August 2024 Stock Losers on News, Micro Caps Included

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

Data as of the trading session of 2024-08-30, 20 of 22 completed market sessions produced ranked moves. That date is the last ranked session, not the last priced one, so follow-through dates run later.

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

See the biggest gainers of August 2024

100

Ranked drops

-68.53%

Largest, OM

98.0%

Below baseline, day +5

0.8%

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	XPON under $25M today	-67.92%	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.	Offering / Dilution	Expion360 Announces Pricing of $10 Million Underwritten Public Offering 08/07/2024 08:50 ET premarket	Day +1 -62.35% 2024-08-08 Day +5 -67.50% 2024-08-14 Best recovery within 5 -62.35% 2024-08-08 0.6% of the drop was recovered five sessions later. Month end -75.95% on 2024-08-30
Close before and after $312.36 to $100.20 split-adjusted Session open, high, low $87.60, $108.00, $87.60 Opening gap -71.96% Close inside the session range 0.62 of the range, where 1.00 is the high Session volume 81,942 shares, $8,210,588 Relative volume over 1,000x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
3	ELEV under $25M today	-63.37%	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.	Clinical Trial Results	Elevation Oncology Announces Promising Initial Data from Phase 1 Clinical Trial Evaluating EO-3021 in Patients with Advanced Unresectable or Metastatic Solid Tumors Likely to Express Claudin 18.2 08/06/2024 07:00 ET premarket Elevation Oncology Reports Second Quarter 2024 Financial Results and Highlights Recent Business Achievements 08/06/2024	Day +1 -64.79% 2024-08-07 Day +5 -64.41% 2024-08-13 Best recovery within 5 -63.50% 2024-08-09 Five sessions later the drop was 1.6% bigger, at -64.41%. Month end -63.47% on 2024-08-30
Close before and after $2.13 to $0.7802 as traded Session open, high, low $0.9941, $1.03, $0.7549 Opening gap -53.33% Close inside the session range 0.09 of the range, where 1.00 is the high Session volume 19,322,683 shares, $15,075,557 Relative volume 31.8x 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
4	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
5	TSBX under $25M today	-61.93%	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.	Clinical Trial Results	Turnstone Biologics Corp. Reports Positive Initial Data from Phase 1 Trial of TIDAL-01 in Metastatic Colorectal Cancer 08/14/2024 16:01 ET after hours Turnstone Biologics Corp. Reports Second Quarter 2024 Financial Results and Provides Recent Business Highlights 08/14/2024	Day +1 -65.06% 2024-08-16 Day +5 -63.71% 2024-08-22 Best recovery within 5 -63.71% 2024-08-22 Five sessions later the drop was 2.9% bigger, at -63.71%. Month end -67.80% on 2024-08-30
Close before and after $2.18 to $0.8300 as traded Session open, high, low $1.36, $1.37, $0.8007 Opening gap -37.61% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 5,775,157 shares, $4,793,380 Relative volume 179.1x 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
6	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
7	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
8	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
9	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
10	MYNA under $25M today	-55.90%	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.	Guidance Change	Mynaric Lowers Revenue, Cash-In from Customer Contracts and Increases Operating Loss Guidance for 2024 Due to Slower than Expected Production Ramp and Higher Production Costs 08/20/2024 04:00 ET premarket Mynaric Announces Voluntary Departure of CFO Stefan Berndt von-Bülow 08/20/2024	Day +1 -67.47% 2024-08-21 Day +5 -75.42% 2024-08-27 Best recovery within 5 -67.47% 2024-08-21 Five sessions later the drop was 34.9% bigger, at -75.42%. Month end -76.39% on 2024-08-30
Close before and after $4.15 to $1.83 as traded Session open, high, low $1.95, $2.04, $1.83 Opening gap -53.01% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 1,523,537 shares, $2,788,073 Relative volume 973.2x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
11	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
12	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
13	NCNA under $25M today	-52.65%	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.	Clinical Trial Results	NuCana Announces Update for Phase 2 Randomized Colorectal Cancer Study 08/29/2024 16:01 ET after hours	Day +1 -56.02% 2024-09-03 Day +5 -64.94% 2024-09-09 Best recovery within 5 -56.02% 2024-09-03 Five sessions later the drop was 23.3% bigger, at -64.94%. Month end -52.65% on 2024-08-30 same session This month ended before the fifth session after the move.
