June 2024 Stock Losers on News, Micro Caps Included

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

Data as of the trading session of 2024-06-28, 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

17.1%

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	RBT under $25M today	-77.32%	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	Rubicon Technologies Receives Delisting Notice from the New York Stock Exchange 06/07/2024 16:15 ET after hours	Day +1 no data Day +5 -2.04% 2024-06-17 Best recovery within 5 -2.04% 2024-06-17 97.4% of the drop was recovered five sessions later. Month end -32.94% on 2024-06-28
Close before and after $0.1715 to $0.0389 as traded Session open, high, low $0.1790, $0.1790, $0.0310 Opening gap +4.37% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 1,489,645 shares, $57,947 Relative volume 1.9x 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
3	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
4	LRE under $25M today Also on the opposite board this month on both boards	-64.60%	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.	Buyback / Dividend catalyst from a later release the same session	Lead Real Estate Co., Ltd Announces Plans for Construction of New “Premium Series” Hotel 06/24/2024 08:30 ET premarket Lead Real Estate Co., Ltd Announces Cash Dividend Payable Sept. 30, 2024 06/24/2024	Day +1 -70.69% 2024-06-25 Day +5 -76.09% 2024-07-01 Best recovery within 5 -70.40% 2024-06-26 Five sessions later the drop was 17.8% bigger, at -76.09%. Month end -74.60% on 2024-06-28 This month ended before the fifth session after the move.
Close before and after $8.70 to $3.08 split-adjusted Session open, high, low $9.48, $13.76, $2.39 Opening gap +8.97% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 3,168,151 shares, $9,757,905 Relative volume over 1,000x 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	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
6	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
7	BURU under $25M today More than one ranked move this month 2+ ranked moves	-61.20%	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	NUBURU to Appeal NYSE Commencement of Proceedings to Delist 06/13/2024 21:22 ET after hours	Day +1 -59.06% 2024-06-17 Day +5 -68.23% 2024-06-24 Best recovery within 5 -59.06% 2024-06-17 Five sessions later the drop was 11.5% bigger, at -68.23%. Month end -62.69% on 2024-06-28
Close before and after $18.62 to $7.22 split-adjusted Session open, high, low $7.38, $11.98, $5.71 Opening gap -60.35% Close inside the session range 0.24 of the range, where 1.00 is the high Session volume 257,825 shares, $1,862,528 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
8	NDRA under $25M today	-60.83%	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.	Offering / Dilution	ENDRA Life Sciences Announces Pricing of $8.0 Million Public Offering 06/04/2024 09:21 ET premarket	Day +1 -35.99% 2024-06-05 Day +5 -49.45% 2024-06-11 Best recovery within 5 -35.99% 2024-06-05 18.7% of the drop was recovered five sessions later. Month end -55.25% on 2024-06-28
Close before and after $379.75 to $148.75 split-adjusted Session open, high, low $135.80, $153.13, $121.10 Opening gap -64.24% Close inside the session range 0.86 of the range, where 1.00 is the high Session volume 41,336 shares, $6,148,730 Relative volume 870.2x 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
9	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
10	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
11	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
12	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
13	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
14	ASNS under $25M today More than one ranked move this month Also on the opposite board this month 2+ ranked moves on both boards	-47.04%	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.	Offering / Dilution	Actelis Announces Exercise of Warrants for $3 Million Gross Proceeds 06/05/2024 16:05 ET after hours	Day +1 -58.06% 2024-06-07 Day +5 -61.56% 2024-06-13 Best recovery within 5 -55.65% 2024-06-10 Five sessions later the drop was 30.9% bigger, at -61.56%. Month end -37.90% on 2024-06-28
Close before and after $37.20 to $19.70 split-adjusted Session open, high, low $22.60, $24.60, $19.50 Opening gap -39.25% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 860,968 shares, $16,961,070 Relative volume 116.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
15	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
16	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
17	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
18	NXL under $25M today More than one ranked move this month Also on the opposite board this month 2+ ranked moves on both boards	-42.91%	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	Nexalin Technology Announces Pricing of $5.2 Million Public Offering 06/27/2024 21:15 ET after hours	Day +1 -43.92% 2024-07-01 Day +5 -50.00% 2024-07-08 Best recovery within 5 -43.92% 2024-07-01 Five sessions later the drop was 16.5% bigger, at -50.00%. Month end -42.91% on 2024-06-28 same session This month ended before the fifth session after the move.
