September 2024 Stock Losers on News

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

Data as of the trading session of 2024-09-30, 20 of 20 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 September 2024

100

Ranked drops

-89.40%

Largest, OMEX

90.9%

Below baseline, day +5

0.9%

Median deeper below baseline, day +5

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100 ranked drops in September 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	OMEX More than one ranked move this month 2+ ranked moves	-89.40%	2024-09-17 against the close of 2024-09-16 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Odyssey Marine Exploration Reports Win in NAFTA Arbitration Case 09/17/2024 14:02 ET intraday	Day +1 -70.09% 2024-09-18 Day +5 -80.13% 2024-09-24 Best recovery within 5 -70.09% 2024-09-18 10.4% of the drop was recovered five sessions later. Month end -82.32% on 2024-09-30
Close before and after $4.68 to $0.4963 split-adjusted Session open, high, low $4.72, $5.08, $0.4500 Opening gap +0.85% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 30,811,040 shares, $15,291,519 Relative volume 449.4x 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
2	ATHA	-78.43%	2024-09-04 against the close of 2024-09-03 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Athira Pharma Announces Topline Results from Phase 2/3 LIFT-AD Clinical Trial of Fosgonimeton for Mild-to-Moderate Alzheimer’s Disease 09/03/2024 16:01 ET after hours	Day +1 -80.14% 2024-09-05 Day +5 -82.69% 2024-09-11 Best recovery within 5 -80.14% 2024-09-05 Five sessions later the drop was 5.4% bigger, at -82.69%. Month end -84.24% on 2024-09-30
Close before and after $2.83 to $0.6105 as traded Session open, high, low $0.7000, $0.7077, $0.5996 Opening gap -75.27% Close inside the session range 0.10 of the range, where 1.00 is the high Session volume 17,669,591 shares, $10,787,285 Relative volume 166.9x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
3	UAVS	-64.57%	2024-09-30 against the close of 2024-09-27 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	AgEagle Aerial Systems Inc. Announces Pricing of $6.5 Million Public Offering 09/30/2024 13:40 ET intraday	Day +1 -40.44% 2024-10-01 Day +5 no data Best recovery within 5 so far -40.44% 2024-10-01 Month end -64.57% on 2024-09-30 same session
Close before and after $13.28 to $4.71 split-adjusted Session open, high, low $13.30, $13.36, $3.94 Opening gap +0.11% Close inside the session range 0.08 of the range, where 1.00 is the high Session volume 683,021 shares, $3,213,614 Relative volume 64.0x 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
4	FULC	-61.13%	2024-09-12 against the close of 2024-09-11 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Fulcrum Therapeutics Announces Topline Results from Phase 3 REACH Clinical Trial of Losmapimod in Facioscapulohumeral Muscular Dystrophy (FSHD) 09/12/2024 06:55 ET premarket	Day +1 -64.07% 2024-09-13 Day +5 -61.02% 2024-09-19 Best recovery within 5 -60.56% 2024-09-17 0.2% of the drop was recovered five sessions later. Month end -59.66% on 2024-09-30
Close before and after $8.85 to $3.44 split-adjusted Session open, high, low $2.94, $3.69, $2.87 Opening gap -66.78% Close inside the session range 0.70 of the range, where 1.00 is the high Session volume 34,278,948 shares, $117,919,581 Relative volume 46.1x 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
5	SLQT	-43.73%	2024-09-13 against the close of 2024-09-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	SelectQuote, Inc. Reports Fourth Quarter of Fiscal Year 2024 Results 09/13/2024 07:30 ET premarket	Day +1 -49.03% 2024-09-16 Day +5 -44.85% 2024-09-20 Best recovery within 5 -42.34% 2024-09-17 Five sessions later the drop was 2.6% bigger, at -44.85%. Month end -39.55% on 2024-09-30
Close before and after $3.59 to $2.02 split-adjusted Session open, high, low $2.54, $2.68, $1.92 Opening gap -29.25% Close inside the session range 0.13 of the range, where 1.00 is the high Session volume 12,895,296 shares, $26,048,498 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
6	PRLD	-42.65%	2024-09-13 against the close of 2024-09-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Prelude Therapeutics’ SMARCA2 Degrader PRT3789 Demonstrated Promising Initial Clinical Activity and Safety Profile in Phase 1 Trial 09/13/2024 10:00 ET intraday	Day +1 -46.17% 2024-09-16 Day +5 -47.20% 2024-09-20 Best recovery within 5 -46.17% 2024-09-16 Five sessions later the drop was 10.7% bigger, at -47.20%. Month end -57.14% on 2024-09-30
Close before and after $4.83 to $2.77 split-adjusted Session open, high, low $4.90, $5.08, $2.69 Opening gap +1.45% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 2,487,957 shares, $6,891,641 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
7	SFIX	-39.47%	2024-09-25 against the close of 2024-09-24 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Stitch Fix Announces Fourth Quarter and Full Fiscal Year 2024 Financial Results 09/24/2024 16:05 ET after hours	Day +1 -32.53% 2024-09-26 Day +5 -29.87% 2024-10-02 Best recovery within 5 -24.27% 2024-09-27 24.3% of the drop was recovered five sessions later. Month end -24.80% on 2024-09-30 This month ended before the fifth session after the move.