Close before and after $1,546.00 to $732.00 split-adjusted Session open, high, low $704.00, $900.00, $658.00 Opening gap -54.46% Close inside the session range 0.31 of the range, where 1.00 is the high Session volume 2,204 shares, $1,613,328 Relative volume 23.2x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
14	CAUD under $25M today	-52.29%	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.	Uplisting / Compliance	Collective Audience to Transition to OTC Markets Following Delisting from Nasdaq Global Market 08/15/2024 13:00 ET intraday	Day +1 -41.90% 2024-08-16 Day +5 +15.72% 2024-08-22 Best recovery within 5 +15.72% 2024-08-22 It recovered the whole drop and closed 15.72% above the pre-news price. Month end +8.80% on 2024-08-30
Close before and after $0.4320 to $0.2061 split-adjusted Session open, high, low $0.4316, $0.4575, $0.1323 Opening gap -0.09% Close inside the session range 0.23 of the range, where 1.00 is the high Session volume 3,346,337 shares, $689,680 Relative volume 39.1x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
15	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
16	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
17	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
18	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
19	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
20	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
21	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
22	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
23	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
24	PALT under $25M today	-41.21%	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.	Contract / Partnership	Paltalk Holdings, Inc. Awarded $65.7 Million Jury Verdict Against Cisco Systems Inc. 08/30/2024 06:00 ET premarket	Day +1 -45.79% 2024-09-03 Day +5 -47.44% 2024-09-09 Best recovery within 5 -45.79% 2024-09-03 Five sessions later the drop was 15.1% bigger, at -47.44%. Month end -41.21% on 2024-08-30 same session This month ended before the fifth session after the move.
Close before and after $5.46 to $3.21 as traded Session open, high, low $3.61, $3.65, $3.13 Opening gap -33.88% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 1,587,059 shares, $5,094,459 Relative volume 30.0x 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	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
26	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
27	ICD under $25M today	-39.67%	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	Independence Contract Drilling, Inc. Reports Financial Results for the Second Quarter Ended June 30, 2024 08/07/2024 06:45 ET premarket	Day +1 -57.81% 2024-08-08 Day +5 -49.59% 2024-08-14 Best recovery within 5 -44.71% 2024-08-13 Five sessions later the drop was 25.0% bigger, at -49.59%. Month end -63.22% on 2024-08-30
Close before and after $1.21 to $0.7300 as traded Session open, high, low $1.16, $1.16, $0.7214 Opening gap -4.13% Close inside the session range 0.02 of the range, where 1.00 is the high Session volume 367,166 shares, $268,031 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
28	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
29	FBLG under $25M today	-39.41%	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	FibroBiologics Files 2024 Second Quarter Report 08/07/2024 18:52 ET after hours	Day +1 -47.18% 2024-08-09 Day +5 -67.83% 2024-08-15 Best recovery within 5 -47.18% 2024-08-09 Five sessions later the drop was 72.1% bigger, at -67.83%. Month end -56.57% on 2024-08-30
Close before and after $74.60 to $45.20 split-adjusted Session open, high, low $74.00, $74.00, $40.00 Opening gap -0.80% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 40,192 shares, $1,816,678 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
30	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
31	LGMK under $25M today	-39.12%	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.	Offering / Dilution	LogicMark, Inc. Announces Pricing of $4.5 Million Public Offering Priced At-The-Market 08/02/2024 09:21 ET premarket	Day +1 -42.19% 2024-08-05 Day +5 -54.31% 2024-08-09 Best recovery within 5 -42.19% 2024-08-05 Five sessions later the drop was 38.8% bigger, at -54.31%. Month end -61.03% on 2024-08-30
Close before and after $8,626.88 to $5,251.88 split-adjusted Session open, high, low $6,386.25, $6,556.88, $5,250.00 Opening gap -25.97% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 51 shares, $267,846 Relative volume 17.0x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
32	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
33	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
34	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