Close before and after $2.96 to $1.69 split-adjusted Session open, high, low $2.05, $2.22, $1.65 Opening gap -30.74% Close inside the session range 0.07 of the range, where 1.00 is the high Session volume 4,512,871 shares, $7,626,752 Relative volume 34.3x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
19	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
20	GME	-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
21	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
22	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
23	EFSH under $25M today release reads positive	-36.31%	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.	Other Announcement Release reads positive, stock fell 36.31%	1847 Provides Reports Continued Progress on Pending Strategic Transactions 06/10/2024 08:00 ET premarket	Day +1 -37.15% 2024-06-11 Day +5 -54.66% 2024-06-17 Best recovery within 5 -37.15% 2024-06-11 Five sessions later the drop was 50.5% bigger, at -54.66%. Month end -61.20% on 2024-06-28
Close before and after $69.71 to $44.40 as traded Session open, high, low $74.74, $76.93, $38.75 Opening gap +7.22% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 25,918 shares, $1,150,798 Relative volume 9.3x 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
24	BURU under $25M today More than one ranked move this month release reads positive 2+ ranked moves	-36.10%	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.	Other Announcement Release reads positive, stock fell 36.10%	NUBURU, Inc. CEO Brian Knaley Outlines Strategic Vision and Growth Milestones in Shareholder Letter 06/13/2024 08:30 ET premarket	Day +1 -75.21% 2024-06-14 Day +5 -78.76% 2024-06-21 Best recovery within 5 -73.84% 2024-06-17 Five sessions later the drop was 118.2% bigger, at -78.76%. Month end -76.16% on 2024-06-28
Close before and after $29.14 to $18.62 split-adjusted Session open, high, low $20.00, $20.44, $17.56 Opening gap -31.37% Close inside the session range 0.37 of the range, where 1.00 is the high Session volume 247,988 shares, $4,618,529 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
25	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
26	CNSP under $25M today More than one ranked move this month 2+ ranked moves	-35.21%	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	CNS Pharmaceuticals Announces Pricing of Registered Direct Offering and Concurrent Private Placement 06/26/2024 08:00 ET premarket	Day +1 -41.55% 2024-06-27 Day +5 -48.59% 2024-07-03 Best recovery within 5 -41.55% 2024-06-27 Five sessions later the drop was 38.0% bigger, at -48.59%. Month end -44.37% on 2024-06-28 This month ended before the fifth session after the move.
Close before and after $1,704.00 to $1,104.00 split-adjusted Session open, high, low $1,140.00, $1,164.00, $966.00 Opening gap -33.10% Close inside the session range 0.70 of the range, where 1.00 is the high Session volume 2,567 shares, $2,833,968 Relative volume 11.7x 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	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
28	INAB under $25M today	-35.12%	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	IN8bio Presents Positive Data Demonstrating Durable 1-year Complete Remission in 100% of Evaluable Patients in Phase 1 Trial of INB-100 06/13/2024 16:01 ET after hours	Day +1 -40.48% 2024-06-17 Day +5 -47.54% 2024-06-24 Best recovery within 5 -40.48% 2024-06-17 Five sessions later the drop was 35.4% bigger, at -47.54%. Month end -49.61% on 2024-06-28
Close before and after $50.40 to $32.70 split-adjusted Session open, high, low $45.00, $45.00, $31.80 Opening gap -10.71% Close inside the session range 0.07 of the range, where 1.00 is the high Session volume 163,893 shares, $5,359,301 Relative volume 24.9x 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	NXL under $25M today More than one ranked move this month Also on the opposite board this month release reads positive 2+ ranked moves on both boards	-34.85%	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 Release reads positive, stock fell 34.85%	Nexalin Technology and VolitionRX Interviews to Air on the RedChip Small Stocks, Big Money(TM) Show on Bloomberg TV 06/14/2024 09:00 ET premarket	Day +1 -45.31% 2024-06-17 Day +5 +67.35% 2024-06-24 Best recovery within 5 +67.35% 2024-06-24 It recovered the whole drop and closed 67.35% above the pre-news price. Month end +22.44% on 2024-06-28
Close before and after $1.38 to $0.8992 split-adjusted Session open, high, low $1.01, $1.45, $0.8010 Opening gap -26.83% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 3,929,536 shares, $3,533,439 Relative volume 115.6x 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
