May 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 2024-05-31, 22 of 22 completed market sessions produced ranked moves. That date is the last ranked session, not the last priced one, so follow-through dates run later.

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

See the biggest gainers of May 2024

100

Ranked drops

-82.76%

Largest, GLYC

99.0%

Below baseline, day +5

4.0%

Median deeper below baseline, day +5

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100 ranked drops in May 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	GLYC under $25M today	-82.76%	2024-05-06 against the close of 2024-05-03 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	GlycoMimetics Announces Results of Pivotal Phase 3 Study of Uproleselan in Relapsed/Refractory (R/R) Acute Myeloid Leukemia (AML) 05/06/2024 06:00 ET premarket	Day +1 -83.31% 2024-05-07 Day +5 -85.66% 2024-05-13 Best recovery within 5 -83.31% 2024-05-07 Five sessions later the drop was 3.5% bigger, at -85.66%. Month end -85.19% on 2024-05-31
Close before and after $183.00 to $31.55 as traded Session open, high, low $35.36, $42.00, $31.20 Opening gap -80.68% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 409,952 shares, $12,933,986 Relative volume 48.1x 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
2	MGNX Also on the opposite board this month on both boards	-77.44%	2024-05-10 against the close of 2024-05-09 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	MacroGenics Provides Update on Corporate Progress, First Quarter 2024 Financial Results and Interim TAMARACK Phase 2 Study Data 05/09/2024 16:01 ET after hours	Day +1 -70.14% 2024-05-13 Day +5 -70.25% 2024-05-17 Best recovery within 5 -65.10% 2024-05-16 9.3% of the drop was recovered five sessions later. Month end -72.12% on 2024-05-31
Close before and after $14.67 to $3.31 split-adjusted Session open, high, low $4.53, $4.88, $3.14 Opening gap -69.12% Close inside the session range 0.10 of the range, where 1.00 is the high Session volume 35,148,360 shares, $116,341,072 Relative volume 47.2x 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
3	APDN under $25M today	-69.85%	2024-05-28 against the close of 2024-05-24 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Applied DNA Announces Pricing of $12 Million Public Offering 05/28/2024 09:30 ET intraday	Day +1 -66.75% 2024-05-29 Day +5 -74.27% 2024-06-04 Best recovery within 5 -66.75% 2024-05-29 Five sessions later the drop was 6.3% bigger, at -74.27%. Month end -70.06% on 2024-05-31 This month ended before the fifth session after the move.
Close before and after $99.50 to $30.00 as traded Session open, high, low $72.50, $75.00, $27.78 Opening gap -27.14% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 227,591 shares, $6,827,730 Relative volume 115.3x the median of the 20 sessions before the pre-news close Baseline gap 4 calendar days from the pre-news close to the measured session
4	VSTM	-66.17%	2024-05-24 against the close of 2024-05-23 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Verastem Oncology Announces Positive Initial Interim Safety and Efficacy Results from RAMP 205 Trial Evaluating Avutometinib Plus Defactinib in Combination with Gemcitabine and Nab-paclitaxel in First-Line Metastatic Pancreatic Cancer 05/23/2024 17:01 ET after hours Verastem Oncology Announces the Initiation of a Rolling Submission of NDA to FDA Seeking Accelerated Approval of Avutometinib and Defactinib Combination for the Treatment of Adult Patients with Recurrent KRAS Mutant Low-Grade Serous Ovarian Cancer 05/24/2024	Day +1 -67.00% 2024-05-28 Day +5 -67.65% 2024-06-03 Best recovery within 5 -67.00% 2024-05-28 Five sessions later the drop was 2.2% bigger, at -67.65%. Month end -67.49% on 2024-05-31 This month ended before the fifth session after the move.
Close before and after $12.18 to $4.12 split-adjusted Session open, high, low $4.69, $5.25, $4.00 Opening gap -61.49% Close inside the session range 0.10 of the range, where 1.00 is the high Session volume 19,714,895 shares, $81,225,367 Relative volume 216.0x 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
5	VRPX under $25M today More than one ranked move this month 2+ ranked moves	-65.94%	2024-05-15 against the close of 2024-05-14 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Virpax Announces Pricing of $2.25 Million Public Offering 05/15/2024 08:00 ET premarket	Day +1 -65.07% 2024-05-16 Day +5 -68.99% 2024-05-22 Best recovery within 5 -65.07% 2024-05-16 Five sessions later the drop was 4.6% bigger, at -68.99%. Month end -69.43% on 2024-05-31
Close before and after $57.25 to $19.50 split-adjusted Session open, high, low $22.50, $23.03, $17.00 Opening gap -60.70% Close inside the session range 0.41 of the range, where 1.00 is the high Session volume 108,683 shares, $2,119,319 Relative volume 274.5x 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
6	TMCI	-62.50%	2024-05-08 against the close of 2024-05-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Treace Medical Concepts Reports First Quarter 2024 Financial Results 05/07/2024 16:05 ET after hours	Day +1 -60.16% 2024-05-09 Day +5 -46.49% 2024-05-15 Best recovery within 5 -46.49% 2024-05-15 25.6% of the drop was recovered five sessions later. Month end -47.12% on 2024-05-31
Close before and after $11.12 to $4.17 split-adjusted Session open, high, low $4.50, $4.64, $3.92 Opening gap -59.53% Close inside the session range 0.35 of the range, where 1.00 is the high Session volume 15,641,383 shares, $65,224,567 Relative volume 46.6x 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
7	FFIE Also on the opposite board this month on both boards	-62.03%	2024-05-29 against the close of 2024-05-28 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Faraday Future Announces Fiscal Fourth Quarter and Full Year 2023 Financial Results 05/28/2024 18:31 ET after hours Faraday Future Plans to Share Details of its "US-China Automotive Industry Bridge Strategy" in the Next Month or Two and has Received a Grant from Nasdaq for an Extended Stay of Suspension 05/29/2024 Faraday Future Receives Anticipated Letter from Nasdaq Regarding Form 10-Q 05/28/2024	Day +1 -51.68% 2024-05-30 Day +5 -54.57% 2024-06-05 Best recovery within 5 -46.60% 2024-06-03 12.0% of the drop was recovered five sessions later. Month end -50.14% on 2024-05-31 This month ended before the fifth session after the move.
Close before and after $46.80 to $17.77 as traded Session open, high, low $32.78, $35.11, $15.62 Opening gap -29.96% Close inside the session range 0.11 of the range, where 1.00 is the high Session volume 10,448,020 shares, $185,640,419 Relative volume 2.8x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
8	EMKR	-61.72%	2024-05-09 against the close of 2024-05-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	EMCORE Reports Fiscal 2024 Second Quarter Results 05/08/2024 16:01 ET after hours	Day +1 -63.79% 2024-05-10 Day +5 -63.45% 2024-05-16 Best recovery within 5 -62.76% 2024-05-15 Five sessions later the drop was 2.8% bigger, at -63.45%. Month end -72.10% on 2024-05-31
Close before and after $2.90 to $1.11 as traded Session open, high, low $1.35, $1.44, $1.05 Opening gap -53.45% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 5,664,647 shares, $6,287,758 Relative volume 32.9x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
9	LUCY under $25M today Also on the opposite board this month on both boards	-58.29%	2024-05-28 against the close of 2024-05-24 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Innovative Eyewear, Inc. Announces $2.5 Million Registered Direct Offering Priced At-the-Market Under Nasdaq Rules 05/28/2024 14:43 ET intraday	Day +1 -3.46% 2024-05-29 Day +5 -13.73% 2024-06-04 Best recovery within 5 -3.46% 2024-05-29 76.4% of the drop was recovered five sessions later. Month end -14.03% on 2024-05-31 This month ended before the fifth session after the move.
Close before and after $19.66 to $8.20 split-adjusted Session open, high, low $12.17, $15.00, $7.66 Opening gap -38.08% Close inside the session range 0.07 of the range, where 1.00 is the high Session volume 4,312,389 shares, $35,361,590 Relative volume 228.4x the median of the 20 sessions before the pre-news close Baseline gap 4 calendar days from the pre-news close to the measured session
10	CTMX Also on the opposite board this month release reads positive on both boards	-51.31%	2024-05-09 against the close of 2024-05-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results Release reads positive, stock fell 51.31%	CytomX Therapeutics Announces Positive Initial Phase 1a Dose Escalation Data for Monotherapy CX-904 (EGFRxCD3 PROBODY® T-Cell Engager) 05/08/2024 16:10 ET after hours CytomX Therapeutics Reports First Quarter 2024 Financial Results and Provides Business Update 05/08/2024	Day +1 -52.74% 2024-05-10 Day +5 -52.27% 2024-05-16 Best recovery within 5 -52.27% 2024-05-16 Five sessions later the drop was 1.9% bigger, at -52.27%. Month end -59.43% on 2024-05-31
Close before and after $4.19 to $2.04 split-adjusted Session open, high, low $2.72, $2.81, $2.01 Opening gap -35.04% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 41,562,499 shares, $84,787,498 Relative volume 91.8x 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
11	AUGX	-51.07%	2024-05-14 against the close of 2024-05-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Augmedix Delivers 40% Revenue Growth for First Quarter of 2024 05/13/2024 16:03 ET after hours	Day +1 -49.15% 2024-05-15 Day +5 -48.72% 2024-05-21 Best recovery within 5 -47.44% 2024-05-16 4.6% of the drop was recovered five sessions later. Month end -60.76% on 2024-05-31
Close before and after $2.34 to $1.15 as traded Session open, high, low $1.18, $1.29, $0.9855 Opening gap -49.57% Close inside the session range 0.52 of the range, where 1.00 is the high Session volume 13,057,855 shares, $14,951,244 Relative volume 48.7x 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	AEON under $25M today	-49.40%	2024-05-03 against the close of 2024-05-02 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	AEON Biopharma Announces Preliminary Top-Line Results from Phase 2 Interim Analysis of ABP-450 in the Preventive Treatment of Chronic Migraine 05/03/2024 07:00 ET premarket	Day +1 -51.49% 2024-05-06 Day +5 -48.51% 2024-05-10 Best recovery within 5 -47.32% 2024-05-08 1.8% of the drop was recovered five sessions later. Month end -52.98% on 2024-05-31
Close before and after $241.92 to $122.40 split-adjusted Session open, high, low $100.80, $126.00, $99.36 Opening gap -58.33% Close inside the session range 0.86 of the range, where 1.00 is the high Session volume 12,939 shares, $1,583,734 Relative volume 20.3x 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
