June 2024 Stock Losers on News

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

Data as of the trading session of 2024-06-28, 18 of 19 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 June 2024

100

Ranked drops

-93.30%

Largest, AVTE

97.0%

Below baseline, day +5

11.6%

Median deeper below baseline, day +5

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100 ranked drops in June 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	AVTE	-93.30%	2024-06-17 against the close of 2024-06-14 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Aerovate Therapeutics Announces 24-Week Topline Results from the Phase 2b Portion of IMPAHCT Evaluating AV-101 for the Treatment of Pulmonary Arterial Hypertension 06/17/2024 08:32 ET premarket	Day +1 -94.27% 2024-06-18 Day +5 -94.11% 2024-06-25 Best recovery within 5 -93.66% 2024-06-21 Five sessions later the drop was 0.9% bigger, at -94.11%. Month end -93.26% on 2024-06-28
Close before and after $861.70 to $57.75 as traded Session open, high, low $84.35, $87.85, $52.50 Opening gap -90.21% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 720,222 shares, $41,592,821 Relative volume 88.9x 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
2	OVID	-76.00%	2024-06-17 against the close of 2024-06-14 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Ovid Therapeutics Reports on Takeda’s Announcement of Phase 3 Topline Study Results for Soticlestat 06/17/2024 06:55 ET premarket	Day +1 -76.05% 2024-06-18 Day +5 -78.72% 2024-06-25 Best recovery within 5 -75.99% 2024-06-24 Five sessions later the drop was 3.6% bigger, at -78.72%. Month end -76.62% on 2024-06-28
Close before and after $3.29 to $0.7896 split-adjusted Session open, high, low $1.10, $1.17, $0.7518 Opening gap -66.57% Close inside the session range 0.09 of the range, where 1.00 is the high Session volume 22,285,201 shares, $17,596,395 Relative volume 200.6x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
3	BMEA	-63.27%	2024-06-07 against the close of 2024-06-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Biomea Fusion Announces BMF-219 in Diabetes Placed on Clinical Hold 06/06/2024 16:05 ET after hours	Day +1 -61.76% 2024-06-10 Day +5 -49.96% 2024-06-14 Best recovery within 5 -48.45% 2024-06-13 21.0% of the drop was recovered five sessions later. Month end -60.07% on 2024-06-28
Close before and after $11.27 to $4.14 split-adjusted Session open, high, low $3.88, $4.35, $3.61 Opening gap -65.57% Close inside the session range 0.72 of the range, where 1.00 is the high Session volume 11,882,758 shares, $49,194,618 Relative volume 17.4x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
4	CAMP	-62.17%	2024-06-03 against the close of 2024-05-31 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	CalAmp Reaches Comprehensive Agreement to Significantly Reduce Debt, Go Private, and Strengthen Financial Flexibility to Support Innovation Through a Consensual Financial Restructuring 06/03/2024 09:25 ET premarket	Day +1 -71.54% 2024-06-04 Day +5 -75.28% 2024-06-10 Best recovery within 5 -66.89% 2024-06-06 Five sessions later the drop was 21.1% bigger, at -75.28%. Month end -90.64% on 2024-06-28
Close before and after $2.67 to $1.01 split-adjusted Session open, high, low $1.40, $1.42, $0.8600 Opening gap -47.57% Close inside the session range 0.27 of the range, where 1.00 is the high Session volume 2,379,854 shares, $2,403,653 Relative volume 193.7x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
5	ADRT	-51.36%	2024-06-03 against the close of 2024-05-31 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	No Stated Cause	Ault Disruptive Technologies Responds to Unusual Market Activity 05/31/2024 16:47 ET after hours	Day +1 -44.44% 2024-06-04 Day +5 -54.38% 2024-06-10 Best recovery within 5 -44.44% 2024-06-04 Five sessions later the drop was 5.9% bigger, at -54.38%. Month end -64.44% on 2024-06-28
Close before and after $45.00 to $21.89 as traded Session open, high, low $33.89, $33.89, $18.00 Opening gap -24.69% Close inside the session range 0.24 of the range, where 1.00 is the high Session volume 135,288 shares, $2,961,454 Relative volume 504.8x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
6	ZNTL	-50.66%	2024-06-18 against the close of 2024-06-17 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Zentalis Pharmaceuticals Provides Update on Azenosertib Clinical Development Program 06/18/2024 07:00 ET premarket	Day +1 -37.43% 2024-06-20 Day +5 -50.42% 2024-06-26 Best recovery within 5 -37.43% 2024-06-20 0.5% of the drop was recovered five sessions later. Month end -51.25% on 2024-06-28
Close before and after $8.39 to $4.14 split-adjusted Session open, high, low $6.29, $6.40, $3.93 Opening gap -25.03% Close inside the session range 0.08 of the range, where 1.00 is the high Session volume 21,581,862 shares, $89,348,909 Relative volume 39.1x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
7	BOF	-48.09%	2024-06-27 against the close of 2024-06-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	BranchOut Food Prices $1.4 Million Follow-On Public Offering 06/26/2024 20:46 ET after hours BranchOut Food Announces Nation’s Largest Retailer Increases Third Contract to Approximately $1M Annually, Triples Original Commitment 06/27/2024	Day +1 -46.87% 2024-06-28 Day +5 -42.89% 2024-07-05 Best recovery within 5 -42.75% 2024-07-03 10.8% of the drop was recovered five sessions later. Month end -46.87% on 2024-06-28 This month ended before the fifth session after the move.
Close before and after $1.31 to $0.6800 split-adjusted Session open, high, low $0.8199, $0.8200, $0.6800 Opening gap -37.41% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 1,441,026 shares, $979,898 Relative volume 53.6x 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
8	TNXP More than one ranked move this month 2+ ranked moves	-47.89%	2024-06-12 against the close of 2024-06-11 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Tonix Pharmaceuticals Announces Pricing of $4.0 Million Public Offering 06/12/2024 09:00 ET premarket Tonix Pharmaceuticals Announces Proposed Public Offering 06/11/2024	Day +1 -48.83% 2024-06-13 Day +5 -36.62% 2024-06-20 Best recovery within 5 -36.62% 2024-06-20 23.5% of the drop was recovered five sessions later. Month end -67.26% on 2024-06-28
Close before and after $213.00 to $111.00 split-adjusted Session open, high, low $114.00, $120.00, $108.00 Opening gap -46.48% Close inside the session range 0.25 of the range, where 1.00 is the high Session volume 51,822 shares, $5,752,242 Relative volume 70.6x 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
9	GRDI	-47.86%	2024-06-27 against the close of 2024-06-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	M&A / Acquisition	CleanSpark Announces Agreement to Acquire GRIID Infrastructure Based on an enterprise value of $155 Million and Expansion Plans of over 400 MW in Tennessee 06/27/2024 09:00 ET premarket	Day +1 -54.70% 2024-06-28 Day +5 -44.02% 2024-07-05 Best recovery within 5 -44.02% 2024-07-05 8.0% of the drop was recovered five sessions later. Month end -54.70% on 2024-06-28 This month ended before the fifth session after the move.
Close before and after $2.34 to $1.22 as traded Session open, high, low $1.85, $1.86, $1.01 Opening gap -20.94% Close inside the session range 0.25 of the range, where 1.00 is the high Session volume 9,710,601 shares, $11,846,933 Relative volume 67.9x 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
10	BNED More than one ranked move this month 2+ ranked moves	-46.63%	2024-06-07 against the close of 2024-06-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Barnes & Noble Education Announces Final Results of Rights Offering 06/06/2024 16:07 ET after hours	Day +1 -58.73% 2024-06-10 Day +5 -73.36% 2024-06-14 Best recovery within 5 -58.73% 2024-06-10 Five sessions later the drop was 57.3% bigger, at -73.36%. Month end -80.29% on 2024-06-28
Close before and after $32.47 to $17.33 split-adjusted Session open, high, low $24.83, $25.72, $16.88 Opening gap -23.53% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 657,644 shares, $11,396,971 Relative volume 3.9x 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
11	CING	-45.21%	2024-06-28 against the close of 2024-06-27 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Cingulate Announces Exercise of Warrants for $1.86 Million Gross Proceeds 06/28/2024 09:15 ET premarket	Day +1 -41.10% 2024-07-01 Day +5 -37.50% 2024-07-08 Best recovery within 5 -37.50% 2024-07-08 17.1% of the drop was recovered five sessions later. Month end -45.21% on 2024-06-28 same session This month ended before the fifth session after the move.
Close before and after $7.01 to $3.84 split-adjusted Session open, high, low $6.48, $7.08, $3.68 Opening gap -7.48% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 213,772 shares, $820,884 Relative volume 24.0x 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
12	ACCD	-43.97%	2024-06-28 against the close of 2024-06-27 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Accolade Announces Results for Fiscal First Quarter 2025 06/27/2024 16:03 ET after hours	Day +1 -44.60% 2024-07-01 Day +5 -44.60% 2024-07-08 Best recovery within 5 -43.51% 2024-07-05 Five sessions later the drop was 1.4% bigger, at -44.60%. Month end -43.97% on 2024-06-28 same session This month ended before the fifth session after the move.
Close before and after $6.39 to $3.58 as traded Session open, high, low $4.25, $4.36, $3.52 Opening gap -33.49% Close inside the session range 0.07 of the range, where 1.00 is the high Session volume 18,085,921 shares, $64,747,597 Relative volume 28.8x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
13	ELTX	-40.35%	2024-06-28 against the close of 2024-06-27 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Elicio Therapeutics Announces Preliminary Disease-Free Survival analysis from the Ongoing AMPLIFY-7P Phase 1a Study of ELI-002 7P 06/27/2024 16:01 ET after hours Elicio Therapeutics Announces Proposed Public Offering 06/27/2024 Elicio Therapeutics Announces Pricing of $11.5 Million Underwritten Public Offering 06/28/2024	Day +1 -45.14% 2024-07-01 Day +5 -45.72% 2024-07-08 Best recovery within 5 -45.14% 2024-07-01 Five sessions later the drop was 13.3% bigger, at -45.72%. Month end -40.35% on 2024-06-28 same session This month ended before the fifth session after the move.
Close before and after $6.89 to $4.11 split-adjusted Session open, high, low $4.20, $4.75, $4.10 Opening gap -39.04% Close inside the session range 0.02 of the range, where 1.00 is the high Session volume 407,069 shares, $1,673,054 Relative volume 29.2x 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
14	GME More than one ranked move this month 2+ ranked moves	-39.38%	2024-06-07 against the close of 2024-06-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	GameStop Discloses First Quarter 2024 Results 06/07/2024 06:05 ET premarket	Day +1 -46.66% 2024-06-10 Day +5 -38.35% 2024-06-14 Best recovery within 5 -34.50% 2024-06-11 2.6% of the drop was recovered five sessions later. Month end -46.96% on 2024-06-28