30	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
31	ALLR under $25M today	-34.80%	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.	Other Announcement	Allarity Therapeutics’ Dual PARP/Tankyrase Inhibitor, Stenoparib, Continues to Show Extended Clinical Benefit in Advanced Ovarian Cancer 06/25/2024 08:00 ET premarket	Day +1 -36.99% 2024-06-26 Day +5 -32.04% 2024-07-02 Best recovery within 5 -28.97% 2024-07-01 7.9% of the drop was recovered five sessions later. Month end -33.26% on 2024-06-28 This month ended before the fifth session after the move.
Close before and after $9.57 to $6.24 split-adjusted Session open, high, low $10.00, $10.59, $6.01 Opening gap +4.45% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 1,071,832 shares, $6,688,232 Relative volume 13.9x 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
32	CARA under $25M today	-34.72%	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.	Other Announcement	Cara Therapeutics Announces Outcome of Part A of KOURAGE-1 Study Evaluating Oral Difelikefalin in Notalgia Paresthetica 06/12/2024 16:01 ET after hours	Day +1 -48.49% 2024-06-14 Day +5 -59.23% 2024-06-21 Best recovery within 5 -48.49% 2024-06-14 Five sessions later the drop was 70.6% bigger, at -59.23%. Month end -62.03% on 2024-06-28
Close before and after $24.46 to $15.97 as traded Session open, high, low $17.86, $18.00, $15.12 Opening gap -26.98% Close inside the session range 0.30 of the range, where 1.00 is the high Session volume 89,690 shares, $1,432,313 Relative volume 10.7x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
33	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
34	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
35	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
36	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
37	CALC under $25M today	-32.40%	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.	Clinical Trial Results	CalciMedica Announces Positive Topline Data from Phase 2b CARPO Trial of Auxora™ in Acute Pancreatitis (AP) 06/27/2024 08:00 ET premarket CalciMedica to Host Conference Call to Review Topline Data from Phase 2b CARPO Trial of Auxora™ in Acute Pancreatitis (AP) 06/26/2024	Day +1 -15.02% 2024-06-28 Day +5 -9.01% 2024-07-05 Best recovery within 5 -8.58% 2024-07-03 72.2% of the drop was recovered five sessions later. Month end -15.02% on 2024-06-28 This month ended before the fifth session after the move.
Close before and after $4.66 to $3.15 split-adjusted Session open, high, low $3.87, $3.92, $3.06 Opening gap -16.95% Close inside the session range 0.10 of the range, where 1.00 is the high Session volume 834,120 shares, $2,627,478 Relative volume 136.3x 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
38	SONN under $25M today	-32.03%	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	Sonnet BioTherapeutics Announces Exercise of Warrants for $3.4 Million in Gross Proceeds 06/20/2024 08:30 ET premarket	Day +1 -35.95% 2024-06-21 Day +5 -38.01% 2024-06-27 Best recovery within 5 -35.95% 2024-06-21 Five sessions later the drop was 18.7% bigger, at -38.01%. Month end -38.73% on 2024-06-28
Close before and after $12.24 to $8.32 as traded Session open, high, low $8.96, $9.60, $8.00 Opening gap -26.80% Close inside the session range 0.20 of the range, where 1.00 is the high Session volume 54,061 shares, $449,788 Relative volume 20.6x 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
39	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
40	ENTO under $25M today	-30.23%	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	Entero Therapeutics Announces Peer-Reviewed Publication Unveiling Novel Algorithm for Measuring Intestinal Damage in Celiac Disease 06/27/2024 06:00 ET premarket	Day +1 -28.48% 2024-06-28 Day +5 -37.79% 2024-07-05 Best recovery within 5 -28.48% 2024-06-28 Five sessions later the drop was 25.0% bigger, at -37.79%. Month end -28.48% on 2024-06-28 This month ended before the fifth session after the move.
Close before and after $1.72 to $1.20 as traded Session open, high, low $1.54, $1.54, $1.10 Opening gap -10.47% Close inside the session range 0.23 of the range, where 1.00 is the high Session volume 1,241,088 shares, $1,489,306 Relative volume 41.9x 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
41	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
42	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
43	TPST under $25M today	-29.47%	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	Tempest to Report New Data from Global Randomized Combination Study of Amezalpat (TPST-1120) in First-Line Hepatocellular Carcinoma 06/18/2024 18:22 ET after hours Tempest Unveils New Survival Data for Amezalpat (TPST-1120) in Randomized First-Line HCC Study Demonstrating a Six-Month Improvement over Control Arm 06/20/2024	Day +1 -28.77% 2024-06-21 Day +5 -23.86% 2024-06-27 Best recovery within 5 -23.86% 2024-06-27 19.0% of the drop was recovered five sessions later. Month end -23.16% on 2024-06-28