13	SNSE under $25M today	-45.52%	2024-05-24 against the close of 2024-05-23 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Sensei Biotherapeutics Presents Promising Clinical Data from Phase 1 Dose Escalation Study of SNS-101 05/23/2024 17:10 ET after hours	Day +1 -42.76% 2024-05-28 Day +5 -49.79% 2024-06-03 Best recovery within 5 -41.45% 2024-05-29 Five sessions later the drop was 9.4% bigger, at -49.79%. Month end -48.99% on 2024-05-31 This month ended before the fifth session after the move.
Close before and after $29.00 to $15.80 as traded Session open, high, low $17.80, $17.80, $13.75 Opening gap -38.62% Close inside the session range 0.51 of the range, where 1.00 is the high Session volume 70,406 shares, $1,112,415 Relative volume 7.7x 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
14	VSTS	-44.99%	2024-05-02 against the close of 2024-05-01 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Vestis Reports Second Quarter 2024 Results and Updates Full-Year Outlook 05/02/2024 07:30 ET premarket	Day +1 -49.05% 2024-05-03 Day +5 -37.30% 2024-05-09 Best recovery within 5 -37.30% 2024-05-09 17.1% of the drop was recovered five sessions later. Month end -33.30% on 2024-05-31
Close before and after $18.47 to $10.16 split-adjusted Session open, high, low $12.92, $13.07, $8.92 Opening gap -30.05% Close inside the session range 0.30 of the range, where 1.00 is the high Session volume 28,188,959 shares, $286,399,823 Relative volume 23.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
15	EYPT	-43.26%	2024-05-06 against the close of 2024-05-03 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	EyePoint Pharmaceuticals Announces Topline Data from the Phase 2 PAVIA Trial of DURAVYU™ in Non-Proliferative Diabetic Retinopathy 05/06/2024 07:00 ET premarket	Day +1 -39.87% 2024-05-07 Day +5 -38.10% 2024-05-13 Best recovery within 5 -35.82% 2024-05-09 11.9% of the drop was recovered five sessions later. Month end -45.74% on 2024-05-31
Close before and after $19.74 to $11.20 split-adjusted Session open, high, low $13.89, $14.00, $11.06 Opening gap -29.64% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 9,652,348 shares, $108,106,298 Relative volume 13.1x 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
16	GNLX	-43.04%	2024-05-24 against the close of 2024-05-23 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Genelux Corporation Announces Pricing of Approximately $27.5 Million Underwritten Offering of Common Stock and Accompanying Warrants 05/24/2024 08:00 ET premarket Genelux Corporation Announces Proposed Public Offering of Common Stock and Warrants 05/23/2024	Day +1 -39.35% 2024-05-28 Day +5 -38.91% 2024-06-03 Best recovery within 5 -38.91% 2024-06-03 9.6% of the drop was recovered five sessions later. Month end -41.09% on 2024-05-31 This month ended before the fifth session after the move.
Close before and after $4.60 to $2.62 split-adjusted Session open, high, low $3.49, $3.49, $2.50 Opening gap -24.13% Close inside the session range 0.12 of the range, where 1.00 is the high Session volume 3,320,017 shares, $8,698,445 Relative volume 29.9x 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
17	RAPT	-41.60%	2024-05-09 against the close of 2024-05-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	RAPT Therapeutics Reports First Quarter 2024 Financial Results 05/09/2024 08:00 ET premarket	Day +1 -45.74% 2024-05-10 Day +5 -48.12% 2024-05-16 Best recovery within 5 -44.86% 2024-05-13 Five sessions later the drop was 15.7% bigger, at -48.12%. Month end -49.75% on 2024-05-31
Close before and after $63.84 to $37.28 as traded Session open, high, low $42.00, $48.40, $35.12 Opening gap -34.21% Close inside the session range 0.16 of the range, where 1.00 is the high Session volume 609,307 shares, $22,714,965 Relative volume 6.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
18	SPT	-40.15%	2024-05-03 against the close of 2024-05-02 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Sprout Social Announces First Quarter 2024 Financial Results 05/02/2024 16:05 ET after hours	Day +1 -41.27% 2024-05-06 Day +5 -41.41% 2024-05-10 Best recovery within 5 -40.83% 2024-05-09 Five sessions later the drop was 3.1% bigger, at -41.41%. Month end -32.19% on 2024-05-31
Close before and after $48.15 to $28.82 split-adjusted Session open, high, low $33.99, $34.50, $27.85 Opening gap -29.41% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 13,470,229 shares, $388,212,000 Relative volume 25.3x 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
19	HLTH under $25M today	-39.51%	2024-05-29 against the close of 2024-05-28 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Cue Health to Pursue Wind Down of the Business 05/28/2024 16:31 ET after hours	Day +1 -19.98% 2024-05-30 Day +5 -52.10% 2024-06-05 Best recovery within 5 -19.98% 2024-05-30 Five sessions later the drop was 31.9% bigger, at -52.10%. Month end -25.39% on 2024-05-31 This month ended before the fifth session after the move.
Close before and after $0.0906 to $0.0548 split-adjusted Session open, high, low $0.0537, $0.0700, $0.0506 Opening gap -40.73% Close inside the session range 0.22 of the range, where 1.00 is the high Session volume 72,111,559 shares, $3,951,713 Relative volume 82.6x 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	XPEL	-38.91%	2024-05-02 against the close of 2024-05-01 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	XPEL Reports First Quarter Results 05/02/2024 07:39 ET premarket	Day +1 -40.38% 2024-05-03 Day +5 -38.48% 2024-05-09 Best recovery within 5 -38.48% 2024-05-09 1.1% of the drop was recovered five sessions later. Month end -29.35% on 2024-05-31
Close before and after $53.79 to $32.86 split-adjusted Session open, high, low $40.00, $40.75, $32.51 Opening gap -25.64% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 2,287,345 shares, $75,162,157 Relative volume 16.2x 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
21	DV	-38.57%	2024-05-08 against the close of 2024-05-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	DoubleVerify Reports First Quarter 2024 Financial Results 05/07/2024 16:05 ET after hours	Day +1 -38.40% 2024-05-09 Day +5 -36.70% 2024-05-15 Best recovery within 5 -36.70% 2024-05-15 4.8% of the drop was recovered five sessions later. Month end -40.46% on 2024-05-31
Close before and after $30.57 to $18.78 split-adjusted Session open, high, low $18.67, $19.03, $17.74 Opening gap -38.93% Close inside the session range 0.81 of the range, where 1.00 is the high Session volume 20,293,200 shares, $381,106,296 Relative volume 14.4x 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
22	EVLV	-38.54%	2024-05-10 against the close of 2024-05-09 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Evolv Technology Reports First Quarter Financial Results 05/09/2024 16:05 ET after hours	Day +1 -37.24% 2024-05-13 Day +5 -29.95% 2024-05-17 Best recovery within 5 -26.56% 2024-05-14 22.3% of the drop was recovered five sessions later. Month end -25.52% on 2024-05-31
Close before and after $3.84 to $2.36 split-adjusted Session open, high, low $2.63, $2.76, $2.01 Opening gap -31.51% Close inside the session range 0.47 of the range, where 1.00 is the high Session volume 14,736,204 shares, $34,777,441 Relative volume 16.3x 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
23	BOLT under $25M today release reads positive	-37.12%	2024-05-15 against the close of 2024-05-14 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Leadership Change Release reads positive, stock fell 37.12%	Bolt Biotherapeutics Reports First Quarter 2024 Results, Announces Strategic Pipeline Prioritization and Changes to Leadership Team 05/14/2024 16:05 ET after hours	Day +1 -37.49% 2024-05-16 Day +5 -42.05% 2024-05-22 Best recovery within 5 -37.49% 2024-05-16 Five sessions later the drop was 13.3% bigger, at -42.05%. Month end -42.67% on 2024-05-31
Close before and after $26.40 to $16.60 split-adjusted Session open, high, low $20.40, $20.80, $16.58 Opening gap -22.73% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 191,619 shares, $3,180,875 Relative volume 50.4x 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
24	CRKN under $25M today	-36.83%	2024-05-21 against the close of 2024-05-20 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Crown Fiber Optics Announces New Long-Haul Dark Fiber Construction From Las Cruces, New Mexico to El Paso, Texas 05/21/2024 08:00 ET premarket	Day +1 -34.87% 2024-05-22 Day +5 -55.78% 2024-05-29 Best recovery within 5 -34.87% 2024-05-22 Five sessions later the drop was 51.5% bigger, at -55.78%. Month end -49.75% on 2024-05-31
Close before and after $4,477.50 to $2,828.25 split-adjusted Session open, high, low $3,899.25, $4,160.25, $2,587.50 Opening gap -12.91% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 14,387 shares, $40,690,033 Relative volume 26.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
25	NPCE	-36.75%	2024-05-09 against the close of 2024-05-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	NeuroPace Reports First Quarter 2024 Financial Results and Provides Corporate Update 05/08/2024 16:05 ET after hours	Day +1 -32.54% 2024-05-10 Day +5 -32.06% 2024-05-16 Best recovery within 5 -28.33% 2024-05-15 12.8% of the drop was recovered five sessions later. Month end -45.16% on 2024-05-31
Close before and after $12.60 to $7.97 split-adjusted Session open, high, low $12.42, $12.42, $7.96 Opening gap -1.43% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 452,601 shares, $3,607,230 Relative volume 5.9x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
26	CDLX	-36.51%	2024-05-09 against the close of 2024-05-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Cardlytics Announces First Quarter 2024 Financial Results 05/08/2024 16:05 ET after hours	Day +1 -39.66% 2024-05-10 Day +5 -36.51% 2024-05-16 Best recovery within 5 -35.00% 2024-05-14 0.0% of the drop was recovered five sessions later. Month end -40.00% on 2024-05-31
Close before and after $146.00 to $92.70 split-adjusted Session open, high, low $98.70, $101.30, $77.20 Opening gap -32.40% Close inside the session range 0.64 of the range, where 1.00 is the high Session volume 916,226 shares, $84,934,150 Relative volume 11.2x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