35	LAZR under $25M today	-37.36%	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	Luminar Bolsters Balance Sheet & Reports Second Quarter 2024 Business Update 08/06/2024 16:00 ET after hours	Day +1 -33.72% 2024-08-08 Day +5 -33.79% 2024-08-14 Best recovery within 5 -30.59% 2024-08-13 9.6% of the drop was recovered five sessions later. Month end -27.40% on 2024-08-30
Close before and after $21.08 to $13.20 split-adjusted Session open, high, low $16.65, $17.10, $12.60 Opening gap -21.00% Close inside the session range 0.13 of the range, where 1.00 is the high Session volume 4,159,297 shares, $54,908,959 Relative volume 10.5x 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
36	AQMS under $25M today	-36.74%	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.	Other Announcement	Aqua Metals Announces Continued Progress on Sierra ARC Buildout and Ongoing Efforts to Finance Remainder of Construction and Commissioning 08/05/2024 16:05 ET after hours	Day +1 -32.32% 2024-08-07 Day +5 -34.63% 2024-08-13 Best recovery within 5 -29.66% 2024-08-09 5.7% of the drop was recovered five sessions later. Month end -26.01% on 2024-08-30
Close before and after $59.60 to $37.70 split-adjusted Session open, high, low $40.00, $45.98, $35.10 Opening gap -32.89% Close inside the session range 0.24 of the range, where 1.00 is the high Session volume 20,255 shares, $763,614 Relative volume 10.4x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
37	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
38	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
39	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
40	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
41	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
42	ENSC under $25M today Also on the opposite board this month on both boards	-34.67%	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.	Offering / Dilution	Ensysce Biosciences, Inc. Announces $5 Million Concurrent Registered Direct Offering and Exercise of Warrants 08/29/2024 08:00 ET premarket	Day +1 -36.92% 2024-08-30 Day +5 -40.27% 2024-09-06 Best recovery within 5 -36.92% 2024-08-30 Five sessions later the drop was 16.2% bigger, at -40.27%. Month end -36.92% on 2024-08-30 This month ended before the fifth session after the move.
Close before and after $9.39 to $6.14 split-adjusted Session open, high, low $6.10, $6.82, $5.85 Opening gap -35.08% Close inside the session range 0.29 of the range, where 1.00 is the high Session volume 369,108 shares, $2,265,031 Relative volume 76.9x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
43	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
44	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
45	VINE under $25M today	-33.65%	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.	M&A / Acquisition (terminated)	Fresh Vine Wine, Inc. and Notes Live, Inc. Mutually Agree to Terminate Merger Agreement 08/01/2024 16:00 ET after hours	Day +1 -32.82% 2024-08-05 Day +5 -31.36% 2024-08-09 Best recovery within 5 -31.36% 2024-08-09 6.8% of the drop was recovered five sessions later. Month end -20.87% on 2024-08-30
Close before and after $0.4369 to $0.2899 as traded Session open, high, low $0.2710, $0.3200, $0.2600 Opening gap -37.97% Close inside the session range 0.50 of the range, where 1.00 is the high Session volume 1,032,701 shares, $299,380 Relative volume 3.4x 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
46	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
47	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
48	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
49	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
50	CSCI under $25M today	-32.42%	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	COSCIENS Biopharma Inc. Announces Top-Line Results of Phase 3 DETECT-Trial for the Diagnosis of Childhood-Onset Growth Hormone Deficiency 08/27/2024 07:30 ET premarket	Day +1 -35.32% 2024-08-28 Day +5 -33.96% 2024-09-04 Best recovery within 5 -31.57% 2024-08-30 Five sessions later the drop was 4.8% bigger, at -33.96%. Month end -31.57% on 2024-08-30 This month ended before the fifth session after the move.
Close before and after $5.86 to $3.96 as traded Session open, high, low $3.66, $4.49, $3.56 Opening gap -37.54% Close inside the session range 0.43 of the range, where 1.00 is the high Session volume 125,684 shares, $497,709 Relative volume 31.0x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
51	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
52	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
53	CUTR under $25M today	-32.13%	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	Cutera® Announces Second Quarter 2024 Financial Results 08/08/2024 16:01 ET after hours	Day +1 -35.56% 2024-08-12 Day +5 -26.79% 2024-08-16 Best recovery within 5 -26.79% 2024-08-16 16.6% of the drop was recovered five sessions later. Month end -32.15% on 2024-08-30