Close before and after $18.53 to $13.07 split-adjusted Session open, high, low $17.42, $17.62, $12.35 Opening gap -5.96% Close inside the session range 0.14 of the range, where 1.00 is the high Session volume 4,736,043 shares, $61,876,402 Relative volume 116.4x 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
44	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
45	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
46	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
47	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
48	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
49	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
50	TSHA release reads positive	-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
51	MAIA release reads positive	-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
52	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
53	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
54	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
55	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
56	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
57	LGVN under $25M today More than one ranked move this month 2+ ranked moves	-24.76%	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	Longeveron Announces Exercise of Warrants for $4.4 Million Gross Proceeds 06/17/2024 08:38 ET premarket Longeveron® to Present at the Virtual Life Sciences Investor Forum on June 20, 2024 06/17/2024	Day +1 -30.41% 2024-06-18 Day +5 -41.07% 2024-06-25 Best recovery within 5 -23.20% 2024-06-20 Five sessions later the drop was 65.9% bigger, at -41.07%. Month end -49.53% on 2024-06-28
Close before and after $3.19 to $2.40 split-adjusted Session open, high, low $2.90, $3.24, $2.35 Opening gap -9.09% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 13,396,607 shares, $32,151,857 Relative volume 59.9x 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
58	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
59	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
60	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
61	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
62	SGRP under $25M today	-23.32%	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	SPAR Group Enters into Letter of Intent to go Private with Highwire Capital 06/05/2024 08:05 ET premarket	Day +1 -25.09% 2024-06-06 Day +5 -19.79% 2024-06-12 Best recovery within 5 -15.55% 2024-06-10 15.1% of the drop was recovered five sessions later. Month end -14.84% on 2024-06-28
Close before and after $2.83 to $2.17 split-adjusted Session open, high, low $2.56, $2.59, $2.15 Opening gap -9.54% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 980,973 shares, $2,128,711 Relative volume 5.2x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
63	ALUR under $25M today Also on the opposite board this month on both boards	-23.26%	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	Allurion Announces Pricing of $20 million Public Offering and Concurrent Private Placement 06/28/2024 09:06 ET premarket	Day +1 -13.85% 2024-07-01 Day +5 -13.85% 2024-07-08 Best recovery within 5 -3.08% 2024-07-02 40.5% of the drop was recovered five sessions later. Month end -23.26% on 2024-06-28 same session This month ended before the fifth session after the move.
Close before and after $487.50 to $374.10 split-adjusted Session open, high, low $450.00, $453.75, $311.25 Opening gap -7.69% Close inside the session range 0.44 of the range, where 1.00 is the high Session volume 7,828 shares, $2,928,455 Relative volume 43.2x 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
64	ICU under $25M today	-23.25%	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.	Leadership Change	SeaStar Medical Strengthens Board of Directors and Transitions to Commercial-Stage Company 06/10/2024 08:30 ET premarket	Day +1 -23.79% 2024-06-11 Day +5 -28.90% 2024-06-17 Best recovery within 5 -23.79% 2024-06-11 Five sessions later the drop was 24.3% bigger, at -28.90%. Month end +38.38% on 2024-06-28
Close before and after $54.85 to $42.10 split-adjusted Session open, high, low $48.80, $48.80, $38.30 Opening gap -11.03% Close inside the session range 0.36 of the range, where 1.00 is the high Session volume 39,261 shares, $1,652,888 Relative volume 8.2x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
65	CNSP under $25M today More than one ranked move this month 2+ ranked moves	-22.93%	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	CNS Pharmaceuticals Announces Pricing of Registered Direct Offering and Concurrent Private Placement 06/14/2024 15:11 ET intraday	Day +1 -19.89% 2024-06-17 Day +5 -38.40% 2024-06-24 Best recovery within 5 -19.89% 2024-06-17 Five sessions later the drop was 67.5% bigger, at -38.40%. Month end -56.35% on 2024-06-28