27	NBY	-36.11%	2024-05-30 against the close of 2024-05-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	NovaBay Pharmaceuticals Announces Approval of All Proposals at its 2024 Annual Meeting of Stockholders and Provides Other Corporate Updates 05/29/2024 17:22 ET after hours	Day +1 -39.74% 2024-05-31 Day +5 -47.80% 2024-06-06 Best recovery within 5 -39.74% 2024-05-31 Five sessions later the drop was 32.4% bigger, at -47.80%. Month end -39.74% on 2024-05-31 This month ended before the fifth session after the move.
Close before and after $5.71 to $3.65 as traded Session open, high, low $3.64, $4.10, $3.50 Opening gap -36.30% Close inside the session range 0.24 of the range, where 1.00 is the high Session volume 572,721 shares, $2,088,713 Relative volume 3.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
28	IHRT	-36.11%	2024-05-09 against the close of 2024-05-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	iHeartMedia, Inc. Reports Results for 2024 First Quarter 05/09/2024 07:30 ET premarket	Day +1 -39.81% 2024-05-10 Day +5 -40.28% 2024-05-16 Best recovery within 5 -39.81% 2024-05-10 Five sessions later the drop was 11.5% bigger, at -40.28%. Month end -57.15% on 2024-05-31
Close before and after $2.16 to $1.38 split-adjusted Session open, high, low $1.82, $1.82, $1.36 Opening gap -15.74% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 4,222,215 shares, $5,826,657 Relative volume 7.7x 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
29	AONC under $25M today	-35.36%	2024-05-21 against the close of 2024-05-20 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Uplisting / Compliance	American Oncology Network Announces Voluntary Delisting From Nasdaq 05/21/2024 06:00 ET premarket	Day +1 -25.48% 2024-05-22 Day +5 -5.32% 2024-05-29 Best recovery within 5 -5.32% 2024-05-29 85.0% of the drop was recovered five sessions later. Month end +27.00% on 2024-05-31
Close before and after $2.63 to $1.70 split-adjusted Session open, high, low $2.29, $2.34, $1.60 Opening gap -12.93% Close inside the session range 0.14 of the range, where 1.00 is the high Session volume 286,112 shares, $486,390 Relative volume 32.8x 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
30	PXLW	-35.29%	2024-05-15 against the close of 2024-05-14 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Pixelworks Reports First Quarter 2024 Financial Results 05/14/2024 16:05 ET after hours	Day +1 -34.22% 2024-05-16 Day +5 -42.25% 2024-05-22 Best recovery within 5 -34.22% 2024-05-16 Five sessions later the drop was 19.7% bigger, at -42.25%. Month end -42.78% on 2024-05-31
Close before and after $22.44 to $14.52 split-adjusted Session open, high, low $15.48, $15.48, $12.72 Opening gap -31.02% Close inside the session range 0.65 of the range, where 1.00 is the high Session volume 625,711 shares, $9,085,324 Relative volume 26.7x 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	CVRX	-34.75%	2024-05-01 against the close of 2024-04-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	CVRx Reports First Quarter 2024 Financial and Operating Results 04/30/2024 16:05 ET after hours	Day +1 -45.33% 2024-05-02 Day +5 -49.77% 2024-05-08 Best recovery within 5 -40.55% 2024-05-03 Five sessions later the drop was 43.2% bigger, at -49.77%. Month end -55.19% on 2024-05-31
Close before and after $15.51 to $10.12 split-adjusted Session open, high, low $9.51, $10.49, $7.77 Opening gap -38.68% Close inside the session range 0.86 of the range, where 1.00 is the high Session volume 1,584,568 shares, $16,035,828 Relative volume 16.2x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
32	MAXN under $25M today	-34.73%	2024-05-30 against the close of 2024-05-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Maxeon Solar Technologies Announces First Quarter 2024 Financial Results 05/30/2024 07:30 ET premarket	Day +1 -39.55% 2024-05-31 Day +5 -52.73% 2024-06-06 Best recovery within 5 -39.55% 2024-05-31 Five sessions later the drop was 51.8% bigger, at -52.73%. Month end -39.55% on 2024-05-31 This month ended before the fifth session after the move.
Close before and after $311.00 to $203.00 as traded Session open, high, low $171.00, $229.01, $145.00 Opening gap -45.02% Close inside the session range 0.69 of the range, where 1.00 is the high Session volume 349,540 shares, $70,956,620 Relative volume 12.7x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
33	CRNC	-34.31%	2024-05-09 against the close of 2024-05-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Cerence Announces Second Quarter Fiscal Year 2024 Results 05/09/2024 07:00 ET premarket	Day +1 -44.04% 2024-05-10 Day +5 -48.85% 2024-05-16 Best recovery within 5 -44.04% 2024-05-10 Five sessions later the drop was 42.4% bigger, at -48.85%. Month end -64.02% on 2024-05-31
Close before and after $9.56 to $6.28 split-adjusted Session open, high, low $7.90, $8.20, $6.24 Opening gap -17.36% Close inside the session range 0.02 of the range, where 1.00 is the high Session volume 3,916,228 shares, $24,593,912 Relative volume 7.1x 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
34	SHIM	-34.07%	2024-05-14 against the close of 2024-05-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Shimmick Corporation Announces First Quarter 2024 Results 05/13/2024 16:17 ET after hours	Day +1 -47.53% 2024-05-15 Day +5 -56.87% 2024-05-21 Best recovery within 5 -47.53% 2024-05-15 Five sessions later the drop was 66.9% bigger, at -56.87%. Month end -46.15% on 2024-05-31
Close before and after $3.64 to $2.40 split-adjusted Session open, high, low $3.23, $3.25, $2.37 Opening gap -11.26% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 235,685 shares, $565,644 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
35	PATH	-34.04%	2024-05-30 against the close of 2024-05-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	UiPath Reports First Quarter Fiscal 2025 Financial Results 05/29/2024 16:10 ET after hours UiPath to Re-Appoint Daniel Dines as Chief Executive Officer; Rob Enslin Steps Down as CEO and Board Member 05/29/2024 UiPath Named a Leader in Document Mining and Analytics Platforms by Independent Research Firm 05/30/2024	Day +1 -33.01% 2024-05-31 Day +5 -33.06% 2024-06-06 Best recovery within 5 -33.01% 2024-05-31 2.9% of the drop was recovered five sessions later. Month end -33.01% on 2024-05-31 This month ended before the fifth session after the move.
Close before and after $18.30 to $12.07 split-adjusted Session open, high, low $12.60, $12.70, $11.71 Opening gap -31.15% Close inside the session range 0.36 of the range, where 1.00 is the high Session volume 86,637,049 shares, $1,045,709,181 Relative volume 16.7x 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
36	INSP	-33.47%	2024-05-08 against the close of 2024-05-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Inspire Medical Systems, Inc. Announces First Quarter 2024 Financial Results and Updates 2024 Outlook 05/07/2024 16:02 ET after hours	Day +1 -29.01% 2024-05-09 Day +5 -34.96% 2024-05-15 Best recovery within 5 -29.01% 2024-05-09 Five sessions later the drop was 4.5% bigger, at -34.96%. Month end -35.35% on 2024-05-31
Close before and after $245.63 to $163.41 split-adjusted Session open, high, low $179.14, $186.40, $156.83 Opening gap -27.07% Close inside the session range 0.22 of the range, where 1.00 is the high Session volume 4,646,048 shares, $759,210,704 Relative volume 13.0x 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
37	AIH under $25M today	-33.19%	2024-05-20 against the close of 2024-05-17 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Uplisting / Compliance	Aesthetic Medical International Holdings Group Ltd. Announces Receipt of Delisting Decision from the Nasdaq Hearings Panel 05/20/2024 06:55 ET premarket	Day +1 -63.93% 2024-05-21 Day +5 -66.33% 2024-05-28 Best recovery within 5 -52.55% 2024-05-24 Five sessions later the drop was 99.8% bigger, at -66.33%. Month end -47.90% on 2024-05-31
Close before and after $0.4990 to $0.3334 as traded Session open, high, low $0.3500, $0.4400, $0.3118 Opening gap -29.86% Close inside the session range 0.17 of the range, where 1.00 is the high Session volume 184,348 shares, $61,462 Relative volume 6.5x 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
38	MCRB	-32.49%	2024-05-08 against the close of 2024-05-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Seres Therapeutics Reports First Quarter 2024 Financial Results and Provides Business Updates 05/08/2024 07:00 ET premarket	Day +1 -7.21% 2024-05-09 Day +5 -13.70% 2024-05-15 Best recovery within 5 -7.21% 2024-05-09 57.8% of the drop was recovered five sessions later. Month end -9.91% on 2024-05-31
Close before and after $22.20 to $14.99 split-adjusted Session open, high, low $15.60, $15.81, $14.08 Opening gap -29.73% Close inside the session range 0.53 of the range, where 1.00 is the high Session volume 752,252 shares, $11,274,753 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
39	FSLY	-32.02%	2024-05-02 against the close of 2024-05-01 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Fastly Announces First Quarter 2024 Financial Results 05/01/2024 16:05 ET after hours	Day +1 -34.42% 2024-05-03 Day +5 -33.87% 2024-05-09 Best recovery within 5 -32.10% 2024-05-06 Five sessions later the drop was 5.8% bigger, at -33.87%. Month end -39.37% on 2024-05-31
Close before and after $12.93 to $8.79 split-adjusted Session open, high, low $8.15, $8.81, $7.83 Opening gap -36.97% Close inside the session range 0.98 of the range, where 1.00 is the high Session volume 28,463,737 shares, $250,196,248 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
40	RBT under $25M today	-31.82%	2024-05-21 against the close of 2024-05-20 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Rubicon Reports First Quarter 2024 Financial Results 05/20/2024 16:10 ET after hours	Day +1 -32.94% 2024-05-22 Day +5 -36.18% 2024-05-29 Best recovery within 5 -32.94% 2024-05-22 Five sessions later the drop was 13.7% bigger, at -36.18%. Month end -35.74% on 2024-05-31
Close before and after $0.3400 to $0.2318 as traded Session open, high, low $0.2400, $0.2748, $0.2000 Opening gap -29.41% Close inside the session range 0.43 of the range, where 1.00 is the high Session volume 2,997,137 shares, $694,736 Relative volume 5.3x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
41	XPOF	-31.45%	2024-05-10 against the close of 2024-05-09 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Leadership Change	Xponential Fitness Appoints Brenda Morris as Interim CEO 05/10/2024 15:02 ET intraday	Day +1 -23.69% 2024-05-13 Day +5 -28.86% 2024-05-17 Best recovery within 5 -23.69% 2024-05-13 8.2% of the drop was recovered five sessions later. Month end -26.76% on 2024-05-31
Close before and after $12.37 to $8.48 split-adjusted Session open, high, low $12.36, $12.36, $7.49 Opening gap -0.08% Close inside the session range 0.20 of the range, where 1.00 is the high Session volume 3,120,432 shares, $26,461,263 Relative volume 5.3x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