Close before and after $3.75 to $2.27 split-adjusted Session open, high, low $2.69, $2.69, $2.25 Opening gap -28.27% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 23,879,130 shares, $54,205,625 Relative volume 17.3x 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
8	KOPN	-36.34%	2024-09-20 against the close of 2024-09-19 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Kopin Corporation Announces Proposed Public Offering of Common Stock and Pre-Funded Warrants 09/19/2024 16:16 ET after hours Kopin Corporation Announces Pricing of $27 Million Public Offering of Common Stock and Pre-Funded Warrants 09/20/2024	Day +1 -36.57% 2024-09-23 Day +5 -26.49% 2024-09-27 Best recovery within 5 -26.49% 2024-09-27 27.1% of the drop was recovered five sessions later. Month end -24.28% on 2024-09-30
Close before and after $0.9641 to $0.6137 split-adjusted Session open, high, low $0.7000, $0.7074, $0.6137 Opening gap -27.39% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 13,408,825 shares, $8,228,996 Relative volume 33.0x 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
9	VVPR More than one ranked move this month 2+ ranked moves	-34.55%	2024-09-17 against the close of 2024-09-16 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	M&A / Acquisition	VivoPower announces strategic merger heads of agreement with FAST at a pro-forma combined equity value of US$1.13bn 09/17/2024 08:30 ET premarket	Day +1 -30.37% 2024-09-18 Day +5 -27.75% 2024-09-24 Best recovery within 5 -27.75% 2024-09-19 19.7% of the drop was recovered five sessions later. Month end -47.64% on 2024-09-30
Close before and after $1.91 to $1.25 as traded Session open, high, low $2.05, $2.08, $1.22 Opening gap +7.33% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 18,256,078 shares, $22,820,098 Relative volume 160.2x 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
10	FFIE	-31.74%	2024-09-03 against the close of 2024-08-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Faraday Future Announces “Your Vision, Our Drive: Co-Creating the Future of Affordable AI EVs” Co-Creation Campaign 09/03/2024 03:52 ET premarket	Day +1 +4.28% 2024-09-04 Day +5 -16.62% 2024-09-10 Best recovery within 5 +4.28% 2024-09-04 47.6% of the drop was recovered five sessions later. Month end -42.89% on 2024-09-30
Close before and after $5.03 to $3.43 as traded Session open, high, low $5.07, $5.09, $3.36 Opening gap +0.90% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 7,067,419 shares, $24,241,247 Relative volume 2.4x the median of the 20 sessions before the pre-news close Baseline gap 4 calendar days from the pre-news close to the measured session
11	KUKE More than one ranked move this month 2+ ranked moves	-30.94%	2024-09-12 against the close of 2024-09-11 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Uplisting / Compliance	KUKE Music Regains Compliance with NYSE Continued Listing Standards 09/12/2024 08:30 ET premarket	Day +1 -54.68% 2024-09-13 Day +5 -49.83% 2024-09-19 Best recovery within 5 -41.88% 2024-09-17 Five sessions later the drop was 61.1% bigger, at -49.83%. Month end -44.60% on 2024-09-30
Close before and after $13.90 to $9.60 as traded Session open, high, low $13.90, $16.00, $7.50 Opening gap 0.00% Close inside the session range 0.25 of the range, where 1.00 is the high Session volume 197,915 shares, $1,899,984 Relative volume 137.5x 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
