August 2024 Stock Losers on News

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

Data as of the trading session of 2024-08-30, 19 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 August 2024

100

Ranked drops

-68.53%

Largest, OM

95.0%

Below baseline, day +5

1.8%

Median recovered, day +5

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100 ranked drops in August 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	OM	-68.53%	2024-08-08 against the close of 2024-08-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Outset Medical Reports Second Quarter 2024 Financial Results 08/07/2024 16:03 ET after hours	Day +1 -72.90% 2024-08-09 Day +5 -75.88% 2024-08-15 Best recovery within 5 -72.90% 2024-08-09 Five sessions later the drop was 10.7% bigger, at -75.88%. Month end -84.41% on 2024-08-30
Close before and after $51.00 to $16.05 split-adjusted Session open, high, low $29.70, $29.70, $15.30 Opening gap -41.76% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 1,518,005 shares, $24,363,980 Relative volume 54.6x 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
2	TDUP	-62.71%	2024-08-06 against the close of 2024-08-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	ThredUp Announces Second Quarter 2024 Results 08/05/2024 16:05 ET after hours	Day +1 -63.42% 2024-08-07 Day +5 -60.69% 2024-08-13 Best recovery within 5 -59.49% 2024-08-08 3.2% of the drop was recovered five sessions later. Month end -47.17% on 2024-08-30
Close before and after $1.73 to $0.6451 split-adjusted Session open, high, low $1.43, $1.47, $0.6100 Opening gap -17.34% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 8,106,111 shares, $5,229,252 Relative volume 25.9x 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
3	ANTX	-60.98%	2024-08-09 against the close of 2024-08-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	AN2 Therapeutics Provides Update on EBO-301 Phase 2/3 Study Evaluating Epetraborole for Treatment-Refractory Mycobacterium avium Complex (MAC) Lung Disease 08/08/2024 16:30 ET after hours	Day +1 -60.98% 2024-08-12 Day +5 -62.88% 2024-08-16 Best recovery within 5 -58.71% 2024-08-13 Five sessions later the drop was 3.1% bigger, at -62.88%. Month end -57.20% on 2024-08-30
Close before and after $2.64 to $1.03 split-adjusted Session open, high, low $1.58, $1.59, $0.8700 Opening gap -40.15% Close inside the session range 0.22 of the range, where 1.00 is the high Session volume 11,831,608 shares, $12,186,556 Relative volume 139.2x 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
4	ATNM release reads positive	-59.81%	2024-08-05 against the close of 2024-08-02 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	FDA & Regulatory Release reads positive, stock fell 59.81%	Actinium Provides Regulatory Update on Planned BLA Filing and Future Plans for Iomab-B in the U.S. 08/05/2024 07:00 ET premarket	Day +1 -53.48% 2024-08-06 Day +5 -67.75% 2024-08-12 Best recovery within 5 -53.48% 2024-08-06 Five sessions later the drop was 13.3% bigger, at -67.75%. Month end -67.75% on 2024-08-30
Close before and after $6.17 to $2.48 split-adjusted Session open, high, low $1.71, $2.50, $1.33 Opening gap -72.29% Close inside the session range 0.98 of the range, where 1.00 is the high Session volume 15,985,427 shares, $39,643,859 Relative volume 62.0x 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
5	STIM	-58.15%	2024-08-12 against the close of 2024-08-09 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Neuronetics Reports Record Second Quarter 2024 Financial and Operating Results 08/12/2024 07:10 ET premarket Neuronetics and Greenbrook TMS Announce Definitive Agreement to Merge 08/12/2024	Day +1 -58.50% 2024-08-13 Day +5 -43.26% 2024-08-19 Best recovery within 5 -37.08% 2024-08-16 25.6% of the drop was recovered five sessions later. Month end -50.39% on 2024-08-30
Close before and after $1.78 to $0.7450 split-adjusted Session open, high, low $1.25, $1.31, $0.7400 Opening gap -29.78% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 7,368,993 shares, $5,489,900 Relative volume 59.8x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
6	CDLX release reads positive	-57.10%	2024-08-08 against the close of 2024-08-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Leadership Change Release reads positive, stock fell 57.10%	Cardlytics Appoints Amit Gupta as CEO 08/07/2024 16:10 ET after hours Cardlytics Announces Second Quarter 2024 Financial Results 08/07/2024	Day +1 -45.22% 2024-08-09 Day +5 -45.65% 2024-08-15 Best recovery within 5 -44.49% 2024-08-13 20.1% of the drop was recovered five sessions later. Month end -43.33% on 2024-08-30
Close before and after $69.00 to $29.60 split-adjusted Session open, high, low $31.20, $33.20, $28.90 Opening gap -54.78% Close inside the session range 0.16 of the range, where 1.00 is the high Session volume 1,450,524 shares, $42,935,510 Relative volume 26.1x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
7	JMIA	-53.82%	2024-08-06 against the close of 2024-08-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Jumia Reports Second Quarter 2024 Results 08/06/2024 07:00 ET premarket	Day +1 -53.64% 2024-08-07 Day +5 -53.54% 2024-08-13 Best recovery within 5 -52.22% 2024-08-12 0.5% of the drop was recovered five sessions later. Month end -53.35% on 2024-08-30
Close before and after $10.59 to $4.89 split-adjusted Session open, high, low $6.90, $7.23, $4.82 Opening gap -34.84% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 34,690,969 shares, $169,638,838 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
8	AILE Also on the opposite board this month on both boards	-53.29%	2024-08-29 against the close of 2024-08-28 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	iLearningEngines Issues Statement on Short Seller Report 08/29/2024 14:34 ET intraday	Day +1 -56.43% 2024-08-30 Day +5 -72.89% 2024-09-06 Best recovery within 5 -56.43% 2024-08-30 Five sessions later the drop was 36.8% bigger, at -72.89%. Month end -56.43% on 2024-08-30 This month ended before the fifth session after the move.
Close before and after $3.19 to $1.49 as traded Session open, high, low $1.50, $1.73, $1.28 Opening gap -52.98% Close inside the session range 0.47 of the range, where 1.00 is the high Session volume 12,568,924 shares, $18,727,697 Relative volume 51.6x 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	RILY	-51.92%	2024-08-12 against the close of 2024-08-09 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	B. Riley Financial Releases Preliminary Second Quarter 2024 Financial Results 08/12/2024 07:00 ET premarket	Day +1 -57.40% 2024-08-13 Day +5 -67.49% 2024-08-19 Best recovery within 5 -57.40% 2024-08-13 Five sessions later the drop was 30.0% bigger, at -67.49%. Month end -71.00% on 2024-08-30
Close before and after $16.95 to $8.15 split-adjusted Session open, high, low $8.82, $9.88, $7.08 Opening gap -47.96% Close inside the session range 0.38 of the range, where 1.00 is the high Session volume 14,165,278 shares, $115,447,016 Relative volume 15.9x 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
10	NRDY	-48.06%	2024-08-09 against the close of 2024-08-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Nerdy Announces Second Quarter 2024 Financial Results 08/08/2024 16:01 ET after hours	Day +1 -52.83% 2024-08-12 Day +5 -39.94% 2024-08-16 Best recovery within 5 -39.94% 2024-08-16 16.9% of the drop was recovered five sessions later. Month end -32.08% on 2024-08-30
Close before and after $23.85 to $12.39 split-adjusted Session open, high, low $16.95, $16.95, $12.30 Opening gap -28.93% Close inside the session range 0.02 of the range, where 1.00 is the high Session volume 1,428,616 shares, $17,696,266 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
11	PCRX	-47.67%	2024-08-09 against the close of 2024-08-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Pacira BioSciences Comments on Ruling on EXPAREL Patent Litigation from U.S. District Court for the District of New Jersey 08/09/2024 15:21 ET intraday	Day +1 -45.04% 2024-08-12 Day +5 -42.13% 2024-08-16 Best recovery within 5 -40.30% 2024-08-15 11.6% of the drop was recovered five sessions later. Month end -30.41% on 2024-08-30
Close before and after $22.36 to $11.70 split-adjusted Session open, high, low $22.36, $24.00, $11.70 Opening gap 0.00% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 3,264,559 shares, $38,195,340 Relative volume 3.1x 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
12	TLS Also on the opposite board this month on both boards	-46.95%	2024-08-09 against the close of 2024-08-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Telos Corporation Announces Second Quarter Results Above Guidance: Reports $28.5 Million of Revenue, 34.1% GAAP Gross Margin, and 42.0% Cash Gross Margin 08/09/2024 08:01 ET premarket	Day +1 -30.37% 2024-08-12 Day +5 -25.20% 2024-08-16 Best recovery within 5 -25.20% 2024-08-16 46.3% of the drop was recovered five sessions later. Month end -3.18% on 2024-08-30
Close before and after $3.77 to $2.00 split-adjusted Session open, high, low $3.15, $3.28, $1.95 Opening gap -16.45% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 4,477,908 shares, $8,955,816 Relative volume 13.1x 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
13	DTC	-46.04%	2024-08-07 against the close of 2024-08-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Solo Brands, Inc. Announces Second Quarter Results 08/07/2024 06:50 ET premarket	Day +1 -41.58% 2024-08-08 Day +5 -36.63% 2024-08-14 Best recovery within 5 -34.16% 2024-08-13 20.4% of the drop was recovered five sessions later. Month end -32.18% on 2024-08-30
Close before and after $2.02 to $1.09 as traded Session open, high, low $1.82, $1.84, $1.08 Opening gap -9.90% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 3,053,917 shares, $3,328,770 Relative volume 14.0x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
14	NVRO	-44.42%	2024-08-07 against the close of 2024-08-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Nevro Reports Second-Quarter 2024 Financial Results 08/06/2024 16:05 ET after hours	Day +1 -34.75% 2024-08-08 Day +5 -40.62% 2024-08-14 Best recovery within 5 -30.84% 2024-08-09 8.6% of the drop was recovered five sessions later. Month end -28.77% on 2024-08-30
Close before and after $8.69 to $4.83 as traded Session open, high, low $5.24, $5.50, $4.38 Opening gap -39.70% Close inside the session range 0.40 of the range, where 1.00 is the high Session volume 4,875,927 shares, $23,550,727 Relative volume 9.9x 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
