July 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 2024-07-31, 20 of 22 completed market sessions produced ranked moves. That date is the last ranked session, not the last priced one, so follow-through dates run later.

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

See the biggest gainers of July 2024

100

Ranked drops

-88.34%

Largest, HLVX

100.0%

Below baseline, day +5

14.2%

Median deeper below baseline, day +5

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100 ranked drops in July 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	HLVX	-88.34%	2024-07-08 against the close of 2024-07-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	HilleVax Reports Topline Data from NEST-IN1 Phase 2b Clinical Study of HIL-214 in Infants 07/08/2024 07:30 ET premarket	Day +1 -87.98% 2024-07-09 Day +5 -87.55% 2024-07-15 Best recovery within 5 -87.55% 2024-07-12 0.9% of the drop was recovered five sessions later. Month end -86.98% on 2024-07-31
Close before and after $14.06 to $1.64 as traded Session open, high, low $1.98, $2.35, $1.55 Opening gap -85.92% Close inside the session range 0.11 of the range, where 1.00 is the high Session volume 25,635,237 shares, $42,041,789 Relative volume 171.1x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
2	AZTR under $25M today Also on the opposite board this month on both boards	-76.46%	2024-07-24 against the close of 2024-07-23 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Azitra, Inc. Announces Pricing of $10.0 Million Public Offering 07/23/2024 21:20 ET after hours	Day +1 -77.06% 2024-07-25 Day +5 -83.99% 2024-07-31 Best recovery within 5 -77.06% 2024-07-25 Five sessions later the drop was 9.8% bigger, at -83.99%. Month end -83.99% on 2024-07-31
Close before and after $33.10 to $7.79 split-adjusted Session open, high, low $8.66, $8.99, $7.19 Opening gap -73.84% Close inside the session range 0.33 of the range, where 1.00 is the high Session volume 2,421,876 shares, $18,871,742 Relative volume 158.5x 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
3	TOYO traded as BWAQ on 2024-07-01	-75.17%	2024-07-02 against the close of 2024-06-28 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Reverse Merger / Shell	TOYO Co., Ltd Announces Consummation of Business Combination and Debut on Nasdaq 07/02/2024 08:00 ET premarket	Day +1 -77.59% 2024-07-03 Day +5 -81.49% 2024-07-10 Best recovery within 5 -77.59% 2024-07-03 Five sessions later the drop was 8.4% bigger, at -81.49%. Month end -67.82% on 2024-07-31
Close before and after $8.70 to $2.16 split-adjusted Session open, high, low $2.55, $2.80, $1.78 Opening gap -70.69% Close inside the session range 0.37 of the range, where 1.00 is the high Session volume 741,394 shares, $1,601,337 Relative volume 27.2x the median of the 20 sessions before the pre-news close Baseline gap 4 calendar days from the pre-news close to the measured session
4	NBY	-63.91%	2024-07-26 against the close of 2024-07-25 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	NovaBay Pharmaceuticals Announces Pricing of $3.5 Million Underwritten Public Offering 07/26/2024 08:30 ET premarket	Day +1 -65.98% 2024-07-29 Day +5 -71.80% 2024-08-02 Best recovery within 5 -65.98% 2024-07-29 Five sessions later the drop was 12.3% bigger, at -71.80%. Month end -68.98% on 2024-07-31 This month ended before the fifth session after the move.
Close before and after $1.94 to $0.7002 as traded Session open, high, low $0.8100, $0.8799, $0.6895 Opening gap -58.25% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 4,273,769 shares, $2,992,493 Relative volume 63.5x 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
5	CNSP under $25M today	-60.58%	2024-07-30 against the close of 2024-07-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	CNS Pharmaceuticals Expands Pipeline with In-License of Late Stage, Novel Potential Blood Brain Barrier Permeable Abeotaxane for Treatment of Brain Malignancies 07/30/2024 07:00 ET premarket	Day +1 -69.54% 2024-07-31 Day +5 -83.52% 2024-08-06 Best recovery within 5 -69.54% 2024-07-31 Five sessions later the drop was 37.9% bigger, at -83.52%. Month end -69.54% on 2024-07-31 This month ended before the fifth session after the move.
Close before and after $624.00 to $246.00 split-adjusted Session open, high, low $508.20, $552.00, $180.06 Opening gap -18.56% Close inside the session range 0.18 of the range, where 1.00 is the high Session volume 77,773 shares, $19,132,158 Relative volume 116.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
6	SISI under $25M today More than one ranked move this month 2+ ranked moves	-60.35%	2024-07-12 against the close of 2024-07-11 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Shineco Announces Proposed Underwritten Public Offering 07/11/2024 16:45 ET after hours Shineco Announces Pricing of $2 Million Underwritten Public Offering 07/12/2024	Day +1 -53.77% 2024-07-15 Day +5 -55.66% 2024-07-19 Best recovery within 5 -48.58% 2024-07-16 7.8% of the drop was recovered five sessions later. Month end -72.88% on 2024-07-31
Close before and after $2,544.00 to $1,008.60 split-adjusted Session open, high, low $1,248.00, $1,260.00, $1,002.00 Opening gap -50.94% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 5,594 shares, $5,642,108 Relative volume 17.2x 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
7	IMNN under $25M today Also on the opposite board this month on both boards	-59.34%	2024-07-31 against the close of 2024-07-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	IMUNON Announces $10 Million Registered Direct Offering Priced At-The-Market under Nasdaq Rules 07/31/2024 08:00 ET premarket	Day +1 -59.64% 2024-08-01 Day +5 -67.77% 2024-08-07 Best recovery within 5 -59.64% 2024-08-01 Five sessions later the drop was 14.2% bigger, at -67.77%. Month end -59.34% on 2024-07-31 same session This month ended before the fifth session after the move.
Close before and after $43.31 to $17.61 split-adjusted Session open, high, low $22.56, $24.13, $15.91 Opening gap -47.89% Close inside the session range 0.21 of the range, where 1.00 is the high Session volume 1,246,333 shares, $21,946,055 Relative volume 635.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
8	AGEN release reads positive	-58.83%	2024-07-18 against the close of 2024-07-17 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 58.83%	Agenus Announces End-of-Phase-2 Meeting Outcomes and Topline Interim Phase 2 Data for BOT/BAL in MSS Colorectal Cancer 07/18/2024 07:00 ET premarket	Day +1 -66.22% 2024-07-19 Day +5 -66.36% 2024-07-25 Best recovery within 5 -61.03% 2024-07-23 Five sessions later the drop was 12.8% bigger, at -66.36%. Month end -65.93% on 2024-07-31
Close before and after $17.73 to $7.30 split-adjusted Session open, high, low $6.96, $8.70, $6.22 Opening gap -60.74% Close inside the session range 0.44 of the range, where 1.00 is the high Session volume 9,129,568 shares, $66,645,846 Relative volume 19.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
9	FGEN	-47.56%	2024-07-31 against the close of 2024-07-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	FibroGen Announces Topline Results from Two Late-Stage Pamrevlumab Pancreatic Cancer Studies and Provides Corporate Update 07/30/2024 16:05 ET after hours FibroGen to Report Second Quarter 2024 Financial Results 07/30/2024	Day +1 -54.37% 2024-08-01 Day +5 -55.34% 2024-08-07 Best recovery within 5 -54.37% 2024-08-01 Five sessions later the drop was 16.4% bigger, at -55.34%. Month end -47.56% on 2024-07-31 same session This month ended before the fifth session after the move.
Close before and after $25.75 to $13.50 as traded Session open, high, low $14.25, $15.00, $10.55 Opening gap -44.67% Close inside the session range 0.66 of the range, where 1.00 is the high Session volume 659,115 shares, $8,899,700 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
10	SISI under $25M today More than one ranked move this month release reads positive 2+ ranked moves	-44.79%	2024-07-10 against the close of 2024-07-09 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 44.79%	Shineco Announces New Distribution Agreements for over $30 Million in Sales for its New Health Food Beverage 07/10/2024 09:00 ET premarket	Day +1 -52.99% 2024-07-11 Day +5 -77.61% 2024-07-17 Best recovery within 5 -52.99% 2024-07-11 Five sessions later the drop was 73.3% bigger, at -77.61%. Month end -87.25% on 2024-07-31
Close before and after $5,412.00 to $2,988.00 split-adjusted Session open, high, low $4,560.00, $4,788.00, $2,796.12 Opening gap -15.74% Close inside the session range 0.10 of the range, where 1.00 is the high Session volume 1,328 shares, $3,968,064 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
11	CGTX	-43.88%	2024-07-29 against the close of 2024-07-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Cognition Therapeutics’ Proof-of-Concept Phase 2 SHINE Trial Demonstrates Consistent Improvement in Cognitive Outcomes with Once-Daily Oral CT1812 in Mild-to-Moderate Alzheimer’s Patients 07/29/2024 07:00 ET premarket Cognition Therapeutics to Host Investor Webcast to Discuss Results from Proof-of-Concept Phase 2 SHINE Study of CT1812 in Mild-to-Moderate Alzheimer’s Disease at 8:30am ET on Monday July 29, 2024 07/26/2024	Day +1 -53.59% 2024-07-30 Day +5 -72.32% 2024-08-05 Best recovery within 5 -53.59% 2024-07-30 Five sessions later the drop was 64.8% bigger, at -72.32%. Month end -57.81% on 2024-07-31 This month ended before the fifth session after the move.
Close before and after $2.37 to $1.33 split-adjusted Session open, high, low $2.05, $2.05, $1.30 Opening gap -13.50% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 26,486,449 shares, $35,226,977 Relative volume 256.1x 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
12	DXCM	-40.66%	2024-07-26 against the close of 2024-07-25 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Buyback / Dividend	Dexcom Reports Second Quarter 2024 Financial Results, Updates Guidance, and Announces $750 Million Share Repurchase Program 07/25/2024 16:03 ET after hours	Day +1 -37.43% 2024-07-29 Day +5 -32.96% 2024-08-02 Best recovery within 5 -32.96% 2024-08-02 18.9% of the drop was recovered five sessions later. Month end -37.12% on 2024-07-31 This month ended before the fifth session after the move.
Close before and after $107.85 to $64.00 split-adjusted Session open, high, low $66.00, $67.44, $62.34 Opening gap -38.80% Close inside the session range 0.33 of the range, where 1.00 is the high Session volume 53,914,127 shares, $3,450,504,128 Relative volume 23.6x 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	KDLY	-38.82%	2024-07-25 against the close of 2024-07-24 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	KindlyMD(TM) Submits Comment to the Department of Justice Regarding Cannabis Rescheduling 07/25/2024 08:00 ET premarket	Day +1 -44.10% 2024-07-26 Day +5 -48.14% 2024-08-01 Best recovery within 5 -44.10% 2024-07-26 Five sessions later the drop was 24.0% bigger, at -48.14%. Month end -46.58% on 2024-07-31 This month ended before the fifth session after the move.