Close before and after $1.12 to $0.7601 as traded Session open, high, low $0.8600, $0.9409, $0.7322 Opening gap -23.21% Close inside the session range 0.13 of the range, where 1.00 is the high Session volume 2,215,425 shares, $1,683,945 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
54	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
55	ALAR under $25M today	-31.34%	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	Alarum Technologies Announces Second Quarter 2024 Results 08/26/2024 07:30 ET premarket	Day +1 -37.22% 2024-08-27 Day +5 -44.91% 2024-09-03 Best recovery within 5 -37.22% 2024-08-27 Five sessions later the drop was 43.3% bigger, at -44.91%. Month end -40.32% on 2024-08-30 This month ended before the fifth session after the move.
Close before and after $21.60 to $14.83 split-adjusted Session open, high, low $15.77, $15.95, $14.07 Opening gap -26.99% Close inside the session range 0.40 of the range, where 1.00 is the high Session volume 2,026,991 shares, $30,060,277 Relative volume 9.4x 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
56	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
57	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
58	RVYL under $25M today	-30.18%	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	RYVYL Reports Q2 2024 Results 08/13/2024 16:05 ET after hours	Day +1 -29.63% 2024-08-15 Day +5 -48.87% 2024-08-21 Best recovery within 5 -29.63% 2024-08-15 Five sessions later the drop was 61.9% bigger, at -48.87%. Month end -40.63% on 2024-08-30
Close before and after $63.67 to $44.45 as traded Session open, high, low $49.00, $54.59, $42.00 Opening gap -23.03% Close inside the session range 0.19 of the range, where 1.00 is the high Session volume 7,439 shares, $330,664 Relative volume 10.5x 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
59	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
60	GDC under $25M today Also on the opposite board this month release reads positive on both boards	-29.68%	2024-08-23 against the close of 2024-08-22 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement Release reads positive, stock fell 29.68%	GDC Announces SyncWaveX: Redefining Video Production with Direct Audio-to-Video AI Technology 08/23/2024 08:50 ET premarket	Day +1 -25.81% 2024-08-26 Day +5 -21.55% 2024-08-30 Best recovery within 5 -21.55% 2024-08-30 27.4% of the drop was recovered five sessions later. Month end -21.55% on 2024-08-30
Close before and after $1,937.50 to $1,362.50 split-adjusted Session open, high, low $2,250.00, $3,045.00, $1,217.50 Opening gap +16.13% Close inside the session range 0.08 of the range, where 1.00 is the high Session volume 114,985 shares, $156,667,063 Relative volume 453.6x 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
61	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
62	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
63	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
64	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
65	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
66	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
67	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
68	MBRX under $25M today release reads positive	-27.94%	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 27.94%	Moleculin Announces Plans for MIRACLE Phase 3 Pivotal Trial 08/01/2024 08:30 ET premarket	Day +1 -17.78% 2024-08-02 Day +5 -30.32% 2024-08-08 Best recovery within 5 -17.78% 2024-08-02 Five sessions later the drop was 8.5% bigger, at -30.32%. Month end -19.05% on 2024-08-30
Close before and after $78.75 to $56.75 split-adjusted Session open, high, low $79.00, $79.75, $52.88 Opening gap +0.32% Close inside the session range 0.14 of the range, where 1.00 is the high Session volume 5,290 shares, $300,208 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
69	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
70	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
71	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
72	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
73	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
74	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
75	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
76	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
77	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
78	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
79	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
80	RVPH under $25M today	-25.65%	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	Reviva Pharmaceuticals Announces Pricing of $5.0 Million Underwritten Offering Priced At-the-Market Under Nasdaq Rules 08/21/2024 06:00 ET premarket	Day +1 -21.06% 2024-08-22 Day +5 -11.40% 2024-08-28 Best recovery within 5 -11.40% 2024-08-28 55.6% of the drop was recovered five sessions later. Month end -1.75% on 2024-08-30