42	WISA under $25M today	-30.90%	2024-05-21 against the close of 2024-05-20 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	WiSA Technologies Reports Q1 2024 Results 05/21/2024 07:00 ET premarket	Day +1 -29.21% 2024-05-22 Day +5 -43.54% 2024-05-29 Best recovery within 5 -28.09% 2024-05-23 Five sessions later the drop was 40.9% bigger, at -43.54%. Month end -44.66% on 2024-05-31
Close before and after $3.56 to $2.46 as traded Session open, high, low $3.28, $3.47, $2.35 Opening gap -7.87% Close inside the session range 0.10 of the range, where 1.00 is the high Session volume 1,633,505 shares, $4,018,422 Relative volume 0.9x 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
43	STIM	-30.67%	2024-05-07 against the close of 2024-05-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Neuronetics Reports Record First Quarter 2024 Financial and Operating Results 05/07/2024 07:30 ET premarket	Day +1 -32.00% 2024-05-08 Day +5 -36.27% 2024-05-14 Best recovery within 5 -31.73% 2024-05-13 Five sessions later the drop was 18.3% bigger, at -36.27%. Month end -48.80% on 2024-05-31
Close before and after $3.75 to $2.60 split-adjusted Session open, high, low $3.59, $3.59, $2.39 Opening gap -4.27% Close inside the session range 0.18 of the range, where 1.00 is the high Session volume 995,382 shares, $2,587,993 Relative volume 18.9x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
44	VTSI	-29.86%	2024-05-15 against the close of 2024-05-14 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	VirTra Reports First Quarter 2024 Financial Results 05/14/2024 16:05 ET after hours	Day +1 -36.26% 2024-05-16 Day +5 -40.52% 2024-05-22 Best recovery within 5 -36.26% 2024-05-16 Five sessions later the drop was 35.7% bigger, at -40.52%. Month end -44.18% on 2024-05-31
Close before and after $16.41 to $11.51 split-adjusted Session open, high, low $11.60, $12.34, $10.64 Opening gap -29.31% Close inside the session range 0.51 of the range, where 1.00 is the high Session volume 1,478,882 shares, $17,021,932 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
45	AKYA	-29.61%	2024-05-14 against the close of 2024-05-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Akoya Biosciences Reports First Quarter 2024 Financial Results 05/13/2024 16:00 ET after hours	Day +1 -32.28% 2024-05-15 Day +5 -35.92% 2024-05-21 Best recovery within 5 -29.61% 2024-05-16 Five sessions later the drop was 21.3% bigger, at -35.92%. Month end -47.82% on 2024-05-31
Close before and after $4.12 to $2.90 as traded Session open, high, low $3.07, $3.19, $2.78 Opening gap -25.49% Close inside the session range 0.29 of the range, where 1.00 is the high Session volume 2,214,378 shares, $6,421,696 Relative volume 20.3x 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	ARAY	-29.03%	2024-05-02 against the close of 2024-05-01 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Accuray Reports Fiscal 2024 Third Quarter Financial Results 05/01/2024 16:06 ET after hours	Day +1 -25.35% 2024-05-03 Day +5 -22.12% 2024-05-09 Best recovery within 5 -17.51% 2024-05-06 23.8% of the drop was recovered five sessions later. Month end -18.43% on 2024-05-31
Close before and after $2.17 to $1.54 split-adjusted Session open, high, low $1.82, $1.83, $1.51 Opening gap -16.13% Close inside the session range 0.09 of the range, where 1.00 is the high Session volume 5,309,108 shares, $8,176,026 Relative volume 12.0x 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
47	STEM	-28.80%	2024-05-03 against the close of 2024-05-02 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Stem Announces First Quarter 2024 Results 05/02/2024 16:05 ET after hours	Day +1 -26.70% 2024-05-06 Day +5 -37.17% 2024-05-10 Best recovery within 5 -26.70% 2024-05-06 Five sessions later the drop was 29.1% bigger, at -37.17%. Month end -30.37% on 2024-05-31
Close before and after $38.20 to $27.20 split-adjusted Session open, high, low $32.00, $33.40, $27.20 Opening gap -16.23% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 810,706 shares, $22,051,203 Relative volume 5.0x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
48	TRIP	-28.73%	2024-05-08 against the close of 2024-05-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Tripadvisor, Inc. Earnings Press Release Available on Company's Investor Relations Site 05/08/2024 07:05 ET premarket	Day +1 -28.14% 2024-05-09 Day +5 -25.86% 2024-05-15 Best recovery within 5 -24.45% 2024-05-14 10.0% of the drop was recovered five sessions later. Month end -27.98% on 2024-05-31
Close before and after $25.48 to $18.16 split-adjusted Session open, high, low $17.41, $18.75, $15.88 Opening gap -31.67% Close inside the session range 0.80 of the range, where 1.00 is the high Session volume 27,644,342 shares, $502,021,251 Relative volume 16.6x 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
49	BGS	-28.31%	2024-05-09 against the close of 2024-05-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	B&G Foods Reports Financial Results for First Quarter 2024 05/08/2024 16:05 ET after hours	Day +1 -30.65% 2024-05-10 Day +5 -17.32% 2024-05-16 Best recovery within 5 -17.32% 2024-05-16 38.8% of the drop was recovered five sessions later. Month end -17.40% on 2024-05-31
Close before and after $11.55 to $8.28 split-adjusted Session open, high, low $10.33, $10.33, $8.17 Opening gap -10.56% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 6,838,118 shares, $56,619,617 Relative volume 11.3x 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
50	SIGA	-28.30%	2024-05-08 against the close of 2024-05-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	SIGA Reports Financial Results for Three Months Ended March 31, 2024 05/07/2024 16:05 ET after hours	Day +1 -25.91% 2024-05-09 Day +5 -25.43% 2024-05-15 Best recovery within 5 -24.95% 2024-05-14 10.1% of the drop was recovered five sessions later. Month end -28.49% on 2024-05-31
Close before and after $10.46 to $7.50 split-adjusted Session open, high, low $10.26, $10.33, $7.34 Opening gap -1.91% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 4,170,902 shares, $31,281,765 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
51	GTBP under $25M today	-28.21%	2024-05-21 against the close of 2024-05-20 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	GT Biopharma, Inc. Announces $3.2 Million Registered Direct Offering Priced At-The-Market Under Nasdaq Rules 05/21/2024 09:15 ET premarket	Day +1 -35.64% 2024-05-22 Day +5 -54.74% 2024-05-29 Best recovery within 5 -35.64% 2024-05-22 Five sessions later the drop was 94.0% bigger, at -54.74%. Month end -51.92% on 2024-05-31
Close before and after $7.80 to $5.60 split-adjusted Session open, high, low $7.70, $9.59, $5.02 Opening gap -1.28% Close inside the session range 0.13 of the range, where 1.00 is the high Session volume 18,805,413 shares, $105,310,313 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
52	AMPX	-27.92%	2024-05-13 against the close of 2024-05-10 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Amprius Announces Temporary Offer Allowing Public and Private Warrants to be Exercised at a Reduced Price 05/13/2024 08:30 ET premarket	Day +1 -34.01% 2024-05-14 Day +5 -27.92% 2024-05-20 Best recovery within 5 -27.92% 2024-05-20 0.0% of the drop was recovered five sessions later. Month end -29.44% on 2024-05-31
Close before and after $1.97 to $1.42 split-adjusted Session open, high, low $1.30, $1.42, $1.27 Opening gap -34.01% Close inside the session range 1.00 of the range, where 1.00 is the high Session volume 5,029,579 shares, $7,142,002 Relative volume 9.2x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
53	YSG	-27.91%	2024-05-22 against the close of 2024-05-21 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Yatsen Announces First Quarter 2024 Financial Results 05/22/2024 05:00 ET premarket	Day +1 -27.91% 2024-05-23 Day +5 -25.71% 2024-05-30 Best recovery within 5 -25.27% 2024-05-24 7.9% of the drop was recovered five sessions later. Month end -25.27% on 2024-05-31
Close before and after $4.55 to $3.28 split-adjusted Session open, high, low $4.00, $4.10, $3.01 Opening gap -12.09% Close inside the session range 0.25 of the range, where 1.00 is the high Session volume 988,368 shares, $3,241,847 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
54	AVD release reads positive	-27.69%	2024-05-10 against the close of 2024-05-09 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings Release reads positive, stock fell 27.69%	American Vanguard Reports Q1 2024 Results 05/09/2024 16:05 ET after hours	Day +1 -26.66% 2024-05-13 Day +5 -28.01% 2024-05-17 Best recovery within 5 -26.66% 2024-05-13 Five sessions later the drop was 1.2% bigger, at -28.01%. Month end -31.25% on 2024-05-31
Close before and after $12.64 to $9.14 split-adjusted Session open, high, low $12.05, $12.15, $9.03 Opening gap -4.67% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 905,494 shares, $8,276,215 Relative volume 7.1x 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
55	MRSN	-27.50%	2024-05-09 against the close of 2024-05-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Mersana Therapeutics Provides Business Update and Announces First Quarter 2024 Financial Results 05/09/2024 06:59 ET premarket	Day +1 -20.29% 2024-05-10 Day +5 -24.12% 2024-05-16 Best recovery within 5 -20.29% 2024-05-10 12.3% of the drop was recovered five sessions later. Month end -31.47% on 2024-05-31
Close before and after $85.00 to $61.63 as traded Session open, high, low $87.25, $87.50, $61.50 Opening gap +2.65% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 150,886 shares, $9,298,350 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
56	SRG	-27.25%	2024-05-13 against the close of 2024-05-10 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Seritage Growth Properties Reports First Quarter 2024 Operating Results 05/10/2024 16:27 ET after hours	Day +1 -28.86% 2024-05-14 Day +5 -34.87% 2024-05-20 Best recovery within 5 -28.86% 2024-05-14 Five sessions later the drop was 28.0% bigger, at -34.87%. Month end -43.56% on 2024-05-31
Close before and after $9.32 to $6.78 split-adjusted Session open, high, low $6.35, $6.85, $5.65 Opening gap -31.87% Close inside the session range 0.94 of the range, where 1.00 is the high Session volume 5,530,168 shares, $37,494,539 Relative volume 16.1x 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