Close before and after $3.22 to $1.97 as traded Session open, high, low $3.30, $3.48, $1.90 Opening gap +2.48% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 860,514 shares, $1,695,213 Relative volume 25.0x 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
14	ICU under $25M today	-37.92%	2024-07-10 against the close of 2024-07-09 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	SeaStar Medical Announces $10 Million Registered Direct Offering Priced At-the-Market Under Nasdaq Rules 07/10/2024 09:00 ET premarket	Day +1 -41.08% 2024-07-11 Day +5 -40.23% 2024-07-17 Best recovery within 5 -33.85% 2024-07-12 Five sessions later the drop was 6.1% bigger, at -40.23%. Month end -32.31% on 2024-07-31
Close before and after $130.00 to $80.70 split-adjusted Session open, high, low $92.80, $96.80, $77.00 Opening gap -28.62% Close inside the session range 0.19 of the range, where 1.00 is the high Session volume 111,677 shares, $9,012,334 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
15	MXL	-37.10%	2024-07-25 against the close of 2024-07-24 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	MaxLinear, Inc. Announces Second Quarter 2024 Financial Results 07/24/2024 16:05 ET after hours	Day +1 -42.69% 2024-07-26 Day +5 -39.61% 2024-08-01 Best recovery within 5 -36.56% 2024-07-31 Five sessions later the drop was 6.8% bigger, at -39.61%. Month end -36.56% on 2024-07-31 This month ended before the fifth session after the move.
Close before and after $22.29 to $14.02 split-adjusted Session open, high, low $16.02, $16.66, $14.00 Opening gap -28.13% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 7,732,615 shares, $108,411,262 Relative volume 11.4x 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
16	LITM	-35.95%	2024-07-24 against the close of 2024-07-23 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Snow Lake Provides an Update on the Black Lake Uranium Project 07/24/2024 07:00 ET premarket	Day +1 -42.15% 2024-07-25 Day +5 -40.29% 2024-07-31 Best recovery within 5 -29.75% 2024-07-29 Five sessions later the drop was 12.1% bigger, at -40.29%. Month end -40.29% on 2024-07-31
Close before and after $12.58 to $8.06 as traded Session open, high, low $14.82, $15.47, $8.06 Opening gap +17.77% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 443,185 shares, $3,572,071 Relative volume 248.8x 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
17	RNAC	-35.02%	2024-07-02 against the close of 2024-07-01 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Cartesian Therapeutics Announces Positive Topline Results from Phase 2b Trial of Descartes-08 in Patients with Myasthenia Gravis 07/02/2024 06:30 ET premarket Cartesian Therapeutics Announces $130 Million Private Placement Equity Financing 07/02/2024 Cartesian Therapeutics Announces First Patient Dosed in Phase 2 Trial of Descartes-08 in Systematic Lupus Erythematosus 07/02/2024	Day +1 -27.40% 2024-07-03 Day +5 -30.28% 2024-07-10 Best recovery within 5 -27.40% 2024-07-03 13.5% of the drop was recovered five sessions later. Month end -32.84% on 2024-07-31
Close before and after $24.27 to $15.77 split-adjusted Session open, high, low $17.97, $19.42, $15.53 Opening gap -25.96% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 1,449,046 shares, $22,851,455 Relative volume 15.1x 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
18	SYT	-34.87%	2024-07-08 against the close of 2024-07-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	SYLA Technologies FY24 2nd Quarter Investor Update 07/08/2024 10:09 ET intraday	Day +1 -40.13% 2024-07-09 Day +5 -33.88% 2024-07-15 Best recovery within 5 -31.58% 2024-07-12 2.8% of the drop was recovered five sessions later. Month end -45.72% on 2024-07-31
Close before and after $3.04 to $1.98 as traded Session open, high, low $2.72, $2.95, $1.98 Opening gap -10.53% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 534,242 shares, $1,057,799 Relative volume 148.2x 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
19	INDV	-33.57%	2024-07-09 against the close of 2024-07-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Indivior Provides Business Update; Conference Call at 8:00 AM U.S. EDT 07/09/2024 02:00 ET premarket	Day +1 -31.49% 2024-07-10 Day +5 -32.79% 2024-07-16 Best recovery within 5 -26.14% 2024-07-11 2.3% of the drop was recovered five sessions later. Month end -10.37% on 2024-07-31
Close before and after $15.34 to $10.19 split-adjusted Session open, high, low $9.24, $10.37, $9.14 Opening gap -39.77% Close inside the session range 0.85 of the range, where 1.00 is the high Session volume 2,946,059 shares, $30,020,341 Relative volume 32.4x 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
20	SLGL	-32.85%	2024-07-25 against the close of 2024-07-24 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Sol-Gel Announces the Signing of Six Exclusive License Agreements to Commercialize TWYNEO® and EPSOLAY® in Europe and South Africa 07/25/2024 07:00 ET premarket	Day +1 -25.22% 2024-07-26 Day +5 -37.73% 2024-08-01 Best recovery within 5 -25.22% 2024-07-26 Five sessions later the drop was 14.9% bigger, at -37.73%. Month end -36.57% on 2024-07-31 This month ended before the fifth session after the move.
Close before and after $6.70 to $4.50 split-adjusted Session open, high, low $6.00, $6.35, $4.17 Opening gap -10.45% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 1,503,343 shares, $6,763,540 Relative volume 608.1x 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
21	PEPG	-32.69%	2024-07-31 against the close of 2024-07-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	PepGen Announces Positive Data from Low-Dose Cohort of PGN-EDO51 in Ongoing CONNECT1-EDO51 Phase 2 Clinical Trial for Treatment of Duchenne Muscular Dystrophy 07/30/2024 16:02 ET after hours	Day +1 -40.69% 2024-08-01 Day +5 -47.70% 2024-08-07 Best recovery within 5 -40.69% 2024-08-01 Five sessions later the drop was 45.9% bigger, at -47.70%. Month end -32.69% on 2024-07-31 same session This month ended before the fifth session after the move.
Close before and after $16.98 to $11.43 split-adjusted Session open, high, low $10.26, $12.47, $8.00 Opening gap -39.58% Close inside the session range 0.77 of the range, where 1.00 is the high Session volume 1,560,327 shares, $17,834,538 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
22	FDMT	-31.96%	2024-07-17 against the close of 2024-07-16 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	4DMT Announces Positive Phase 2 PRISM Interim Results for Intravitreal 4D-150 in a Broad Wet AMD Population Affirming Favorable Safety Profile and Robust Clinical Activity 07/17/2024 05:00 ET premarket	Day +1 -43.40% 2024-07-18 Day +5 -32.93% 2024-07-24 Best recovery within 5 -32.93% 2024-07-23 Five sessions later the drop was 3.0% bigger, at -32.93%. Month end -33.72% on 2024-07-31
Close before and after $26.75 to $18.20 split-adjusted Session open, high, low $28.89, $28.93, $16.70 Opening gap +8.00% Close inside the session range 0.12 of the range, where 1.00 is the high Session volume 6,367,562 shares, $115,889,628 Relative volume 14.9x 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
23	AMIX under $25M today Also on the opposite board this month release reads positive on both boards	-31.76%	2024-07-03 against the close of 2024-07-02 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 31.76%	Autonomix Medical, Inc. (NASDAQ: AMIX) Reviews Positive Results Seen in Pancreatic Cancer Pain Trial in Virtual Investor “What This Means” Segment 07/03/2024 09:00 ET premarket	Day +1 -31.91% 2024-07-05 Day +5 -38.30% 2024-07-11 Best recovery within 5 -31.91% 2024-07-05 Five sessions later the drop was 20.6% bigger, at -38.30%. Month end +11.70% on 2024-07-31
Close before and after $394.80 to $269.43 split-adjusted Session open, high, low $537.60, $583.80, $236.46 Opening gap +36.17% Close inside the session range 0.09 of the range, where 1.00 is the high Session volume 46,652 shares, $12,569,448 Relative volume 162.6x 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
24	EW	-31.34%	2024-07-25 against the close of 2024-07-24 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	M&A / Acquisition	Edwards Lifesciences Expands Structural Heart Portfolio With Acquisitions of JenaValve and Endotronix 07/24/2024 16:15 ET after hours Edwards Lifesciences Reports Second Quarter Results 07/24/2024	Day +1 -28.27% 2024-07-26 Day +5 -28.86% 2024-08-01 Best recovery within 5 -26.69% 2024-07-29 7.9% of the drop was recovered five sessions later. Month end -27.49% on 2024-07-31 This month ended before the fifth session after the move.
Close before and after $86.95 to $59.70 split-adjusted Session open, high, low $64.01, $67.80, $58.93 Opening gap -26.38% Close inside the session range 0.09 of the range, where 1.00 is the high Session volume 45,982,108 shares, $2,745,131,848 Relative volume 16.4x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
25	LESL under $25M today	-30.64%	2024-07-18 against the close of 2024-07-17 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Leslie’s, Inc. Announces Preliminary Third Quarter Fiscal 2024 Financial Results and Provides Updated Full-Year Outlook 07/17/2024 16:05 ET after hours	Day +1 -34.19% 2024-07-19 Day +5 -29.90% 2024-07-25 Best recovery within 5 -27.94% 2024-07-22 2.4% of the drop was recovered five sessions later. Month end -27.70% on 2024-07-31
Close before and after $81.60 to $56.60 split-adjusted Session open, high, low $63.20, $69.20, $48.40 Opening gap -22.55% Close inside the session range 0.39 of the range, where 1.00 is the high Session volume 1,440,945 shares, $81,557,487 Relative volume 6.4x 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
26	ARDX	-30.25%	2024-07-02 against the close of 2024-07-01 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	To Preserve Patient Access to XPHOZAH®, Ardelyx Chooses Not to File for TDAPA 07/02/2024 07:00 ET premarket	Day +1 -29.72% 2024-07-03 Day +5 -26.55% 2024-07-10 Best recovery within 5 -26.55% 2024-07-09 12.2% of the drop was recovered five sessions later. Month end -26.68% on 2024-07-31
Close before and after $7.57 to $5.28 split-adjusted Session open, high, low $6.25, $6.47, $5.07 Opening gap -17.44% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 22,665,120 shares, $119,671,834 Relative volume 6.2x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
27	DTSS under $25M today	-29.96%	2024-07-02 against the close of 2024-07-01 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Datasea Announces Pricing of $2.25 Million Registered Direct Offering 07/02/2024 08:30 ET premarket	Day +1 -36.84% 2024-07-03 Day +5 -42.31% 2024-07-10 Best recovery within 5 -36.84% 2024-07-03 Five sessions later the drop was 41.2% bigger, at -42.31%. Month end -51.01% on 2024-07-31
Close before and after $4.94 to $3.46 split-adjusted Session open, high, low $3.36, $3.75, $3.11 Opening gap -31.98% Close inside the session range 0.55 of the range, where 1.00 is the high Session volume 1,151,959 shares, $3,985,778 Relative volume 71.6x 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
28	ZENV under $25M today	-29.82%	2024-07-15 against the close of 2024-07-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	ZENVIA Reports Q1 2024 Results 07/15/2024 09:20 ET premarket	Day +1 -12.28% 2024-07-16 Day +5 -13.16% 2024-07-22 Best recovery within 5 -10.96% 2024-07-18 55.9% of the drop was recovered five sessions later. Month end -16.67% on 2024-07-31