Close before and after $46.55 to $28.22 split-adjusted Session open, high, low $37.69, $48.00, $26.12 Opening gap -19.03% Close inside the session range 0.10 of the range, where 1.00 is the high Session volume 279,054,397 shares, $7,874,915,083 Relative volume 5.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
15	TNXP More than one ranked move this month 2+ ranked moves	-38.67%	2024-06-27 against the close of 2024-06-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Tonix Pharmaceuticals Announces Pricing of Approximately $4.0 Million Public Offering 06/27/2024 08:36 ET premarket Tonix Pharmaceuticals Announces Proposed Public Offering 06/26/2024	Day +1 -38.01% 2024-06-28 Day +5 -28.88% 2024-07-05 Best recovery within 5 -20.53% 2024-07-03 25.3% of the drop was recovered five sessions later. Month end -38.01% on 2024-06-28 This month ended before the fifth session after the move.
Close before and after $112.50 to $69.00 split-adjusted Session open, high, low $62.00, $71.93, $59.50 Opening gap -44.89% Close inside the session range 0.76 of the range, where 1.00 is the high Session volume 84,575 shares, $5,835,675 Relative volume 13.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
16	VTYX	-37.78%	2024-06-06 against the close of 2024-06-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Ventyx Biosciences Announces Positive Preclinical Data for CNS-Penetrant NLRP3 Inhibitor VTX3232 Demonstrating Reversal of Obesity and Improvements in Cardiometabolic and Inflammatory Markers 06/05/2024 16:01 ET after hours	Day +1 -38.26% 2024-06-07 Day +5 -45.64% 2024-06-13 Best recovery within 5 -34.85% 2024-06-10 Five sessions later the drop was 20.8% bigger, at -45.64%. Month end -56.25% on 2024-06-28
Close before and after $5.28 to $3.29 as traded Session open, high, low $4.50, $4.82, $3.03 Opening gap -14.77% Close inside the session range 0.14 of the range, where 1.00 is the high Session volume 6,724,880 shares, $22,091,231 Relative volume 12.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
17	LYEL	-36.03%	2024-06-26 against the close of 2024-06-25 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Lyell Immunopharma Reports Dose-dependent Clinical Activity from Phase 1 Trial of LYL797, a ROR1-targeted CAR-T Cell Product Candidate Enhanced with its Proprietary Anti-exhaustion Technology 06/26/2024 07:00 ET premarket	Day +1 -32.35% 2024-06-27 Day +5 -25.98% 2024-07-03 Best recovery within 5 -22.55% 2024-07-01 27.9% of the drop was recovered five sessions later. Month end -28.92% on 2024-06-28 This month ended before the fifth session after the move.
Close before and after $40.80 to $26.10 split-adjusted Session open, high, low $33.80, $34.00, $25.00 Opening gap -17.16% Close inside the session range 0.12 of the range, where 1.00 is the high Session volume 593,773 shares, $15,497,475 Relative volume 22.3x 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
18	AMCX	-35.14%	2024-06-17 against the close of 2024-06-14 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	AMC Networks Inc. Announces Private Offering of $125 Million of Convertible Senior Notes 06/17/2024 06:43 ET premarket	Day +1 -37.52% 2024-06-18 Day +5 -39.47% 2024-06-25 Best recovery within 5 -30.36% 2024-06-21 Five sessions later the drop was 12.3% bigger, at -39.47%. Month end -38.51% on 2024-06-28
Close before and after $15.71 to $10.19 split-adjusted Session open, high, low $13.37, $13.50, $9.88 Opening gap -14.89% Close inside the session range 0.09 of the range, where 1.00 is the high Session volume 8,576,329 shares, $87,392,793 Relative volume 12.5x 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
19	SAVA	-34.83%	2024-06-28 against the close of 2024-06-27 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Cassava Sciences Issues Statement on Former Science Advisor 06/28/2024 15:58 ET intraday	Day +1 -35.94% 2024-07-01 Day +5 -48.07% 2024-07-08 Best recovery within 5 -35.94% 2024-07-01 Five sessions later the drop was 38.0% bigger, at -48.07%. Month end -34.83% on 2024-06-28 same session This month ended before the fifth session after the move.
Close before and after $18.95 to $12.35 as traded Session open, high, low $18.95, $19.06, $8.79 Opening gap 0.00% Close inside the session range 0.35 of the range, where 1.00 is the high Session volume 17,899,528 shares, $221,059,171 Relative volume 28.5x 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
20	QXO Also on the opposite board this month on both boards	-34.66%	2024-06-14 against the close of 2024-06-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	QXO Announces $3.5 Billion Private Placement 06/13/2024 19:00 ET after hours	Day +1 -40.56% 2024-06-17 Day +5 -58.20% 2024-06-24 Best recovery within 5 -40.56% 2024-06-17 Five sessions later the drop was 67.9% bigger, at -58.20%. Month end -65.06% on 2024-06-28
Close before and after $205.40 to $134.21 split-adjusted Session open, high, low $129.40, $169.01, $116.00 Opening gap -37.00% Close inside the session range 0.34 of the range, where 1.00 is the high Session volume 142,292 shares, $19,097,009 Relative volume 10.9x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
21	GANX	-34.39%	2024-06-14 against the close of 2024-06-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Gain Therapeutics Announces Pricing of $11.0 Million Public Offering 06/13/2024 21:00 ET after hours Gain Therapeutics Announces Proposed Public Offering 06/13/2024	Day +1 -30.16% 2024-06-17 Day +5 -31.75% 2024-06-24 Best recovery within 5 -30.16% 2024-06-17 7.7% of the drop was recovered five sessions later. Month end -32.28% on 2024-06-28
Close before and after $1.89 to $1.24 split-adjusted Session open, high, low $1.46, $1.46, $1.23 Opening gap -22.75% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 3,085,061 shares, $3,825,476 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
22	THAR	-33.27%	2024-06-10 against the close of 2024-06-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Tharimmune Announces Positive Results of Phase 1 Trial in Healthy Subjects with TH104, its Lead Candidate for Moderate-to-Severe Pruritus in Primary Biliary Cholangitis 06/10/2024 08:00 ET premarket	Day +1 -34.04% 2024-06-11 Day +5 -40.77% 2024-06-17 Best recovery within 5 -34.04% 2024-06-11 Five sessions later the drop was 22.5% bigger, at -40.77%. Month end -32.12% on 2024-06-28
Close before and after $5.20 to $3.47 as traded Session open, high, low $4.16, $4.55, $3.35 Opening gap -20.00% Close inside the session range 0.10 of the range, where 1.00 is the high Session volume 298,347 shares, $1,035,264 Relative volume 10.3x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
23	XFOR	-32.99%	2024-06-27 against the close of 2024-06-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	X4 Pharmaceuticals Announces Positive Interim Clinical Data from Ongoing Six-Month Phase 2 Trial of Mavorixafor in Chronic Neutropenia (CN) and Initiation of Pivotal Phase 3 CN Trial 06/27/2024 06:30 ET premarket	Day +1 -42.00% 2024-06-28 Day +5 -45.11% 2024-07-05 Best recovery within 5 -41.06% 2024-07-01 Five sessions later the drop was 36.7% bigger, at -45.11%. Month end -42.00% on 2024-06-28 This month ended before the fifth session after the move.
Close before and after $30.00 to $20.10 split-adjusted Session open, high, low $26.59, $26.59, $18.93 Opening gap -11.38% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 537,658 shares, $10,808,539 Relative volume 13.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
24	TH	-31.48%	2024-06-11 against the close of 2024-06-10 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Target Hospitality Provides Update on South Texas Family Residential Center Located in Dilley Texas 06/10/2024 22:25 ET after hours	Day +1 -27.43% 2024-06-12 Day +5 -24.29% 2024-06-18 Best recovery within 5 -24.29% 2024-06-18 22.8% of the drop was recovered five sessions later. Month end -17.05% on 2024-06-28
Close before and after $10.50 to $7.20 split-adjusted Session open, high, low $7.25, $7.25, $6.11 Opening gap -30.95% Close inside the session range 0.95 of the range, where 1.00 is the high Session volume 9,214,894 shares, $66,301,162 Relative volume 35.5x 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	PERI	-30.11%	2024-06-10 against the close of 2024-06-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Guidance Change	Perion Network Updates Q2 and Full Year 2024 Guidance 06/10/2024 07:00 ET premarket	Day +1 -29.63% 2024-06-11 Day +5 -24.19% 2024-06-17 Best recovery within 5 -24.19% 2024-06-17 19.7% of the drop was recovered five sessions later. Month end -32.22% on 2024-06-28
Close before and after $12.32 to $8.61 split-adjusted Session open, high, low $8.55, $9.33, $8.14 Opening gap -30.60% Close inside the session range 0.39 of the range, where 1.00 is the high Session volume 8,140,504 shares, $70,089,739 Relative volume 18.3x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
26	BNED More than one ranked move this month 2+ ranked moves	-29.63%	2024-06-11 against the close of 2024-06-10 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Barnes & Noble Education Successfully Completes Milestone Transactions to Significantly Strengthen Balance Sheet and Advance Industry Leading Services for Institutions and Students 06/11/2024 07:30 ET premarket	Day +1 -47.84% 2024-06-12 Day +5 -49.85% 2024-06-18 Best recovery within 5 -30.45% 2024-06-13 Five sessions later the drop was 68.2% bigger, at -49.85%. Month end -52.24% on 2024-06-28
Close before and after $13.40 to $9.43 split-adjusted Session open, high, low $12.01, $12.05, $9.26 Opening gap -10.37% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 371,960 shares, $3,507,583 Relative volume 1.7x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
27	SIFY	-29.28%	2024-06-10 against the close of 2024-06-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Uplisting / Compliance	Sify Technologies Ltd. Announces the Voluntary Delisting Date of its ADS Rights from NASDAQ 06/07/2024 16:15 ET after hours	Day +1 -46.36% 2024-06-11 Day +5 -51.81% 2024-06-17 Best recovery within 5 -46.26% 2024-06-12 Five sessions later the drop was 76.9% bigger, at -51.81%. Month end -46.99% on 2024-06-28
Close before and after $4.98 to $3.52 split-adjusted Session open, high, low $4.06, $4.08, $3.42 Opening gap -18.41% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 326,547 shares, $1,150,099 Relative volume 10.6x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
28	POWW	-28.69%	2024-06-14 against the close of 2024-06-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	AMMO, Inc. Reports Fourth Quarter and Fiscal Year 2024 Financial Results 06/13/2024 16:05 ET after hours	Day +1 -30.28% 2024-06-17 Day +5 -28.29% 2024-06-24 Best recovery within 5 -25.10% 2024-06-21 1.4% of the drop was recovered five sessions later. Month end -33.07% on 2024-06-28
Close before and after $2.51 to $1.79 split-adjusted Session open, high, low $2.37, $2.38, $1.75 Opening gap -5.58% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 6,802,322 shares, $12,176,156 Relative volume 20.9x 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