57	CADL	-27.03%	2024-05-24 against the close of 2024-05-23 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Candel Therapeutics Reports Prolonged Overall Survival in Phase 2 Clinical Trial of CAN-2409 for Advanced Non-Small Cell Lung Cancer (NSCLC) in Patients Non-Responsive to Immune Checkpoint Inhibitor (ICI) Treatment at 2024 ASCO Annual Meeting 05/23/2024 17:00 ET after hours	Day +1 -20.02% 2024-05-28 Day +5 -21.70% 2024-06-03 Best recovery within 5 -16.74% 2024-05-31 19.7% of the drop was recovered five sessions later. Month end -16.74% on 2024-05-31 This month ended before the fifth session after the move.
Close before and after $10.69 to $7.80 split-adjusted Session open, high, low $9.47, $10.46, $7.53 Opening gap -11.41% Close inside the session range 0.09 of the range, where 1.00 is the high Session volume 5,194,693 shares, $40,518,605 Relative volume 6.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
58	SYTA	-27.01%	2024-05-16 against the close of 2024-05-15 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Siyata Mobile Reports Significant 30% Year-Over-Year Revenue Growth for the First Quarter of 2024 05/16/2024 08:00 ET premarket	Day +1 -40.23% 2024-05-17 Day +5 -44.54% 2024-05-23 Best recovery within 5 -31.03% 2024-05-21 Five sessions later the drop was 64.9% bigger, at -44.54%. Month end -54.60% on 2024-05-31
Close before and after $2,505.60 to $1,828.80 as traded Session open, high, low $2,520.00, $2,527.20, $1,800.00 Opening gap +0.57% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 865 shares, $1,581,912 Relative volume 7.0x 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
59	EPAM	-26.99%	2024-05-09 against the close of 2024-05-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	EPAM Reports Results for First Quarter 2024 and Updates Full Year Outlook 05/09/2024 06:00 ET premarket	Day +1 -26.40% 2024-05-10 Day +5 -24.10% 2024-05-16 Best recovery within 5 -23.47% 2024-05-13 10.7% of the drop was recovered five sessions later. Month end -28.60% on 2024-05-31
Close before and after $249.20 to $181.93 split-adjusted Session open, high, low $192.16, $197.15, $180.28 Opening gap -22.89% Close inside the session range 0.10 of the range, where 1.00 is the high Session volume 4,993,026 shares, $908,381,220 Relative volume 12.8x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
60	VRME under $25M today	-26.96%	2024-05-23 against the close of 2024-05-22 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Guidance Change	VerifyMe Provides 2024 Outlook Update 05/23/2024 08:00 ET premarket	Day +1 -20.59% 2024-05-24 Day +5 -30.39% 2024-05-31 Best recovery within 5 -20.59% 2024-05-24 Five sessions later the drop was 12.7% bigger, at -30.39%. Month end -30.39% on 2024-05-31
Close before and after $2.04 to $1.49 split-adjusted Session open, high, low $1.80, $1.80, $1.43 Opening gap -11.76% Close inside the session range 0.16 of the range, where 1.00 is the high Session volume 261,984 shares, $390,356 Relative volume 10.1x 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
61	FENC	-26.75%	2024-05-14 against the close of 2024-05-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Fennec Pharmaceuticals Reports First Quarter 2024 Financial Results and Provides Business Update 05/14/2024 06:03 ET premarket	Day +1 -30.34% 2024-05-15 Day +5 -28.94% 2024-05-21 Best recovery within 5 -27.05% 2024-05-20 Five sessions later the drop was 8.2% bigger, at -28.94%. Month end -32.34% on 2024-05-31
Close before and after $10.02 to $7.34 split-adjusted Session open, high, low $9.02, $9.27, $6.51 Opening gap -9.98% Close inside the session range 0.30 of the range, where 1.00 is the high Session volume 1,105,061 shares, $8,111,148 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
62	LEG	-26.67%	2024-05-01 against the close of 2024-04-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Buyback / Dividend	LEGGETT & PLATT REPORTS 1Q RESULTS, ANNOUNCES 2Q DIVIDEND OF $.05 AND UPDATES CAPITAL ALLOCATION PRIORITIES 04/30/2024 16:10 ET after hours	Day +1 -24.96% 2024-05-02 Day +5 -27.89% 2024-05-08 Best recovery within 5 -22.80% 2024-05-03 Five sessions later the drop was 4.6% bigger, at -27.89%. Month end -35.81% on 2024-05-31
Close before and after $18.07 to $13.25 split-adjusted Session open, high, low $12.10, $13.66, $11.02 Opening gap -33.04% Close inside the session range 0.84 of the range, where 1.00 is the high Session volume 15,911,532 shares, $210,827,799 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
63	BNED	-26.60%	2024-05-24 against the close of 2024-05-23 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Barnes & Noble Education Announces Preliminary Fiscal Year 2024 Results 05/23/2024 17:10 ET after hours	Day +1 -20.05% 2024-05-28 Day +5 -45.62% 2024-06-03 Best recovery within 5 -3.00% 2024-05-30 Five sessions later the drop was 71.5% bigger, at -45.62%. Month end -43.05% on 2024-05-31 This month ended before the fifth session after the move.
Close before and after $79.02 to $58.00 split-adjusted Session open, high, low $66.50, $75.41, $55.10 Opening gap -15.84% Close inside the session range 0.14 of the range, where 1.00 is the high Session volume 209,410 shares, $12,145,780 Relative volume 6.9x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
64	UNIT	-26.37%	2024-05-03 against the close of 2024-05-02 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	M&A / Acquisition	Uniti to Merge with Windstream Creating Premier Insurgent Fiber Provider 05/03/2024 07:00 ET premarket Uniti Group Inc. Declares $0.15 Per Share Quarterly Dividend 05/02/2024 Uniti Group Inc. Reports First Quarter 2024 Results 05/03/2024	Day +1 -36.98% 2024-05-06 Day +5 -35.82% 2024-05-10 Best recovery within 5 -35.66% 2024-05-07 Five sessions later the drop was 35.8% bigger, at -35.82%. Month end -47.60% on 2024-05-31
Close before and after $6.03 to $4.44 split-adjusted Session open, high, low $5.78, $5.79, $4.17 Opening gap -4.15% Close inside the session range 0.17 of the range, where 1.00 is the high Session volume 21,065,721 shares, $93,531,801 Relative volume 17.0x 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	INTZ under $25M today	-26.36%	2024-05-15 against the close of 2024-05-14 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Intrusion Inc. Reports First Quarter 2024 Results 05/14/2024 16:10 ET after hours	Day +1 -31.78% 2024-05-16 Day +5 -36.82% 2024-05-22 Best recovery within 5 -31.78% 2024-05-16 Five sessions later the drop was 39.7% bigger, at -36.82%. Month end -41.47% on 2024-05-31
Close before and after $2.58 to $1.90 split-adjusted Session open, high, low $1.90, $2.25, $1.76 Opening gap -26.36% Close inside the session range 0.29 of the range, where 1.00 is the high Session volume 628,149 shares, $1,193,483 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
66	DLO	-26.36%	2024-05-15 against the close of 2024-05-14 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	dLocal Reports 2024 First Quarter Financial Results 05/14/2024 16:06 ET after hours	Day +1 -28.20% 2024-05-16 Day +5 -30.78% 2024-05-22 Best recovery within 5 -28.20% 2024-05-16 Five sessions later the drop was 16.8% bigger, at -30.78%. Month end -32.62% on 2024-05-31
Close before and after $13.58 to $10.00 split-adjusted Session open, high, low $9.39, $10.39, $9.29 Opening gap -30.85% Close inside the session range 0.65 of the range, where 1.00 is the high Session volume 16,088,453 shares, $160,884,530 Relative volume 19.1x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
67	OLB under $25M today	-26.35%	2024-05-21 against the close of 2024-05-20 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	OLB Group Announces Financial Results for First Quarter, 2024 05/21/2024 09:40 ET intraday	Day +1 -30.98% 2024-05-22 Day +5 -33.28% 2024-05-29 Best recovery within 5 -29.50% 2024-05-24 Five sessions later the drop was 26.3% bigger, at -33.28%. Month end -37.08% on 2024-05-31
Close before and after $5.39 to $3.97 split-adjusted Session open, high, low $5.28, $5.40, $3.89 Opening gap -2.04% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 43,540 shares, $172,854 Relative volume 0.8x 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
68	XCUR under $25M today	-26.34%	2024-05-24 against the close of 2024-05-23 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Uplisting / Compliance	Exicure, Inc. Received Nasdaq Notice of a Delisting Determination 05/23/2024 16:01 ET after hours	Day +1 -19.60% 2024-05-28 Day +5 +20.76% 2024-06-03 Best recovery within 5 +20.76% 2024-06-03 It recovered the whole drop and closed 20.76% above the pre-news price. Month end -0.85% on 2024-05-31 This month ended before the fifth session after the move.
Close before and after $2.24 to $1.65 split-adjusted Session open, high, low $2.10, $2.10, $1.50 Opening gap -6.25% Close inside the session range 0.25 of the range, where 1.00 is the high Session volume 31,870 shares, $52,586 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
69	AKTS Also on the opposite board this month on both boards	-26.30%	2024-05-13 against the close of 2024-05-10 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Akoustis Reports Third Quarter FY24 Results 05/13/2024 07:30 ET premarket	Day +1 -22.55% 2024-05-14 Day +5 -72.19% 2024-05-20 Best recovery within 5 -22.55% 2024-05-14 Five sessions later the drop was 174.5% bigger, at -72.19%. Month end -62.15% on 2024-05-31
Close before and after $0.5681 to $0.4187 split-adjusted Session open, high, low $0.5400, $0.5400, $0.4100 Opening gap -4.95% Close inside the session range 0.07 of the range, where 1.00 is the high Session volume 2,935,444 shares, $1,229,070 Relative volume 7.9x 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
70	DH	-26.21%	2024-05-08 against the close of 2024-05-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Definitive Healthcare Reports Financial Results for First Quarter Fiscal Year 2024 05/07/2024 16:05 ET after hours	Day +1 -28.69% 2024-05-09 Day +5 -23.17% 2024-05-15 Best recovery within 5 -23.17% 2024-05-15 11.6% of the drop was recovered five sessions later. Month end -26.62% on 2024-05-31
Close before and after $7.25 to $5.35 split-adjusted Session open, high, low $4.56, $5.36, $4.38 Opening gap -37.10% Close inside the session range 0.99 of the range, where 1.00 is the high Session volume 5,269,088 shares, $28,189,621 Relative volume 13.4x 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	SNES under $25M today	-26.19%	2024-05-10 against the close of 2024-05-09 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	SenesTech Announces First Quarter 2024 Financial Results 05/09/2024 16:05 ET after hours	Day +1 -24.94% 2024-05-13 Day +5 -24.94% 2024-05-17 Best recovery within 5 -24.94% 2024-05-13 4.8% of the drop was recovered five sessions later. Month end -18.48% on 2024-05-31