15	SPWR	-43.79%	2024-08-06 against the close of 2024-08-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	M&A / Acquisition	SunPower Announces Stalking Horse Asset Purchase Agreement with Complete Solaria to Sell Blue Raven Solar, New Homes, and its Non-Installing Dealer Network 08/05/2024 21:49 ET after hours	Day +1 -54.83% 2024-08-07 Day +5 -79.74% 2024-08-13 Best recovery within 5 -54.83% 2024-08-07 Five sessions later the drop was 82.1% bigger, at -79.74%. Month end -92.56% on 2024-08-30
Close before and after $0.8079 to $0.4541 split-adjusted Session open, high, low $0.3422, $0.7666, $0.3330 Opening gap -57.64% Close inside the session range 0.28 of the range, where 1.00 is the high Session volume 89,142,259 shares, $40,479,500 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
16	EBS	-41.99%	2024-08-07 against the close of 2024-08-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Emergent BioSolutions Reports Second Quarter 2024 Financial Results 08/06/2024 17:01 ET after hours	Day +1 -14.81% 2024-08-08 Day +5 -23.23% 2024-08-14 Best recovery within 5 -14.81% 2024-08-08 44.7% of the drop was recovered five sessions later. Month end -15.72% on 2024-08-30
Close before and after $9.86 to $5.72 split-adjusted Session open, high, low $6.36, $6.63, $5.25 Opening gap -35.50% Close inside the session range 0.34 of the range, where 1.00 is the high Session volume 7,284,508 shares, $41,667,386 Relative volume 2.7x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
17	ALXO release reads positive	-41.67%	2024-08-01 against the close of 2024-07-31 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results Release reads positive, stock fell 41.67%	ALX Oncology Reports Topline Data From ASPEN-06 Phase 2 Trial Demonstrating Evorpacept Improves Tumor Response in Patients With HER2-Positive Gastric Cancer 07/31/2024 16:01 ET after hours	Day +1 -40.42% 2024-08-02 Day +5 -45.21% 2024-08-08 Best recovery within 5 -40.42% 2024-08-02 Five sessions later the drop was 8.5% bigger, at -45.21%. Month end -51.67% on 2024-08-30
Close before and after $4.80 to $2.80 split-adjusted Session open, high, low $3.20, $3.49, $2.72 Opening gap -33.33% Close inside the session range 0.11 of the range, where 1.00 is the high Session volume 10,800,276 shares, $30,240,773 Relative volume 12.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
18	STEM	-40.81%	2024-08-07 against the close of 2024-08-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Stem Announces Second Quarter 2024 Results 08/06/2024 16:05 ET after hours Stem Announces Leadership Changes 08/06/2024	Day +1 -44.93% 2024-08-08 Day +5 -41.61% 2024-08-14 Best recovery within 5 -41.61% 2024-08-14 Five sessions later the drop was 2.0% bigger, at -41.61%. Month end -41.51% on 2024-08-30
Close before and after $19.94 to $11.80 split-adjusted Session open, high, low $11.47, $12.46, $10.60 Opening gap -42.48% Close inside the session range 0.65 of the range, where 1.00 is the high Session volume 1,742,672 shares, $20,567,015 Relative volume 11.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
19	VRCA	-40.80%	2024-08-14 against the close of 2024-08-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Verrica Pharmaceuticals Announces Positive Preliminary Topline Results from Part 2 of Phase 2 Clinical Study of VP-315, an Investigational Oncolytic Peptide-Based Immunotherapy for the Treatment of Patients with Basal Cell Carcinoma 08/14/2024 07:30 ET premarket Verrica Pharmaceuticals Reports Second Quarter 2024 Financial Results 08/14/2024	Day +1 -44.78% 2024-08-15 Day +5 -44.78% 2024-08-21 Best recovery within 5 -43.83% 2024-08-19 Five sessions later the drop was 9.8% bigger, at -44.78%. Month end -55.41% on 2024-08-30
Close before and after $52.70 to $31.20 split-adjusted Session open, high, low $52.70, $54.10, $30.00 Opening gap 0.00% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 542,639 shares, $16,930,337 Relative volume 19.3x 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
20	VCSA	-39.65%	2024-08-09 against the close of 2024-08-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Vacasa Enters Into Note Purchase Agreement With Davidson Kempner Capital Management for the Issuance of $30 Million Senior Secured Convertible Notes 08/08/2024 16:05 ET after hours Vacasa Announces Second Quarter 2024 Financial Results 08/08/2024	Day +1 -47.22% 2024-08-12 Day +5 -39.65% 2024-08-16 Best recovery within 5 -35.61% 2024-08-13 0.0% of the drop was recovered five sessions later. Month end -15.40% on 2024-08-30
Close before and after $3.96 to $2.39 as traded Session open, high, low $3.66, $3.74, $2.23 Opening gap -7.58% Close inside the session range 0.11 of the range, where 1.00 is the high Session volume 514,628 shares, $1,229,961 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
21	LLAP	-39.39%	2024-08-15 against the close of 2024-08-14 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	M&A / Acquisition	Lockheed Martin to Acquire Terran Orbital 08/15/2024 08:39 ET premarket	Day +1 -37.27% 2024-08-16 Day +5 -30.94% 2024-08-22 Best recovery within 5 -25.37% 2024-08-21 21.5% of the drop was recovered five sessions later. Month end -38.77% on 2024-08-30
Close before and after $0.4001 to $0.2425 as traded Session open, high, low $0.2696, $0.2777, $0.2280 Opening gap -32.62% Close inside the session range 0.29 of the range, where 1.00 is the high Session volume 40,781,305 shares, $9,889,466 Relative volume 11.7x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
22	WBTN	-38.20%	2024-08-09 against the close of 2024-08-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	WEBTOON Entertainment Inc. Reports Strong Second Quarter 2024 Financial Results 08/08/2024 16:15 ET after hours	Day +1 -41.69% 2024-08-12 Day +5 -41.01% 2024-08-16 Best recovery within 5 -36.06% 2024-08-13 Five sessions later the drop was 7.4% bigger, at -41.01%. Month end -34.71% on 2024-08-30
Close before and after $20.63 to $12.75 split-adjusted Session open, high, low $20.48, $20.48, $12.20 Opening gap -0.73% Close inside the session range 0.07 of the range, where 1.00 is the high Session volume 2,500,100 shares, $31,876,275 Relative volume 10.9x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
23	BRCC	-37.82%	2024-08-08 against the close of 2024-08-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	BRC Inc. Reports Second Quarter 2024 Financial Results 08/07/2024 16:15 ET after hours Black Rifle Coffee Company Unleashes Era of Energy Innovation With New Line of Black Rifle Energy™ Beverages 08/07/2024	Day +1 -35.42% 2024-08-09 Day +5 -28.04% 2024-08-15 Best recovery within 5 -28.04% 2024-08-15 25.9% of the drop was recovered five sessions later. Month end -18.27% on 2024-08-30
Close before and after $54.20 to $33.70 split-adjusted Session open, high, low $45.20, $45.20, $32.95 Opening gap -16.61% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 821,889 shares, $27,697,659 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
24	AVD	-37.48%	2024-08-09 against the close of 2024-08-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	American Vanguard Reports Q2 2024 Results 08/08/2024 17:45 ET after hours	Day +1 -31.62% 2024-08-12 Day +5 -30.40% 2024-08-16 Best recovery within 5 -30.40% 2024-08-15 18.9% of the drop was recovered five sessions later. Month end -29.91% on 2024-08-30
Close before and after $8.19 to $5.12 split-adjusted Session open, high, low $5.98, $6.20, $4.95 Opening gap -26.98% Close inside the session range 0.13 of the range, where 1.00 is the high Session volume 2,869,115 shares, $14,689,869 Relative volume 16.0x 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
25	LAB	-36.61%	2024-08-01 against the close of 2024-07-31 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Standard BioTools Reports Second Quarter 2024 Financial Results 07/31/2024 16:01 ET after hours Standard BioTools Announces Senior Leadership Changes 07/31/2024	Day +1 -26.34% 2024-08-02 Day +5 -25.45% 2024-08-08 Best recovery within 5 -25.45% 2024-08-08 30.5% of the drop was recovered five sessions later. Month end -4.91% on 2024-08-30
Close before and after $2.24 to $1.42 split-adjusted Session open, high, low $1.64, $1.85, $1.21 Opening gap -26.79% Close inside the session range 0.33 of the range, where 1.00 is the high Session volume 11,770,714 shares, $16,714,414 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
26	DPRO Also on the opposite board this month on both boards	-36.27%	2024-08-09 against the close of 2024-08-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Draganfly to Host Shareholder Update and Q2 Earnings Call 08/09/2024 07:15 ET premarket	Day +1 -12.81% 2024-08-12 Day +5 -13.64% 2024-08-16 Best recovery within 5 -7.90% 2024-08-13 62.4% of the drop was recovered five sessions later. Month end -31.23% on 2024-08-30
Close before and after $3.92 to $2.50 split-adjusted Session open, high, low $4.00, $4.26, $2.40 Opening gap +1.98% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 283,799 shares, $709,498 Relative volume 10.2x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
27	TIXT	-35.96%	2024-08-02 against the close of 2024-08-01 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	TELUS Digital reports second quarter 2024 results, delivering consistently strong cash flows despite prolonged macroeconomic pressures; revises the full-year outlook and announces executive leadership appointments 08/02/2024 06:45 ET premarket TELUS reports operational and financial results for second quarter 2024 08/02/2024	Day +1 -48.77% 2024-08-05 Day +5 -54.01% 2024-08-09 Best recovery within 5 -48.77% 2024-08-05 Five sessions later the drop was 50.2% bigger, at -54.01%. Month end -43.52% on 2024-08-30
Close before and after $6.48 to $4.15 as traded Session open, high, low $4.77, $4.77, $4.14 Opening gap -26.39% Close inside the session range 0.02 of the range, where 1.00 is the high Session volume 2,731,030 shares, $11,333,775 Relative volume 13.1x 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
28	ODP	-35.25%	2024-08-07 against the close of 2024-08-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	The ODP Corporation Announces Second Quarter 2024 Results 08/07/2024 06:50 ET premarket	Day +1 -31.03% 2024-08-08 Day +5 -33.46% 2024-08-14 Best recovery within 5 -30.58% 2024-08-13 5.1% of the drop was recovered five sessions later. Month end -18.67% on 2024-08-30