12	DYN	-30.70%	2024-09-03 against the close of 2024-08-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Dyne Therapeutics Announces New Clinical Data from Phase 1/2 DELIVER Trial of DYNE-251 in Duchenne Muscular Dystrophy Demonstrating Unprecedented Dystrophin Expression and Functional Improvement in Multiple Cohorts 09/03/2024 06:30 ET premarket Dyne Therapeutics Announces Key Leadership Appointments 09/03/2024	Day +1 -26.75% 2024-09-04 Day +5 -29.64% 2024-09-10 Best recovery within 5 -26.75% 2024-09-04 3.5% of the drop was recovered five sessions later. Month end -22.07% on 2024-09-30
Close before and after $46.09 to $31.94 split-adjusted Session open, high, low $27.77, $33.61, $23.55 Opening gap -39.75% Close inside the session range 0.83 of the range, where 1.00 is the high Session volume 13,729,353 shares, $438,515,535 Relative volume 16.6x the median of the 20 sessions before the pre-news close Baseline gap 4 calendar days from the pre-news close to the measured session
13	HOVR	-29.90%	2024-09-09 against the close of 2024-09-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Horizon Aircraft Begins Full-Scale Development of eVTOL Aircraft, Accelerates Flight Tests, and Expands World-Class Team 09/09/2024 08:30 ET premarket	Day +1 -24.00% 2024-09-10 Day +5 -25.00% 2024-09-16 Best recovery within 5 -21.50% 2024-09-13 16.4% of the drop was recovered five sessions later. Month end -53.79% on 2024-09-30
Close before and after $1.00 to $0.7010 split-adjusted Session open, high, low $1.14, $1.30, $0.7000 Opening gap +14.00% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 4,416,980 shares, $3,096,303 Relative volume 21.7x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
14	CBUS	-28.95%	2024-09-18 against the close of 2024-09-17 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Cibus, Inc. Announces Proposed Public Offering of Class A Common Stock 09/17/2024 16:46 ET after hours Cibus Announces Pricing of Public Offering of Class A Common Stock 09/18/2024	Day +1 -23.32% 2024-09-19 Day +5 -33.60% 2024-09-25 Best recovery within 5 -20.95% 2024-09-20 Five sessions later the drop was 16.1% bigger, at -33.60%. Month end -35.57% on 2024-09-30
Close before and after $5.06 to $3.60 split-adjusted Session open, high, low $4.00, $4.01, $3.58 Opening gap -20.95% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 2,310,758 shares, $8,307,175 Relative volume 19.9x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
15	PL	-28.23%	2024-09-06 against the close of 2024-09-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Planet Reports Financial Results for Second Quarter of Fiscal Year 2025 09/05/2024 16:05 ET after hours	Day +1 -22.58% 2024-09-09 Day +5 -13.31% 2024-09-13 Best recovery within 5 -13.31% 2024-09-13 52.9% of the drop was recovered five sessions later. Month end -10.08% on 2024-09-30
Close before and after $2.48 to $1.78 split-adjusted Session open, high, low $2.23, $2.32, $1.76 Opening gap -10.08% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 11,855,121 shares, $21,102,115 Relative volume 6.0x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
16	ALGS	-28.11%	2024-09-19 against the close of 2024-09-18 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Aligos Therapeutics to Announce Topline Results from the Phase 2a HERALD Study of ALG-055009 for the Treatment of MASH on September 19, 2024 09/18/2024 17:00 ET after hours Aligos Therapeutics Announces Positive Topline Results from the Phase 2a HERALD Study of ALG-055009 for the Treatment of MASH 09/19/2024	Day +1 -35.45% 2024-09-20 Day +5 -43.36% 2024-09-26 Best recovery within 5 -35.45% 2024-09-20 Five sessions later the drop was 54.3% bigger, at -43.36%. Month end -38.84% on 2024-09-30