Close before and after $9.19 to $6.79 split-adjusted Session open, high, low $9.40, $9.40, $6.50 Opening gap +2.25% Close inside the session range 0.10 of the range, where 1.00 is the high Session volume 38,171 shares, $258,990 Relative volume 7.4x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
72	BNAI More than one ranked move this month Also on the opposite board this month 2+ ranked moves on both boards	-26.06%	2024-05-15 against the close of 2024-05-14 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	BEN Reports First Quarter 2024 Financial Results 05/14/2024 16:15 ET after hours	Day +1 -10.56% 2024-05-16 Day +5 -9.15% 2024-05-22 Best recovery within 5 -9.15% 2024-05-22 64.9% of the drop was recovered five sessions later. Month end +283.10% on 2024-05-31
Close before and after $14.20 to $10.50 split-adjusted Session open, high, low $13.60, $13.70, $9.90 Opening gap -4.23% Close inside the session range 0.16 of the range, where 1.00 is the high Session volume 30,257 shares, $317,699 Relative volume 4.7x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
73	OMI	-25.70%	2024-05-03 against the close of 2024-05-02 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Owens & Minor Reports First Quarter 2024 Financial Results 05/03/2024 06:30 ET premarket	Day +1 -21.58% 2024-05-06 Day +5 -23.99% 2024-05-10 Best recovery within 5 -21.58% 2024-05-06 6.7% of the drop was recovered five sessions later. Month end -28.89% on 2024-05-31
Close before and after $24.51 to $18.21 as traded Session open, high, low $23.86, $23.87, $17.89 Opening gap -2.65% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 3,026,300 shares, $55,108,923 Relative volume 6.2x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
74	HSDT	-25.62%	2024-05-07 against the close of 2024-05-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Helius Medical Technologies, Inc. Announces Pricing of $6.4 Million Public Offering 05/06/2024 22:15 ET after hours	Day +1 -26.03% 2024-05-08 Day +5 -35.54% 2024-05-14 Best recovery within 5 -26.03% 2024-05-08 Five sessions later the drop was 38.7% bigger, at -35.54%. Month end -41.74% on 2024-05-31
Close before and after $1,815.00 to $1,350.00 split-adjusted Session open, high, low $1,605.00, $1,650.00, $1,312.50 Opening gap -11.57% Close inside the session range 0.11 of the range, where 1.00 is the high Session volume 2,015 shares, $2,720,250 Relative volume 89.6x 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
75	FLUX under $25M today	-25.33%	2024-05-10 against the close of 2024-05-09 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Flux Power Reports Fiscal Year 2024 Third Quarter Financial Results 05/09/2024 16:05 ET after hours	Day +1 -29.69% 2024-05-13 Day +5 -29.91% 2024-05-17 Best recovery within 5 -26.20% 2024-05-14 Five sessions later the drop was 18.1% bigger, at -29.91%. Month end -33.84% on 2024-05-31
Close before and after $4.58 to $3.42 split-adjusted Session open, high, low $3.85, $3.85, $2.90 Opening gap -15.94% Close inside the session range 0.55 of the range, where 1.00 is the high Session volume 591,282 shares, $2,022,184 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
76	SMLR	-25.29%	2024-05-08 against the close of 2024-05-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Semler Scientific® Reports First Quarter 2024 Financial Results 05/07/2024 16:01 ET after hours	Day +1 -18.44% 2024-05-09 Day +5 -15.81% 2024-05-15 Best recovery within 5 -15.81% 2024-05-15 37.5% of the drop was recovered five sessions later. Month end +4.19% on 2024-05-31
Close before and after $28.15 to $21.03 as traded Session open, high, low $26.00, $26.16, $20.88 Opening gap -7.64% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 486,290 shares, $10,226,679 Relative volume 10.1x 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
77	DFLI under $25M today	-25.20%	2024-05-15 against the close of 2024-05-14 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Dragonfly Energy Reports First Quarter 2024 Financial and Operational Results 05/14/2024 16:10 ET after hours	Day +1 -17.89% 2024-05-16 Day +5 -21.30% 2024-05-22 Best recovery within 5 -8.94% 2024-05-17 15.5% of the drop was recovered five sessions later. Month end -21.54% on 2024-05-31
Close before and after $110.70 to $82.80 split-adjusted Session open, high, low $92.70, $98.10, $81.05 Opening gap -16.26% Close inside the session range 0.10 of the range, where 1.00 is the high Session volume 26,896 shares, $2,226,989 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
78	MVIS	-25.00%	2024-05-10 against the close of 2024-05-09 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	MicroVision Announces First Quarter 2024 Results 05/09/2024 16:05 ET after hours	Day +1 -22.84% 2024-05-13 Day +5 -29.01% 2024-05-17 Best recovery within 5 -13.58% 2024-05-14 Five sessions later the drop was 16.0% bigger, at -29.01%. Month end -27.16% on 2024-05-31
Close before and after $24.30 to $18.23 split-adjusted Session open, high, low $17.25, $19.95, $17.25 Opening gap -29.01% Close inside the session range 0.36 of the range, where 1.00 is the high Session volume 461,653 shares, $8,413,626 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
79	BTTR under $25M today	-24.79%	2024-05-17 against the close of 2024-05-16 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Better Choice Company Announces First Quarter 2024 Results 05/17/2024 12:49 ET intraday	Day +1 -33.40% 2024-05-20 Day +5 -5.46% 2024-05-24 Best recovery within 5 -5.46% 2024-05-24 78.0% of the drop was recovered five sessions later. Month end -15.34% on 2024-05-31
Close before and after $4.76 to $3.58 as traded Session open, high, low $4.64, $4.80, $2.94 Opening gap -2.52% Close inside the session range 0.35 of the range, where 1.00 is the high Session volume 234,612 shares, $839,911 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
80	JELD	-24.68%	2024-05-07 against the close of 2024-05-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	JELD-WEN Reports First Quarter 2024 Results and Updates Full Year Guidance 05/06/2024 16:30 ET after hours	Day +1 -26.63% 2024-05-08 Day +5 -20.69% 2024-05-14 Best recovery within 5 -20.69% 2024-05-14 16.2% of the drop was recovered five sessions later. Month end -18.54% on 2024-05-31
Close before and after $19.04 to $14.34 split-adjusted Session open, high, low $15.20, $15.36, $14.11 Opening gap -20.17% Close inside the session range 0.18 of the range, where 1.00 is the high Session volume 3,482,310 shares, $49,936,325 Relative volume 7.1x 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
81	VRPX under $25M today More than one ranked move this month 2+ ranked moves	-24.67%	2024-05-14 against the close of 2024-05-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Virpax Pharmaceuticals Reports 2024 First Quarter Results and Recent Developments 05/13/2024 16:10 ET after hours	Day +1 -74.34% 2024-05-15 Day +5 -75.66% 2024-05-21 Best recovery within 5 -73.68% 2024-05-16 Five sessions later the drop was 206.7% bigger, at -75.66%. Month end -76.97% on 2024-05-31
Close before and after $76.00 to $57.25 split-adjusted Session open, high, low $66.50, $70.38, $49.47 Opening gap -12.50% Close inside the session range 0.37 of the range, where 1.00 is the high Session volume 5,823 shares, $333,367 Relative volume 18.5x 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
82	LFMD	-24.57%	2024-05-09 against the close of 2024-05-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	LifeMD Reports First Quarter 2024 Results; Raises Full Year Revenue Guidance 05/08/2024 16:05 ET after hours	Day +1 -24.41% 2024-05-10 Day +5 -37.39% 2024-05-16 Best recovery within 5 -22.71% 2024-05-13 Five sessions later the drop was 52.2% bigger, at -37.39%. Month end -33.09% on 2024-05-31
Close before and after $12.33 to $9.30 split-adjusted Session open, high, low $10.70, $10.70, $9.28 Opening gap -13.26% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 3,498,082 shares, $32,532,163 Relative volume 5.9x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
83	BYON	-24.53%	2024-05-07 against the close of 2024-05-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Beyond, Inc. Reports First Quarter 2024 Financial Results 05/06/2024 17:30 ET after hours	Day +1 -25.40% 2024-05-08 Day +5 -9.50% 2024-05-14 Best recovery within 5 -9.50% 2024-05-14 61.3% of the drop was recovered five sessions later. Month end -30.88% on 2024-05-31
Close before and after $21.89 to $16.52 as traded Session open, high, low $17.77, $18.36, $15.80 Opening gap -18.82% Close inside the session range 0.28 of the range, where 1.00 is the high Session volume 8,311,398 shares, $137,304,295 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
84	BLZE	-24.32%	2024-05-09 against the close of 2024-05-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Backblaze Announces First Quarter 2024 Financial Results 05/08/2024 16:05 ET after hours	Day +1 -26.84% 2024-05-10 Day +5 -26.54% 2024-05-16 Best recovery within 5 -26.03% 2024-05-14 Five sessions later the drop was 9.1% bigger, at -26.54%. Month end -38.35% on 2024-05-31
Close before and after $9.91 to $7.50 split-adjusted Session open, high, low $9.00, $9.44, $7.30 Opening gap -9.18% Close inside the session range 0.09 of the range, where 1.00 is the high Session volume 2,221,545 shares, $16,661,588 Relative volume 12.4x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
85	ZI	-24.22%	2024-05-08 against the close of 2024-05-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	ZoomInfo Announces First Quarter 2024 Financial Results 05/07/2024 16:05 ET after hours	Day +1 -21.47% 2024-05-09 Day +5 -17.79% 2024-05-15 Best recovery within 5 -17.79% 2024-05-15 26.5% of the drop was recovered five sessions later. Month end -23.35% on 2024-05-31
Close before and after $16.02 to $12.14 as traded Session open, high, low $12.11, $13.07, $11.67 Opening gap -24.41% Close inside the session range 0.34 of the range, where 1.00 is the high Session volume 28,020,030 shares, $340,163,164 Relative volume 7.1x 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
86	REKR	-24.18%	2024-05-16 against the close of 2024-05-15 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Rekor Systems, Inc. Reports First Quarter 2024 Financial Results 05/15/2024 16:05 ET after hours	Day +1 -27.47% 2024-05-17 Day +5 -17.03% 2024-05-23 Best recovery within 5 -10.44% 2024-05-22 29.6% of the drop was recovered five sessions later. Month end -0.55% on 2024-05-31
Close before and after $1.82 to $1.38 split-adjusted Session open, high, low $1.60, $1.74, $1.36 Opening gap -12.09% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 5,921,005 shares, $8,170,987 Relative volume 7.3x 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