Close before and after $37.93 to $24.56 as traded Session open, high, low $26.38, $29.63, $24.50 Opening gap -30.45% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 1,710,271 shares, $42,004,256 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
29	SOWG release reads positive	-34.77%	2024-08-15 against the close of 2024-08-14 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings Release reads positive, stock fell 34.77%	Sow Good Reports Strong Second Quarter 2024 Results 08/14/2024 16:05 ET after hours	Day +1 -24.05% 2024-08-16 Day +5 -28.49% 2024-08-22 Best recovery within 5 -22.96% 2024-08-20 18.1% of the drop was recovered five sessions later. Month end -42.12% on 2024-08-30
Close before and after $303.75 to $198.15 split-adjusted Session open, high, low $252.15, $283.65, $193.35 Opening gap -16.99% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 39,043 shares, $7,736,370 Relative volume 13.2x 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	CABA	-34.37%	2024-08-08 against the close of 2024-08-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Cabaletta Bio Reports Second Quarter 2024 Financial Results and Provides Business Update 08/08/2024 07:00 ET premarket	Day +1 -31.91% 2024-08-09 Day +5 -27.00% 2024-08-15 Best recovery within 5 -25.37% 2024-08-13 21.4% of the drop was recovered five sessions later. Month end -7.86% on 2024-08-30
Close before and after $6.11 to $4.01 split-adjusted Session open, high, low $4.43, $4.47, $3.47 Opening gap -27.50% Close inside the session range 0.54 of the range, where 1.00 is the high Session volume 7,142,268 shares, $28,640,495 Relative volume 9.3x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
31	ATEC	-34.26%	2024-08-01 against the close of 2024-07-31 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	ATEC Reports Second Quarter 2024 Financial Results And Raises Full-Year Guidance 07/31/2024 16:00 ET after hours	Day +1 -37.62% 2024-08-02 Day +5 -37.33% 2024-08-08 Best recovery within 5 -35.15% 2024-08-05 Five sessions later the drop was 9.0% bigger, at -37.33%. Month end -31.68% on 2024-08-30
Close before and after $10.10 to $6.64 split-adjusted Session open, high, low $7.90, $8.10, $6.51 Opening gap -21.78% Close inside the session range 0.08 of the range, where 1.00 is the high Session volume 15,646,719 shares, $103,894,214 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
32	SPIR	-33.56%	2024-08-15 against the close of 2024-08-14 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Spire Global Files Form 12b-25 with the Securities and Exchange Commission 08/14/2024 16:05 ET after hours	Day +1 -30.41% 2024-08-16 Day +5 -27.07% 2024-08-22 Best recovery within 5 -24.90% 2024-08-19 19.3% of the drop was recovered five sessions later. Month end -15.55% on 2024-08-30
Close before and after $10.16 to $6.75 split-adjusted Session open, high, low $6.55, $7.90, $6.26 Opening gap -35.53% Close inside the session range 0.30 of the range, where 1.00 is the high Session volume 3,700,728 shares, $24,979,914 Relative volume 13.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
33	FTCI	-33.40%	2024-08-08 against the close of 2024-08-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	FTC Solar Announces Second Quarter 2024 Financial Results 08/08/2024 06:30 ET premarket	Day +1 -35.51% 2024-08-09 Day +5 -36.85% 2024-08-15 Best recovery within 5 -33.14% 2024-08-14 Five sessions later the drop was 10.3% bigger, at -36.85%. Month end -37.74% on 2024-08-30
Close before and after $3.80 to $2.53 split-adjusted Session open, high, low $3.30, $3.49, $1.76 Opening gap -13.20% Close inside the session range 0.45 of the range, where 1.00 is the high Session volume 440,895 shares, $1,116,346 Relative volume 10.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
34	SCOR	-33.11%	2024-08-07 against the close of 2024-08-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Comscore Reports Second Quarter 2024 Results 08/06/2024 16:05 ET after hours	Day +1 -33.36% 2024-08-08 Day +5 -37.27% 2024-08-14 Best recovery within 5 -33.36% 2024-08-08 Five sessions later the drop was 12.6% bigger, at -37.27%. Month end -40.35% on 2024-08-30
Close before and after $12.02 to $8.04 split-adjusted Session open, high, low $11.10, $11.10, $7.33 Opening gap -7.65% Close inside the session range 0.19 of the range, where 1.00 is the high Session volume 121,680 shares, $978,307 Relative volume 12.9x 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
35	IRWD	-32.61%	2024-08-08 against the close of 2024-08-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Ironwood Pharmaceuticals Reports Second Quarter 2024 Results 08/08/2024 07:00 ET premarket	Day +1 -29.45% 2024-08-09 Day +5 -25.96% 2024-08-15 Best recovery within 5 -25.29% 2024-08-13 20.4% of the drop was recovered five sessions later. Month end -15.81% on 2024-08-30
Close before and after $6.01 to $4.05 split-adjusted Session open, high, low $6.00, $6.14, $3.79 Opening gap -0.17% Close inside the session range 0.11 of the range, where 1.00 is the high Session volume 9,051,862 shares, $36,660,041 Relative volume 5.8x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
36	PRCH	-32.37%	2024-08-07 against the close of 2024-08-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Porch Group Reports Second Quarter 2024 Results 08/06/2024 16:02 ET after hours Porch Group Files Reciprocal Exchange Application and Contributes PRCH Shares to HOA to Increase Surplus and Support Future Growth 08/06/2024	Day +1 -36.71% 2024-08-08 Day +5 -24.86% 2024-08-14 Best recovery within 5 -24.86% 2024-08-14 23.2% of the drop was recovered five sessions later. Month end -16.76% on 2024-08-30
Close before and after $1.73 to $1.17 split-adjusted Session open, high, low $1.50, $1.50, $1.13 Opening gap -13.29% Close inside the session range 0.11 of the range, where 1.00 is the high Session volume 3,904,061 shares, $4,567,751 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
37	DG	-32.15%	2024-08-29 against the close of 2024-08-28 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Dollar General Corporation Reports Second Quarter 2024 Results 08/29/2024 06:50 ET premarket	Day +1 -33.00% 2024-08-30 Day +5 -33.32% 2024-09-06 Best recovery within 5 -32.34% 2024-09-03 Five sessions later the drop was 3.6% bigger, at -33.32%. Month end -33.00% on 2024-08-30 This month ended before the fifth session after the move.
Close before and after $123.84 to $84.03 split-adjusted Session open, high, low $92.20, $97.00, $84.00 Opening gap -25.55% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 41,654,977 shares, $3,500,267,717 Relative volume 19.2x 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
38	EYEN	-31.64%	2024-08-21 against the close of 2024-08-20 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Eyenovia, Inc. Announces Proposed Public Offering 08/20/2024 17:09 ET after hours Eyenovia Announces Pricing of $5.14 Million Public Offering 08/21/2024	Day +1 -19.69% 2024-08-22 Day +5 -24.07% 2024-08-28 Best recovery within 5 -14.44% 2024-08-23 23.9% of the drop was recovered five sessions later. Month end -19.13% on 2024-08-30
Close before and after $54.42 to $37.20 as traded Session open, high, low $36.78, $37.59, $29.60 Opening gap -32.40% Close inside the session range 0.95 of the range, where 1.00 is the high Session volume 316,866 shares, $11,787,415 Relative volume 24.2x 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
39	SGC	-30.73%	2024-08-07 against the close of 2024-08-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Superior Group of Companies Reports Second Quarter 2024 Results 08/06/2024 16:05 ET after hours	Day +1 -32.33% 2024-08-08 Day +5 -26.57% 2024-08-14 Best recovery within 5 -25.77% 2024-08-13 13.5% of the drop was recovered five sessions later. Month end -17.45% on 2024-08-30
Close before and after $17.54 to $12.15 split-adjusted Session open, high, low $14.95, $14.95, $11.66 Opening gap -14.77% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 337,224 shares, $4,097,272 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
40	LQDA release reads positive	-30.62%	2024-08-19 against the close of 2024-08-16 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	FDA & Regulatory Release reads positive, stock fell 30.62%	U.S. FDA Grants Tentative Approval of YUTREPIA™ (treprostinil) Inhalation Powder for Patients with Pulmonary Arterial Hypertension (PAH) and Pulmonary Hypertension Associated with Interstitial Lung Disease (PH-ILD) 08/19/2024 06:00 ET premarket	Day +1 -31.96% 2024-08-20 Day +5 -30.33% 2024-08-26 Best recovery within 5 -29.27% 2024-08-21 0.9% of the drop was recovered five sessions later. Month end -32.60% on 2024-08-30
Close before and after $14.11 to $9.79 split-adjusted Session open, high, low $8.95, $10.25, $8.26 Opening gap -36.57% Close inside the session range 0.77 of the range, where 1.00 is the high Session volume 15,437,250 shares, $151,130,678 Relative volume 21.3x 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
41	BAND	-30.02%	2024-08-01 against the close of 2024-07-31 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Bandwidth Announces Second Quarter 2024 Financial Results 08/01/2024 06:29 ET premarket	Day +1 -33.35% 2024-08-02 Day +5 -31.55% 2024-08-08 Best recovery within 5 -30.76% 2024-08-06 Five sessions later the drop was 5.1% bigger, at -31.55%. Month end -24.80% on 2024-08-30
Close before and after $22.82 to $15.97 split-adjusted Session open, high, low $21.19, $21.19, $15.74 Opening gap -7.14% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 1,530,007 shares, $24,434,212 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
42	BMBL	-29.16%	2024-08-08 against the close of 2024-08-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Bumble Inc. Announces Second Quarter 2024 Results 08/07/2024 16:05 ET after hours	Day +1 -25.81% 2024-08-09 Day +5 -26.80% 2024-08-15 Best recovery within 5 -25.81% 2024-08-09 8.1% of the drop was recovered five sessions later. Month end -16.75% on 2024-08-30
Close before and after $8.06 to $5.71 split-adjusted Session open, high, low $4.98, $5.79, $4.80 Opening gap -38.21% Close inside the session range 0.92 of the range, where 1.00 is the high Session volume 33,402,035 shares, $190,725,620 Relative volume 11.3x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
43	RLMD	-29.01%	2024-08-08 against the close of 2024-08-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Relmada Therapeutics Reports Second Quarter 2024 Financial Results and Provides Business Update 08/07/2024 16:05 ET after hours	Day +1 -29.01% 2024-08-09 Day +5 -20.68% 2024-08-15 Best recovery within 5 -20.68% 2024-08-14 28.7% of the drop was recovered five sessions later. Month end -13.58% on 2024-08-30