Close before and after $2.28 to $1.60 as traded Session open, high, low $2.23, $2.27, $1.55 Opening gap -2.19% Close inside the session range 0.07 of the range, where 1.00 is the high Session volume 658,264 shares, $1,053,222 Relative volume 20.7x 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
29	AVDX	-29.72%	2024-07-31 against the close of 2024-07-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	AvidXchange Announces Second Quarter 2024 Financial Results 07/31/2024 06:45 ET premarket	Day +1 -35.14% 2024-08-01 Day +5 -40.49% 2024-08-07 Best recovery within 5 -35.14% 2024-08-01 Five sessions later the drop was 36.2% bigger, at -40.49%. Month end -29.72% on 2024-07-31 same session This month ended before the fifth session after the move.
Close before and after $12.72 to $8.94 as traded Session open, high, low $11.22, $11.22, $8.78 Opening gap -11.79% Close inside the session range 0.07 of the range, where 1.00 is the high Session volume 18,882,028 shares, $168,805,330 Relative volume 11.2x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
30	RMNI	-29.52%	2024-07-31 against the close of 2024-07-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Rimini Street Announces Fiscal Second Quarter 2024 Financial and Operating Results 07/31/2024 07:05 ET premarket	Day +1 -34.92% 2024-08-01 Day +5 -48.57% 2024-08-07 Best recovery within 5 -34.92% 2024-08-01 Five sessions later the drop was 64.5% bigger, at -48.57%. Month end -29.52% on 2024-07-31 same session This month ended before the fifth session after the move.
Close before and after $3.15 to $2.22 split-adjusted Session open, high, low $2.71, $2.78, $2.21 Opening gap -13.97% Close inside the session range 0.02 of the range, where 1.00 is the high Session volume 1,057,818 shares, $2,348,356 Relative volume 7.9x 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
31	SAVA release reads positive	-29.27%	2024-07-17 against the close of 2024-07-16 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 29.27%	Cassava Sciences Announces Changes in Executive Leadership, Enhanced Corporate Governance and Other Initiatives 07/17/2024 08:00 ET premarket	Day +1 -24.76% 2024-07-18 Day +5 -13.45% 2024-07-24 Best recovery within 5 -5.17% 2024-07-22 54.0% of the drop was recovered five sessions later. Month end +64.23% on 2024-07-31
Close before and after $13.53 to $9.57 as traded Session open, high, low $9.85, $10.60, $8.85 Opening gap -27.20% Close inside the session range 0.41 of the range, where 1.00 is the high Session volume 16,090,577 shares, $153,986,822 Relative volume 9.1x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
32	EKSO	-28.62%	2024-07-30 against the close of 2024-07-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Ekso Bionics Reports Record Quarterly Sales of $5.0 Million in Second Quarter 2024 07/29/2024 16:05 ET after hours	Day +1 -29.29% 2024-07-31 Day +5 -28.62% 2024-08-06 Best recovery within 5 -28.62% 2024-08-06 0.0% of the drop was recovered five sessions later. Month end -29.29% on 2024-07-31 This month ended before the fifth session after the move.
Close before and after $22.28 to $15.90 as traded Session open, high, low $18.60, $18.75, $15.30 Opening gap -16.50% Close inside the session range 0.17 of the range, where 1.00 is the high Session volume 47,448 shares, $754,423 Relative volume 23.1x 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
33	MGNX	-28.38%	2024-07-31 against the close of 2024-07-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership catalyst from a later release the same session	MacroGenics Provides Vobramitamab Duocarmazine Update 07/30/2024 16:10 ET after hours MacroGenics Announces Achievement of $100 Million in Milestones Related to Retifanlimab Collaboration with Incyte 07/30/2024	Day +1 -23.81% 2024-08-01 Day +5 -35.62% 2024-08-07 Best recovery within 5 -23.81% 2024-08-01 Five sessions later the drop was 25.5% bigger, at -35.62%. Month end -28.38% on 2024-07-31 same session This month ended before the fifth session after the move.
Close before and after $5.25 to $3.76 split-adjusted Session open, high, low $3.68, $4.07, $3.57 Opening gap -29.90% Close inside the session range 0.38 of the range, where 1.00 is the high Session volume 5,386,409 shares, $20,252,898 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
34	ORN	-28.35%	2024-07-25 against the close of 2024-07-24 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Orion Group Holdings Reports Second Quarter 2024 Results 07/24/2024 17:26 ET after hours	Day +1 -22.64% 2024-07-26 Day +5 -29.44% 2024-08-01 Best recovery within 5 -22.64% 2024-07-26 Five sessions later the drop was 3.8% bigger, at -29.44%. Month end -25.63% on 2024-07-31 This month ended before the fifth session after the move.
Close before and after $11.04 to $7.91 split-adjusted Session open, high, low $8.74, $9.08, $7.67 Opening gap -20.83% Close inside the session range 0.17 of the range, where 1.00 is the high Session volume 2,099,045 shares, $16,603,446 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
35	LW	-28.24%	2024-07-24 against the close of 2024-07-23 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Lamb Weston Reports Fiscal Fourth Quarter and Full Year 2024 Results; Provides Fiscal Year 2025 Outlook 07/24/2024 08:30 ET premarket	Day +1 -32.57% 2024-07-25 Day +5 -23.66% 2024-07-31 Best recovery within 5 -23.66% 2024-07-31 16.2% of the drop was recovered five sessions later. Month end -23.66% on 2024-07-31
Close before and after $78.62 to $56.42 split-adjusted Session open, high, low $59.12, $64.16, $56.23 Opening gap -24.81% Close inside the session range 0.02 of the range, where 1.00 is the high Session volume 22,845,179 shares, $1,288,924,999 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
36	HELE	-27.73%	2024-07-09 against the close of 2024-07-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Helen of Troy Limited Reports First Quarter Fiscal 2025 Results 07/09/2024 06:45 ET premarket	Day +1 -30.61% 2024-07-10 Day +5 -31.38% 2024-07-16 Best recovery within 5 -27.56% 2024-07-11 Five sessions later the drop was 13.2% bigger, at -31.38%. Month end -33.59% on 2024-07-31
Close before and after $89.01 to $64.33 split-adjusted Session open, high, low $61.79, $65.91, $60.00 Opening gap -30.58% Close inside the session range 0.73 of the range, where 1.00 is the high Session volume 5,468,140 shares, $351,765,446 Relative volume 28.7x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
37	POAI under $25M today Also on the opposite board this month on both boards	-26.20%	2024-07-26 against the close of 2024-07-25 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Predictive Oncology Announces Exercise of Warrants for $1.26 Million Gross Proceeds 07/26/2024 08:00 ET premarket	Day +1 -30.48% 2024-07-29 Day +5 -44.39% 2024-08-02 Best recovery within 5 -30.48% 2024-07-29 Five sessions later the drop was 69.4% bigger, at -44.39%. Month end -39.57% on 2024-07-31 This month ended before the fifth session after the move.
Close before and after $1.87 to $1.38 as traded Session open, high, low $1.48, $1.55, $1.21 Opening gap -20.86% Close inside the session range 0.51 of the range, where 1.00 is the high Session volume 6,015,388 shares, $8,301,235 Relative volume 131.5x 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
38	LXEO	-26.08%	2024-07-15 against the close of 2024-07-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Lexeo Therapeutics Announces Positive Interim Phase 1/2 Clinical Data of LX2006 for the Treatment of Friedreich Ataxia Cardiomyopathy 07/15/2024 06:00 ET premarket	Day +1 -28.18% 2024-07-16 Day +5 -34.43% 2024-07-22 Best recovery within 5 -28.18% 2024-07-16 Five sessions later the drop was 32.0% bigger, at -34.43%. Month end -28.69% on 2024-07-31
Close before and after $17.60 to $13.01 split-adjusted Session open, high, low $14.09, $15.31, $12.16 Opening gap -19.94% Close inside the session range 0.27 of the range, where 1.00 is the high Session volume 2,301,334 shares, $29,940,355 Relative volume 10.8x 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
39	OPTT Also on the opposite board this month on both boards	-25.71%	2024-07-26 against the close of 2024-07-25 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Ocean Power Technologies, Inc. Announces Fourth Quarter and Full Year Fiscal 2024 Results 07/25/2024 16:15 ET after hours	Day +1 -43.88% 2024-07-29 Day +5 -51.47% 2024-08-02 Best recovery within 5 -43.37% 2024-07-30 Five sessions later the drop was 100.2% bigger, at -51.47%. Month end -47.54% on 2024-07-31 This month ended before the fifth session after the move.
Close before and after $0.4150 to $0.3083 split-adjusted Session open, high, low $0.3753, $0.3753, $0.2910 Opening gap -9.57% Close inside the session range 0.21 of the range, where 1.00 is the high Session volume 12,688,217 shares, $3,911,777 Relative volume 0.4x 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
40	NIPG release reads positive	-25.45%	2024-07-30 against the close of 2024-07-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Uplisting / Compliance Release reads positive, stock fell 25.45%	NIP Group Inc. Announces Closing of its Initial Public Offering and Partial Exercise of Underwriters' Option to Purchase Additional ADSs 07/29/2024 16:30 ET after hours	Day +1 -34.48% 2024-07-31 Day +5 -44.55% 2024-08-06 Best recovery within 5 -33.94% 2024-08-01 Five sessions later the drop was 75.0% bigger, at -44.55%. Month end -34.48% on 2024-07-31 This month ended before the fifth session after the move.
Close before and after $495.00 to $369.00 split-adjusted Session open, high, low $466.50, $532.80, $323.40 Opening gap -5.76% Close inside the session range 0.22 of the range, where 1.00 is the high Session volume 84,311 shares, $31,110,759 Baseline gap 1 calendar day from the pre-news close to the measured session
41	LZ	-25.35%	2024-07-10 against the close of 2024-07-09 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Leadership Change	LegalZoom Announces Leadership Transition 07/09/2024 16:35 ET after hours	Day +1 -24.20% 2024-07-11 Day +5 -17.58% 2024-07-17 Best recovery within 5 -17.07% 2024-07-16 30.7% of the drop was recovered five sessions later. Month end -14.90% on 2024-07-31
Close before and after $7.85 to $5.86 split-adjusted Session open, high, low $5.33, $6.16, $5.33 Opening gap -32.10% Close inside the session range 0.64 of the range, where 1.00 is the high Session volume 17,229,747 shares, $100,966,317 Relative volume 11.5x 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
42	BGFV	-25.18%	2024-07-31 against the close of 2024-07-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Big 5 Sporting Goods Corporation Announces Fiscal 2024 Second Quarter Results 07/30/2024 16:01 ET after hours	Day +1 -34.12% 2024-08-01 Day +5 -45.80% 2024-08-07 Best recovery within 5 -33.58% 2024-08-02 Five sessions later the drop was 81.9% bigger, at -45.80%. Month end -25.18% on 2024-07-31 same session This month ended before the fifth session after the move.