87	GP under $25M today	-24.18%	2024-05-07 against the close of 2024-05-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	GreenPower Announces Proposed Public Offering of Common Shares & Warrants 05/06/2024 16:07 ET after hours GreenPower Announces Pricing of US$2.3 Million Underwritten Public Offering 05/06/2024	Day +1 -27.47% 2024-05-08 Day +5 -26.37% 2024-05-14 Best recovery within 5 -24.73% 2024-05-09 Five sessions later the drop was 9.1% bigger, at -26.37%. Month end -35.16% on 2024-05-31
Close before and after $18.20 to $13.80 split-adjusted Session open, high, low $13.90, $14.40, $11.80 Opening gap -23.63% Close inside the session range 0.77 of the range, where 1.00 is the high Session volume 93,902 shares, $1,295,848 Relative volume 36.3x 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
88	RVPH under $25M today	-24.11%	2024-05-09 against the close of 2024-05-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Reviva to Present New Non-Clinical Pharmacology Data on Brilaroxazine at the ASPET 2024 Annual Meeting 05/09/2024 08:00 ET premarket	Day +1 -33.69% 2024-05-10 Day +5 -39.36% 2024-05-16 Best recovery within 5 -33.69% 2024-05-10 Five sessions later the drop was 63.3% bigger, at -39.36%. Month end -51.42% on 2024-05-31
Close before and after $56.40 to $42.80 split-adjusted Session open, high, low $57.00, $58.70, $41.60 Opening gap +1.06% Close inside the session range 0.07 of the range, where 1.00 is the high Session volume 61,240 shares, $2,621,072 Relative volume 11.1x 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
89	ASNS under $25M today	-24.04%	2024-05-02 against the close of 2024-05-01 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership	Actelis Receives $2.3 Million Order for Immediate Delivery of New Hybrid-Fiber Intelligent Networking Solution For Washington D.C.’s Department of Transportation 05/02/2024 08:37 ET premarket	Day +1 -20.37% 2024-05-03 Day +5 -27.84% 2024-05-09 Best recovery within 5 -20.37% 2024-05-03 Five sessions later the drop was 15.8% bigger, at -27.84%. Month end -44.80% on 2024-05-31
Close before and after $7.90 to $6.00 split-adjusted Session open, high, low $7.86, $8.30, $5.60 Opening gap -0.56% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 385,129 shares, $2,310,774 Relative volume 394.2x 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
90	TOI	-24.00%	2024-05-15 against the close of 2024-05-14 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	The Oncology Institute Reports First Quarter 2024 Financial Results and Reaffirms Full Year 2024 Guidance 05/14/2024 16:05 ET after hours	Day +1 -25.20% 2024-05-16 Day +5 -36.66% 2024-05-22 Best recovery within 5 -25.20% 2024-05-16 Five sessions later the drop was 52.7% bigger, at -36.66%. Month end -45.09% on 2024-05-31
Close before and after $0.9000 to $0.6840 split-adjusted Session open, high, low $0.8858, $0.8858, $0.6449 Opening gap -1.58% Close inside the session range 0.16 of the range, where 1.00 is the high Session volume 852,128 shares, $582,856 Relative volume 11.3x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
91	TACT	-23.88%	2024-05-07 against the close of 2024-05-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	TransAct Technologies Reports Preliminary First Quarter 2024 Financial Results 05/07/2024 08:00 ET premarket	Day +1 -24.85% 2024-05-08 Day +5 -26.21% 2024-05-14 Best recovery within 5 -24.85% 2024-05-08 Five sessions later the drop was 9.8% bigger, at -26.21%. Month end -31.07% on 2024-05-31
Close before and after $5.15 to $3.92 split-adjusted Session open, high, low $4.48, $4.48, $3.90 Opening gap -13.01% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 114,764 shares, $449,875 Relative volume 9.3x 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
92	LZ	-23.87%	2024-05-08 against the close of 2024-05-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	LegalZoom Reports First Quarter 2024 Financial Results 05/07/2024 16:01 ET after hours	Day +1 -22.07% 2024-05-09 Day +5 -22.15% 2024-05-15 Best recovery within 5 -18.13% 2024-05-10 7.2% of the drop was recovered five sessions later. Month end -27.97% on 2024-05-31
Close before and after $12.19 to $9.28 split-adjusted Session open, high, low $9.81, $10.44, $9.03 Opening gap -19.57% Close inside the session range 0.18 of the range, where 1.00 is the high Session volume 4,306,415 shares, $39,963,531 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
93	VOXX	-23.87%	2024-05-15 against the close of 2024-05-14 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	VOXX International Corporation Reports its Fiscal 2024 Fourth Quarter and Year-end Financial Results 05/14/2024 16:05 ET after hours	Day +1 -32.77% 2024-05-16 Day +5 -36.13% 2024-05-22 Best recovery within 5 -32.77% 2024-05-16 Five sessions later the drop was 51.4% bigger, at -36.13%. Month end -37.98% on 2024-05-31
Close before and after $5.95 to $4.53 as traded Session open, high, low $5.84, $5.84, $4.45 Opening gap -1.85% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 190,832 shares, $864,469 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
94	MDB	-23.85%	2024-05-31 against the close of 2024-05-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	MongoDB, Inc. Announces First Quarter Fiscal 2025 Financial Results 05/30/2024 16:05 ET after hours	Day +1 -24.32% 2024-06-03 Day +5 -26.77% 2024-06-07 Best recovery within 5 -24.32% 2024-06-03 Five sessions later the drop was 12.2% bigger, at -26.77%. Month end -23.85% on 2024-05-31 same session This month ended before the fifth session after the move.
Close before and after $310.00 to $236.06 split-adjusted Session open, high, low $237.07, $241.00, $225.25 Opening gap -23.53% Close inside the session range 0.69 of the range, where 1.00 is the high Session volume 10,987,897 shares, $2,593,802,966 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
95	SKIN	-23.68%	2024-05-10 against the close of 2024-05-09 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	BeautyHealth Reports First Quarter 2024 Financial Results 05/09/2024 16:05 ET after hours	Day +1 -23.82% 2024-05-13 Day +5 -23.68% 2024-05-17 Best recovery within 5 -22.01% 2024-05-14 0.0% of the drop was recovered five sessions later. Month end -38.44% on 2024-05-31
Close before and after $3.59 to $2.74 split-adjusted Session open, high, low $3.20, $3.59, $2.63 Opening gap -10.86% Close inside the session range 0.11 of the range, where 1.00 is the high Session volume 6,584,897 shares, $18,042,618 Relative volume 5.0x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
96	NKGN under $25M today Also on the opposite board this month on both boards	-23.66%	2024-05-24 against the close of 2024-05-23 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	NKGen Biotech Publishes Phase 1 Interim Analysis Results of SNK02 Allogeneic NK Cell Therapy in Advanced Solid Tumors at the 2024 American Society of Clinical Oncology (ASCO) Annual Meeting 05/23/2024 17:05 ET after hours	Day +1 -19.35% 2024-05-28 Day +5 -16.13% 2024-06-03 Best recovery within 5 -10.22% 2024-05-31 31.8% of the drop was recovered five sessions later. Month end -10.22% on 2024-05-31 This month ended before the fifth session after the move.
Close before and after $1.86 to $1.42 split-adjusted Session open, high, low $1.83, $1.87, $1.41 Opening gap -1.61% Close inside the session range 0.02 of the range, where 1.00 is the high Session volume 434,729 shares, $617,315 Relative volume 2.8x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
97	GEOS	-23.40%	2024-05-10 against the close of 2024-05-09 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Geospace Technologies Corporation Reports Second Quarter and Six-Month 2024 Earnings 05/09/2024 16:47 ET after hours	Day +1 -26.34% 2024-05-13 Day +5 -27.29% 2024-05-17 Best recovery within 5 -24.65% 2024-05-16 Five sessions later the drop was 16.6% bigger, at -27.29%. Month end -27.66% on 2024-05-31
Close before and after $13.63 to $10.44 split-adjusted Session open, high, low $11.06, $11.40, $10.01 Opening gap -18.86% Close inside the session range 0.31 of the range, where 1.00 is the high Session volume 302,024 shares, $3,153,131 Relative volume 6.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
98	BNAI More than one ranked move this month Also on the opposite board this month 2+ ranked moves on both boards	-23.22%	2024-05-02 against the close of 2024-05-01 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	BEN Announces Date of First Quarter 2024 Financial Results Conference Call 05/02/2024 09:27 ET premarket	Day +1 -24.17% 2024-05-03 Day +5 -18.72% 2024-05-09 Best recovery within 5 -11.37% 2024-05-06 19.4% of the drop was recovered five sessions later. Month end +157.82% on 2024-05-31
Close before and after $21.10 to $16.20 split-adjusted Session open, high, low $21.70, $22.18, $14.20 Opening gap +2.84% Close inside the session range 0.25 of the range, where 1.00 is the high Session volume 46,129 shares, $747,290 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
99	NTNX	-23.10%	2024-05-30 against the close of 2024-05-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Nutanix Reports Third Quarter Fiscal 2024 Financial Results 05/29/2024 16:05 ET after hours	Day +1 -24.53% 2024-05-31 Day +5 -28.59% 2024-06-06 Best recovery within 5 -24.53% 2024-05-31 Five sessions later the drop was 23.8% bigger, at -28.59%. Month end -24.53% on 2024-05-31 This month ended before the fifth session after the move.
Close before and after $73.29 to $56.36 split-adjusted Session open, high, low $62.54, $63.25, $56.07 Opening gap -14.67% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 15,336,937 shares, $864,389,769 Relative volume 7.8x 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
100	HOOK under $25M today	-23.08%	2024-05-24 against the close of 2024-05-23 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	HOOKIPA Pharma Announces Positive Clinical Data to be Presented at the American Society for Clinical Oncology 2024 Annual Meeting 05/23/2024 17:01 ET after hours	Day +1 -24.99% 2024-05-28 Day +5 -16.44% 2024-06-03 Best recovery within 5 -16.44% 2024-06-03 28.8% of the drop was recovered five sessions later. Month end -23.65% on 2024-05-31 This month ended before the fifth session after the move.
Close before and after $10.40 to $8.00 as traded Session open, high, low $10.50, $10.50, $7.90 Opening gap +0.96% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 227,957 shares, $1,823,656 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