Close before and after $3.24 to $2.30 split-adjusted Session open, high, low $3.21, $3.24, $2.25 Opening gap -0.93% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 730,796 shares, $1,680,831 Relative volume 13.0x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
44	IVVD	-28.67%	2024-08-27 against the close of 2024-08-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Invivyd Announces PEMGARDA™ (pemivibart) Demonstrated 84% Relative Risk Reduction in Symptomatic COVID-19 Compared to Placebo in an Exploratory Analysis from Ongoing CANOPY Phase 3 Clinical Trial 08/27/2024 07:01 ET premarket	Day +1 -30.23% 2024-08-28 Day +5 -34.10% 2024-09-04 Best recovery within 5 -30.23% 2024-08-28 Five sessions later the drop was 18.9% bigger, at -34.10%. Month end -34.09% on 2024-08-30 This month ended before the fifth session after the move.
Close before and after $1.29 to $0.9201 split-adjusted Session open, high, low $1.29, $1.32, $0.9008 Opening gap 0.00% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 2,609,312 shares, $2,400,828 Relative volume 8.2x 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
45	PDD	-28.51%	2024-08-26 against the close of 2024-08-23 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	PDD Holdings Announces Second Quarter 2024 Unaudited Financial Results 08/26/2024 06:30 ET premarket	Day +1 -31.43% 2024-08-27 Day +5 -30.11% 2024-09-03 Best recovery within 5 -30.11% 2024-09-03 Five sessions later the drop was 5.6% bigger, at -30.11%. Month end -31.29% on 2024-08-30 This month ended before the fifth session after the move.
Close before and after $139.87 to $100.00 split-adjusted Session open, high, low $110.20, $111.67, $95.86 Opening gap -21.21% Close inside the session range 0.26 of the range, where 1.00 is the high Session volume 103,174,646 shares, $10,317,464,600 Relative volume 15.3x 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
46	IDN	-28.37%	2024-08-09 against the close of 2024-08-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Intellicheck Announces Second Quarter 2024 Financial Results 08/08/2024 16:05 ET after hours	Day +1 -20.76% 2024-08-12 Day +5 -24.91% 2024-08-16 Best recovery within 5 -17.30% 2024-08-15 12.2% of the drop was recovered five sessions later. Month end -20.07% on 2024-08-30
Close before and after $2.89 to $2.07 split-adjusted Session open, high, low $2.37, $2.55, $2.07 Opening gap -17.99% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 173,595 shares, $359,342 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
47	PUBM	-28.27%	2024-08-09 against the close of 2024-08-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	PubMatic Announces Second Quarter 2024 Financial Results 08/08/2024 16:05 ET after hours	Day +1 -27.40% 2024-08-12 Day +5 -30.46% 2024-08-16 Best recovery within 5 -27.40% 2024-08-12 Five sessions later the drop was 7.7% bigger, at -30.46%. Month end -20.41% on 2024-08-30
Close before and after $19.60 to $14.06 split-adjusted Session open, high, low $13.82, $14.32, $13.18 Opening gap -29.49% Close inside the session range 0.77 of the range, where 1.00 is the high Session volume 4,047,637 shares, $56,909,776 Relative volume 12.5x 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
48	APEI	-27.94%	2024-08-07 against the close of 2024-08-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	American Public Education Reports Second Quarter 2024 Financial Results 08/06/2024 16:01 ET after hours	Day +1 -22.32% 2024-08-08 Day +5 -19.80% 2024-08-14 Best recovery within 5 -18.80% 2024-08-13 29.1% of the drop was recovered five sessions later. Month end -2.05% on 2024-08-30
Close before and after $17.07 to $12.30 split-adjusted Session open, high, low $14.34, $14.76, $11.80 Opening gap -15.99% Close inside the session range 0.17 of the range, where 1.00 is the high Session volume 1,587,839 shares, $19,530,420 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
49	OUST	-27.67%	2024-08-14 against the close of 2024-08-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Ouster Reports Strong Revenue and Margins for Second Quarter 2024 08/13/2024 16:05 ET after hours	Day +1 -28.49% 2024-08-15 Day +5 -26.01% 2024-08-21 Best recovery within 5 -26.01% 2024-08-21 6.0% of the drop was recovered five sessions later. Month end -34.83% on 2024-08-30
Close before and after $10.88 to $7.87 split-adjusted Session open, high, low $9.12, $9.44, $7.77 Opening gap -16.18% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 5,313,104 shares, $41,814,128 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
50	FROG	-27.52%	2024-08-08 against the close of 2024-08-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	JFrog Announces Second Quarter 2024 Results 08/07/2024 16:11 ET after hours	Day +1 -23.23% 2024-08-09 Day +5 -21.53% 2024-08-15 Best recovery within 5 -21.53% 2024-08-15 21.8% of the drop was recovered five sessions later. Month end -18.47% on 2024-08-30
Close before and after $34.05 to $24.68 split-adjusted Session open, high, low $25.19, $25.64, $22.91 Opening gap -26.02% Close inside the session range 0.65 of the range, where 1.00 is the high Session volume 11,986,582 shares, $295,828,844 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
51	BANL	-27.18%	2024-08-28 against the close of 2024-08-27 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Banle Group Expands Global Port Coverage to Over 60 Ports, Solidifying Leadership in the Marine Fuel Bunkering Industry 08/28/2024 09:49 ET intraday	Day +1 -25.75% 2024-08-29 Day +5 -35.96% 2024-09-05 Best recovery within 5 -25.75% 2024-08-29 Five sessions later the drop was 32.3% bigger, at -35.96%. Month end -28.95% on 2024-08-30 This month ended before the fifth session after the move.
Close before and after $14.82 to $10.79 split-adjusted Session open, high, low $14.37, $14.56, $10.47 Opening gap -3.07% Close inside the session range 0.08 of the range, where 1.00 is the high Session volume 7,704 shares, $83,136 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
52	EWCZ	-26.98%	2024-08-14 against the close of 2024-08-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	European Wax Center, Inc. Reports Second Quarter Fiscal Year 2024 Results 08/14/2024 06:05 ET premarket European Wax Center Board of Directors Appoints David Berg as Chief Executive Officer 08/14/2024	Day +1 -18.47% 2024-08-15 Day +5 -6.49% 2024-08-21 Best recovery within 5 -6.49% 2024-08-21 75.9% of the drop was recovered five sessions later. Month end -0.43% on 2024-08-30
Close before and after $6.93 to $5.06 as traded Session open, high, low $6.00, $6.31, $4.80 Opening gap -13.42% Close inside the session range 0.17 of the range, where 1.00 is the high Session volume 8,049,307 shares, $40,729,493 Relative volume 9.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
53	SNAP	-26.93%	2024-08-02 against the close of 2024-08-01 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Snap Inc. Announces Second Quarter 2024 Financial Results 08/01/2024 16:10 ET after hours	Day +1 -32.01% 2024-08-05 Day +5 -29.35% 2024-08-09 Best recovery within 5 -29.35% 2024-08-09 Five sessions later the drop was 9.0% bigger, at -29.35%. Month end -27.09% on 2024-08-30
Close before and after $12.81 to $9.36 split-adjusted Session open, high, low $10.13, $10.42, $9.30 Opening gap -20.92% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 124,970,577 shares, $1,169,724,601 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
54	IBTA	-26.69%	2024-08-14 against the close of 2024-08-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Ibotta Reports Second Quarter 2024 Financial Results 08/13/2024 16:10 ET after hours Instacart and Ibotta Join Forces to Deliver More Savings for Customers 08/13/2024	Day +1 -22.53% 2024-08-15 Day +5 -12.91% 2024-08-21 Best recovery within 5 -12.58% 2024-08-20 51.6% of the drop was recovered five sessions later. Month end -1.72% on 2024-08-30
Close before and after $58.19 to $42.66 split-adjusted Session open, high, low $54.41, $55.98, $42.17 Opening gap -6.50% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 1,398,084 shares, $59,642,263 Relative volume 18.2x 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	WKEY	-26.62%	2024-08-14 against the close of 2024-08-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership	WISeKey Partners with Venafi on Post-Quantum Encryption Services 08/14/2024 01:00 ET premarket	Day +1 -30.35% 2024-08-15 Day +5 -28.08% 2024-08-21 Best recovery within 5 -28.08% 2024-08-21 Five sessions later the drop was 5.5% bigger, at -28.08%. Month end -33.12% on 2024-08-30
Close before and after $3.08 to $2.26 split-adjusted Session open, high, low $2.70, $2.70, $2.03 Opening gap -12.34% Close inside the session range 0.34 of the range, where 1.00 is the high Session volume 315,282 shares, $712,537 Relative volume 46.4x 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
56	FIVN	-26.49%	2024-08-09 against the close of 2024-08-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	M&A / Acquisition catalyst from a later release the same session	Five9 Surpasses $1 Billion in Annual Revenue Run Rate 08/08/2024 16:05 ET after hours Five9 to Acquire Acqueon to Expand its Industry-Leading Omnichannel Outreach and Journey Orchestration for the Enterprise 08/08/2024 Five9 Announces an End-to-End AI Suite and New Approach to Transform Enterprise CX 08/08/2024	Day +1 -23.81% 2024-08-12 Day +5 -22.49% 2024-08-16 Best recovery within 5 -21.24% 2024-08-15 15.1% of the drop was recovered five sessions later. Month end -24.06% on 2024-08-30
Close before and after $42.47 to $31.22 split-adjusted Session open, high, low $34.20, $35.68, $28.75 Opening gap -19.47% Close inside the session range 0.36 of the range, where 1.00 is the high Session volume 13,572,495 shares, $423,733,294 Relative volume 12.9x 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
57	ESTC	-26.49%	2024-08-30 against the close of 2024-08-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Elastic Reports First Quarter Fiscal 2025 Financial Results 08/29/2024 16:05 ET after hours Elastic Announces Open Source License for Elasticsearch and Kibana Source Code 08/29/2024	Day +1 -29.32% 2024-09-03 Day +5 -31.40% 2024-09-09 Best recovery within 5 -29.24% 2024-09-04 Five sessions later the drop was 18.5% bigger, at -31.40%. Month end -26.49% on 2024-08-30 same session This month ended before the fifth session after the move.