29	TNXP More than one ranked move this month 2+ ranked moves	-28.04%	2024-06-06 against the close of 2024-06-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Tonix Pharmaceuticals Announces Two Oral Presentations and One Poster Presentation Involving TNX-1500 (Fc-modified humanized anti-CD40L mAb) at the American Transplant Congress 2024 06/06/2024 08:00 ET premarket	Day +1 -31.15% 2024-06-07 Day +5 -77.47% 2024-06-13 Best recovery within 5 -31.15% 2024-06-07 Five sessions later the drop was 176.3% bigger, at -77.47%. Month end -85.59% on 2024-06-28
Close before and after $483.84 to $348.16 split-adjusted Session open, high, low $484.80, $485.76, $323.20 Opening gap +0.20% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 5,396 shares, $1,878,671 Relative volume 8.8x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
30	EQ More than one ranked move this month 2+ ranked moves	-27.89%	2024-06-04 against the close of 2024-06-03 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Equillium Announces Positive Topline Data from Phase 2 Study of EQ101 in Alopecia Areata 06/04/2024 08:00 ET premarket	Day +1 -41.65% 2024-06-05 Day +5 -50.52% 2024-06-11 Best recovery within 5 -38.99% 2024-06-06 Five sessions later the drop was 81.1% bigger, at -50.52%. Month end -52.84% on 2024-06-28
Close before and after $1.47 to $1.06 split-adjusted Session open, high, low $1.36, $1.39, $1.01 Opening gap -7.48% Close inside the session range 0.13 of the range, where 1.00 is the high Session volume 10,831,288 shares, $11,481,165 Relative volume 158.8x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
31	UNCY	-26.76%	2024-06-25 against the close of 2024-06-24 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Unicycive Therapeutics Achieves Study Objective in Oxylanthanum Carbonate (OLC) Pivotal Clinical Trial 06/25/2024 07:30 ET premarket	Day +1 -29.69% 2024-06-26 Day +5 -29.69% 2024-07-02 Best recovery within 5 -20.90% 2024-07-01 Five sessions later the drop was 10.9% bigger, at -29.69%. Month end -26.60% on 2024-06-28 This month ended before the fifth session after the move.
Close before and after $6.83 to $5.00 split-adjusted Session open, high, low $6.29, $6.61, $4.89 Opening gap -7.84% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 608,792 shares, $3,043,960 Relative volume 18.8x 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
32	CONN	-26.75%	2024-06-27 against the close of 2024-06-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Conn’s, Inc. Announces Receipt of Delinquency Notification Letter from Nasdaq 06/26/2024 16:15 ET after hours	Day +1 -32.83% 2024-06-28 Day +5 -64.74% 2024-07-05 Best recovery within 5 -32.83% 2024-06-28 Five sessions later the drop was 142.0% bigger, at -64.74%. Month end -32.83% on 2024-06-28 This month ended before the fifth session after the move.
Close before and after $1.65 to $1.21 as traded Session open, high, low $1.62, $1.62, $1.11 Opening gap -1.52% Close inside the session range 0.19 of the range, where 1.00 is the high Session volume 1,785,474 shares, $2,151,496 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
33	TSHA More than one ranked move this month release reads positive 2+ ranked moves	-26.30%	2024-06-18 against the close of 2024-06-17 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 26.30%	Taysha Gene Therapies Announces Positive Clinical Data Across Adult and Pediatric Patients from Low Dose Cohort in Ongoing REVEAL Phase 1/2 Trials Evaluating TSHA-102 in Rett Syndrome 06/18/2024 07:30 ET premarket	Day +1 -31.51% 2024-06-20 Day +5 -49.38% 2024-06-26 Best recovery within 5 -26.55% 2024-06-21 Five sessions later the drop was 87.8% bigger, at -49.38%. Month end -44.42% on 2024-06-28
Close before and after $4.03 to $2.97 split-adjusted Session open, high, low $3.78, $3.82, $2.44 Opening gap -6.20% Close inside the session range 0.38 of the range, where 1.00 is the high Session volume 9,402,862 shares, $27,926,500 Relative volume 5.4x 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
34	MAIA Also on the opposite board this month release reads positive on both boards	-26.27%	2024-06-04 against the close of 2024-06-03 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results Release reads positive, stock fell 26.27%	MAIA Biotechnology Reveals New Clinical Data Showing THIO’s Strong Efficacy in Non-Small Cell Lung Cancer 06/04/2024 08:41 ET premarket	Day +1 -36.67% 2024-06-05 Day +5 -23.14% 2024-06-11 Best recovery within 5 -22.35% 2024-06-10 11.9% of the drop was recovered five sessions later. Month end -32.94% on 2024-06-28
Close before and after $5.10 to $3.76 split-adjusted Session open, high, low $5.02, $5.55, $3.70 Opening gap -1.57% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 1,505,041 shares, $5,658,954 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
35	BNED More than one ranked move this month 2+ ranked moves	-25.87%	2024-06-12 against the close of 2024-06-11 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Barnes & Noble Education Announces Jonathan Shar as New Chief Executive Officer 06/12/2024 07:34 ET premarket	Day +1 -1.17% 2024-06-13 Day +5 -31.07% 2024-06-20 Best recovery within 5 -1.17% 2024-06-13 Five sessions later the drop was 20.1% bigger, at -31.07%. Month end -32.13% on 2024-06-28
Close before and after $9.43 to $6.99 split-adjusted Session open, high, low $7.05, $8.91, $6.28 Opening gap -25.24% Close inside the session range 0.27 of the range, where 1.00 is the high Session volume 2,514,388 shares, $17,575,572 Relative volume 10.9x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
36	THCH	-25.83%	2024-06-05 against the close of 2024-06-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Tims China Announces First Quarter 2024 Financial Results 06/05/2024 06:28 ET premarket	Day +1 -20.83% 2024-06-06 Day +5 -34.37% 2024-06-12 Best recovery within 5 -20.83% 2024-06-06 Five sessions later the drop was 33.1% bigger, at -34.37%. Month end -37.63% on 2024-06-28
Close before and after $6.00 to $4.45 split-adjusted Session open, high, low $5.65, $5.83, $4.43 Opening gap -5.83% Close inside the session range 0.02 of the range, where 1.00 is the high Session volume 117,532 shares, $523,017 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
37	CRBU	-25.52%	2024-06-03 against the close of 2024-05-31 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Caribou Biosciences Presents Encouraging Clinical Data from CB-010 ANTLER Phase 1 Trial in Second-line LBCL Patients at the 2024 American Society of Clinical Oncology (ASCO) Annual Meeting 06/02/2024 19:00 ET after hours	Day +1 -24.83% 2024-06-04 Day +5 -34.72% 2024-06-10 Best recovery within 5 -24.83% 2024-06-04 Five sessions later the drop was 36.1% bigger, at -34.72%. Month end -43.06% on 2024-06-28
Close before and after $2.88 to $2.15 split-adjusted Session open, high, low $1.92, $2.30, $1.75 Opening gap -33.33% Close inside the session range 0.72 of the range, where 1.00 is the high Session volume 9,304,021 shares, $19,957,125 Relative volume 4.8x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
38	ARCT	-25.31%	2024-06-07 against the close of 2024-06-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Arcturus Therapeutics Presents New Clinical Data at 47th Annual European Cystic Fibrosis Conference 06/07/2024 10:30 ET intraday	Day +1 -25.14% 2024-06-10 Day +5 -27.23% 2024-06-14 Best recovery within 5 -24.04% 2024-06-11 Five sessions later the drop was 7.6% bigger, at -27.23%. Month end -42.84% on 2024-06-28
Close before and after $42.60 to $31.82 split-adjusted Session open, high, low $41.98, $42.42, $29.73 Opening gap -1.46% Close inside the session range 0.16 of the range, where 1.00 is the high Session volume 2,306,862 shares, $73,404,349 Relative volume 4.6x 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
39	MCRB Also on the opposite board this month release reads positive on both boards	-25.17%	2024-06-06 against the close of 2024-06-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership Release reads positive, stock fell 25.17%	Seres Therapeutics Enters Into Memorandum of Understanding For Vowst™ Asset Sale to Nestlé Health Science 06/06/2024 06:30 ET premarket Nestlé Health Science agrees to acquire global rights to VOWST®, product it launched in June 2023 06/06/2024	Day +1 -46.14% 2024-06-07 Day +5 -37.68% 2024-06-13 Best recovery within 5 -30.29% 2024-06-11 Five sessions later the drop was 49.7% bigger, at -37.68%. Month end -36.51% on 2024-06-28
Close before and after $22.80 to $17.06 split-adjusted Session open, high, low $23.00, $23.00, $17.00 Opening gap +0.88% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 704,134 shares, $12,013,934 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
40	NGNE	-24.20%	2024-06-18 against the close of 2024-06-17 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Neurogene Announces First Patient Dosed in High-Dose Cohort of NGN-401 Gene Therapy Clinical Trial for Rett Syndrome 06/18/2024 09:26 ET premarket	Day +1 -22.32% 2024-06-20 Day +5 -19.98% 2024-06-26 Best recovery within 5 -19.98% 2024-06-26 17.4% of the drop was recovered five sessions later. Month end -9.02% on 2024-06-28
Close before and after $40.00 to $30.32 split-adjusted Session open, high, low $38.71, $39.99, $29.69 Opening gap -3.22% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 209,265 shares, $6,344,915 Relative volume 4.0x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
41	VXRT Also on the opposite board this month on both boards	-23.67%	2024-06-14 against the close of 2024-06-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Vaxart Announces $40 Million Underwritten Offering of Common Stock 06/13/2024 19:07 ET after hours Vaxart Receives BARDA-Funded Project NextGen Award Valued Up to $453 Million to Conduct a Phase 2b Study Evaluating Its COVID-19 Oral Pill Vaccine Candidate 06/13/2024	Day +1 -29.96% 2024-06-17 Day +5 -0.36% 2024-06-24 Best recovery within 5 -0.36% 2024-06-24 98.5% of the drop was recovered five sessions later. Month end -11.01% on 2024-06-28
Close before and after $0.7499 to $0.5724 split-adjusted Session open, high, low $0.7523, $0.7800, $0.5600 Opening gap +0.32% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 63,957,552 shares, $36,609,303 Relative volume 69.2x 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
42	RZLT	-23.45%	2024-06-14 against the close of 2024-06-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Rezolute Announces Proposed Public Offering of Common Stock and Pre-Funded Warrants 06/13/2024 16:01 ET after hours Rezolute Announces Pricing of Public Offering of $60 Million of Common Stock and Pre-Funded Warrants 06/13/2024	Day +1 -25.39% 2024-06-17 Day +5 -17.44% 2024-06-24 Best recovery within 5 -17.44% 2024-06-24 25.6% of the drop was recovered five sessions later. Month end -16.67% on 2024-06-28