Close before and after $2.74 to $2.05 as traded Session open, high, low $2.32, $2.52, $1.80 Opening gap -15.33% Close inside the session range 0.35 of the range, where 1.00 is the high Session volume 3,133,614 shares, $6,423,909 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
43	FIVE	-25.05%	2024-07-17 against the close of 2024-07-16 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Five Below, Inc. Announces CEO Transition 07/16/2024 16:01 ET after hours	Day +1 -25.79% 2024-07-18 Day +5 -28.48% 2024-07-24 Best recovery within 5 -22.73% 2024-07-22 Five sessions later the drop was 13.7% bigger, at -28.48%. Month end -28.74% on 2024-07-31
Close before and after $102.07 to $76.50 split-adjusted Session open, high, low $86.32, $89.00, $76.16 Opening gap -15.43% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 15,620,918 shares, $1,195,000,227 Relative volume 12.8x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
44	VTVT	-24.53%	2024-07-29 against the close of 2024-07-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	vTv Therapeutics Announces Cadisegliatin Program for Type 1 Diabetes Placed on Clinical Hold 07/26/2024 16:05 ET after hours	Day +1 -23.07% 2024-07-30 Day +5 -31.46% 2024-08-05 Best recovery within 5 -23.07% 2024-07-30 Five sessions later the drop was 28.3% bigger, at -31.46%. Month end -31.60% on 2024-07-31 This month ended before the fifth session after the move.
Close before and after $21.20 to $16.00 split-adjusted Session open, high, low $12.73, $16.50, $12.12 Opening gap -39.95% Close inside the session range 0.89 of the range, where 1.00 is the high Session volume 134,930 shares, $2,158,880 Relative volume 6.6x 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	GLYC under $25M today	-24.20%	2024-07-25 against the close of 2024-07-24 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	GlycoMimetics Announces Strategic Review and Corporate Restructuring Plan 07/25/2024 09:00 ET premarket	Day +1 -22.27% 2024-07-26 Day +5 -30.39% 2024-08-01 Best recovery within 5 -22.27% 2024-07-26 Five sessions later the drop was 25.6% bigger, at -30.39%. Month end -30.07% on 2024-07-31 This month ended before the fifth session after the move.
Close before and after $31.03 to $23.52 as traded Session open, high, low $24.55, $25.50, $20.22 Opening gap -20.88% Close inside the session range 0.63 of the range, where 1.00 is the high Session volume 61,978 shares, $1,457,723 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
46	FFWM	-23.90%	2024-07-03 against the close of 2024-07-02 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings catalyst from a later release the same session	First Foundation Inc. Announces Over $225 Million Equity Investment Anchored by Fortress Investment Group, Canyon Partners, Strategic Value Bank Partners, and North Reef Capital 07/02/2024 16:17 ET after hours First Foundation Inc. Announces Second Quarter 2024 Earnings Conference Call Details 07/03/2024	Day +1 -23.59% 2024-07-05 Day +5 -9.13% 2024-07-11 Best recovery within 5 -9.13% 2024-07-11 61.8% of the drop was recovered five sessions later. Month end +6.54% on 2024-07-31
Close before and after $6.57 to $5.00 as traded Session open, high, low $5.05, $5.76, $4.84 Opening gap -23.14% Close inside the session range 0.17 of the range, where 1.00 is the high Session volume 3,152,747 shares, $15,763,735 Relative volume 7.1x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
47	MICS under $25M today	-23.65%	2024-07-23 against the close of 2024-07-22 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Singing Machine Launches Official TikTok Shop 07/23/2024 07:00 ET premarket	Day +1 -27.06% 2024-07-24 Day +5 -30.78% 2024-07-30 Best recovery within 5 -27.06% 2024-07-24 Five sessions later the drop was 30.1% bigger, at -30.78%. Month end -36.17% on 2024-07-31
Close before and after $0.8225 to $0.6280 as traded Session open, high, low $0.7860, $0.8329, $0.5553 Opening gap -4.44% Close inside the session range 0.26 of the range, where 1.00 is the high Session volume 2,158,512 shares, $1,355,546 Relative volume 16.4x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
48	SYM	-23.52%	2024-07-30 against the close of 2024-07-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Symbotic Reports Third Quarter Fiscal Year 2024 Results 07/29/2024 16:01 ET after hours	Day +1 -24.75% 2024-07-31 Day +5 -35.67% 2024-08-06 Best recovery within 5 -24.75% 2024-07-31 Five sessions later the drop was 51.7% bigger, at -35.67%. Month end -24.75% on 2024-07-31 This month ended before the fifth session after the move.
Close before and after $35.63 to $27.25 split-adjusted Session open, high, low $26.50, $31.85, $26.02 Opening gap -25.62% Close inside the session range 0.21 of the range, where 1.00 is the high Session volume 8,260,638 shares, $225,102,386 Relative volume 7.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
49	BHC	-23.25%	2024-07-24 against the close of 2024-07-23 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	No Stated Cause	Bausch Health Responds to Market Rumors 07/24/2024 12:50 ET intraday	Day +1 -22.32% 2024-07-25 Day +5 -20.34% 2024-07-31 Best recovery within 5 -20.34% 2024-07-31 12.5% of the drop was recovered five sessions later. Month end -20.34% on 2024-07-31
Close before and after $7.57 to $5.81 split-adjusted Session open, high, low $7.53, $7.58, $3.96 Opening gap -0.53% Close inside the session range 0.51 of the range, where 1.00 is the high Session volume 63,028,544 shares, $366,195,841 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
50	PMNT under $25M today	-22.79%	2024-07-02 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	Perfect Moment Reports Fiscal 2024 Results 07/01/2024 16:15 ET after hours	Day +1 -22.79% 2024-07-03 Day +5 -26.05% 2024-07-10 Best recovery within 5 -18.60% 2024-07-08 Five sessions later the drop was 14.3% bigger, at -26.05%. Month end -5.12% on 2024-07-31
Close before and after $2.15 to $1.66 split-adjusted Session open, high, low $1.75, $1.75, $1.55 Opening gap -18.60% Close inside the session range 0.55 of the range, where 1.00 is the high Session volume 46,763 shares, $77,627 Relative volume 32.9x the median of the 20 sessions before the pre-news close Baseline gap 5 calendar days from the pre-news close to the measured session
51	VTYX	-22.71%	2024-07-29 against the close of 2024-07-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Ventyx Biosciences Announces Results from the Phase 2 Trial of VTX958 in Participants with Moderately to Severely Active Crohn’s Disease 07/29/2024 08:00 ET premarket	Day +1 -22.03% 2024-07-30 Day +5 -31.53% 2024-08-05 Best recovery within 5 -21.36% 2024-07-31 Five sessions later the drop was 38.8% bigger, at -31.53%. Month end -21.36% on 2024-07-31 This month ended before the fifth session after the move.
Close before and after $2.95 to $2.28 as traded Session open, high, low $2.42, $2.58, $2.12 Opening gap -17.97% Close inside the session range 0.35 of the range, where 1.00 is the high Session volume 4,127,659 shares, $9,411,063 Relative volume 5.2x 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
52	WETH under $25M today	-22.47%	2024-07-08 against the close of 2024-07-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Buyback / Dividend	Wetouch Technologies Inc. Announces $15 Million Stock Buyback Program 07/08/2024 09:30 ET intraday	Day +1 -34.49% 2024-07-09 Day +5 -29.11% 2024-07-15 Best recovery within 5 -29.11% 2024-07-15 Five sessions later the drop was 29.6% bigger, at -29.11%. Month end -45.57% on 2024-07-31
Close before and after $3.16 to $2.45 split-adjusted Session open, high, low $3.29, $3.62, $2.11 Opening gap +4.11% Close inside the session range 0.23 of the range, where 1.00 is the high Session volume 518,663 shares, $1,270,724 Relative volume 5.5x 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
53	CTRI	-22.37%	2024-07-29 against the close of 2024-07-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Centuri Reports Second Quarter 2024 Results, Initiates 2024 Guidance 07/29/2024 08:00 ET premarket	Day +1 -22.07% 2024-07-30 Day +5 -24.69% 2024-08-05 Best recovery within 5 -18.47% 2024-07-31 Five sessions later the drop was 10.4% bigger, at -24.69%. Month end -18.47% on 2024-07-31 This month ended before the fifth session after the move.
Close before and after $20.25 to $15.72 split-adjusted Session open, high, low $17.82, $18.03, $14.74 Opening gap -12.00% Close inside the session range 0.30 of the range, where 1.00 is the high Session volume 2,497,693 shares, $39,263,734 Relative volume 4.2x 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
54	HRTX	-21.04%	2024-07-02 against the close of 2024-07-01 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Heron Therapeutics Announces Acceptance of the Prior Approval Supplement Application for ZYNRELEF® Vial Access Needle ("VAN") 07/02/2024 08:00 ET premarket	Day +1 -20.17% 2024-07-03 Day +5 -12.39% 2024-07-10 Best recovery within 5 -12.39% 2024-07-10 41.1% of the drop was recovered five sessions later. Month end -14.41% on 2024-07-31
Close before and after $3.47 to $2.74 split-adjusted Session open, high, low $3.45, $3.47, $2.71 Opening gap -0.58% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 7,518,647 shares, $20,601,093 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
55	CHCT	-20.90%	2024-07-31 against the close of 2024-07-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Community Healthcare Trust Announces Results for the Three Months Ended June 30, 2024 07/30/2024 16:30 ET after hours	Day +1 -25.63% 2024-08-01 Day +5 -30.93% 2024-08-07 Best recovery within 5 -25.63% 2024-08-01 Five sessions later the drop was 48.0% bigger, at -30.93%. Month end -20.90% on 2024-07-31 same session This month ended before the fifth session after the move.
Close before and after $27.51 to $21.76 split-adjusted Session open, high, low $25.00, $25.00, $21.38 Opening gap -9.12% Close inside the session range 0.11 of the range, where 1.00 is the high Session volume 1,147,757 shares, $24,975,192 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
56	PMN More than one ranked move this month 2+ ranked moves	-20.70%	2024-07-26 against the close of 2024-07-25 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	ProMIS Neurosciences Announces Up to $122.7 Million Private Placement Financing 07/26/2024 08:30 ET premarket ProMIS Neurosciences Reports Positive Top-Line Data from its Phase 1a Alzheimer's Trial 07/26/2024	Day +1 -17.73% 2024-07-29 Day +5 -34.08% 2024-08-02 Best recovery within 5 -17.73% 2024-07-29 Five sessions later the drop was 64.6% bigger, at -34.08%. Month end -28.88% on 2024-07-31 This month ended before the fifth session after the move.
Close before and after $50.44 to $40.00 split-adjusted Session open, high, low $47.25, $51.25, $33.75 Opening gap -6.33% Close inside the session range 0.36 of the range, where 1.00 is the high Session volume 267,844 shares, $10,713,760 Relative volume 909.5x 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