Close before and after $2,172.00 to $1,674.00 split-adjusted Session open, high, low $2,160.00, $4,968.00, $1,674.00 Opening gap -0.55% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 16,545 shares, $27,696,330 Relative volume 214.9x 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
66	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
67	LGVN under $25M today More than one ranked move this month 2+ ranked moves	-22.64%	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.	Clinical Trial Results	Longeveron® Announces Completion of Successful Investigator Meeting for On-going Phase 2b Clinical Trial Evaluating Lomecel-B™ as a Potential Treatment for HLHS, a Rare Pediatric Cardiac Disease 06/11/2024 09:00 ET premarket	Day +1 +70.75% 2024-06-12 Day +5 +109.43% 2024-06-18 Best recovery within 5 +200.94% 2024-06-14 It recovered the whole drop and closed 109.43% above the pre-news price. Month end +51.89% on 2024-06-28
Close before and after $1.06 to $0.8200 split-adjusted Session open, high, low $1.14, $1.15, $0.7707 Opening gap +7.55% Close inside the session range 0.13 of the range, where 1.00 is the high Session volume 1,465,261 shares, $1,201,514 Relative volume 6.0x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
68	MICS under $25M today	-22.34%	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.	M&A / Acquisition	Singing Machine to Acquire SemiCab, a Leading AI Logistics Technology Company 06/12/2024 07:00 ET premarket	Day +1 -35.11% 2024-06-13 Day +5 -43.62% 2024-06-20 Best recovery within 5 -34.04% 2024-06-14 Five sessions later the drop was 95.3% bigger, at -43.62%. Month end -38.30% on 2024-06-28
Close before and after $1.88 to $1.46 as traded Session open, high, low $1.78, $1.81, $1.41 Opening gap -5.32% Close inside the session range 0.13 of the range, where 1.00 is the high Session volume 6,581,296 shares, $9,608,692 Relative volume 95.0x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
69	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
70	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
71	AONC under $25M today	-21.96%	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.	Other Announcement	American Oncology Network Announces the Commencement of OTCQX Trading 06/10/2024 07:15 ET premarket	Day +1 -31.78% 2024-06-11 Day +5 -46.73% 2024-06-17 Best recovery within 5 -31.78% 2024-06-11 Five sessions later the drop was 112.8% bigger, at -46.73%. Month end -50.93% on 2024-06-28
Close before and after $2.14 to $1.67 split-adjusted Session open, high, low $1.50, $1.92, $1.50 Opening gap -29.91% Close inside the session range 0.40 of the range, where 1.00 is the high Session volume 252,272 shares, $421,294 Relative volume 6.0x 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
72	SNGX under $25M today	-21.60%	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.	Clinical Trial Results	Soligenix Announces Positive Clinical Results from a Comparative Study Evaluating HyBryte™ Against Valchlor® in the Treatment of Cutaneous T-Cell Lymphoma 06/25/2024 07:30 ET premarket	Day +1 -19.23% 2024-06-26 Day +5 -32.84% 2024-07-02 Best recovery within 5 -19.23% 2024-06-26 Five sessions later the drop was 52.0% bigger, at -32.84%. Month end -23.67% on 2024-06-28 This month ended before the fifth session after the move.
Close before and after $3.38 to $2.65 split-adjusted Session open, high, low $3.27, $3.33, $2.59 Opening gap -3.25% Close inside the session range 0.08 of the range, where 1.00 is the high Session volume 646,137 shares, $1,712,263 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
73	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
74	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
75	ASNS under $25M today More than one ranked move this month Also on the opposite board this month 2+ ranked moves on both boards	-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	Actelis Announces Closing of Exercise of Warrants for $3 Million Gross Proceeds 06/06/2024 16:05 ET after hours	Day +1 -16.24% 2024-06-10 Day +5 -31.47% 2024-06-14 Best recovery within 5 -16.24% 2024-06-10 Five sessions later the drop was 51.2% bigger, at -31.47%. Month end +17.26% on 2024-06-28
Close before and after $19.70 to $15.60 split-adjusted Session open, high, low $17.20, $18.00, $13.81 Opening gap -12.69% Close inside the session range 0.43 of the range, where 1.00 is the high Session volume 269,789 shares, $4,208,708 Relative volume 34.1x 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
76	PEV under $25M today	-20.72%	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.	M&A / Acquisition	PhoenixEV Emerges as Premier Leader in Zero-Emission Vehicles Following Proterra Transit Bus Business Acquisition 06/26/2024 08:15 ET premarket	Day +1 -37.64% 2024-06-27 Day +5 -38.16% 2024-07-03 Best recovery within 5 -37.64% 2024-06-27 Five sessions later the drop was 84.2% bigger, at -38.16%. Month end -44.02% on 2024-06-28 This month ended before the fifth session after the move.