Close before and after $5.16 to $3.95 split-adjusted Session open, high, low $3.90, $4.11, $3.85 Opening gap -24.42% Close inside the session range 0.38 of the range, where 1.00 is the high Session volume 4,315,000 shares, $17,044,250 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
43	KRUS	-23.43%	2024-06-28 against the close of 2024-06-27 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Kura Sushi USA Announces Preliminary Unaudited Fiscal Third Quarter 2024 Financial Results 06/27/2024 16:05 ET after hours	Day +1 -26.69% 2024-07-01 Day +5 -24.80% 2024-07-08 Best recovery within 5 -24.80% 2024-07-08 Five sessions later the drop was 5.8% bigger, at -24.80%. Month end -23.43% on 2024-06-28 same session This month ended before the fifth session after the move.
Close before and after $82.39 to $63.09 split-adjusted Session open, high, low $68.52, $68.95, $60.19 Opening gap -16.83% Close inside the session range 0.33 of the range, where 1.00 is the high Session volume 1,426,100 shares, $89,972,649 Relative volume 10.4x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
44	HOWL	-22.82%	2024-06-03 against the close of 2024-05-31 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Werewolf Therapeutics to Present Data from Ongoing Phase 1/1b Clinical Trial of WTX-124 as Monotherapy and in Combination with Pembrolizumab in Solid Tumors 06/01/2024 09:00 ET premarket	Day +1 -29.59% 2024-06-04 Day +5 -37.14% 2024-06-10 Best recovery within 5 -29.59% 2024-06-04 Five sessions later the drop was 62.8% bigger, at -37.14%. Month end -52.80% on 2024-06-28
Close before and after $5.17 to $3.99 split-adjusted Session open, high, low $4.73, $4.73, $3.89 Opening gap -8.51% Close inside the session range 0.12 of the range, where 1.00 is the high Session volume 417,262 shares, $1,664,875 Relative volume 3.1x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
45	BNAI	-22.17%	2024-06-04 against the close of 2024-06-03 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership	BEN Collaborates with SAIL, of Weill Cornell Medical Center, to Explore AI Applications for Physician Training & Patient Engagement 06/04/2024 09:00 ET premarket	Day +1 -25.37% 2024-06-05 Day +5 -11.51% 2024-06-11 Best recovery within 5 -5.12% 2024-06-10 48.1% of the drop was recovered five sessions later. Month end -26.44% on 2024-06-28
Close before and after $46.90 to $36.50 split-adjusted Session open, high, low $45.20, $47.90, $35.19 Opening gap -3.62% Close inside the session range 0.10 of the range, where 1.00 is the high Session volume 107,600 shares, $3,927,400 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
46	WBA	-22.16%	2024-06-27 against the close of 2024-06-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Walgreens Boots Alliance Reports Fiscal 2024 Third Quarter Results 06/27/2024 07:00 ET premarket	Day +1 -22.77% 2024-06-28 Day +5 -28.10% 2024-07-05 Best recovery within 5 -22.77% 2024-06-28 Five sessions later the drop was 26.8% bigger, at -28.10%. Month end -22.77% on 2024-06-28 This month ended before the fifth session after the move.
Close before and after $15.66 to $12.19 as traded Session open, high, low $12.56, $12.79, $11.68 Opening gap -19.80% Close inside the session range 0.46 of the range, where 1.00 is the high Session volume 132,753,028 shares, $1,618,259,411 Relative volume 11.8x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
47	CTGO	-21.19%	2024-06-11 against the close of 2024-06-10 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Contango ORE Announces Underwritten Public Offering of Common Stock 06/10/2024 16:05 ET after hours Contango ORE Announces Pricing of $15 Million Underwritten Public Offering 06/11/2024	Day +1 -20.39% 2024-06-12 Day +5 -30.66% 2024-06-18 Best recovery within 5 -20.39% 2024-06-12 Five sessions later the drop was 44.7% bigger, at -30.66%. Month end -27.49% on 2024-06-28
Close before and after $24.92 to $19.64 split-adjusted Session open, high, low $20.49, $21.21, $19.11 Opening gap -17.78% Close inside the session range 0.25 of the range, where 1.00 is the high Session volume 374,307 shares, $7,351,389 Relative volume 8.4x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
48	GRRR	-20.81%	2024-06-07 against the close of 2024-06-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Gorilla Announces $12 Million Registered Direct Offering 06/07/2024 08:00 ET premarket	Day +1 -32.15% 2024-06-10 Day +5 -48.39% 2024-06-14 Best recovery within 5 -32.15% 2024-06-10 Five sessions later the drop was 132.5% bigger, at -48.39%. Month end -53.13% on 2024-06-28
Close before and after $5.91 to $4.68 split-adjusted Session open, high, low $5.40, $5.40, $4.60 Opening gap -8.63% Close inside the session range 0.10 of the range, where 1.00 is the high Session volume 900,312 shares, $4,213,460 Relative volume 4.2x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
49	SABS	-20.62%	2024-06-18 against the close of 2024-06-17 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	SAB Biotherapeutics to Present at the American Diabetes Association 84th Scientific Sessions 06/18/2024 13:10 ET intraday	Day +1 -14.77% 2024-06-20 Day +5 -12.92% 2024-06-26 Best recovery within 5 -8.92% 2024-06-24 37.3% of the drop was recovered five sessions later. Month end -4.62% on 2024-06-28
Close before and after $3.25 to $2.58 split-adjusted Session open, high, low $3.18, $3.18, $2.52 Opening gap -2.15% Close inside the session range 0.09 of the range, where 1.00 is the high Session volume 13,959 shares, $36,014 Relative volume 1.2x 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
50	SEDG	-20.60%	2024-06-25 against the close of 2024-06-24 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	SolarEdge Technologies, Inc. Announces Proposed Private Offering of $300 million of Convertible Senior Notes 06/24/2024 16:06 ET after hours	Day +1 -24.84% 2024-06-26 Day +5 -27.07% 2024-07-02 Best recovery within 5 -24.00% 2024-06-27 Five sessions later the drop was 31.4% bigger, at -27.07%. Month end -24.03% on 2024-06-28 This month ended before the fifth session after the move.
Close before and after $33.25 to $26.40 split-adjusted Session open, high, low $27.40, $28.72, $24.72 Opening gap -17.59% Close inside the session range 0.42 of the range, where 1.00 is the high Session volume 25,016,685 shares, $660,440,484 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
51	ELAN	-20.59%	2024-06-27 against the close of 2024-06-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Elanco Provides Innovation Update 06/27/2024 06:27 ET premarket	Day +1 -19.70% 2024-06-28 Day +5 -20.87% 2024-07-05 Best recovery within 5 -19.70% 2024-06-28 Five sessions later the drop was 1.4% bigger, at -20.87%. Month end -19.70% on 2024-06-28 This month ended before the fifth session after the move.
Close before and after $17.97 to $14.27 split-adjusted Session open, high, low $16.06, $16.15, $13.62 Opening gap -10.63% Close inside the session range 0.26 of the range, where 1.00 is the high Session volume 28,552,319 shares, $407,441,592 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
52	QUBT	-20.58%	2024-06-28 against the close of 2024-06-27 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Quantum Computing Inc. Announces Receipt of Nasdaq Non-Compliance Notice 06/27/2024 16:00 ET after hours	Day +1 -33.53% 2024-07-01 Day +5 -10.91% 2024-07-08 Best recovery within 5 -4.17% 2024-07-05 47.0% of the drop was recovered five sessions later. Month end -20.58% on 2024-06-28 same session This month ended before the fifth session after the move.
Close before and after $0.6326 to $0.5024 split-adjusted Session open, high, low $0.6100, $0.6100, $0.5024 Opening gap -3.57% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 2,138,278 shares, $1,074,271 Relative volume 2.9x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
53	CRDL	-20.54%	2024-06-13 against the close of 2024-06-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Cardiol Therapeutics Announces Positive Topline Data from its Phase II MAvERIC-Pilot Study Investigating CardiolRx(TM) for Recurrent Pericarditis 06/13/2024 07:58 ET premarket	Day +1 -18.86% 2024-06-14 Day +5 -37.71% 2024-06-21 Best recovery within 5 -18.86% 2024-06-14 Five sessions later the drop was 83.6% bigger, at -37.71%. Month end -31.99% on 2024-06-28
Close before and after $2.97 to $2.36 split-adjusted Session open, high, low $2.99, $3.00, $2.31 Opening gap +0.67% Close inside the session range 0.07 of the range, where 1.00 is the high Session volume 2,998,502 shares, $7,076,465 Relative volume 6.8x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
54	DBI	-20.36%	2024-06-04 against the close of 2024-06-03 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Leadership Change	Designer Brands Inc. Solidifies Strong Leadership Team By Naming Sarah Crockett as Chief Marketing Officer of DSW Designer Shoe Warehouse 06/03/2024 16:30 ET after hours Designer Brands Inc. Reports First Quarter 2024 Financial Results 06/04/2024	Day +1 -22.99% 2024-06-05 Day +5 -34.30% 2024-06-11 Best recovery within 5 -22.99% 2024-06-05 Five sessions later the drop was 68.5% bigger, at -34.30%. Month end -38.19% on 2024-06-28
Close before and after $11.05 to $8.80 split-adjusted Session open, high, low $8.70, $9.50, $8.55 Opening gap -21.27% Close inside the session range 0.26 of the range, where 1.00 is the high Session volume 5,436,377 shares, $47,840,118 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
55	EVAX	-20.32%	2024-06-17 against the close of 2024-06-14 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Evaxion Publishes Data, Showing 67% Objective Response Rate in Metastatic Melanoma for the AI-Designed Personalized Cancer Vaccine EVX-01, in Leading Medical Journal 06/17/2024 08:44 ET premarket	Day +1 -13.87% 2024-06-18 Day +5 -9.35% 2024-06-25 Best recovery within 5 -8.39% 2024-06-21 54.0% of the drop was recovered five sessions later. Month end -6.45% on 2024-06-28
Close before and after $15.50 to $12.35 split-adjusted Session open, high, low $14.60, $14.85, $11.30 Opening gap -5.81% Close inside the session range 0.30 of the range, where 1.00 is the high Session volume 234,073 shares, $2,890,802 Relative volume 70.9x 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
56	NKE	-19.98%	2024-06-28 against the close of 2024-06-27 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	NIKE, Inc. Reports Fiscal 2024 Fourth Quarter and Full Year Results 06/27/2024 16:15 ET after hours	Day +1 -18.43% 2024-07-01 Day +5 -22.44% 2024-07-08 Best recovery within 5 -18.43% 2024-07-01 Five sessions later the drop was 12.3% bigger, at -22.44%. Month end -19.98% on 2024-06-28 same session This month ended before the fifth session after the move.
Close before and after $94.19 to $75.37 split-adjusted Session open, high, low $77.13, $79.05, $74.55 Opening gap -18.11% Close inside the session range 0.18 of the range, where 1.00 is the high Session volume 128,942,982 shares, $9,718,432,553 Relative volume 14.1x 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