Close before and after $103.64 to $76.19 split-adjusted Session open, high, low $79.22, $80.77, $73.68 Opening gap -23.56% Close inside the session range 0.35 of the range, where 1.00 is the high Session volume 11,701,703 shares, $891,552,752 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
58	INTC	-26.06%	2024-08-02 against the close of 2024-08-01 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Intel Reports Second-Quarter 2024 Financial Results; Announces $10 Billion Cost Reduction Plan to Increase Efficiency and Market Competitiveness 08/01/2024 16:01 ET after hours	Day +1 -30.77% 2024-08-05 Day +5 -32.15% 2024-08-09 Best recovery within 5 -29.47% 2024-08-08 Five sessions later the drop was 23.4% bigger, at -32.15%. Month end -24.13% on 2024-08-30
Close before and after $29.05 to $21.48 split-adjusted Session open, high, low $21.94, $21.98, $20.42 Opening gap -24.48% Close inside the session range 0.68 of the range, where 1.00 is the high Session volume 300,616,920 shares, $6,457,251,442 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
59	EGHT	-25.97%	2024-08-08 against the close of 2024-08-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	8x8, Inc. Reports First Quarter Fiscal Year 2025 Financial Results 08/07/2024 16:05 ET after hours	Day +1 -28.68% 2024-08-09 Day +5 -34.50% 2024-08-15 Best recovery within 5 -28.68% 2024-08-09 Five sessions later the drop was 32.8% bigger, at -34.50%. Month end -27.13% on 2024-08-30
Close before and after $2.58 to $1.91 split-adjusted Session open, high, low $2.50, $2.54, $1.51 Opening gap -3.10% Close inside the session range 0.39 of the range, where 1.00 is the high Session volume 6,210,537 shares, $11,862,126 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
60	MITK	-25.42%	2024-08-09 against the close of 2024-08-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Mitek Reports Fiscal 2024 Third Quarter Financial Results 08/08/2024 16:05 ET after hours	Day +1 -24.53% 2024-08-12 Day +5 -22.67% 2024-08-16 Best recovery within 5 -22.67% 2024-08-16 10.8% of the drop was recovered five sessions later. Month end -17.45% on 2024-08-30
Close before and after $11.29 to $8.42 split-adjusted Session open, high, low $7.41, $8.51, $7.35 Opening gap -34.37% Close inside the session range 0.93 of the range, where 1.00 is the high Session volume 3,306,946 shares, $27,844,485 Relative volume 7.2x 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
61	LFCR	-25.24%	2024-08-27 against the close of 2024-08-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Lifecore Biomedical Reports Fourth Quarter and Fiscal Year End 2024 Financial Results and Provides Corporate Update 08/26/2024 17:23 ET after hours	Day +1 -37.38% 2024-08-28 Day +5 -33.44% 2024-09-04 Best recovery within 5 -30.91% 2024-08-30 Five sessions later the drop was 32.5% bigger, at -33.44%. Month end -30.91% on 2024-08-30 This month ended before the fifth session after the move.
Close before and after $6.34 to $4.74 split-adjusted Session open, high, low $5.79, $5.93, $3.83 Opening gap -8.68% Close inside the session range 0.43 of the range, where 1.00 is the high Session volume 2,289,952 shares, $10,854,372 Relative volume 19.0x 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
62	HRTX	-25.09%	2024-08-07 against the close of 2024-08-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Heron Therapeutics Announces Second Quarter 2024 Financial Results and Narrows Financial Guidance 08/06/2024 16:05 ET after hours	Day +1 -20.04% 2024-08-08 Day +5 -30.34% 2024-08-14 Best recovery within 5 -20.04% 2024-08-08 Five sessions later the drop was 20.9% bigger, at -30.34%. Month end -27.72% on 2024-08-30
Close before and after $2.67 to $2.00 split-adjusted Session open, high, low $2.50, $2.60, $1.88 Opening gap -6.37% Close inside the session range 0.17 of the range, where 1.00 is the high Session volume 9,051,539 shares, $18,103,078 Relative volume 5.3x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
63	FFIE More than one ranked move this month 2+ ranked moves	-24.48%	2024-08-15 against the close of 2024-08-14 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Faraday Future Reports Financial Results for Second Quarter 2024 and Announces Timing for Earnings Call 08/14/2024 18:06 ET after hours	Day +1 -23.53% 2024-08-16 Day +5 +19.71% 2024-08-22 Best recovery within 5 +19.71% 2024-08-22 It recovered the whole drop and closed 19.71% above the pre-news price. Month end -25.18% on 2024-08-30
Close before and after $6.72 to $5.07 as traded Session open, high, low $5.40, $5.47, $4.80 Opening gap -19.59% Close inside the session range 0.40 of the range, where 1.00 is the high Session volume 3,269,903 shares, $16,584,948 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
64	TBI	-24.37%	2024-08-06 against the close of 2024-08-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	TrueBlue Reports Second Quarter 2024 Results 08/05/2024 16:05 ET after hours	Day +1 -26.33% 2024-08-07 Day +5 -28.76% 2024-08-13 Best recovery within 5 -24.84% 2024-08-08 Five sessions later the drop was 18.0% bigger, at -28.76%. Month end -25.58% on 2024-08-30
Close before and after $10.71 to $8.10 split-adjusted Session open, high, low $8.62, $8.99, $7.67 Opening gap -19.51% Close inside the session range 0.33 of the range, where 1.00 is the high Session volume 920,670 shares, $7,457,427 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
65	LAES Also on the opposite board this month on both boards	-23.98%	2024-08-28 against the close of 2024-08-27 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	SEALSQ Testing its QS7001 RISC V Quantum-Resistant Platform I the Next Generation WISeSat Satellites; Prototype to Launch in November 2024 08/28/2024 09:00 ET premarket	Day +1 -21.57% 2024-08-29 Day +5 -38.01% 2024-09-05 Best recovery within 5 -21.57% 2024-08-29 Five sessions later the drop was 58.5% bigger, at -38.01%. Month end -23.48% on 2024-08-30 This month ended before the fifth session after the move.
Close before and after $0.7776 to $0.5911 split-adjusted Session open, high, low $0.7800, $0.7800, $0.5846 Opening gap +0.31% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 1,996,069 shares, $1,179,876 Relative volume 1.6x 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
66	NFE	-23.62%	2024-08-09 against the close of 2024-08-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	New Fortress Energy Announces Second Quarter 2024 Results 08/09/2024 07:00 ET premarket	Day +1 -17.10% 2024-08-12 Day +5 -23.33% 2024-08-16 Best recovery within 5 -17.10% 2024-08-12 1.2% of the drop was recovered five sessions later. Month end -27.61% on 2024-08-30
Close before and after $17.02 to $13.00 split-adjusted Session open, high, low $15.93, $16.00, $12.63 Opening gap -6.40% Close inside the session range 0.11 of the range, where 1.00 is the high Session volume 20,064,432 shares, $260,837,616 Relative volume 7.4x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
67	CLNN Also on the opposite board this month on both boards	-23.47%	2024-08-07 against the close of 2024-08-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Clene Reports Second Quarter 2024 Financial Results and Recent Operating Highlights 08/07/2024 08:23 ET premarket	Day +1 -25.00% 2024-08-08 Day +5 -15.65% 2024-08-14 Best recovery within 5 -13.10% 2024-08-12 33.3% of the drop was recovered five sessions later. Month end -10.37% on 2024-08-30
Close before and after $5.88 to $4.50 split-adjusted Session open, high, low $5.60, $6.19, $4.50 Opening gap -4.76% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 484,667 shares, $2,181,002 Relative volume 12.9x 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
68	PLBY	-23.25%	2024-08-09 against the close of 2024-08-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	PLBY Group Reports Second Quarter 2024 Financial Results 08/08/2024 16:06 ET after hours Playboy Announces the Return of its Iconic Print Magazine and a Worldwide Playmate of the Year Search 08/08/2024	Day +1 -25.64% 2024-08-12 Day +5 -15.85% 2024-08-16 Best recovery within 5 -10.37% 2024-08-13 31.8% of the drop was recovered five sessions later. Month end -32.43% on 2024-08-30
Close before and after $0.7918 to $0.6077 split-adjusted Session open, high, low $0.7500, $0.7589, $0.5800 Opening gap -5.28% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 1,912,320 shares, $1,162,117 Relative volume 8.9x 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
69	REAL	-23.23%	2024-08-07 against the close of 2024-08-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	The RealReal Announces Second Quarter 2024 Results 08/06/2024 16:10 ET after hours	Day +1 -20.65% 2024-08-08 Day +5 -15.81% 2024-08-14 Best recovery within 5 -13.23% 2024-08-13 31.9% of the drop was recovered five sessions later. Month end -14.84% on 2024-08-30
Close before and after $3.10 to $2.38 split-adjusted Session open, high, low $3.00, $3.00, $2.36 Opening gap -3.23% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 8,334,300 shares, $19,835,634 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
70	BLUE	-23.12%	2024-08-14 against the close of 2024-08-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	bluebird bio Reports Second Quarter 2024 Results and Highlights Operational Progress and 2024 Guidance 08/14/2024 07:00 ET premarket	Day +1 -33.46% 2024-08-15 Day +5 -32.33% 2024-08-21 Best recovery within 5 -32.33% 2024-08-21 Five sessions later the drop was 39.8% bigger, at -32.33%. Month end -47.03% on 2024-08-30
Close before and after $21.20 to $16.30 as traded Session open, high, low $19.00, $19.30, $15.88 Opening gap -10.38% Close inside the session range 0.12 of the range, where 1.00 is the high Session volume 1,714,594 shares, $27,944,453 Relative volume 8.8x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
71	TELA	-22.94%	2024-08-13 against the close of 2024-08-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	TELA Bio Reports Second Quarter 2024 Financial Results and Reiterates Full Year 2024 Revenue Guidance 08/12/2024 16:05 ET after hours	Day +1 -24.44% 2024-08-14 Day +5 -25.19% 2024-08-20 Best recovery within 5 -22.44% 2024-08-16 Five sessions later the drop was 9.8% bigger, at -25.19%. Month end -27.68% on 2024-08-30
Close before and after $4.01 to $3.09 split-adjusted Session open, high, low $3.20, $3.39, $2.54 Opening gap -20.20% Close inside the session range 0.65 of the range, where 1.00 is the high Session volume 2,235,921 shares, $6,908,996 Relative volume 18.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