Close before and after $0.6004 to $0.4760 as traded Session open, high, low $0.6660, $0.6660, $0.4471 Opening gap +10.93% Close inside the session range 0.13 of the range, where 1.00 is the high Session volume 259,961 shares, $123,741 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
77	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
78	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
79	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
80	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
81	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
82	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
83	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
84	ELWS under $25M today	-20.19%	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.	Crypto & Treasury	Earlyworks and ZenmuTech collaborate for a more secure digital society through secret splitting and blockchain 05/31/2024 16:15 ET after hours	Day +1 -22.07% 2024-06-04 Day +5 -22.54% 2024-06-10 Best recovery within 5 -18.08% 2024-06-05 Five sessions later the drop was 11.6% bigger, at -22.54%. Month end +3.76% on 2024-06-28
Close before and after $2.13 to $1.70 as traded Session open, high, low $2.44, $2.47, $1.68 Opening gap +14.55% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 1,155,495 shares, $1,964,342 Relative volume 16.3x 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
85	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
86	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
87	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
88	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
89	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
90	CYCC under $25M today	-19.70%	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	Cyclacel Pharmaceuticals Reports New Clinical Data at 2024 ASCO Annual Meeting Highlighting Oral Fadraciclib’s Potential as a Precision Medicine for Cancer 06/03/2024 08:00 ET premarket	Day +1 -17.80% 2024-06-04 Day +5 -28.79% 2024-06-10 Best recovery within 5 -17.80% 2024-06-04 Five sessions later the drop was 46.1% bigger, at -28.79%. Month end -38.64% on 2024-06-28
Close before and after $2.64 to $2.12 as traded Session open, high, low $2.54, $2.57, $2.10 Opening gap -3.79% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 694,808 shares, $1,472,993 Relative volume 8.4x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
91	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
92	STRM under $25M today	-19.53%	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	Streamline Health® Reports Fiscal First Quarter 2024 Financial Results 06/11/2024 16:30 ET after hours	Day +1 -18.73% 2024-06-13 Day +5 -27.19% 2024-06-20 Best recovery within 5 -17.19% 2024-06-17 Five sessions later the drop was 39.2% bigger, at -27.19%. Month end -28.00% on 2024-06-28
Close before and after $9.60 to $7.73 as traded Session open, high, low $8.70, $8.70, $7.20 Opening gap -9.38% Close inside the session range 0.35 of the range, where 1.00 is the high Session volume 22,012 shares, $170,043 Relative volume 10.3x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
93	CLRB under $25M today	-19.38%	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	Cellectar Biosciences to Host Key Opinion Leader Event to Review the Full Results from Its CLOVER WaM Pivotal Trial and Waldenstrom’s Macroglobulinemia Market Landscape 06/27/2024 06:40 ET premarket	Day +1 -13.49% 2024-06-28 Day +5 -17.30% 2024-07-05 Best recovery within 5 -11.76% 2024-07-01 10.7% of the drop was recovered five sessions later. Month end -13.49% on 2024-06-28 This month ended before the fifth session after the move.
Close before and after $86.70 to $69.90 split-adjusted Session open, high, low $84.00, $84.90, $67.80 Opening gap -3.11% Close inside the session range 0.12 of the range, where 1.00 is the high Session volume 78,968 shares, $5,519,863 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
94	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
95	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
96	NMTC under $25M today	-19.08%	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.	Other Announcement	NeuroOne® Announces First in Human Ablations Completed with OneRF™ Ablation System 06/25/2024 09:00 ET premarket	Day +1 -23.39% 2024-06-26 Day +5 -1.35% 2024-07-02 Best recovery within 5 +0.74% 2024-07-01 92.9% of the drop was recovered five sessions later. Month end -9.20% on 2024-06-28 This month ended before the fifth session after the move.
Close before and after $5.29 to $4.28 split-adjusted Session open, high, low $5.70, $5.70, $4.14 Opening gap +7.82% Close inside the session range 0.09 of the range, where 1.00 is the high Session volume 89,346 shares, $382,222 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
97	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
98	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
99	FFIE	-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
100	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