57	GBIO	-19.88%	2024-06-14 against the close of 2024-06-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Generation Bio to Present at the 2024 TD Cowen Genetic Medicines & RNA Summit 06/14/2024 06:59 ET premarket	Day +1 -14.62% 2024-06-17 Day +5 -18.42% 2024-06-24 Best recovery within 5 -14.62% 2024-06-17 7.3% of the drop was recovered five sessions later. Month end -17.54% on 2024-06-28
Close before and after $34.20 to $27.40 as traded Session open, high, low $33.50, $34.20, $27.20 Opening gap -2.05% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 17,009 shares, $466,047 Relative volume 1.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
58	PROK Also on the opposite board this month on both boards	-19.87%	2024-06-11 against the close of 2024-06-10 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	ProKidney Announces Proposed $125 Million Public Offering of Class A Ordinary Shares and Concurrent Registered Direct Offering 06/10/2024 16:15 ET after hours	Day +1 -0.99% 2024-06-12 Day +5 -11.26% 2024-06-18 Best recovery within 5 -0.99% 2024-06-12 43.3% of the drop was recovered five sessions later. Month end -18.54% on 2024-06-28
Close before and after $3.02 to $2.42 split-adjusted Session open, high, low $2.56, $2.70, $2.16 Opening gap -15.23% Close inside the session range 0.48 of the range, where 1.00 is the high Session volume 2,157,986 shares, $5,222,326 Relative volume 3.7x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
59	AMBC	-19.85%	2024-06-05 against the close of 2024-06-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	M&A / Acquisition	Ambac Financial Group, Inc. to Acquire Majority Stake in Beat Capital Partners 06/05/2024 06:30 ET premarket Ambac Financial Group, Inc. to Sell Legacy Financial Guarantee Business to Funds Managed by Oaktree Capital Management, L.P. 06/05/2024	Day +1 -22.75% 2024-06-06 Day +5 -24.32% 2024-06-12 Best recovery within 5 -22.75% 2024-06-06 Five sessions later the drop was 22.5% bigger, at -24.32%. Month end -25.59% on 2024-06-28
Close before and after $17.23 to $13.81 as traded Session open, high, low $16.75, $18.40, $13.68 Opening gap -2.79% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 1,885,139 shares, $26,033,770 Relative volume 5.8x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
60	CXW	-19.81%	2024-06-11 against the close of 2024-06-10 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	CoreCivic Receives Termination Notice From U.S. Immigration and Customs Enforcement At South Texas Family Residential Center 06/10/2024 19:12 ET after hours	Day +1 -22.85% 2024-06-12 Day +5 -23.53% 2024-06-18 Best recovery within 5 -20.62% 2024-06-13 Five sessions later the drop was 18.8% bigger, at -23.53%. Month end -12.24% on 2024-06-28
Close before and after $14.79 to $11.86 split-adjusted Session open, high, low $11.01, $12.39, $10.74 Opening gap -25.56% Close inside the session range 0.68 of the range, where 1.00 is the high Session volume 6,251,185 shares, $74,139,054 Relative volume 8.7x 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
61	MIND	-19.54%	2024-06-11 against the close of 2024-06-10 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	MIND TECHNOLOGY, INC. REPORTS FISCAL 2025 FIRST QUARTER RESULTS 06/10/2024 16:15 ET after hours	Day +1 -18.12% 2024-06-12 Day +5 -25.33% 2024-06-18 Best recovery within 5 -18.12% 2024-06-12 Five sessions later the drop was 29.6% bigger, at -25.33%. Month end -25.40% on 2024-06-28
Close before and after $5.63 to $4.53 split-adjusted Session open, high, low $5.04, $5.33, $4.42 Opening gap -10.48% Close inside the session range 0.12 of the range, where 1.00 is the high Session volume 48,140 shares, $218,074 Relative volume 9.4x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
62	NAAS	-19.18%	2024-06-14 against the close of 2024-06-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	NaaS Technology Inc. Announces Completion of ADS Ratio Change 06/13/2024 16:30 ET after hours	Day +1 -22.00% 2024-06-17 Day +5 -25.25% 2024-06-24 Best recovery within 5 -18.76% 2024-06-20 Five sessions later the drop was 31.6% bigger, at -25.25%. Month end -65.73% on 2024-06-28
Close before and after $113.44 to $91.68 split-adjusted Session open, high, low $111.68, $111.68, $83.68 Opening gap -1.55% Close inside the session range 0.29 of the range, where 1.00 is the high Session volume 8,941 shares, $819,711 Relative volume 2.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
63	JILL	-19.09%	2024-06-13 against the close of 2024-06-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	J.Jill Announces Proposed Public Offering of Common Stock 06/12/2024 16:05 ET after hours J.Jill Announces Pricing of Public Offering of Common Stock 06/12/2024	Day +1 -17.07% 2024-06-14 Day +5 -13.81% 2024-06-21 Best recovery within 5 -12.36% 2024-06-20 27.7% of the drop was recovered five sessions later. Month end -11.58% on 2024-06-28
Close before and after $39.55 to $32.00 split-adjusted Session open, high, low $33.37, $33.49, $31.60 Opening gap -15.63% Close inside the session range 0.21 of the range, where 1.00 is the high Session volume 1,508,659 shares, $48,277,088 Relative volume 19.4x 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
64	EQ More than one ranked move this month 2+ ranked moves	-19.08%	2024-06-05 against the close of 2024-06-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Equillium Reports Inducement Grant Under Nasdaq Listing Rule 5635(c)(4) 06/05/2024 08:00 ET premarket	Day +1 -15.39% 2024-06-06 Day +5 -32.92% 2024-06-12 Best recovery within 5 -15.39% 2024-06-06 Five sessions later the drop was 72.5% bigger, at -32.92%. Month end -34.60% on 2024-06-28
Close before and after $1.06 to $0.8578 split-adjusted Session open, high, low $0.9500, $1.03, $0.8558 Opening gap -10.38% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 1,483,672 shares, $1,272,694 Relative volume 21.8x 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
65	GAME	-18.75%	2024-06-14 against the close of 2024-06-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	GameSquare to Provide Programming & Talent Support for the 2024 SEICon Esports Stage as Programming Partner 06/14/2024 10:00 ET intraday	Day +1 -16.41% 2024-06-17 Day +5 -22.66% 2024-06-24 Best recovery within 5 -12.50% 2024-06-18 Five sessions later the drop was 20.9% bigger, at -22.66%. Month end -6.25% on 2024-06-28
Close before and after $10.24 to $8.32 split-adjusted Session open, high, low $10.24, $10.24, $8.16 Opening gap 0.00% Close inside the session range 0.08 of the range, where 1.00 is the high Session volume 26,834 shares, $223,259 Relative volume 1.4x 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
66	FFIE More than one ranked move this month 2+ ranked moves	-18.71%	2024-06-25 against the close of 2024-06-24 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Leadership Change	Faraday Future Announces Appointment of New Independent Auditor 06/24/2024 16:15 ET after hours Faraday Future Announces Plans for Regaining Compliance With Nasdaq’s Listing Standards 06/24/2024	Day +1 +40.64% 2024-06-26 Day +5 +33.19% 2024-07-02 Best recovery within 5 +84.05% 2024-06-27 It recovered the whole drop and closed 33.19% above the pre-news price. Month end +55.40% on 2024-06-28 This month ended before the fifth session after the move.
Close before and after $13.04 to $10.60 as traded Session open, high, low $8.75, $11.80, $8.60 Opening gap -32.91% Close inside the session range 0.63 of the range, where 1.00 is the high Session volume 4,594,132 shares, $48,697,799 Relative volume 1.8x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
67	SYTA Also on the opposite board this month on both boards	-18.67%	2024-06-27 against the close of 2024-06-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Siyata Mobile Inc. Announces Pricing of Approx. $6 Million Public Offering of Common Shares and Pre-Funded Warrants 06/27/2024 09:00 ET premarket	Day +1 -17.53% 2024-06-28 Day +5 -31.14% 2024-07-05 Best recovery within 5 -17.53% 2024-06-28 Five sessions later the drop was 66.8% bigger, at -31.14%. Month end -17.53% on 2024-06-28 This month ended before the fifth session after the move.
Close before and after $698.47 to $568.08 as traded Session open, high, low $580.18, $597.53, $542.09 Opening gap -16.94% Close inside the session range 0.47 of the range, where 1.00 is the high Session volume 1,455 shares, $826,556 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
68	RGLS	-18.33%	2024-06-24 against the close of 2024-06-21 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Regulus Therapeutics Announces Positive Topline Data from the Third Cohort of Patients in its Phase 1b Multiple-Ascending Dose (MAD) Clinical Trial of RGLS8429 for the Treatment of Autosomal Dominant Polycystic Kidney Disease (ADPKD) 06/24/2024 07:00 ET premarket	Day +1 -14.74% 2024-06-25 Day +5 -24.30% 2024-07-01 Best recovery within 5 -14.74% 2024-06-25 Five sessions later the drop was 32.6% bigger, at -24.30%. Month end -28.88% on 2024-06-28 This month ended before the fifth session after the move.
Close before and after $2.51 to $2.05 as traded Session open, high, low $2.05, $2.40, $1.95 Opening gap -18.33% Close inside the session range 0.22 of the range, where 1.00 is the high Session volume 10,978,437 shares, $22,505,796 Relative volume 31.1x 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
69	AMRN	-17.91%	2024-06-04 against the close of 2024-06-03 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Amarin Board of Directors Announces CEO Transition 06/04/2024 07:30 ET premarket	Day +1 -16.97% 2024-06-05 Day +5 -9.70% 2024-06-11 Best recovery within 5 -9.70% 2024-06-11 45.8% of the drop was recovered five sessions later. Month end -19.32% on 2024-06-28
Close before and after $17.05 to $14.00 split-adjusted Session open, high, low $16.00, $16.20, $14.00 Opening gap -6.18% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 395,704 shares, $5,539,856 Relative volume 11.9x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
70	SMTC	-17.90%	2024-06-07 against the close of 2024-06-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Leadership Change	Semtech Appoints Semiconductor Industry Leader, Hong Q. Hou, as President and CEO 06/07/2024 08:30 ET premarket	Day +1 -15.82% 2024-06-10 Day +5 -22.25% 2024-06-14 Best recovery within 5 -15.82% 2024-06-10 Five sessions later the drop was 24.3% bigger, at -22.25%. Month end -21.33% on 2024-06-28
Close before and after $37.98 to $31.18 split-adjusted Session open, high, low $30.17, $32.00, $27.52 Opening gap -20.56% Close inside the session range 0.82 of the range, where 1.00 is the high Session volume 11,935,475 shares, $372,148,111 Relative volume 10.2x 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
71	FDMT	-17.27%	2024-06-06 against the close of 2024-06-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	4DMT Presents Positive Interim Data from Phase 1/2 AEROW Clinical Trial of Aerosolized 4D-710 for Modulator-Ineligible/-Intolerant Cystic Fibrosis at 47th European Cystic Fibrosis Conference 06/06/2024 07:30 ET premarket	Day +1 -16.72% 2024-06-07 Day +5 -10.52% 2024-06-13 Best recovery within 5 -10.52% 2024-06-13 39.1% of the drop was recovered five sessions later. Month end -23.06% on 2024-06-28