Close before and after $14.16 to $10.18 split-adjusted Session open, high, low $12.81, $13.11, $9.90 Opening gap -9.53% Close inside the session range 0.09 of the range, where 1.00 is the high Session volume 875,500 shares, $8,912,590 Relative volume 25.5x 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
17	RENT	-27.72%	2024-09-06 against the close of 2024-09-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Rent the Runway, Inc. Announces Second Quarter 2024 Results 09/05/2024 16:01 ET after hours	Day +1 -31.96% 2024-09-09 Day +5 -30.84% 2024-09-13 Best recovery within 5 -30.84% 2024-09-13 Five sessions later the drop was 11.3% bigger, at -30.84%. Month end -36.07% on 2024-09-30
Close before and after $15.08 to $10.90 split-adjusted Session open, high, low $13.65, $13.99, $9.30 Opening gap -9.48% Close inside the session range 0.34 of the range, where 1.00 is the high Session volume 611,339 shares, $6,663,595 Relative volume 15.1x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
18	ITOS	-27.54%	2024-09-16 against the close of 2024-09-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	iTeos Announces Clinically Meaningful Objective Response Rate Observed at Every Dose in Follow-up Interim Analysis of GALAXIES Lung-201 Study of Belrestotug + Dostarlimab in First-Line, PD-L1 High Non-Small Cell Lung Cancer Patients 09/14/2024 02:30 ET premarket	Day +1 -27.46% 2024-09-17 Day +5 -36.53% 2024-09-23 Best recovery within 5 -27.46% 2024-09-17 Five sessions later the drop was 32.6% bigger, at -36.53%. Month end -38.86% on 2024-09-30
Close before and after $16.70 to $12.10 as traded Session open, high, low $14.31, $14.50, $11.22 Opening gap -14.31% Close inside the session range 0.27 of the range, where 1.00 is the high Session volume 5,791,008 shares, $70,071,197 Relative volume 16.2x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
19	STSS	-26.81%	2024-09-23 against the close of 2024-09-20 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Sharps Technology, Inc. Announces $3.5 Million Bridge Financing 09/23/2024 06:00 ET premarket	Day +1 -27.78% 2024-09-24 Day +5 -36.34% 2024-09-30 Best recovery within 5 -27.78% 2024-09-24 Five sessions later the drop was 35.5% bigger, at -36.34%. Month end -36.34% on 2024-09-30
Close before and after $1,558.26 to $1,140.48 as traded Session open, high, low $1,603.80, $1,603.80, $1,075.80 Opening gap +2.92% Close inside the session range 0.12 of the range, where 1.00 is the high Session volume 345 shares, $393,466 Relative volume 5.0x 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
20	CURV More than one ranked move this month 2+ ranked moves	-26.50%	2024-09-11 against the close of 2024-09-10 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Torrid Holdings Inc. Announces Launch of Secondary Offering of Common Stock 09/11/2024 08:56 ET premarket	Day +1 -41.47% 2024-09-12 Day +5 -35.78% 2024-09-18 Best recovery within 5 -34.43% 2024-09-17 Five sessions later the drop was 35.0% bigger, at -35.78%. Month end -41.17% on 2024-09-30
Close before and after $6.68 to $4.91 split-adjusted Session open, high, low $5.54, $5.76, $4.83 Opening gap -17.07% Close inside the session range 0.09 of the range, where 1.00 is the high Session volume 935,847 shares, $4,595,009 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
21	RYDE	-26.09%	2024-09-26 against the close of 2024-09-25 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Ryde Announces Pricing of $4.5 Million Public Offering 09/26/2024 09:05 ET premarket	Day +1 -29.57% 2024-09-27 Day +5 -35.65% 2024-10-03 Best recovery within 5 -29.57% 2024-09-27 Five sessions later the drop was 36.6% bigger, at -35.65%. Month end -32.78% on 2024-09-30 This month ended before the fifth session after the move.
