Five sessions later the drop was 24.0% bigger, at -34.00%.
Month end -34.73% on 2024-03-28
Close before and after
$17.91 to $13.00 split-adjusted
Session open, high, low
$14.00, $14.20, $12.30
Opening gap
-21.83%
Close inside the session range
0.37 of the range, where 1.00 is the high
Session volume
45,663 shares, $593,619
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
53
CMTLMore than one ranked move this month2+ ranked moves
-27.26%
against the close of 03/12/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/21/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/29/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/12/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/29/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/13/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/25/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/07/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/29/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/04/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/13/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/29/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
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
65
CMTLMore than one ranked move this month2+ ranked moves
-25.43%
against the close of 03/18/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/27/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/13/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/06/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 61.4% bigger, at -40.17%.
Month end -43.23% on 2024-03-28
Close before and after
$2.29 to $1.72 as traded
Session open, high, low
$1.85, $1.88, $1.42
Opening gap
-19.21%
Close inside the session range
0.65 of the range, where 1.00 is the high
Session volume
799,054 shares, $1,374,373
Relative volume
4.3x 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
69
LTRNunder $25M todayMore than one ranked move this month2+ ranked moves
-24.80%
against the close of 03/18/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/04/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/20/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
27.1% of the drop was recovered five sessions later.
Month end -17.96% on 2024-03-28
Close before and after
$9.30 to $7.01 split-adjusted
Session open, high, low
$8.75, $8.75, $6.41
Opening gap
-5.91%
Close inside the session range
0.26 of the range, where 1.00 is the high
Session volume
178,890 shares, $1,254,019
Relative volume
14.0x 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
72
NNAlso on the opposite board this monthon both boards
-24.35%
against the close of 03/13/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
It recovered the whole drop and closed 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
73
GOEVunder $25M todayAlso on the opposite board this monthon both boards
-24.23%
against the close of 03/11/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/01/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/25/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/05/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/15/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
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
78
LTRNunder $25M todayMore than one ranked move this month2+ ranked moves
-23.58%
against the close of 03/08/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/07/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/08/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 5.5% 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
81
EFSHunder $25M todayMore than one ranked move this month2+ ranked moves
-23.33%
against the close of 03/08/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
Five sessions later the drop was 152.9% bigger, at -59.00%.
Month end -32.33% on 2024-03-28
Close before and after
$292.50 to $224.25 as traded
Session open, high, low
$304.20, $321.75, $218.40
Opening gap
+4.00%
Close inside the session range
0.06 of the range, where 1.00 is the high
Session volume
3,608 shares, $809,094
Relative volume
2.8x 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
82
EYENMore than one ranked move this month2+ ranked moves
-23.20%
against the close of 03/18/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/13/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/14/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/26/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
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
86
EYENMore than one ranked move this month2+ ranked moves
-22.81%
against the close of 03/04/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/07/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/14/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/22/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/22/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/06/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/13/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/07/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/14/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/04/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/01/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/26/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/20/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 02/29/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
against the close of 03/06/2024session reconstructedSession detailMarket cap is not shown on months older than a year, because only today's figure exists.
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
NYSE and Nasdaq companies with a market capitalization of $5M or more, measured today, including the $5M to $25M band. The exchange is the one recorded on each announcement, and a release naming several tickers records one venue for all of them. A session that changed hands for less than $25,000 in total is not ranked, because a percentage set by a handful of shares is a print rather than a move. On a board older than a year a fund is identified by its name alone, because an instrument class describes whoever holds the ticker today.256 events never entered this month's eligible pool, because the ticker is a warrant, a unit, a right or a preferred rather than common stock, or carries a stored capitalization above $10 trillion, which is larger than any company has reached.Exclude the $5M to $25M band
1 candidate event for this board could not be anchored to a trading session and is not listed.
6 events were left out of this board because the measured session set no price of its own, trading either nothing at all or barely moving on an ordinary day's volume, so the figure it would be ranked on is a price carried onto the tape rather than a close.
3 events were left out of this board because the ticker had not traded for more than 10 days before the measured session, so no comparable prior close exists.
Company names are not shown on months older than a year, because only the current holder of each ticker is known.