72	XPOF	-22.90%	2024-08-02 against the close of 2024-08-01 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Xponential Fitness, Inc. Announces Second Quarter 2024 Financial Results 08/01/2024 16:05 ET after hours	Day +1 -19.50% 2024-08-05 Day +5 -15.91% 2024-08-09 Best recovery within 5 -15.50% 2024-08-08 30.5% of the drop was recovered five sessions later. Month end -24.13% on 2024-08-30
Close before and after $17.03 to $13.13 split-adjusted Session open, high, low $10.00, $14.48, $9.00 Opening gap -41.28% Close inside the session range 0.75 of the range, where 1.00 is the high Session volume 4,795,857 shares, $62,969,602 Relative volume 8.8x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
73	MLYS	-22.82%	2024-08-14 against the close of 2024-08-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Mineralys Therapeutics Reports Second Quarter 2024 Financial Results and Provides Corporate Update 08/13/2024 16:05 ET after hours	Day +1 -17.50% 2024-08-15 Day +5 -5.83% 2024-08-21 Best recovery within 5 -5.83% 2024-08-21 74.5% of the drop was recovered five sessions later. Month end +4.90% on 2024-08-30
Close before and after $11.83 to $9.13 split-adjusted Session open, high, low $11.16, $11.16, $8.58 Opening gap -5.66% Close inside the session range 0.21 of the range, where 1.00 is the high Session volume 672,447 shares, $6,139,441 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
74	RSKD	-22.82%	2024-08-14 against the close of 2024-08-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Leadership Change catalyst from a later release the same session	Riskified Improves Adjusted EBITDA Guidance for Second Quarter in a Row 08/14/2024 06:50 ET premarket Riskified Appoints David Meredith to Board of Directors 08/13/2024	Day +1 -21.98% 2024-08-15 Day +5 -19.97% 2024-08-21 Best recovery within 5 -19.97% 2024-08-21 12.5% of the drop was recovered five sessions later. Month end -13.09% on 2024-08-30
Close before and after $5.96 to $4.60 split-adjusted Session open, high, low $5.50, $5.71, $4.59 Opening gap -7.72% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 2,714,552 shares, $12,486,939 Relative volume 4.3x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
75	INTT	-22.71%	2024-08-02 against the close of 2024-08-01 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	inTEST Reports 4% Revenue Growth for Second Quarter 2024 08/02/2024 06:30 ET premarket	Day +1 -26.20% 2024-08-05 Day +5 -33.37% 2024-08-09 Best recovery within 5 -26.20% 2024-08-05 Five sessions later the drop was 46.9% bigger, at -33.37%. Month end -28.69% on 2024-08-30
Close before and after $10.04 to $7.76 split-adjusted Session open, high, low $8.63, $9.09, $7.75 Opening gap -14.04% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 434,116 shares, $3,368,740 Relative volume 6.1x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
76	LASE More than one ranked move this month 2+ ranked moves	-22.58%	2024-08-13 against the close of 2024-08-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership	Laser Photonics and Boston Engineering Announce Partnership To Equip Naval Robotic Crawler With Laser Technology 08/13/2024 07:00 ET premarket	Day +1 -16.82% 2024-08-14 Day +5 -35.02% 2024-08-20 Best recovery within 5 -16.82% 2024-08-14 Five sessions later the drop was 55.1% bigger, at -35.02%. Month end -21.20% on 2024-08-30
Close before and after $4.34 to $3.36 split-adjusted Session open, high, low $4.74, $4.83, $3.00 Opening gap +9.22% Close inside the session range 0.20 of the range, where 1.00 is the high Session volume 2,054,689 shares, $6,903,755 Relative volume 15.4x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
77	MBLY	-22.48%	2024-08-01 against the close of 2024-07-31 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Mobileye Releases Second Quarter 2024 Results, Updates Guidance and Provides Business Overview 08/01/2024 06:30 ET premarket	Day +1 -24.00% 2024-08-02 Day +5 -24.33% 2024-08-08 Best recovery within 5 -24.00% 2024-08-02 Five sessions later the drop was 8.2% bigger, at -24.33%. Month end -32.00% on 2024-08-30
Close before and after $21.00 to $16.28 split-adjusted Session open, high, low $18.05, $18.45, $15.21 Opening gap -14.05% Close inside the session range 0.33 of the range, where 1.00 is the high Session volume 28,139,536 shares, $458,111,646 Relative volume 7.4x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
78	MYRG	-22.41%	2024-08-01 against the close of 2024-07-31 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	MYR Group Inc. Announces Second-Quarter and First-Half 2024 Results 07/31/2024 16:23 ET after hours	Day +1 -29.17% 2024-08-02 Day +5 -26.20% 2024-08-08 Best recovery within 5 -26.20% 2024-08-08 Five sessions later the drop was 16.9% bigger, at -26.20%. Month end -28.25% on 2024-08-30
Close before and after $140.48 to $109.00 split-adjusted Session open, high, low $125.80, $130.27, $106.02 Opening gap -10.45% Close inside the session range 0.12 of the range, where 1.00 is the high Session volume 1,493,312 shares, $162,771,008 Relative volume 9.5x 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
79	OEC	-22.40%	2024-08-02 against the close of 2024-08-01 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Orion S.A. Reports Second Quarter 2024 Financial Results 08/01/2024 16:30 ET after hours	Day +1 -27.00% 2024-08-05 Day +5 -21.05% 2024-08-09 Best recovery within 5 -20.96% 2024-08-08 6.0% of the drop was recovered five sessions later. Month end -19.05% on 2024-08-30
Close before and after $23.04 to $17.88 split-adjusted Session open, high, low $19.50, $20.07, $17.13 Opening gap -15.36% Close inside the session range 0.26 of the range, where 1.00 is the high Session volume 1,777,250 shares, $31,777,230 Relative volume 5.8x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
80	FFIE More than one ranked move this month 2+ ranked moves	-22.31%	2024-08-19 against the close of 2024-08-16 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Faraday Future Announces Launch Event Date for China-U.S. Automotive Bridge Strategy 08/19/2024 08:00 ET premarket	Day +1 -41.59% 2024-08-20 Day +5 +47.59% 2024-08-26 Best recovery within 5 +56.54% 2024-08-22 It recovered the whole drop and closed 47.59% above the pre-news price. Month end -2.16% on 2024-08-30
Close before and after $5.14 to $3.99 as traded Session open, high, low $4.87, $4.99, $3.80 Opening gap -5.18% Close inside the session range 0.16 of the range, where 1.00 is the high Session volume 5,542,135 shares, $22,113,119 Relative volume 6.2x 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
81	CHGG	-22.18%	2024-08-06 against the close of 2024-08-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Chegg Reports 2024 Second Quarter Earnings 08/05/2024 16:05 ET after hours	Day +1 -24.57% 2024-08-07 Day +5 -28.33% 2024-08-13 Best recovery within 5 -22.87% 2024-08-08 Five sessions later the drop was 27.7% bigger, at -28.33%. Month end -26.28% on 2024-08-30
Close before and after $2.93 to $2.28 split-adjusted Session open, high, low $2.45, $2.46, $2.11 Opening gap -16.38% Close inside the session range 0.49 of the range, where 1.00 is the high Session volume 12,835,128 shares, $29,264,092 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
82	HNRG	-21.86%	2024-08-07 against the close of 2024-08-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Hallador Energy Company Reports Second Quarter 2024 Financial and Operating Results 08/06/2024 16:58 ET after hours	Day +1 -17.69% 2024-08-08 Day +5 -8.63% 2024-08-14 Best recovery within 5 -8.63% 2024-08-14 60.5% of the drop was recovered five sessions later. Month end -1.90% on 2024-08-30
Close before and after $6.84 to $5.35 split-adjusted Session open, high, low $5.85, $5.89, $4.86 Opening gap -14.47% Close inside the session range 0.47 of the range, where 1.00 is the high Session volume 2,905,599 shares, $15,530,427 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
83	NRDS	-21.80%	2024-08-01 against the close of 2024-07-31 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	NerdWallet Reports Second Quarter 2024 Results 07/31/2024 16:05 ET after hours	Day +1 -22.90% 2024-08-02 Day +5 -24.40% 2024-08-08 Best recovery within 5 -22.90% 2024-08-02 Five sessions later the drop was 11.9% bigger, at -24.40%. Month end -11.62% on 2024-08-30
Close before and after $14.63 to $11.44 split-adjusted Session open, high, low $13.41, $13.43, $11.25 Opening gap -8.34% Close inside the session range 0.09 of the range, where 1.00 is the high Session volume 1,874,551 shares, $21,444,863 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
84	ALTG	-21.73%	2024-08-08 against the close of 2024-08-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Alta Equipment Group Announces Second Quarter 2024 Financial Results 08/07/2024 16:15 ET after hours	Day +1 -26.62% 2024-08-09 Day +5 -26.25% 2024-08-15 Best recovery within 5 -26.25% 2024-08-15 Five sessions later the drop was 20.8% bigger, at -26.25%. Month end -17.70% on 2024-08-30
Close before and after $8.19 to $6.41 split-adjusted Session open, high, low $7.61, $7.62, $6.26 Opening gap -7.08% Close inside the session range 0.11 of the range, where 1.00 is the high Session volume 1,683,754 shares, $10,792,863 Relative volume 4.3x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
85	EYE	-21.70%	2024-08-07 against the close of 2024-08-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Leadership Change	National Vision Announces the Appointment of Alex Wilkes as President 08/07/2024 06:00 ET premarket National Vision Holdings, Inc. Reports Second Quarter 2024 Financial Results 08/07/2024	Day +1 -21.63% 2024-08-08 Day +5 -25.14% 2024-08-14 Best recovery within 5 -21.63% 2024-08-08 Five sessions later the drop was 15.9% bigger, at -25.14%. Month end -24.36% on 2024-08-30
Close before and after $13.96 to $10.93 split-adjusted Session open, high, low $12.52, $13.53, $10.84 Opening gap -10.32% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 8,845,757 shares, $96,684,124 Relative volume 6.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
86	VRM	-21.65%	2024-08-09 against the close of 2024-08-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Vroom Announces Second Quarter 2024 Results 08/08/2024 16:15 ET after hours	Day +1 -21.51% 2024-08-12 Day +5 +28.42% 2024-08-16 Best recovery within 5 +28.42% 2024-08-16 It recovered the whole drop and closed 28.42% above the pre-news price. Month end +6.84% on 2024-08-30