Close before and after $27.28 to $22.57 split-adjusted Session open, high, low $22.34, $24.89, $22.27 Opening gap -18.11% Close inside the session range 0.12 of the range, where 1.00 is the high Session volume 1,143,096 shares, $25,799,677 Relative volume 2.7x 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
72	TSHA More than one ranked move this month 2+ ranked moves	-17.24%	2024-06-26 against the close of 2024-06-25 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Taysha Gene Therapies Announces Pricing of Public Offering of Common Stock and Pre-Funded Warrants 06/26/2024 09:14 ET premarket Taysha Gene Therapies Announces Proposed Public Offering of Common Stock and Pre-Funded Warrants 06/25/2024	Day +1 -12.17% 2024-06-27 Day +5 -12.78% 2024-07-03 Best recovery within 5 -8.32% 2024-07-01 25.9% of the drop was recovered five sessions later. Month end -9.13% on 2024-06-28 This month ended before the fifth session after the move.
Close before and after $2.47 to $2.04 split-adjusted Session open, high, low $2.24, $2.26, $1.83 Opening gap -9.13% Close inside the session range 0.49 of the range, where 1.00 is the high Session volume 10,169,941 shares, $20,746,680 Relative volume 5.4x 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
73	VRA	-17.16%	2024-06-12 against the close of 2024-06-11 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Vera Bradley Announces First Quarter Fiscal Year 2025 Results 06/12/2024 08:00 ET premarket	Day +1 -19.74% 2024-06-13 Day +5 -23.61% 2024-06-20 Best recovery within 5 -19.74% 2024-06-13 Five sessions later the drop was 37.6% bigger, at -23.61%. Month end -19.23% on 2024-06-28
Close before and after $7.75 to $6.42 split-adjusted Session open, high, low $6.51, $7.13, $6.23 Opening gap -16.00% Close inside the session range 0.21 of the range, where 1.00 is the high Session volume 1,833,188 shares, $11,769,067 Relative volume 7.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
74	STI	-17.14%	2024-06-20 against the close of 2024-06-18 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	“Significant Technical Milestone” 06/20/2024 06:00 ET premarket	Day +1 -22.97% 2024-06-21 Day +5 -36.05% 2024-06-27 Best recovery within 5 -22.97% 2024-06-21 Five sessions later the drop was 110.3% bigger, at -36.05%. Month end -20.06% on 2024-06-28
Close before and after $34.40 to $28.51 split-adjusted Session open, high, low $32.50, $32.50, $26.63 Opening gap -5.52% Close inside the session range 0.32 of the range, where 1.00 is the high Session volume 53,436 shares, $1,523,193 Relative volume 18.4x the median of the 20 sessions before the pre-news close Baseline gap 2 calendar days from the pre-news close to the measured session
75	RH	-17.08%	2024-06-14 against the close of 2024-06-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	RH Reports First Quarter Fiscal 2024 Results 06/13/2024 16:45 ET after hours	Day +1 -16.45% 2024-06-17 Day +5 -19.41% 2024-06-24 Best recovery within 5 -16.45% 2024-06-17 Five sessions later the drop was 13.6% bigger, at -19.41%. Month end -11.77% on 2024-06-28
Close before and after $277.05 to $229.73 split-adjusted Session open, high, low $233.00, $242.57, $225.00 Opening gap -15.90% Close inside the session range 0.27 of the range, where 1.00 is the high Session volume 3,994,420 shares, $917,638,107 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
76	ELUT	-16.97%	2024-06-17 against the close of 2024-06-14 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	FDA & Regulatory	Elutia Announces FDA Clearance of EluPro®: The First Antibiotic-Eluting BioEnvelope Designed to Protect Patients with Implantable Cardiac Pacemakers and Defibrillators 06/17/2024 08:00 ET premarket Elutia Announces $13.26 Million Registered Direct Offering 06/17/2024	Day +1 -14.62% 2024-06-18 Day +5 -0.78% 2024-06-25 Best recovery within 5 +2.09% 2024-06-24 95.4% of the drop was recovered five sessions later. Month end +29.50% on 2024-06-28
Close before and after $3.83 to $3.18 split-adjusted Session open, high, low $3.25, $3.96, $3.02 Opening gap -15.14% Close inside the session range 0.17 of the range, where 1.00 is the high Session volume 560,879 shares, $1,783,595 Relative volume 48.6x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
77	SLS	-16.67%	2024-06-17 against the close of 2024-06-14 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	SELLAS Life Sciences Announces Positive Recommendation from the Independent Data Monitoring Committee of the Phase 3 REGAL Trial in Acute Myeloid Leukemia 06/17/2024 09:05 ET premarket	Day +1 -29.33% 2024-06-18 Day +5 -22.00% 2024-06-25 Best recovery within 5 -18.67% 2024-06-21 Five sessions later the drop was 32.0% bigger, at -22.00%. Month end -20.67% on 2024-06-28
Close before and after $1.50 to $1.25 split-adjusted Session open, high, low $1.11, $1.38, $0.8100 Opening gap -26.00% Close inside the session range 0.77 of the range, where 1.00 is the high Session volume 6,171,965 shares, $7,714,956 Relative volume 10.3x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
78	GME More than one ranked move this month 2+ ranked moves	-16.50%	2024-06-12 against the close of 2024-06-11 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	GameStop Completes At-The-Market Equity Offering Program 06/11/2024 16:29 ET after hours	Day +1 -4.49% 2024-06-13 Day +5 -16.07% 2024-06-20 Best recovery within 5 -4.49% 2024-06-13 2.6% of the drop was recovered five sessions later. Month end -19.02% on 2024-06-28
Close before and after $30.49 to $25.46 split-adjusted Session open, high, low $29.17, $33.70, $24.83 Opening gap -4.33% Close inside the session range 0.07 of the range, where 1.00 is the high Session volume 147,986,688 shares, $3,767,741,076 Relative volume 2.0x 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
79	DM Also on the opposite board this month on both boards	-16.30%	2024-06-20 against the close of 2024-06-18 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership	In Partnership with BEGA, Desktop Metal to Showcase Aluminum Lighting Components Binder Jet 3D Printed on the X25Pro at RAPID + TCT 06/20/2024 08:30 ET premarket	Day +1 -16.90% 2024-06-21 Day +5 -13.68% 2024-06-27 Best recovery within 5 -13.68% 2024-06-27 16.1% of the drop was recovered five sessions later. Month end -16.90% on 2024-06-28
Close before and after $4.97 to $4.16 as traded Session open, high, low $4.85, $4.95, $4.11 Opening gap -2.41% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 1,061,853 shares, $4,417,308 Relative volume 3.9x the median of the 20 sessions before the pre-news close Baseline gap 2 calendar days from the pre-news close to the measured session
80	ALXO	-15.71%	2024-06-03 against the close of 2024-05-31 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	ALX Oncology Presents First Evorpacept Combination Data with an Antibody-Drug Conjugate from Phase 1 ASPEN-07 Clinical Trial in Patients with Advanced Bladder Cancer 06/02/2024 10:00 ET intraday	Day +1 -21.26% 2024-06-04 Day +5 -18.44% 2024-06-10 Best recovery within 5 -12.70% 2024-06-06 Five sessions later the drop was 17.4% bigger, at -18.44%. Month end -43.27% on 2024-06-28
Close before and after $10.63 to $8.96 split-adjusted Session open, high, low $10.69, $10.97, $8.44 Opening gap +0.56% Close inside the session range 0.21 of the range, where 1.00 is the high Session volume 4,263,202 shares, $38,198,290 Relative volume 10.0x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
81	VVPR	-15.70%	2024-06-18 against the close of 2024-06-17 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	VIVOPOWER’S TEMBO SECURES 200 TUSKERS WORTH US$10M 06/18/2024 08:40 ET premarket	Day +1 -11.63% 2024-06-20 Day +5 -11.05% 2024-06-26 Best recovery within 5 -5.81% 2024-06-21 29.6% of the drop was recovered five sessions later. Month end -20.06% on 2024-06-28
Close before and after $1.72 to $1.45 as traded Session open, high, low $1.73, $1.73, $1.41 Opening gap +0.58% Close inside the session range 0.13 of the range, where 1.00 is the high Session volume 839,852 shares, $1,217,785 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
82	CTRI	-15.66%	2024-06-27 against the close of 2024-06-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Leadership Change	Centuri Announces Leadership Transition 06/26/2024 17:15 ET after hours	Day +1 -22.97% 2024-06-28 Day +5 -22.38% 2024-07-05 Best recovery within 5 -20.84% 2024-07-02 Five sessions later the drop was 42.9% bigger, at -22.38%. Month end -22.97% on 2024-06-28 This month ended before the fifth session after the move.
Close before and after $25.29 to $21.33 split-adjusted Session open, high, low $22.82, $23.44, $19.98 Opening gap -9.77% Close inside the session range 0.39 of the range, where 1.00 is the high Session volume 3,635,201 shares, $77,538,837 Relative volume 14.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
83	ALT	-15.59%	2024-06-26 against the close of 2024-06-25 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Altimmune Mourns Passing of Chief Financial Officer, Richard Eisenstadt 06/26/2024 07:30 ET premarket	Day +1 -13.83% 2024-06-27 Day +5 -10.93% 2024-07-03 Best recovery within 5 -2.83% 2024-07-01 29.9% of the drop was recovered five sessions later. Month end -10.26% on 2024-06-28 This month ended before the fifth session after the move.
Close before and after $7.41 to $6.26 split-adjusted Session open, high, low $7.25, $7.34, $6.22 Opening gap -2.16% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 7,062,878 shares, $44,178,302 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
84	CANG	-15.58%	2024-06-13 against the close of 2024-06-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Cango Inc. Reports First Quarter 2024 Unaudited Financial Results 06/12/2024 17:30 ET after hours	Day +1 -10.77% 2024-06-14 Day +5 -10.77% 2024-06-21 Best recovery within 5 -10.77% 2024-06-14 30.9% of the drop was recovered five sessions later. Month end -10.77% on 2024-06-28
Close before and after $18.72 to $15.80 split-adjusted Session open, high, low $18.20, $18.85, $15.80 Opening gap -2.75% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 7,757 shares, $122,561 Relative volume 1.7x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
85	FFIE More than one ranked move this month 2+ ranked moves	-15.57%	2024-06-28 against the close of 2024-06-27 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Faraday Future Receives Approval for Continued Listing from the Nasdaq Hearings Panel Subject to Certain Compliance Deadlines 06/27/2024 16:30 ET after hours	Day +1 -23.35% 2024-07-01 Day +5 -30.83% 2024-07-08 Best recovery within 5 -23.35% 2024-07-01 Five sessions later the drop was 98.0% bigger, at -30.83%. Month end -15.57% on 2024-06-28 same session This month ended before the fifth session after the move.
Close before and after $24.00 to $20.26 as traded Session open, high, low $21.26, $23.90, $18.32 Opening gap -11.42% Close inside the session range 0.35 of the range, where 1.00 is the high Session volume 4,941,090 shares, $100,126,248 Relative volume 1.8x 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