Close before and after $1.15 to $0.8500 split-adjusted Session open, high, low $0.6562, $0.8500, $0.6562 Opening gap -42.94% Close inside the session range 1.00 of the range, where 1.00 is the high Session volume 13,279,903 shares, $11,287,918 Relative volume 5.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
22	OPTT	-24.00%	2024-09-17 against the close of 2024-09-16 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Ocean Power Technologies, Inc. Announces First Quarter Fiscal 2025 Results 09/16/2024 17:02 ET after hours	Day +1 -26.24% 2024-09-18 Day +5 -28.96% 2024-09-24 Best recovery within 5 -20.00% 2024-09-23 Five sessions later the drop was 20.7% bigger, at -28.96%. Month end -37.68% on 2024-09-30
Close before and after $0.2500 to $0.1900 split-adjusted Session open, high, low $0.2338, $0.2400, $0.1865 Opening gap -6.48% Close inside the session range 0.07 of the range, where 1.00 is the high Session volume 12,956,646 shares, $2,461,763 Relative volume 8.4x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
23	TIL	-23.91%	2024-09-16 against the close of 2024-09-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Instil Bio and ImmuneOnco Announce Global Registrational Strategy for PD-L1xVEGF Bispecific Antibody, SYN-2510/IMM2510, in Non-Small Cell Lung Cancer and Triple-Negative Breast Cancer 09/16/2024 06:00 ET premarket	Day +1 -23.34% 2024-09-17 Day +5 -20.14% 2024-09-23 Best recovery within 5 -20.14% 2024-09-23 15.8% of the drop was recovered five sessions later. Month end -20.35% on 2024-09-30
Close before and after $84.52 to $64.31 split-adjusted Session open, high, low $73.00, $76.13, $58.88 Opening gap -13.63% Close inside the session range 0.31 of the range, where 1.00 is the high Session volume 1,842,853 shares, $118,513,876 Relative volume 48.3x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
24	KSCP	-23.58%	2024-09-16 against the close of 2024-09-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership	Three Knightscope Clients Renew Security Robot Contracts 09/16/2024 09:40 ET intraday	Day +1 -48.06% 2024-09-17 Day +5 -48.26% 2024-09-23 Best recovery within 5 -44.18% 2024-09-18 Five sessions later the drop was 104.7% bigger, at -48.26%. Month end -26.77% on 2024-09-30
Close before and after $10.05 to $7.68 split-adjusted Session open, high, low $12.03, $13.23, $7.54 Opening gap +19.70% Close inside the session range 0.02 of the range, where 1.00 is the high Session volume 432,546 shares, $3,321,953 Relative volume 9.0x 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
25	PGY	-22.49%	2024-09-26 against the close of 2024-09-25 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Pagaya Announces Proposed Exchangeable Senior Notes Offering 09/25/2024 16:59 ET after hours	Day +1 -20.00% 2024-09-27 Day +5 -18.15% 2024-10-03 Best recovery within 5 -15.10% 2024-09-30 19.3% of the drop was recovered five sessions later. Month end -15.10% on 2024-09-30 This month ended before the fifth session after the move.
Close before and after $12.45 to $9.65 split-adjusted Session open, high, low $10.47, $10.47, $9.25 Opening gap -15.90% Close inside the session range 0.33 of the range, where 1.00 is the high Session volume 14,005,057 shares, $135,148,800 Relative volume 12.8x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
26	OCTO Also on the opposite board this month on both boards	-22.19%	2024-09-24 against the close of 2024-09-23 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Uplisting / Compliance	Eightco Regains Compliance with Nasdaq Listing Requirements 09/24/2024 07:00 ET premarket	Day +1 +13.44% 2024-09-25 Day +5 -30.00% 2024-10-01 Best recovery within 5 +13.44% 2024-09-25 Five sessions later the drop was 35.2% bigger, at -30.00%. Month end -25.31% on 2024-09-30 This month ended before the fifth session after the move.
Close before and after $3.20 to $2.49 as traded Session open, high, low $3.40, $3.85, $2.41 Opening gap +6.25% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 1,428,785 shares, $3,557,675 Relative volume 37.1x 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
27	DLTR	-22.16%	2024-09-04 against the close of 2024-09-03 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Dollar Tree, Inc. Reports Results for the Second Quarter Fiscal 2024 09/04/2024 06:30 ET premarket	Day +1 -16.14% 2024-09-05 Day +5 -18.46% 2024-09-11 Best recovery within 5 -16.14% 2024-09-05 16.7% of the drop was recovered five sessions later. Month end -13.88% on 2024-09-30
Close before and after $81.65 to $63.56 split-adjusted Session open, high, low $72.79, $73.50, $60.82 Opening gap -10.85% Close inside the session range 0.22 of the range, where 1.00 is the high Session volume 30,925,241 shares, $1,965,608,318 Relative volume 13.7x 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
28	LASE Also on the opposite board this month on both boards	-22.07%	2024-09-24 against the close of 2024-09-23 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Laser Photonics Welcomes New Outside Sales Director To Propel Laser Material Processing Market Penetration 09/24/2024 07:00 ET premarket	Day +1 -36.70% 2024-09-25 Day +5 -24.15% 2024-10-01 Best recovery within 5 -13.24% 2024-09-30 Five sessions later the drop was 9.4% bigger, at -24.15%. Month end -13.24% on 2024-09-30 This month ended before the fifth session after the move.