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. 336 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

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

2 events were left out of this board because the measured session changed hands for less than $25,000 in total, so the percentage prices a handful of shares rather than a move anyone could have taken.

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

In May 2024, the median decliner was 4.0% deeper below its pre-news close five sessions later; the largest catalyst group was Earnings, 67 of the 100 events, at a median of -27.5%.

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

Which catalysts drove the board

Swipe the table sideways for the day +5 columns.

Catalyst	Events	Share of board	Median move close to close	Median at day +5	Still below the pre-news close at day +5
Earnings	67	67.0%	-27.5%	-32.1%	100.0% of 67
Clinical Trial Results	10	10.0%	-47.5%	-49.1%	100.0% of 10
Offering / Dilution	7	7.0%	Fewer than 10 events in this group, so no figures are shown.
Other Announcement	7	7.0%	Fewer than 10 events in this group, so no figures are shown.
Uplisting / Compliance	3	3.0%	Fewer than 10 events in this group, so no figures are shown.

5 other catalyst types, 6 events: Leadership Change, M&A / Acquisition, Contract / Partnership, Guidance Change, Buyback / Dividend.

How much of the drop held

Horizon	Still below the pre-news close close to close	Median change since the measured close as a share of the drop
Day +1	100.0% of 100	1.1% deeper below baseline, of 100
Day +5	99.0% of 100	4.0% deeper below baseline, of 100
Month end	96.0% of 99	12.3% deeper below baseline, of 99
Month end falls before day +5 for 16 of these 99 events, so this row is not a later horizon than the one above it. 99 of the 100 events have a month-end close later than the measured session; 1 has it on the measured session itself.

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 May 2024

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

Symbol	Measured sessions	Largest drop
VRPX	2Offering / Dilution, Earnings	-65.94%
BNAI	2Earnings	-26.06%

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
NRXP	2024-04, 2024-03, 2024-02	-34.32%
SINT	2024-04, 2024-03	-45.95%
VLD	2024-04, 2024-03	-38.89%
RVYL	2024-04, 2024-03	-36.44%
WISAthis month too	2024-04, 2024-02	-36.90%
BKKT	2024-04, 2024-02	-43.14%
SIEN	2024-04, 2024-02	-65.13%
GOEV	2024-04, 2024-03	-27.65%
TPET	2024-04, 2024-02	-26.15%
OMH	2024-04, 2024-02	-41.15%
EFSH	2024-04, 2024-03	-46.92%
KA	2024-04, 2024-02	-63.72%
ELTK	2024-03, 2024-02	-26.95%

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

36 other industries, 47 events

Industry not known: 6.0%

3 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 April 2024

100 events in the comparable window.

April 2024 median -27.5%, selected from the 10,268 events in that month's eligible pool

May 2024 median -28.3%, 0.8 points steeper than April 2024. May 2024's median is taken over the 100 ranked rows, selected from the 12,128 events in that month's eligible pool.

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.