Close before and after $22.80 to $16.95 split-adjusted Session open, high, low $18.20, $18.50, $16.42 Opening gap -20.18% Close inside the session range 0.26 of the range, where 1.00 is the high Session volume 63,026 shares, $1,068,417 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
81	XCUR under $25M today Also on the opposite board this month on both boards	-25.57%	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	Exicure, Inc. Reports Second Quarter 2024 Financial Results 08/13/2024 16:01 ET after hours	Day +1 -26.45% 2024-08-15 Day +5 -21.73% 2024-08-21 Best recovery within 5 -19.68% 2024-08-19 15.0% of the drop was recovered five sessions later. Month end -19.97% on 2024-08-30
Close before and after $2.46 to $1.83 split-adjusted Session open, high, low $2.39, $2.45, $1.80 Opening gap -3.01% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 90,535 shares, $165,860 Relative volume 1.4x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
82	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
83	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
84	TCS under $25M today	-25.14%	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 Container Store Group, Inc. Announces First Quarter 2024 Financial Results 08/06/2024 16:05 ET after hours	Day +1 -25.66% 2024-08-08 Day +5 -28.67% 2024-08-14 Best recovery within 5 -25.66% 2024-08-08 Five sessions later the drop was 14.0% bigger, at -28.67%. Month end -29.25% on 2024-08-30
Close before and after $17.25 to $12.91 as traded Session open, high, low $13.73, $15.17, $12.75 Opening gap -20.43% Close inside the session range 0.07 of the range, where 1.00 is the high Session volume 66,227 shares, $855,222 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
85	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
86	FFIE	-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
87	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
88	BCDA under $25M today Also on the opposite board this month on both boards	-24.13%	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.	Offering / Dilution	BioCardia Announces Pricing of Upsized $7.2 Million Public Offering Priced At-The-Market Under Nasdaq Rules 08/30/2024 08:00 ET premarket	Day +1 -28.61% 2024-09-03 Day +5 -40.05% 2024-09-09 Best recovery within 5 -28.61% 2024-09-03 Five sessions later the drop was 66.0% bigger, at -40.05%. Month end -24.13% on 2024-08-30 same session This month ended before the fifth session after the move.
Close before and after $4.02 to $3.05 split-adjusted Session open, high, low $3.83, $4.08, $3.04 Opening gap -4.73% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 6,233,655 shares, $19,012,648 Relative volume 336.4x 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
89	LAES	-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
90	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
91	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
92	AMIX under $25M today	-23.30%	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.	Other Announcement	Autonomix Medical, Inc. (NASDAQ: AMIX) Announces Release of the Next CEO Corner Segment 08/02/2024 08:30 ET premarket	Day +1 -31.07% 2024-08-05 Day +5 -32.04% 2024-08-09 Best recovery within 5 -30.78% 2024-08-06 Five sessions later the drop was 37.5% bigger, at -32.04%. Month end -34.95% on 2024-08-30
Close before and after $432.60 to $331.80 split-adjusted Session open, high, low $414.58, $414.75, $317.56 Opening gap -4.17% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 1,756 shares, $582,641 Relative volume 0.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
93	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
94	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
95	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
96	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
97	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
98	GRYP under $25M today	-22.87%	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.	Crypto & Treasury	Gryphon Digital Mining Announces CFO Transition 08/02/2024 17:00 ET after hours Gryphon Digital Mining Announces July Operational Update 08/05/2024	Day +1 -7.85% 2024-08-06 Day +5 -6.42% 2024-08-12 Best recovery within 5 -5.77% 2024-08-08 71.9% of the drop was recovered five sessions later. Month end -9.35% on 2024-08-30
Close before and after $3.70 to $2.86 as traded Session open, high, low $2.97, $3.38, $2.46 Opening gap -19.76% Close inside the session range 0.43 of the range, where 1.00 is the high Session volume 84,091 shares, $240,080 Relative volume 2.5x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
99	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
100	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