86	LSCC	-15.49%	2024-06-03 against the close of 2024-05-31 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Leadership Change	Lattice Semiconductor Appoints Esam Elashmawi Interim Chief Executive Officer 06/03/2024 08:00 ET premarket	Day +1 -17.09% 2024-06-04 Day +5 -17.23% 2024-06-10 Best recovery within 5 -13.94% 2024-06-05 Five sessions later the drop was 11.2% bigger, at -17.23%. Month end -21.89% on 2024-06-28
Close before and after $74.24 to $62.74 split-adjusted Session open, high, low $66.63, $67.00, $62.00 Opening gap -10.25% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 9,170,877 shares, $575,380,823 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
87	ODC	-15.44%	2024-06-07 against the close of 2024-06-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Oil-Dri Announces Record Sales and Gross Profit for the Third Quarter and First Nine-Months of Fiscal 2024 06/06/2024 16:05 ET after hours	Day +1 -14.67% 2024-06-10 Day +5 -19.35% 2024-06-14 Best recovery within 5 -13.08% 2024-06-12 Five sessions later the drop was 25.3% bigger, at -19.35%. Month end -22.73% on 2024-06-28
Close before and after $41.47 to $35.07 split-adjusted Session open, high, low $39.00, $39.13, $34.01 Opening gap -5.96% Close inside the session range 0.21 of the range, where 1.00 is the high Session volume 102,870 shares, $3,607,137 Relative volume 2.3x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
88	LEVI	-15.40%	2024-06-27 against the close of 2024-06-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Levi Strauss & Co. Reports Second-Quarter 2024 Financial Results 06/26/2024 16:10 ET after hours	Day +1 -16.61% 2024-06-28 Day +5 -17.26% 2024-07-05 Best recovery within 5 -16.61% 2024-06-28 Five sessions later the drop was 12.1% bigger, at -17.26%. Month end -16.61% on 2024-06-28 This month ended before the fifth session after the move.
Close before and after $23.12 to $19.56 split-adjusted Session open, high, low $18.99, $20.00, $18.93 Opening gap -17.86% Close inside the session range 0.59 of the range, where 1.00 is the high Session volume 15,540,142 shares, $303,965,178 Relative volume 10.9x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
89	AMC	-15.20%	2024-06-07 against the close of 2024-06-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	AMC Theatres Offers Movie Lovers Eight Ways to Save at the Movies This Summer 06/07/2024 06:45 ET premarket	Day +1 -18.65% 2024-06-10 Day +5 -13.82% 2024-06-14 Best recovery within 5 -9.84% 2024-06-11 9.1% of the drop was recovered five sessions later. Month end -13.99% on 2024-06-28
Close before and after $5.79 to $4.91 split-adjusted Session open, high, low $5.30, $5.94, $4.78 Opening gap -8.46% Close inside the session range 0.11 of the range, where 1.00 is the high Session volume 157,290,561 shares, $772,296,655 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
90	CABA	-15.13%	2024-06-14 against the close of 2024-06-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Cabaletta Bio Reports Positive Initial Clinical Data from Phase 1/2 RESET-Myositis™ and RESET-SLE™ Trials of CABA-201 06/14/2024 02:00 ET premarket	Day +1 -25.48% 2024-06-17 Day +5 -33.52% 2024-06-24 Best recovery within 5 -25.48% 2024-06-17 Five sessions later the drop was 121.5% bigger, at -33.52%. Month end -40.45% on 2024-06-28
Close before and after $12.56 to $10.66 split-adjusted Session open, high, low $13.35, $13.50, $10.00 Opening gap +6.29% Close inside the session range 0.19 of the range, where 1.00 is the high Session volume 4,729,625 shares, $50,417,803 Relative volume 5.4x 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
91	CXM	-15.13%	2024-06-06 against the close of 2024-06-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Leadership Change	Sprinklr Announces First Quarter Fiscal 2025 Results and Appoints Trac Pham as Co-Chief Executive Officer 06/05/2024 16:05 ET after hours Sprinklr Appoints Trac Pham as Co-Chief Executive Officer 06/05/2024 Sprinklr and Reddit Expand Strategic Partnership to Help Connect Enterprises with Redditors 06/06/2024	Day +1 -17.71% 2024-06-07 Day +5 -18.08% 2024-06-13 Best recovery within 5 -16.51% 2024-06-12 Five sessions later the drop was 19.5% bigger, at -18.08%. Month end -11.25% on 2024-06-28
Close before and after $10.84 to $9.20 split-adjusted Session open, high, low $8.41, $9.39, $8.33 Opening gap -22.42% Close inside the session range 0.82 of the range, where 1.00 is the high Session volume 9,299,394 shares, $85,554,425 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
92	SIG	-14.91%	2024-06-13 against the close of 2024-06-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	SIGNET JEWELERS REPORTS FIRST QUARTER FISCAL 2025 RESULTS 06/13/2024 06:50 ET premarket	Day +1 -19.59% 2024-06-14 Day +5 -17.31% 2024-06-21 Best recovery within 5 -15.20% 2024-06-20 Five sessions later the drop was 16.1% bigger, at -17.31%. Month end -17.38% on 2024-06-28
Close before and after $108.42 to $92.25 split-adjusted Session open, high, low $100.10, $104.79, $89.87 Opening gap -7.67% Close inside the session range 0.16 of the range, where 1.00 is the high Session volume 3,861,952 shares, $356,265,072 Relative volume 7.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
93	CBAT	-14.81%	2024-06-04 against the close of 2024-06-03 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	CBAK Energy Unveils Breakthrough in Fast-Charging Technology with Enhanced Model 32140 Battery, Achieving Full Charge in Just 35 Minutes 06/04/2024 09:00 ET premarket	Day +1 -7.41% 2024-06-05 Day +5 -8.99% 2024-06-11 Best recovery within 5 -3.70% 2024-06-10 39.3% of the drop was recovered five sessions later. Month end -27.51% on 2024-06-28
Close before and after $1.89 to $1.61 split-adjusted Session open, high, low $1.89, $2.08, $1.51 Opening gap 0.00% Close inside the session range 0.18 of the range, where 1.00 is the high Session volume 1,499,106 shares, $2,413,561 Relative volume 6.7x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
94	KIRK	-14.61%	2024-06-06 against the close of 2024-06-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	KIRKLAND'S HOME REPORTS FIRST QUARTER 2024 RESULTS 06/06/2024 07:00 ET premarket	Day +1 -13.24% 2024-06-07 Day +5 -13.24% 2024-06-13 Best recovery within 5 -11.42% 2024-06-12 9.4% of the drop was recovered five sessions later. Month end -25.57% on 2024-06-28
Close before and after $2.19 to $1.87 as traded Session open, high, low $2.12, $2.19, $1.85 Opening gap -3.20% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 426,695 shares, $797,920 Relative volume 4.0x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
95	DJT Also on the opposite board this month on both boards	-14.56%	2024-06-20 against the close of 2024-06-18 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Trump Media & Technology Group Corp. Announces SEC Effectiveness of Amended Form S-1 06/18/2024 16:30 ET after hours	Day +1 -11.66% 2024-06-21 Day +5 +17.31% 2024-06-27 Best recovery within 5 +25.36% 2024-06-26 It recovered the whole drop and closed 17.31% above the pre-news price. Month end +4.60% on 2024-06-28
Close before and after $31.31 to $26.75 split-adjusted Session open, high, low $28.76, $29.37, $26.13 Opening gap -8.14% Close inside the session range 0.19 of the range, where 1.00 is the high Session volume 13,930,044 shares, $372,628,677 Relative volume 5.3x the median of the 20 sessions before the pre-news close Baseline gap 2 calendar days from the pre-news close to the measured session
96	BASE	-14.49%	2024-06-06 against the close of 2024-06-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Couchbase Announces First Quarter Fiscal 2025 Financial Results 06/05/2024 16:05 ET after hours	Day +1 -16.54% 2024-06-07 Day +5 -17.09% 2024-06-13 Best recovery within 5 -13.47% 2024-06-12 Five sessions later the drop was 17.9% bigger, at -17.09%. Month end -15.19% on 2024-06-28
Close before and after $21.53 to $18.41 as traded Session open, high, low $19.10, $19.47, $16.93 Opening gap -11.29% Close inside the session range 0.58 of the range, where 1.00 is the high Session volume 2,929,407 shares, $53,930,383 Relative volume 8.1x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
97	CNM	-14.46%	2024-06-04 against the close of 2024-06-03 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Core & Main Announces Fiscal 2024 First Quarter Results 06/04/2024 07:29 ET premarket	Day +1 -11.59% 2024-06-05 Day +5 -15.87% 2024-06-11 Best recovery within 5 -11.59% 2024-06-05 Five sessions later the drop was 9.8% bigger, at -15.87%. Month end -12.75% on 2024-06-28
Close before and after $56.09 to $47.98 split-adjusted Session open, high, low $52.63, $53.50, $45.51 Opening gap -6.17% Close inside the session range 0.31 of the range, where 1.00 is the high Session volume 12,479,075 shares, $598,746,019 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
98	EYEN	-14.16%	2024-06-28 against the close of 2024-06-27 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Eyenovia Announces Pricing of $5M Registered Direct Offering 06/28/2024 08:00 ET premarket	Day +1 -1.91% 2024-07-01 Day +5 +26.86% 2024-07-08 Best recovery within 5 +26.86% 2024-07-08 It recovered the whole drop and closed 26.86% above the pre-news price. Month end -14.16% on 2024-06-28 same session This month ended before the fifth session after the move.
Close before and after $55.37 to $47.53 as traded Session open, high, low $53.60, $53.60, $47.53 Opening gap -3.19% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 49,761 shares, $2,365,041 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
99	SQNS	-14.08%	2024-06-11 against the close of 2024-06-10 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Itron Selects Sequans Monarch 2 To Connect Next Generation Intelis wSource Water Meters 06/11/2024 08:00 ET premarket	Day +1 -8.34% 2024-06-12 Day +5 -26.05% 2024-06-18 Best recovery within 5 -6.98% 2024-06-13 Five sessions later the drop was 85.0% bigger, at -26.05%. Month end -22.05% on 2024-06-28
Close before and after $16.13 to $13.86 split-adjusted Session open, high, low $16.13, $16.57, $13.86 Opening gap 0.00% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 5,600 shares, $77,588 Relative volume 1.2x 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
100	LVRO	-13.76%	2024-06-04 against the close of 2024-06-03 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Lavoro Reports Fiscal Third Quarter 2024 Earnings Results¹ 06/03/2024 16:05 ET after hours	Day +1 -11.98% 2024-06-05 Day +5 -15.30% 2024-06-11 Best recovery within 5 -9.58% 2024-06-06 Five sessions later the drop was 11.2% bigger, at -15.30%. Month end -16.07% on 2024-06-28
Close before and after $6.47 to $5.58 as traded Session open, high, low $5.75, $5.88, $5.55 Opening gap -11.13% Close inside the session range 0.09 of the range, where 1.00 is the high Session volume 19,115 shares, $106,662 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