57	OCTO	-20.66%	2024-07-23 against the close of 2024-07-22 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Eightco Achieves Revenues of $100mn in Mobile Phone Business 07/23/2024 09:00 ET premarket	Day +1 -27.80% 2024-07-24 Day +5 -31.02% 2024-07-30 Best recovery within 5 -25.46% 2024-07-26 Five sessions later the drop was 50.1% bigger, at -31.02%. Month end -36.78% on 2024-07-31
Close before and after $2.59 to $2.06 as traded Session open, high, low $2.85, $2.85, $1.70 Opening gap +9.85% Close inside the session range 0.31 of the range, where 1.00 is the high Session volume 1,111,804 shares, $2,284,757 Relative volume 53.3x 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
58	SAGE	-20.64%	2024-07-24 against the close of 2024-07-23 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Sage Therapeutics and Biogen Announce Topline Results from Phase 2 KINETIC 2 Study of SAGE-324 (BIIB124) for the Treatment of Essential Tremor 07/24/2024 06:30 ET premarket	Day +1 -19.95% 2024-07-25 Day +5 -16.28% 2024-07-31 Best recovery within 5 -15.98% 2024-07-26 21.1% of the drop was recovered five sessions later. Month end -16.28% on 2024-07-31
Close before and after $13.08 to $10.38 as traded Session open, high, low $10.08, $11.09, $9.81 Opening gap -22.94% Close inside the session range 0.45 of the range, where 1.00 is the high Session volume 2,619,848 shares, $27,194,022 Relative volume 3.2x 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
59	LMND	-20.33%	2024-07-31 against the close of 2024-07-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Lemonade Announces Second Quarter 2024 Financial Results 07/30/2024 16:30 ET after hours	Day +1 -23.55% 2024-08-01 Day +5 -32.21% 2024-08-07 Best recovery within 5 -23.55% 2024-08-01 Five sessions later the drop was 58.4% bigger, at -32.21%. Month end -20.33% on 2024-07-31 same session This month ended before the fifth session after the move.
Close before and after $22.63 to $18.03 split-adjusted Session open, high, low $20.20, $20.27, $17.98 Opening gap -10.74% Close inside the session range 0.02 of the range, where 1.00 is the high Session volume 6,248,303 shares, $112,656,903 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
60	ABVE under $25M today	-20.22%	2024-07-26 against the close of 2024-07-25 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Above Food Provides Business Update 07/25/2024 16:05 ET after hours	Day +1 -21.86% 2024-07-29 Day +5 -14.32% 2024-08-02 Best recovery within 5 -14.32% 2024-08-02 29.2% of the drop was recovered five sessions later. Month end -33.33% on 2024-07-31 This month ended before the fifth session after the move.
Close before and after $1.83 to $1.46 as traded Session open, high, low $1.73, $1.75, $1.40 Opening gap -5.46% Close inside the session range 0.17 of the range, where 1.00 is the high Session volume 212,540 shares, $310,308 Baseline gap 1 calendar day from the pre-news close to the measured session
61	SCHL	-19.86%	2024-07-19 against the close of 2024-07-18 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Scholastic Reports Fourth Quarter and Fiscal 2024 Results 07/18/2024 16:01 ET after hours	Day +1 -18.68% 2024-07-22 Day +5 -13.62% 2024-07-26 Best recovery within 5 -13.62% 2024-07-26 31.4% of the drop was recovered five sessions later. Month end -14.31% on 2024-07-31
Close before and after $36.56 to $29.30 split-adjusted Session open, high, low $31.29, $32.90, $28.64 Opening gap -14.41% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 816,691 shares, $23,929,046 Relative volume 5.7x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
62	SMRT	-19.58%	2024-07-30 against the close of 2024-07-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	SmartRent Announces CEO Transition Plan 07/30/2024 08:30 ET premarket	Day +1 -23.33% 2024-07-31 Day +5 -31.25% 2024-08-06 Best recovery within 5 -23.33% 2024-07-31 Five sessions later the drop was 59.6% bigger, at -31.25%. Month end -23.33% on 2024-07-31 This month ended before the fifth session after the move.
Close before and after $2.40 to $1.93 split-adjusted Session open, high, low $1.85, $2.03, $1.80 Opening gap -22.91% Close inside the session range 0.58 of the range, where 1.00 is the high Session volume 7,350,444 shares, $14,186,357 Relative volume 9.7x 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
63	CBZ	-19.32%	2024-07-31 against the close of 2024-07-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	M&A / Acquisition	CBIZ REPORTS SECOND-QUARTER AND FIRST-HALF 2024 RESULTS AND ANNOUNCES AGREEMENT TO ACQUIRE MARCUM 07/31/2024 07:05 ET premarket CBIZ TO ACQUIRE MARCUM 07/31/2024	Day +1 -15.08% 2024-08-01 Day +5 -20.88% 2024-08-07 Best recovery within 5 -15.08% 2024-08-01 Five sessions later the drop was 8.1% bigger, at -20.88%. Month end -19.32% on 2024-07-31 same session This month ended before the fifth session after the move.
Close before and after $86.02 to $69.40 split-adjusted Session open, high, low $78.15, $79.17, $69.04 Opening gap -9.15% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 1,715,505 shares, $119,056,047 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
64	IART	-19.12%	2024-07-29 against the close of 2024-07-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Integra LifeSciences Reports Second Quarter 2024 Financial Results 07/29/2024 06:00 ET premarket	Day +1 -20.36% 2024-07-30 Day +5 -28.92% 2024-08-05 Best recovery within 5 -20.36% 2024-07-30 Five sessions later the drop was 51.3% bigger, at -28.92%. Month end -21.06% on 2024-07-31 This month ended before the fifth session after the move.
Close before and after $31.43 to $25.42 split-adjusted Session open, high, low $24.75, $27.20, $22.94 Opening gap -21.25% Close inside the session range 0.58 of the range, where 1.00 is the high Session volume 6,079,231 shares, $154,534,052 Relative volume 7.3x 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
65	NRSN under $25M today	-19.11%	2024-07-09 against the close of 2024-07-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	NeuroSense's PARADIGM ALS Clinical Trial Demonstrates Up to 73% Improved Complication-Free Survival Following Statistically Significant Slowing of Disease Progression 07/09/2024 09:27 ET premarket	Day +1 -15.64% 2024-07-10 Day +5 -23.60% 2024-07-16 Best recovery within 5 -10.43% 2024-07-11 Five sessions later the drop was 23.5% bigger, at -23.60%. Month end -33.92% on 2024-07-31
Close before and after $1.15 to $0.9301 split-adjusted Session open, high, low $1.21, $1.40, $0.9067 Opening gap +5.23% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 881,166 shares, $819,572 Relative volume 7.0x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
66	SAI under $25M today	-19.10%	2024-07-11 against the close of 2024-07-10 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Leadership Change	SAI.TECH Announces Appointment of François Morin as Nuclear Energy Strategy Consultant 07/11/2024 08:00 ET premarket	Day +1 -20.00% 2024-07-12 Day +5 -24.20% 2024-07-18 Best recovery within 5 -11.30% 2024-07-16 Five sessions later the drop was 26.7% bigger, at -24.20%. Month end -21.74% on 2024-07-31
Close before and after $1.15 to $0.9304 as traded Session open, high, low $1.05, $1.16, $0.8820 Opening gap -8.70% Close inside the session range 0.18 of the range, where 1.00 is the high Session volume 372,953 shares, $346,995 Relative volume 15.8x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
67	KRO	-19.06%	2024-07-17 against the close of 2024-07-16 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	M&A / Acquisition	KRONOS WORLDWIDE, INC. ANNOUNCES ACQUISITION OF JOINT VENTURE INTEREST, AMENDMENT TO REVOLVING CREDIT FACILITY AND QUARTERLY DIVIDEND 07/17/2024 12:26 ET intraday	Day +1 -19.21% 2024-07-18 Day +5 -13.34% 2024-07-24 Best recovery within 5 -13.34% 2024-07-24 30.0% of the drop was recovered five sessions later. Month end -12.32% on 2024-07-31
Close before and after $13.64 to $11.04 split-adjusted Session open, high, low $13.57, $13.77, $10.15 Opening gap -0.51% Close inside the session range 0.25 of the range, where 1.00 is the high Session volume 1,324,788 shares, $14,625,660 Relative volume 6.4x 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
68	EVEX	-19.01%	2024-07-01 against the close of 2024-06-28 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Eve Air Mobility Announces $94M New Equity to Support eVTOL Development 07/01/2024 06:50 ET premarket	Day +1 -19.75% 2024-07-02 Day +5 -18.52% 2024-07-09 Best recovery within 5 -17.04% 2024-07-05 2.6% of the drop was recovered five sessions later. Month end -15.06% on 2024-07-31
Close before and after $4.05 to $3.28 split-adjusted Session open, high, low $4.05, $4.05, $3.15 Opening gap 0.00% Close inside the session range 0.14 of the range, where 1.00 is the high Session volume 311,478 shares, $1,021,648 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
69	SAIA	-18.95%	2024-07-26 against the close of 2024-07-25 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Saia Reports Second Quarter Results 07/26/2024 07:57 ET premarket	Day +1 -21.04% 2024-07-29 Day +5 -21.65% 2024-08-02 Best recovery within 5 -14.57% 2024-07-31 Five sessions later the drop was 14.2% bigger, at -21.65%. Month end -14.57% on 2024-07-31 This month ended before the fifth session after the move.
Close before and after $489.11 to $396.43 split-adjusted Session open, high, low $396.30, $427.67, $386.01 Opening gap -18.98% Close inside the session range 0.25 of the range, where 1.00 is the high Session volume 2,672,005 shares, $1,059,262,942 Relative volume 7.1x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
70	AMKR	-18.86%	2024-07-30 against the close of 2024-07-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Amkor Technology Reports Financial Results for the Second Quarter 2024 07/29/2024 16:03 ET after hours	Day +1 -13.14% 2024-07-31 Day +5 -23.96% 2024-08-06 Best recovery within 5 -13.14% 2024-07-31 Five sessions later the drop was 27.0% bigger, at -23.96%. Month end -13.14% on 2024-07-31 This month ended before the fifth session after the move.
Close before and after $37.60 to $30.51 split-adjusted Session open, high, low $34.97, $35.86, $29.40 Opening gap -6.99% Close inside the session range 0.17 of the range, where 1.00 is the high Session volume 6,442,272 shares, $196,553,719 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
71	CLRB under $25M today	-18.54%	2024-07-23 against the close of 2024-07-22 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’ Iopofosine I 131 Exceeds Primary Endpoint in Waldenstrom’s Macroglobulinemia Pivotal Study with 78% of Major Response Patients Remaining Progression Free at 18 Months 07/23/2024 06:40 ET premarket	Day +1 -22.68% 2024-07-24 Day +5 -28.81% 2024-07-30 Best recovery within 5 -21.69% 2024-07-25 Five sessions later the drop was 55.4% bigger, at -28.81%. Month end -28.81% on 2024-07-31
Close before and after $90.60 to $73.80 split-adjusted Session open, high, low $75.00, $76.50, $65.38 Opening gap -17.22% Close inside the session range 0.76 of the range, where 1.00 is the high Session volume 206,300 shares, $15,224,940 Relative volume 22.5x 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