Close before and after $7.16 to $5.61 split-adjusted Session open, high, low $7.16, $7.16, $5.00 Opening gap 0.00% Close inside the session range 0.28 of the range, where 1.00 is the high Session volume 203,251 shares, $1,140,238 Relative volume 11.3x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
87	LASE More than one ranked move this month 2+ ranked moves	-21.56%	2024-08-30 against the close of 2024-08-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Laser Photonics Announces Second Quarter 2024 Results 08/29/2024 16:10 ET after hours Laser Photonics To Join Brokk at 2024 MINExpo 08/30/2024	Day +1 -24.54% 2024-09-03 Day +5 +55.05% 2024-09-09 Best recovery within 5 +55.05% 2024-09-09 It recovered the whole drop and closed 55.05% above the pre-news price. Month end -21.56% on 2024-08-30 same session This month ended before the fifth session after the move.
Close before and after $4.36 to $3.42 split-adjusted Session open, high, low $3.94, $4.44, $3.20 Opening gap -9.63% Close inside the session range 0.18 of the range, where 1.00 is the high Session volume 1,045,377 shares, $3,575,189 Relative volume 1.8x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
88	TREX	-21.54%	2024-08-07 against the close of 2024-08-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Trex Company Reports Second Quarter 2024 Results 08/06/2024 16:05 ET after hours	Day +1 -20.72% 2024-08-08 Day +5 -21.03% 2024-08-14 Best recovery within 5 -19.78% 2024-08-13 2.4% of the drop was recovered five sessions later. Month end -16.75% on 2024-08-30
Close before and after $76.56 to $60.07 split-adjusted Session open, high, low $61.04, $62.70, $58.68 Opening gap -20.27% Close inside the session range 0.35 of the range, where 1.00 is the high Session volume 6,830,593 shares, $410,313,722 Relative volume 6.6x 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
89	BZ	-21.45%	2024-08-28 against the close of 2024-08-27 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	KANZHUN LIMITED Announces Second Quarter 2024 Financial Results 08/28/2024 07:10 ET premarket	Day +1 -11.62% 2024-08-29 Day +5 -11.33% 2024-09-05 Best recovery within 5 -10.62% 2024-08-30 47.2% of the drop was recovered five sessions later. Month end -10.62% on 2024-08-30 This month ended before the fifth session after the move.
Close before and after $13.94 to $10.95 split-adjusted Session open, high, low $13.77, $13.82, $10.57 Opening gap -1.22% Close inside the session range 0.12 of the range, where 1.00 is the high Session volume 15,907,486 shares, $174,186,972 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
90	CGNX	-21.24%	2024-08-01 against the close of 2024-07-31 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Cognex Reports Second Quarter 2024 Results 07/31/2024 16:15 ET after hours Cognex Declares Quarterly Cash Dividend 07/31/2024	Day +1 -22.97% 2024-08-02 Day +5 -21.91% 2024-08-08 Best recovery within 5 -21.91% 2024-08-08 Five sessions later the drop was 3.2% bigger, at -21.91%. Month end -18.62% on 2024-08-30
Close before and after $49.62 to $39.08 split-adjusted Session open, high, low $46.00, $46.50, $37.90 Opening gap -7.30% Close inside the session range 0.14 of the range, where 1.00 is the high Session volume 6,254,934 shares, $244,442,821 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
91	MCRB	-21.09%	2024-08-06 against the close of 2024-08-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership	Seres Therapeutics Announces Signing of VOWST™ Asset Purchase Agreement with Nestlé Health Science 08/06/2024 07:00 ET premarket Seres Therapeutics to Announce Second Quarter 2024 Financial Results and Business Update on August 13, 2024 08/06/2024	Day +1 -31.25% 2024-08-07 Day +5 -35.31% 2024-08-13 Best recovery within 5 -28.54% 2024-08-08 Five sessions later the drop was 67.4% bigger, at -35.31%. Month end -37.45% on 2024-08-30
Close before and after $25.60 to $20.20 split-adjusted Session open, high, low $19.60, $21.40, $17.00 Opening gap -23.44% Close inside the session range 0.73 of the range, where 1.00 is the high Session volume 724,298 shares, $14,630,820 Relative volume 4.3x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
92	CING Also on the opposite board this month on both boards	-21.06%	2024-08-13 against the close of 2024-08-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Cingulate Reports Second Quarter 2024 Financial Results and Provides Development Update on Major Milestones Achieved 08/13/2024 07:45 ET premarket	Day +1 -35.27% 2024-08-14 Day +5 +368.05% 2024-08-20 Best recovery within 5 +520.68% 2024-08-16 It recovered the whole drop and closed 368.05% above the pre-news price. Month end +176.83% on 2024-08-30
Close before and after $2.85 to $2.25 split-adjusted Session open, high, low $2.93, $2.97, $2.14 Opening gap +2.80% Close inside the session range 0.13 of the range, where 1.00 is the high Session volume 206,110 shares, $463,748 Relative volume 7.7x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
93	AHCO	-21.06%	2024-08-06 against the close of 2024-08-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	AdaptHealth Corp. Announces Second Quarter 2024 Results 08/06/2024 07:00 ET premarket	Day +1 -17.23% 2024-08-07 Day +5 -11.58% 2024-08-13 Best recovery within 5 -11.58% 2024-08-13 45.0% of the drop was recovered five sessions later. Month end +0.18% on 2024-08-30
Close before and after $10.97 to $8.66 split-adjusted Session open, high, low $10.85, $10.85, $8.58 Opening gap -1.09% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 4,253,616 shares, $36,836,315 Relative volume 5.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
94	ARRY	-21.02%	2024-08-09 against the close of 2024-08-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Array Technologies, Inc. Reports Financial Results for the Second Quarter 2024 – Delivers strong results on continued gross margin strength 08/08/2024 16:04 ET after hours	Day +1 -21.80% 2024-08-12 Day +5 -27.14% 2024-08-16 Best recovery within 5 -21.80% 2024-08-12 Five sessions later the drop was 29.1% bigger, at -27.14%. Month end -25.36% on 2024-08-30
Close before and after $8.99 to $7.10 split-adjusted Session open, high, low $7.94, $8.00, $6.76 Opening gap -11.68% Close inside the session range 0.28 of the range, where 1.00 is the high Session volume 26,501,138 shares, $188,158,080 Relative volume 5.4x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
95	MRNA	-21.01%	2024-08-01 against the close of 2024-07-31 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Moderna Reports Second Quarter 2024 Financial Results and Provides Business Updates 08/01/2024 06:30 ET premarket	Day +1 -27.38% 2024-08-02 Day +5 -29.27% 2024-08-08 Best recovery within 5 -27.38% 2024-08-02 Five sessions later the drop was 39.3% bigger, at -29.27%. Month end -35.08% on 2024-08-30
Close before and after $119.22 to $94.17 split-adjusted Session open, high, low $99.58, $102.90, $93.60 Opening gap -16.47% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 18,591,903 shares, $1,750,799,506 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
96	WKHS	-20.99%	2024-08-20 against the close of 2024-08-19 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Workhorse Group Reports Second Quarter 2024 Results 08/20/2024 09:00 ET premarket	Day +1 -27.86% 2024-08-21 Day +5 -36.20% 2024-08-27 Best recovery within 5 -27.86% 2024-08-21 Five sessions later the drop was 72.5% bigger, at -36.20%. Month end -44.26% on 2024-08-30
Close before and after $183.00 to $144.59 split-adjusted Session open, high, low $162.00, $165.00, $129.10 Opening gap -11.48% Close inside the session range 0.43 of the range, where 1.00 is the high Session volume 35,772 shares, $5,172,095 Relative volume 6.1x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
97	CLW	-20.91%	2024-08-07 against the close of 2024-08-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Clearwater Paper Reports Second Quarter 2024 Results 08/06/2024 16:05 ET after hours	Day +1 -27.03% 2024-08-08 Day +5 -36.77% 2024-08-14 Best recovery within 5 -27.03% 2024-08-08 Five sessions later the drop was 75.8% bigger, at -36.77%. Month end -31.05% on 2024-08-30
Close before and after $48.25 to $38.16 split-adjusted Session open, high, low $45.56, $48.56, $37.51 Opening gap -5.58% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 630,301 shares, $24,052,286 Relative volume 4.4x 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
98	OCUP	-20.85%	2024-08-13 against the close of 2024-08-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Ocuphire Pharma Announces Financial Results for Second Quarter 2024 and Provides Corporate Update 08/13/2024 08:00 ET premarket	Day +1 -24.47% 2024-08-14 Day +5 -20.24% 2024-08-20 Best recovery within 5 -17.82% 2024-08-19 2.9% of the drop was recovered five sessions later. Month end -25.08% on 2024-08-30
Close before and after $1.66 to $1.31 as traded Session open, high, low $1.60, $1.61, $1.27 Opening gap -3.32% Close inside the session range 0.12 of the range, where 1.00 is the high Session volume 729,637 shares, $955,824 Relative volume 5.6x 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
99	JBLU	-20.66%	2024-08-12 against the close of 2024-08-09 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	JetBlue Announces Proposed Senior Secured Loyalty Notes Offering and Senior Secured Loyalty Term Loan 08/12/2024 07:07 ET premarket JetBlue Announces $400 Million Convertible Senior Notes Offering 08/12/2024	Day +1 -24.46% 2024-08-13 Day +5 -20.66% 2024-08-19 Best recovery within 5 -20.66% 2024-08-19 0.0% of the drop was recovered five sessions later. Month end -16.03% on 2024-08-30
Close before and after $6.05 to $4.80 split-adjusted Session open, high, low $5.25, $5.41, $4.72 Opening gap -13.22% Close inside the session range 0.12 of the range, where 1.00 is the high Session volume 92,719,379 shares, $445,053,019 Relative volume 6.4x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
100	BKKT	-20.62%	2024-08-14 against the close of 2024-08-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Bakkt Reports Second Quarter 2024 Results 08/14/2024 07:00 ET premarket	Day +1 -10.80% 2024-08-15 Day +5 -5.17% 2024-08-21 Best recovery within 5 -5.17% 2024-08-21 74.9% of the drop was recovered five sessions later. Month end -7.33% on 2024-08-30
Close before and after $15.28 to $12.13 split-adjusted Session open, high, low $15.28, $15.51, $11.73 Opening gap 0.00% Close inside the session range 0.11 of the range, where 1.00 is the high Session volume 340,302 shares, $4,127,863 Relative volume 2.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session