Close before and after $18.80 to $14.65 split-adjusted Session open, high, low $16.17, $18.00, $13.62 Opening gap -13.99% Close inside the session range 0.24 of the range, where 1.00 is the high Session volume 3,643,276 shares, $53,373,993 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
29	SOC	-21.55%	2024-09-20 against the close of 2024-09-19 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Sable Offshore Corp. Announces $150 Million Private Placement of Shares and Update on Warrant Exercises 09/20/2024 07:00 ET premarket	Day +1 -17.42% 2024-09-23 Day +5 -14.84% 2024-09-27 Best recovery within 5 -12.61% 2024-09-24 31.1% of the drop was recovered five sessions later. Month end -16.50% on 2024-09-30
Close before and after $28.30 to $22.20 split-adjusted Session open, high, low $24.67, $25.17, $22.03 Opening gap -12.83% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 5,732,875 shares, $127,269,825 Relative volume 8.3x 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
30	MDXH	-21.26%	2024-09-26 against the close of 2024-09-25 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	MDxHealth Announces Launch of Offering of Ordinary Shares 09/25/2024 16:05 ET after hours MDxHealth Announces Pricing of Offering of Ordinary Shares 09/25/2024	Day +1 -18.50% 2024-09-27 Day +5 -21.26% 2024-10-03 Best recovery within 5 -18.11% 2024-09-30 0.0% of the drop was recovered five sessions later. Month end -18.11% on 2024-09-30 This month ended before the fifth session after the move.
Close before and after $2.54 to $2.00 split-adjusted Session open, high, low $2.00, $2.10, $1.99 Opening gap -21.26% Close inside the session range 0.09 of the range, where 1.00 is the high Session volume 1,606,694 shares, $3,213,388 Relative volume 53.2x 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
31	ADAG	-21.20%	2024-09-16 against the close of 2024-09-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Adagene Presents Results at ESMO Congress that Show Best-in-Class Therapeutic Potential for Anti-CTLA-4 SAFEbody® ADG126 (Muzastotug) in Combination with KEYTRUDA® (Pembrolizumab) in Advanced/Metastatic Microsatellite-stable (MSS) Colorectal Cancer (CRC) 09/16/2024 03:01 ET premarket	Day +1 -33.24% 2024-09-17 Day +5 -35.53% 2024-09-23 Best recovery within 5 -31.23% 2024-09-20 Five sessions later the drop was 67.6% bigger, at -35.53%. Month end -36.39% on 2024-09-30
Close before and after $3.49 to $2.75 split-adjusted Session open, high, low $3.50, $3.58, $2.75 Opening gap +0.29% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 314,539 shares, $864,982 Relative volume 17.3x 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
32	CURV More than one ranked move this month 2+ ranked moves	-20.37%	2024-09-12 against the close of 2024-09-11 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Torrid Holdings Inc. Announces Pricing of Secondary Offering of Common Stock 09/12/2024 06:30 ET premarket	Day +1 -18.33% 2024-09-13 Day +5 -12.22% 2024-09-19 Best recovery within 5 -10.79% 2024-09-17 40.0% of the drop was recovered five sessions later. Month end -19.96% on 2024-09-30
Close before and after $4.91 to $3.91 split-adjusted Session open, high, low $4.15, $4.25, $3.75 Opening gap -15.48% Close inside the session range 0.32 of the range, where 1.00 is the high Session volume 3,630,713 shares, $14,196,088 Relative volume 27.9x 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	MNTS	-19.78%	2024-09-27 against the close of 2024-09-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Uplisting / Compliance	Momentus Receives Nasdaq Notice of a Delisting Determination 09/26/2024 17:00 ET after hours Momentus Announces Proposed Settlement of Stockholder Derivative Action 09/26/2024	Day +1 -17.59% 2024-09-30 Day +5 -23.51% 2024-10-04 Best recovery within 5 -17.59% 2024-09-30 Five sessions later the drop was 18.9% bigger, at -23.51%. Month end -17.59% on 2024-09-30 This month ended before the fifth session after the move.