72	LIFW under $25M today	-18.47%	2024-07-23 against the close of 2024-07-22 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership	LifeWallet Announces New Comprehensive Settlement with a Group of Affiliated Property & Casualty Insurers and Completion of First Version of LifeWallet’s Clearinghouse System Through its Exclusive Healthcare Partnership with Palantir Technologies 07/22/2024 16:06 ET after hours	Day +1 -24.46% 2024-07-24 Day +5 -26.94% 2024-07-30 Best recovery within 5 -19.46% 2024-07-26 Five sessions later the drop was 45.9% bigger, at -26.94%. Month end -27.16% on 2024-07-31
Close before and after $12.67 to $10.33 as traded Session open, high, low $12.62, $13.50, $10.00 Opening gap -0.36% Close inside the session range 0.09 of the range, where 1.00 is the high Session volume 598,117 shares, $6,177,053 Relative volume 53.3x 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
73	QUAD	-18.39%	2024-07-31 against the close of 2024-07-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Quad Reports Second Quarter and Year-to-Date 2024 Results 07/30/2024 16:30 ET after hours	Day +1 -20.54% 2024-08-01 Day +5 -17.32% 2024-08-07 Best recovery within 5 -17.32% 2024-08-07 5.8% of the drop was recovered five sessions later. Month end -18.39% on 2024-07-31 same session This month ended before the fifth session after the move.
Close before and after $5.60 to $4.57 split-adjusted Session open, high, low $5.50, $5.50, $4.56 Opening gap -1.79% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 675,655 shares, $3,087,743 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
74	F	-18.36%	2024-07-25 against the close of 2024-07-24 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Guidance Change	Ford+ On Track for ’24 Profitability, Raises Cash Flow Outlook; Ford Pro Strength, Quality Gains, Hybrid Growth Highlight Q2 07/24/2024 16:05 ET after hours	Day +1 -18.14% 2024-07-26 Day +5 -21.80% 2024-08-01 Best recovery within 5 -18.14% 2024-07-26 Five sessions later the drop was 18.7% bigger, at -21.80%. Month end -20.85% on 2024-07-31 This month ended before the fifth session after the move.
Close before and after $13.67 to $11.16 split-adjusted Session open, high, low $11.80, $11.98, $11.15 Opening gap -13.68% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 257,498,963 shares, $2,873,688,427 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
75	MEDP	-18.27%	2024-07-23 against the close of 2024-07-22 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Medpace Holdings, Inc. Reports Second Quarter 2024 Results 07/22/2024 16:15 ET after hours	Day +1 -12.65% 2024-07-24 Day +5 -13.48% 2024-07-30 Best recovery within 5 -11.89% 2024-07-29 26.2% of the drop was recovered five sessions later. Month end -12.50% on 2024-07-31
Close before and after $437.18 to $357.30 split-adjusted Session open, high, low $360.81, $372.75, $353.55 Opening gap -17.47% Close inside the session range 0.20 of the range, where 1.00 is the high Session volume 1,006,898 shares, $359,764,655 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
76	SIGI	-18.18%	2024-07-19 against the close of 2024-07-18 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Selective Reports Second Quarter 2024 Results 07/18/2024 16:15 ET after hours	Day +1 -16.78% 2024-07-22 Day +5 -9.17% 2024-07-26 Best recovery within 5 -9.17% 2024-07-26 49.6% of the drop was recovered five sessions later. Month end -9.97% on 2024-07-31
Close before and after $100.32 to $82.08 split-adjusted Session open, high, low $91.43, $91.70, $81.00 Opening gap -8.86% Close inside the session range 0.10 of the range, where 1.00 is the high Session volume 2,310,197 shares, $189,620,970 Relative volume 9.0x 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
77	FNGR under $25M today	-18.04%	2024-07-01 against the close of 2024-06-28 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	FingerMotion Reports Q1 2025 Financial Results 06/28/2024 16:30 ET after hours	Day +1 -23.92% 2024-07-02 Day +5 -16.86% 2024-07-09 Best recovery within 5 -16.86% 2024-07-09 6.5% of the drop was recovered five sessions later. Month end -16.86% on 2024-07-31
Close before and after $2.55 to $2.09 split-adjusted Session open, high, low $2.46, $2.53, $2.03 Opening gap -3.53% Close inside the session range 0.12 of the range, where 1.00 is the high Session volume 767,983 shares, $1,605,084 Relative volume 3.0x 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
78	WRLD	-17.74%	2024-07-26 against the close of 2024-07-25 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	World Acceptance Corporation Reports Fiscal 2025 First Quarter Results 07/26/2024 07:30 ET premarket	Day +1 -16.12% 2024-07-29 Day +5 -26.10% 2024-08-02 Best recovery within 5 -16.12% 2024-07-29 Five sessions later the drop was 47.1% bigger, at -26.10%. Month end -16.40% on 2024-07-31 This month ended before the fifth session after the move.
Close before and after $146.07 to $120.16 split-adjusted Session open, high, low $147.00, $147.00, $117.98 Opening gap +0.64% Close inside the session range 0.08 of the range, where 1.00 is the high Session volume 99,002 shares, $11,896,080 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
79	INM under $25M today	-17.59%	2024-07-30 against the close of 2024-07-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	InMed Pharmaceuticals Announces Favorable Behavioral Outcomes with INM-901 in Long-Term Preclinical Alzheimer's Disease Study, Confirming Previous Short-Term Pilot Study Data 07/30/2024 08:00 ET premarket	Day +1 -34.89% 2024-07-31 Day +5 -54.59% 2024-08-06 Best recovery within 5 -33.74% 2024-08-01 Five sessions later the drop was 210.3% bigger, at -54.59%. Month end -34.89% on 2024-07-31 This month ended before the fifth session after the move.
Close before and after $5.40 to $4.45 split-adjusted Session open, high, low $5.36, $5.51, $4.26 Opening gap -0.74% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 494,458 shares, $2,200,338 Relative volume 30.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
80	ITRG	-17.59%	2024-07-29 against the close of 2024-07-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	M&A / Acquisition	INTEGRA RESOURCES ANNOUNCES TRANSFORMATIONAL MERGER WITH FLORIDA CANYON GOLD CREATING A LEADING GROWTH FOCUSED GOLD AND SILVER PRODUCER IN THE GREAT BASIN 07/29/2024 06:45 ET premarket	Day +1 -14.81% 2024-07-30 Day +5 -23.15% 2024-08-05 Best recovery within 5 -14.06% 2024-07-31 Five sessions later the drop was 31.6% bigger, at -23.15%. Month end -14.06% on 2024-07-31 This month ended before the fifth session after the move.
Close before and after $1.08 to $0.8900 split-adjusted Session open, high, low $0.9904, $1.00, $0.8800 Opening gap -8.30% Close inside the session range 0.08 of the range, where 1.00 is the high Session volume 950,039 shares, $845,535 Relative volume 9.5x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
81	VSTM	-17.55%	2024-07-24 against the close of 2024-07-23 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Verastem Oncology Announces Proposed Public Offering of Common Stock, Warrants and Pre-Funded Warrants 07/23/2024 16:05 ET after hours Verastem Oncology Announces Pricing of $55.0 Million Public Offering of Common Stock, Warrants and Pre-Funded Warrants 07/23/2024	Day +1 -17.27% 2024-07-25 Day +5 -27.58% 2024-07-31 Best recovery within 5 -17.27% 2024-07-25 Five sessions later the drop was 57.2% bigger, at -27.58%. Month end -27.58% on 2024-07-31
Close before and after $3.59 to $2.96 split-adjusted Session open, high, low $2.72, $3.01, $2.54 Opening gap -24.23% Close inside the session range 0.89 of the range, where 1.00 is the high Session volume 2,706,935 shares, $8,012,528 Relative volume 5.1x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
82	BCTX	-17.49%	2024-07-18 against the close of 2024-07-17 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	BriaCell Quadruples Progression Free Survival (PFS) in Patient with “Eye-Bulging” Metastatic Breast Cancer 07/18/2024 07:56 ET premarket	Day +1 -14.23% 2024-07-19 Day +5 -16.42% 2024-07-25 Best recovery within 5 -14.23% 2024-07-19 6.1% of the drop was recovered five sessions later. Month end -18.30% on 2024-07-31
Close before and after $138.17 to $114.00 split-adjusted Session open, high, low $139.50, $139.74, $108.00 Opening gap +0.97% Close inside the session range 0.19 of the range, where 1.00 is the high Session volume 85,944 shares, $9,797,616 Relative volume 128.9x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
83	DOUG	-17.46%	2024-07-02 against the close of 2024-07-01 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Douglas Elliman Inc. Secures $50 Million Growth Investment From Kennedy Lewis Investment Management 07/02/2024 08:33 ET premarket	Day +1 -15.08% 2024-07-03 Day +5 -2.38% 2024-07-10 Best recovery within 5 -2.38% 2024-07-10 86.4% of the drop was recovered five sessions later. Month end +63.49% on 2024-07-31
Close before and after $1.26 to $1.04 split-adjusted Session open, high, low $1.37, $1.40, $1.04 Opening gap +8.74% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 2,108,209 shares, $2,192,537 Relative volume 2.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
84	PMN More than one ranked move this month 2+ ranked moves	-17.43%	2024-07-30 against the close of 2024-07-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	ProMIS Neurosciences Showcases Novel Vaccine Approach for Maximal Targeting of Toxic Amyloid-Beta Oligomers at the 2024 Alzheimer’s Association International Conference 07/30/2024 08:30 ET premarket	Day +1 -13.55% 2024-07-31 Day +5 -14.46% 2024-08-06 Best recovery within 5 -13.25% 2024-08-01 17.0% of the drop was recovered five sessions later. Month end -13.55% on 2024-07-31 This month ended before the fifth session after the move.
Close before and after $41.50 to $34.27 split-adjusted Session open, high, low $37.75, $37.75, $33.00 Opening gap -9.04% Close inside the session range 0.27 of the range, where 1.00 is the high Session volume 9,019 shares, $309,036 Relative volume 35.2x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
85	NNE	-17.25%	2024-07-22 against the close of 2024-07-19 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Leadership Change	NANO Nuclear Energy Appoints Distinguished Nuclear Regulatory Expert David Tiktinsky as Head of Nuclear Regulatory Licensing after nearly 40-years with the Nuclear Regulatory Commission (NRC) 07/22/2024 08:30 ET premarket	Day +1 -19.74% 2024-07-23 Day +5 -28.65% 2024-07-29 Best recovery within 5 -16.74% 2024-07-26 Five sessions later the drop was 66.1% bigger, at -28.65%. Month end -38.81% on 2024-07-31
Close before and after $19.30 to $15.97 split-adjusted Session open, high, low $18.67, $18.67, $14.24 Opening gap -3.26% Close inside the session range 0.39 of the range, where 1.00 is the high Session volume 1,865,645 shares, $29,794,351 Relative volume 0.6x 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
86	RBBN	-17.22%	2024-07-25 against the close of 2024-07-24 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Ribbon Communications Inc. Reports Second Quarter 2024 Financial Results 07/24/2024 16:03 ET after hours	Day +1 -16.58% 2024-07-26 Day +5 -18.77% 2024-08-01 Best recovery within 5 -12.85% 2024-07-31 Five sessions later the drop was 9.0% bigger, at -18.77%. Month end -12.85% on 2024-07-31 This month ended before the fifth session after the move.