Whole board, unfiltered
In March 2024, the median decliner was 9.0% deeper below its pre-news close five sessions later; the largest catalyst group was Earnings, 46 of the 100 events, at a median of -25.3%.
Close-to-close change on the measured trading session, against the previous close.
NYSE and Nasdaq companies with a market capitalization of $5M or more, measured today, including the $5M to $25M band. The exchange is the one recorded on each announcement, and a release naming several tickers records one venue for all of them. A session that changed hands for less than $25,000 in total is not ranked, because a percentage set by a handful of shares is a print rather than a move. On a board older than a year a fund is identified by its name alone, because an instrument class describes whoever holds the ticker today.
Median change since the measured close as a share of the drop
Day +1
100.0% of 100
3.4%deeper below baseline, of 100
Day +5
93.9% of 99
9.0%deeper below baseline, of 99
Month end
94.7% of 95
1.2%deeper below baseline, of 95
Month end falls before day +5 for 18 of these 95 events, so this row is not a later horizon than the one above it. 95 of the 100 events have a month-end close later than the measured session; 4 have it on the measured session itself, and 1 has no month-end close.
Both figures in a row are measured over the events that have a close at that horizon, the count printed beside each of them, not over all 100 events on this board, which is why the denominators differ between rows.
Repeat runners
Some companies move on news more than once. The left list holds the ones that moved twice or more this month; the right list holds the ones that also moved in the months before it. The ranking above shows one row per move, so a name that keeps coming back is only visible here.
Moved twice or more inside March 2024
Two or more ranked moves this month, each on a different trading day.
Price bands are not shown on months older than a year, because the stored prices are adjusted for splits done since and a company that has reverse-split lands in a band its shares never traded in.
When the announcement landed
Pre-market48.0%
Intraday5.0%
After hours47.0%
Volume against normal
Under 5x23 events, 23.0%
5x to 20x53 events, 53.0%
Over 20x24 events, 24.0%
Industry
Pharmaceutical Preparations19 events, 19.0%
Biological Products, (no Diagnostic Substances)7 events, 7.0%
Surgical & Medical Instruments & Apparatus3 events, 3.0%
38 other industries, 42 events
Industry not known: 20.0%
6 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 -31.9%, selected from the 8,024 events in that month's eligible pool
March 2024 median -27.9%, 4.0 points shallower than February 2024. March 2024's median is taken over the 100 ranked rows, selected from the 6,608 events in that month's eligible pool.
The two windows drew on pools of very different size, so part of the gap between the medians is how deep into each pool the top hundred reaches rather than how severe the moves were.
How this ranking is measured
Close-to-close change on the measured trading session, against the previous close.
An announcement before 16:00 ET is measured on that trading day; one at or after 16:00 ET, or on a weekend, is measured on the next trading day.
One row per company and measured session. Other announcements the company made in the same session are listed inside the row.
A ranking is a coincidence of news and price on the same session, not proof that the news caused the move. Part of an intraday move can precede the announcement.
No Stated Cause marks a release in which the company itself says it knows of no reason for the move, while Other Announcement marks a release these rules could not classify.
Eligibility uses each company's capitalization today, not its capitalization at the time. Archive boards can therefore change as companies grow or shrink.
Prices are adjusted for stock splits the company has done since, so an older row's dollar figures are stated on today's share count and are not the prices that traded that day. The percentage move, the dollar volume and the relative volume are unaffected, because both prices carry the same adjustment. The session's share count carries the adjustment too, so the shares figure beside the dollar volume is that count restated on today's basis rather than the number of shares that changed hands. Where the ticker was retired the price series stops with it and no later adjustment reached it, so those rows are marked as traded and their dollars are the ones that changed hands on the day.
Market cap is not shown on months older than a year, because only today's figure exists.
NYSE and Nasdaq companies with a market capitalization of $5M or more, measured today, including the $5M to $25M band. The exchange is the one recorded on each announcement, and a release naming several tickers records one venue for all of them. A session that changed hands for less than $25,000 in total is not ranked, because a percentage set by a handful of shares is a print rather than a move. On a board older than a year a fund is identified by its name alone, because an instrument class describes whoever holds the ticker today.
On 100 of these rows the measured session was reconstructed from the announcement time, because it predates our stored session records.
This archive starts at 2020-04, the first month with ranked moves.