NYSE and Nasdaq companies with a market capitalization of $5M or more, measured today, including the $5M to $25M band. The exchange is the one recorded on each announcement, and a release naming several tickers records one venue for all of them. A session that changed hands for less than $25,000 in total is not ranked, because a percentage set by a handful of shares is a print rather than a move. On a board older than a year a fund is identified by its name alone, because an instrument class describes whoever holds the ticker today. 296 events never entered this month's eligible pool, because the ticker is a warrant, a unit, a right or a preferred rather than common stock, or carries a stored capitalization above $10 trillion, which is larger than any company has reached. Exclude the $5M to $25M band

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.

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

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

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

In August 2024, the median decliner had recovered 0.8% of its drop five sessions later; the largest catalyst group was Earnings, 63 of the 100 events, at a median of -30.7%.

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	63	63.0%	-30.7%	-29.3%	98.4% of 63
Clinical Trial Results	9	9.0%	Fewer than 10 events in this group, so no figures are shown.
Other Announcement	8	8.0%	Fewer than 10 events in this group, so no figures are shown.
Offering / Dilution	7	7.0%	Fewer than 10 events in this group, so no figures are shown.
M&A / Acquisition	4	4.0%	Fewer than 10 events in this group, so no figures are shown.

6 other catalyst types, 9 events: FDA & Regulatory, Contract / Partnership, Leadership Change, Guidance Change, Uplisting / Compliance, Crypto & Treasury.

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	0.3% deeper below baseline, of 100
Day +5	98.0% of 100	0.8% recovered, of 100
Month end	97.9% of 96	6.8% recovered, of 96
Month end falls before day +5 for 10 of these 96 events, so this row is not a later horizon than the one above it. 96 of the 100 events have a month-end close later than the measured session; 4 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
No company moved twice or more this month.

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
NBY	2024-07, 2024-05	-63.91%
CNSP	2024-07, 2024-06	-60.58%
ICU	2024-07, 2024-06	-37.92%
SAVA	2024-07, 2024-06	-34.83%
MGNX	2024-07, 2024-05	-77.44%
LZ	2024-07, 2024-05	-25.35%
GLYC	2024-07, 2024-05	-82.76%
MICS	2024-07, 2024-06	-23.65%
VTYX	2024-07, 2024-06	-37.78%
VSTM	2024-07, 2024-05	-66.17%
WISA	2024-07, 2024-05	-30.90%
LGVN	2024-07, 2024-06	-24.76%
CRKN	2024-07, 2024-05	-36.83%
LUCY	2024-07, 2024-05	-58.29%
KRUS	2024-07, 2024-06	-23.43%
RBT	2024-06, 2024-05	-77.32%
ASNS	2024-06, 2024-05	-47.04%
BNED	2024-06, 2024-05	-46.63%
MCRB	2024-06, 2024-05	-32.49%
BNAI	2024-06, 2024-05	-26.06%
AONC	2024-06, 2024-05	-35.36%

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

39 other industries, 48 events

Industry not known: 10.0%

7 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 -22.7%, selected from the 9,222 events in that month's eligible pool

August 2024 median -32.4%, 9.7 points steeper than July 2024. August 2024's median is taken over the 100 ranked rows, selected from the 9,819 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.