Close before and after $3.89 to $3.22 split-adjusted Session open, high, low $3.57, $3.57, $3.01 Opening gap -8.23% Close inside the session range 0.38 of the range, where 1.00 is the high Session volume 1,658,683 shares, $5,340,959 Relative volume 6.3x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
87	WISA under $25M today	-17.19%	2024-07-08 against the close of 2024-07-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Uplisting / Compliance	WiSA Technologies, Inc. Regains Compliance with Nasdaq Stockholders’ Equity Requirement 07/08/2024 08:05 ET premarket	Day +1 -16.87% 2024-07-09 Day +5 -14.69% 2024-07-15 Best recovery within 5 -13.44% 2024-07-12 14.5% of the drop was recovered five sessions later. Month end -28.13% on 2024-07-31
Close before and after $3.20 to $2.65 as traded Session open, high, low $3.34, $3.34, $2.62 Opening gap +4.37% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 965,012 shares, $2,557,282 Relative volume 2.9x 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
88	WWD	-17.17%	2024-07-30 against the close of 2024-07-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Woodward Reports Third Quarter Fiscal Year 2024 Results 07/29/2024 16:00 ET after hours	Day +1 -14.85% 2024-07-31 Day +5 -15.96% 2024-08-06 Best recovery within 5 -14.85% 2024-07-31 7.0% of the drop was recovered five sessions later. Month end -14.85% on 2024-07-31 This month ended before the fifth session after the move.
Close before and after $183.19 to $151.73 split-adjusted Session open, high, low $153.11, $159.83, $148.66 Opening gap -16.42% Close inside the session range 0.27 of the range, where 1.00 is the high Session volume 3,027,786 shares, $459,405,970 Relative volume 9.1x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
89	NSPR	-16.87%	2024-07-30 against the close of 2024-07-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	InspireMD to Report Second Quarter 2024 Financial Results and Provide Corporate Business Update on Tuesday, August 6th 07/30/2024 07:00 ET premarket	Day +1 -13.25% 2024-07-31 Day +5 -10.26% 2024-08-06 Best recovery within 5 -10.26% 2024-08-06 39.2% of the drop was recovered five sessions later. Month end -13.25% on 2024-07-31 This month ended before the fifth session after the move.
Close before and after $3.32 to $2.76 split-adjusted Session open, high, low $3.40, $3.42, $2.76 Opening gap +2.41% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 84,772 shares, $233,971 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
90	LGVN under $25M today Also on the opposite board this month on both boards	-16.67%	2024-07-18 against the close of 2024-07-17 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 $9.0 Million Registered Direct Offering Priced At-the-Market Under Nasdaq Rules 07/18/2024 08:45 ET premarket	Day +1 -15.64% 2024-07-19 Day +5 -22.05% 2024-07-25 Best recovery within 5 -15.64% 2024-07-19 Five sessions later the drop was 32.3% bigger, at -22.05%. Month end -19.74% on 2024-07-31
Close before and after $3.90 to $3.25 split-adjusted Session open, high, low $3.69, $3.75, $3.11 Opening gap -5.38% Close inside the session range 0.22 of the range, where 1.00 is the high Session volume 6,193,898 shares, $20,130,169 Relative volume 3.8x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
91	LPA	-16.62%	2024-07-15 against the close of 2024-07-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Logistic Properties of the Americas Expands Board with Appointments of Two Independent Directors 07/15/2024 06:00 ET premarket	Day +1 +41.23% 2024-07-16 Day +5 -0.33% 2024-07-22 Best recovery within 5 +43.45% 2024-07-17 98.0% of the drop was recovered five sessions later. Month end -12.66% on 2024-07-31
Close before and after $18.41 to $15.35 split-adjusted Session open, high, low $15.03, $16.97, $14.25 Opening gap -18.36% Close inside the session range 0.40 of the range, where 1.00 is the high Session volume 824,445 shares, $12,655,231 Relative volume 5.6x 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
92	CRKN under $25M today	-16.60%	2024-07-02 against the close of 2024-07-01 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Leadership Change	Crown Electrokinetics Film Division Announces Leadership Changes 07/02/2024 08:30 ET premarket	Day +1 -14.52% 2024-07-03 Day +5 -22.41% 2024-07-10 Best recovery within 5 -14.52% 2024-07-03 Five sessions later the drop was 35.0% bigger, at -22.41%. Month end -44.92% on 2024-07-31
Close before and after $723.00 to $603.00 split-adjusted Session open, high, low $672.00, $678.75, $600.00 Opening gap -7.05% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 2,549 shares, $1,537,047 Relative volume 0.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
93	LUCY under $25M today	-16.53%	2024-07-18 against the close of 2024-07-17 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Innovative Eyewear Inc. Announces the First Walkie-Talkie Feature for Smart Eyewear 07/18/2024 08:00 ET premarket	Day +1 -25.69% 2024-07-19 Day +5 -29.86% 2024-07-25 Best recovery within 5 -25.69% 2024-07-19 Five sessions later the drop was 80.6% bigger, at -29.86%. Month end -44.00% on 2024-07-31
Close before and after $7.43 to $6.20 split-adjusted Session open, high, low $6.76, $7.59, $5.77 Opening gap -8.99% Close inside the session range 0.24 of the range, where 1.00 is the high Session volume 582,174 shares, $3,609,479 Relative volume 4.9x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
94	CMMB under $25M today	-16.20%	2024-07-25 against the close of 2024-07-24 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Chemomab Therapeutics Announces Positive Phase 2 Trial Results: CM-101 Achieves Primary and Secondary Endpoints Demonstrating Anti-Fibrotic, Anti-Inflammatory and Anti-Cholestatic Effects in Patients with Primary Sclerosing Cholangitis 07/25/2024 07:00 ET premarket Chemomab Therapeutics Announces $10 Million Private Placement 07/25/2024	Day +1 -10.56% 2024-07-26 Day +5 -17.96% 2024-08-01 Best recovery within 5 -10.56% 2024-07-26 Five sessions later the drop was 10.9% bigger, at -17.96%. Month end -17.61% on 2024-07-31 This month ended before the fifth session after the move.
Close before and after $5.68 to $4.76 split-adjusted Session open, high, low $4.32, $5.60, $3.72 Opening gap -23.94% Close inside the session range 0.55 of the range, where 1.00 is the high Session volume 787,234 shares, $3,747,234 Relative volume 81.3x 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
95	KRUS	-16.08%	2024-07-10 against the close of 2024-07-09 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 Fiscal Third Quarter 2024 Financial Results 07/09/2024 16:05 ET after hours Kura Sushi USA Announces Appointment of Treasa Bowers to the Company’s Board of Directors 07/09/2024	Day +1 -5.88% 2024-07-11 Day +5 -9.06% 2024-07-17 Best recovery within 5 -1.49% 2024-07-16 43.7% of the drop was recovered five sessions later. Month end -1.68% on 2024-07-31
Close before and after $58.47 to $49.07 split-adjusted Session open, high, low $56.03, $56.76, $49.01 Opening gap -4.17% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 1,007,121 shares, $49,419,427 Relative volume 5.9x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
96	TOVX under $25M today	-16.01%	2024-07-31 against the close of 2024-07-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	FDA & Regulatory	Theriva™ Biologics Receives Rare Pediatric Drug Designation by the U.S. FDA for VCN-01 for the Treatment of Retinoblastoma 07/31/2024 08:15 ET premarket	Day +1 -21.51% 2024-08-01 Day +5 -25.29% 2024-08-07 Best recovery within 5 -21.51% 2024-08-01 Five sessions later the drop was 58.0% bigger, at -25.29%. Month end -16.01% on 2024-07-31 same session This month ended before the fifth session after the move.
Close before and after $6.95 to $5.84 split-adjusted Session open, high, low $6.25, $7.00, $5.33 Opening gap -10.07% Close inside the session range 0.30 of the range, where 1.00 is the high Session volume 325,814 shares, $1,901,939 Relative volume 77.9x 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
97	ALAR under $25M today	-15.99%	2024-07-10 against the close of 2024-07-09 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Alarum Estimates Record Revenues of $17.2 Million and Record Operating Cashflow of $6.3 Million for the First Half of 2024 07/10/2024 08:45 ET premarket	Day +1 -23.05% 2024-07-11 Day +5 -37.65% 2024-07-17 Best recovery within 5 -23.05% 2024-07-11 Five sessions later the drop was 135.5% bigger, at -37.65%. Month end -43.84% on 2024-07-31
Close before and after $44.46 to $37.35 split-adjusted Session open, high, low $36.69, $37.83, $31.10 Opening gap -17.48% Close inside the session range 0.93 of the range, where 1.00 is the high Session volume 2,549,504 shares, $95,223,974 Relative volume 6.2x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
98	KALU	-15.87%	2024-07-25 against the close of 2024-07-24 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Kaiser Aluminum Corporation Reports Second Quarter 2024 Financial Results 07/24/2024 16:30 ET after hours	Day +1 -16.20% 2024-07-26 Day +5 -19.33% 2024-08-01 Best recovery within 5 -15.20% 2024-07-31 Five sessions later the drop was 21.8% bigger, at -19.33%. Month end -15.20% on 2024-07-31 This month ended before the fifth session after the move.
Close before and after $92.79 to $78.06 split-adjusted Session open, high, low $85.00, $85.00, $77.01 Opening gap -8.40% Close inside the session range 0.13 of the range, where 1.00 is the high Session volume 407,381 shares, $31,800,161 Relative volume 3.0x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
99	LEV	-15.87%	2024-07-31 against the close of 2024-07-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	LION ELECTRIC ANNOUNCES SECOND QUARTER 2024 RESULTS 07/31/2024 06:30 ET premarket	Day +1 -28.10% 2024-08-01 Day +5 -33.12% 2024-08-07 Best recovery within 5 -28.10% 2024-08-01 Five sessions later the drop was 108.7% bigger, at -33.12%. Month end -15.87% on 2024-07-31 same session This month ended before the fifth session after the move.
Close before and after $0.8558 to $0.7200 as traded Session open, high, low $0.7800, $0.8135, $0.6700 Opening gap -8.86% Close inside the session range 0.35 of the range, where 1.00 is the high Session volume 1,293,364 shares, $931,222 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
100	PAVM	-15.84%	2024-07-30 against the close of 2024-07-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	PAVmed to Hold a Business Update Conference Call and Webcast on August 13, 2024 07/30/2024 08:15 ET premarket	Day +1 -14.36% 2024-07-31 Day +5 -22.22% 2024-08-06 Best recovery within 5 -14.36% 2024-07-31 Five sessions later the drop was 40.3% bigger, at -22.22%. Month end -14.36% on 2024-07-31 This month ended before the fifth session after the move.
Close before and after $30.30 to $25.50 split-adjusted Session open, high, low $29.39, $29.39, $24.00 Opening gap -3.00% Close inside the session range 0.28 of the range, where 1.00 is the high Session volume 2,891 shares, $73,721 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