NYSE and Nasdaq companies with a market capitalization of $25M or more, measured today. The exchange is the one recorded on each announcement, and a release naming several tickers records one venue for all of them. A session that changed hands for less than $25,000 in total is not ranked, because a percentage set by a handful of shares is a print rather than a move. On a board older than a year a fund is identified by its name alone, because an instrument class describes whoever holds the ticker today. 583 smaller events this month are held out of this month's eligible pool; switch to include them. 238 events never entered this month's eligible pool, because the ticker is a warrant, a unit, a right or a preferred rather than common stock, or carries a stored capitalization above $10 trillion, which is larger than any company has reached. Include the $5M to $25M band

1 candidate event for this board could not be anchored to a trading session and is not listed.

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

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

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

In June 2024, the median decliner was 11.6% deeper below its pre-news close five sessions later; the largest catalyst group was Clinical Trial Results, 24 of the 100 events, at a median of -26.3%.

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
Clinical Trial Results	24	24.0%	-26.3%	-35.9%	100.0% of 24
Other Announcement	23	23.0%	-19.8%	-24.3%	100.0% of 23
Offering / Dilution	20	20.0%	-22.3%	-29.8%	90.0% of 20
Earnings	18	18.0%	-17.1%	-20.9%	100.0% of 18
Leadership Change	6	6.0%	Fewer than 10 events in this group, so no figures are shown.

6 other catalyst types, 9 events: Contract / Partnership, M&A / Acquisition, FDA & Regulatory, Guidance Change, Uplisting / Compliance, No Stated Cause.

How much of the drop held

Horizon	Still below the pre-news close close to close	Median change since the measured close as a share of the drop
Day +1	99.0% of 100	1.1% deeper below baseline, of 100
Day +5	97.0% of 100	11.6% deeper below baseline, of 100
Month end	96.7% of 91	16.7% deeper below baseline, of 91
Month end falls before day +5 for 17 of these 91 events, so this row is not a later horizon than the one above it. 91 of the 100 events have a month-end close later than the measured session; 9 have 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 June 2024

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

Symbol	Measured sessions	Largest drop
TNXP	3Offering / Dilution, Other Announcement	-47.89%
BNED	3Offering / Dilution, Other Announcement	-46.63%
GME	2Earnings, Offering / Dilution	-39.38%
EQ	2Clinical Trial Results, Other Announcement	-27.89%
TSHA	2Clinical Trial Results, Offering / Dilution	-26.30%
FFIE	2Leadership Change, Other Announcement	-18.71%

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
EYENthis month too	2024-05, 2024-04, 2024-03	-23.20%
GNLX	2024-05, 2024-04	-43.04%
NBY	2024-05, 2024-03	-36.11%
CADL	2024-05, 2024-04	-27.03%
BNEDthis month too	2024-05, 2024-04	-64.29%
KULR	2024-05, 2024-04	-27.32%
BKKT	2024-04, 2024-03	-32.63%
NRXP	2024-04, 2024-03	-34.32%
GAMEthis month too	2024-04, 2024-03	-27.41%
JOAN	2024-04, 2024-03	-27.27%
MSTR	2024-04, 2024-03	-21.21%
SLSthis month too	2024-04, 2024-03	-29.03%
JAKK	2024-04, 2024-03	-27.00%

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

33 other industries, 36 events

Industry not known: 12.0%

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 May 2024

100 events in the comparable window.

May 2024 median -26.3%, selected from the 11,092 events in that month's eligible pool

June 2024 median -20.6%, 5.7 points shallower than May 2024. June 2024's median is taken over the 100 ranked rows, selected from the 6,457 events in that month's eligible pool.

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

How this ranking is measured

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

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

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

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

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

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

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