NYSE and Nasdaq companies with a market capitalization of $25M or more, measured today. The exchange is the one recorded on each announcement, and a release naming several tickers records one venue for all of them. A session that changed hands for less than $25,000 in total is not ranked, because a percentage set by a handful of shares is a print rather than a move. On a board older than a year a fund is identified by its name alone, because an instrument class describes whoever holds the ticker today. 893 smaller events this month are held out of this month's eligible pool; switch to include them. 294 events never entered this month's eligible pool, because the ticker is a warrant, a unit, a right or a preferred rather than common stock, or carries a stored capitalization above $10 trillion, which is larger than any company has reached. Include the $5M to $25M band

5 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.

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

In August 2024, the median decliner had recovered 1.8% of its drop five sessions later; the largest catalyst group was Earnings, 76 of the 100 events, at a median of -26.8%.

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

Which catalysts drove the board

Swipe the table sideways for the day +5 columns.

Catalyst	Events	Share of board	Median move close to close	Median at day +5	Still below the pre-news close at day +5
Earnings	76	76.0%	-26.8%	-26.7%	94.7% of 76
Other Announcement	6	6.0%	Fewer than 10 events in this group, so no figures are shown.
Clinical Trial Results	4	4.0%	Fewer than 10 events in this group, so no figures are shown.
M&A / Acquisition	3	3.0%	Fewer than 10 events in this group, so no figures are shown.
Offering / Dilution	3	3.0%	Fewer than 10 events in this group, so no figures are shown.

3 other catalyst types, 8 events: Contract / Partnership, Leadership Change, FDA & Regulatory.

How much of the drop held

Horizon	Still below the pre-news close close to close	Median change since the measured close as a share of the drop
Day +1	100.0% of 100	0.9% deeper below baseline, of 100
Day +5	95.0% of 100	1.8% recovered, of 100
Month end	95.9% of 98	9.1% recovered, of 98
Month end falls before day +5 for 8 of these 98 events, so this row is not a later horizon than the one above it. 98 of the 100 events have a month-end close later than the measured session; 2 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 August 2024

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

Symbol	Measured sessions	Largest drop
FFIE	2Earnings, Other Announcement	-24.48%
LASE	2Contract / Partnership, Earnings	-22.58%

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
BNAI	2024-07, 2024-06, 2024-05	-26.06%
NBY	2024-07, 2024-05	-63.91%
FDMT	2024-07, 2024-06	-31.96%
SAVA	2024-07, 2024-06	-34.83%
MGNX	2024-07, 2024-05	-77.44%
LZ	2024-07, 2024-05	-25.35%
VTYX	2024-07, 2024-06	-37.78%
CTRI	2024-07, 2024-06	-22.37%
VSTM	2024-07, 2024-05	-66.17%
BCTX	2024-07, 2024-05	-22.75%
KRUS	2024-07, 2024-06	-23.43%
VVPR	2024-07, 2024-06	-15.70%
TNXP	2024-07, 2024-06	-47.89%
THAR	2024-07, 2024-06	-33.27%
ZNTL	2024-07, 2024-06	-50.66%
CVRX	2024-07, 2024-05	-34.75%
BNED	2024-06, 2024-05	-46.63%
MCRBthis month too	2024-06, 2024-05	-32.49%
MIND	2024-06, 2024-05	-22.01%
FFIEthis month too	2024-06, 2024-05	-62.03%
SYTA	2024-06, 2024-05	-27.01%

What the board was made of

Price before the move

Price bands are not shown on months older than a year, because the stored prices are adjusted for splits done since and a company that has reverse-split lands in a band its shares never traded in.

When the announcement landed

Volume against normal

Industry

43 other industries, 52 events

Industry not known: 9.0%

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 July 2024

100 events in the comparable window.

July 2024 median -19.0%, selected from the 8,605 events in that month's eligible pool

August 2024 median -27.3%, 8.3 points steeper than July 2024. August 2024's median is taken over the 100 ranked rows, selected from the 8,926 events in that month's eligible pool.

How this ranking is measured

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

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

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

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

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

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

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