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. 222 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.

2 events were left out of this board because the vendor names the ticker as a preferred, a note, a depositary share or a fund rather than a company's common stock.

10 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 measured session changed hands for less than $25,000 in total, so the percentage prices a handful of shares rather than a move anyone could have taken.

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

1 event is shown once rather than twice: the announcement was carried under both the old ticker and the new one as the security was renamed, and the surviving row measures the whole move across the change.

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

In July 2024, the median decliner was 14.2% deeper below its pre-news close five sessions later; the largest catalyst group was Earnings, 32 of the 100 events, at a median of -20.6%.

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

Which catalysts drove the board

Swipe the table sideways for the day +5 columns.

Catalyst	Events	Share of board	Median move close to close	Median at day +5	Still below the pre-news close at day +5
Earnings	32	32.0%	-20.6%	-25.4%	100.0% of 32
Other Announcement	25	25.0%	-23.6%	-30.4%	100.0% of 25
Clinical Trial Results	15	15.0%	-26.1%	-32.9%	100.0% of 15
Offering / Dilution	10	10.0%	-33.9%	-43.3%	100.0% of 10
M&A / Acquisition	4	4.0%	Fewer than 10 events in this group, so no figures are shown.

8 other catalyst types, 14 events: Leadership Change, Contract / Partnership, Uplisting / Compliance, Buyback / Dividend, Reverse Merger / Shell, FDA & Regulatory, Guidance Change, No Stated Cause.

How much of the drop held

Horizon	Still below the pre-news close close to close	Median change since the measured close as a share of the drop
Day +1	99.0% of 100	1.5% deeper below baseline, of 100
Day +5	100.0% of 100	14.2% deeper below baseline, of 100
Month end	95.4% of 87	4.6% deeper below baseline, of 87
Month end falls before day +5 for 35 of these 87 events, so this row is not a later horizon than the one above it. 87 of the 100 events have a month-end close later than the measured session; 13 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 July 2024

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

Symbol	Measured sessions	Largest drop
SISI	2Offering / Dilution, Other Announcement	-60.35%
PMN	2Offering / Dilution, Other Announcement	-20.70%

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
BNED	2024-06, 2024-05, 2024-04	-64.29%
RBT	2024-06, 2024-05	-77.32%
NDRA	2024-06, 2024-04	-60.83%
ASNS	2024-06, 2024-05	-47.04%
EFSH	2024-06, 2024-04	-36.31%
PERI	2024-06, 2024-04	-40.79%
MCRB	2024-06, 2024-05	-32.49%
LGVNthis month too	2024-06, 2024-04	-40.79%
ICUthis month too	2024-06, 2024-04	-23.25%
BNAI	2024-06, 2024-05	-26.06%
AONC	2024-06, 2024-05	-35.36%
GAME	2024-06, 2024-04	-27.41%
FFIE	2024-06, 2024-05	-62.03%
SYTA	2024-06, 2024-05	-27.01%
AEON	2024-05, 2024-04	-49.40%
WISAthis month too	2024-05, 2024-04	-36.32%
CADL	2024-05, 2024-04	-27.03%

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

2 events have too little trading history for a relative volume, and are not in the tiers above.

Industry

35 other industries, 41 events

Industry not known: 13.0%

5 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 June 2024

100 events in the comparable window.

June 2024 median -26.3%, selected from the 7,040 events in that month's eligible pool

July 2024 median -22.7%, 3.6 points shallower than June 2024. July 2024's median is taken over the 100 ranked rows, selected from the 9,222 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.