NYSE and Nasdaq companies with a market capitalization of $5M or more, measured today, including the $5M to $25M band. The exchange is the one recorded on each announcement, and a release naming several tickers records one venue for all of them. A session that changed hands for less than $25,000 in total is not ranked, because a percentage set by a handful of shares is a print rather than a move. On a board older than a year a fund is identified by its name alone, because an instrument class describes whoever holds the ticker today. 241 events never entered this month's eligible pool, because the ticker is a warrant, a unit, a right or a preferred rather than common stock, or carries a stored capitalization above $10 trillion, which is larger than any company has reached. Exclude the $5M to $25M band

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

12 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 17.1% deeper below its pre-news close five sessions later; the largest catalyst group was Clinical Trial Results, 25 of the 100 events, at a median of -26.8%.

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	25	25.0%	-26.8%	-37.1%	96.0% of 25
Offering / Dilution	25	25.0%	-32.0%	-37.5%	100.0% of 25
Other Announcement	25	25.0%	-28.0%	-32.0%	96.0% of 25
Earnings	9	9.0%	Fewer than 10 events in this group, so no figures are shown.
M&A / Acquisition	5	5.0%	Fewer than 10 events in this group, so no figures are shown.

7 other catalyst types, 11 events: Leadership Change, Contract / Partnership, Uplisting / Compliance, Guidance Change, Buyback / Dividend, Crypto & Treasury, 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	98.0% of 99	2.3% deeper below baseline, of 99
Day +5	97.0% of 100	17.1% deeper below baseline, of 100
Month end	93.4% of 91	15.3% deeper below baseline, of 91
Month end falls before day +5 for 21 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%
BURU	2Other Announcement	-61.20%
ASNS	2Offering / Dilution	-47.04%
NXL	2Offering / Dilution, Other Announcement	-42.91%
CNSP	2Offering / Dilution	-35.21%
EQ	2Clinical Trial Results, Other Announcement	-27.89%
LGVN	2Offering / Dilution, Clinical Trial Results	-24.76%

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
APDN	2024-05, 2024-03	-69.85%
AEON	2024-05, 2024-04	-49.40%
HLTH	2024-05, 2024-03	-39.51%
WISA	2024-05, 2024-04	-36.32%
CADL	2024-05, 2024-04	-27.03%
BNEDthis month too	2024-05, 2024-04	-64.29%
SINT	2024-04, 2024-03	-45.95%
VLD	2024-04, 2024-03	-38.89%
RVYL	2024-04, 2024-03	-36.44%
NRXP	2024-04, 2024-03	-34.32%
GOEV	2024-04, 2024-03	-27.65%
EFSHthis month too	2024-04, 2024-03	-46.92%

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

29 other industries, 33 events

Industry not known: 10.0%

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

Against May 2024

100 events in the comparable window.

May 2024 median -28.3%, selected from the 12,128 events in that month's eligible pool

June 2024 median -26.3%, 2.0 points shallower than May 2024. June 2024's median is taken over the 100 ranked rows, selected from the 7,040 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.