Close before and after $133.95 to $107.46 split-adjusted Session open, high, low $117.45, $124.75, $100.96 Opening gap -12.31% Close inside the session range 0.27 of the range, where 1.00 is the high Session volume 13,557 shares, $1,456,795 Relative volume 1.7x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
34	FDMT	-19.74%	2024-09-19 against the close of 2024-09-18 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	4DMT Highlights Robust and Durable Clinical Activity for 4D-150 and Design of 4FRONT Phase 3 Program at 4D-150 Wet AMD Development Day 09/18/2024 16:05 ET after hours	Day +1 -29.25% 2024-09-20 Day +5 -34.84% 2024-09-26 Best recovery within 5 -29.25% 2024-09-20 Five sessions later the drop was 76.5% bigger, at -34.84%. Month end -35.73% on 2024-09-30
Close before and after $16.82 to $13.50 split-adjusted Session open, high, low $17.39, $17.41, $12.48 Opening gap +3.39% Close inside the session range 0.21 of the range, where 1.00 is the high Session volume 3,361,284 shares, $45,377,334 Relative volume 7.9x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
35	LNW	-19.50%	2024-09-24 against the close of 2024-09-23 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Light & Wonder Statement on Dragon Train Litigation 09/23/2024 22:11 ET after hours	Day +1 -18.70% 2024-09-25 Day +5 -21.98% 2024-10-01 Best recovery within 5 -17.38% 2024-09-26 Five sessions later the drop was 12.7% bigger, at -21.98%. Month end -19.48% on 2024-09-30 This month ended before the fifth session after the move.
Close before and after $112.68 to $90.71 as traded Session open, high, low $92.69, $96.51, $90.41 Opening gap -17.74% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 2,933,493 shares, $266,097,150 Relative volume 5.8x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
36	TH	-19.49%	2024-09-25 against the close of 2024-09-24 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Target Hospitality Provides Business Update 09/25/2024 06:45 ET premarket	Day +1 -21.45% 2024-09-26 Day +5 -18.54% 2024-10-02 Best recovery within 5 -17.58% 2024-09-30 4.9% of the drop was recovered five sessions later. Month end -17.58% on 2024-09-30 This month ended before the fifth session after the move.
Close before and after $9.44 to $7.60 split-adjusted Session open, high, low $7.32, $7.98, $7.30 Opening gap -22.46% Close inside the session range 0.44 of the range, where 1.00 is the high Session volume 2,779,188 shares, $21,121,829 Relative volume 12.2x 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
37	BKSY	-19.44%	2024-09-25 against the close of 2024-09-24 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	BlackSky Announces Proposed Public Offering of Common Stock 09/24/2024 16:12 ET after hours BlackSky Announces Pricing of Upsized $40 Million Public Offering of Common Stock 09/25/2024	Day +1 -7.94% 2024-09-26 Day +5 -0.99% 2024-10-02 Best recovery within 5 -0.99% 2024-10-02 94.9% of the drop was recovered five sessions later. Month end -5.95% on 2024-09-30 This month ended before the fifth session after the move.
Close before and after $5.04 to $4.06 split-adjusted Session open, high, low $3.93, $4.44, $3.86 Opening gap -22.02% Close inside the session range 0.34 of the range, where 1.00 is the high Session volume 3,245,447 shares, $13,176,515 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
38	BRZE	-19.40%	2024-09-06 against the close of 2024-09-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Braze Reports Fiscal Second Quarter 2025 Results 09/05/2024 16:05 ET after hours	Day +1 -17.79% 2024-09-09 Day +5 -20.39% 2024-09-13 Best recovery within 5 -17.79% 2024-09-09 Five sessions later the drop was 5.1% bigger, at -20.39%. Month end -26.72% on 2024-09-30
Close before and after $44.13 to $35.57 split-adjusted Session open, high, low $41.50, $41.96, $34.43 Opening gap -5.96% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 4,661,186 shares, $165,798,386 Relative volume 6.9x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
39	IPA	-19.12%	2024-09-16 against the close of 2024-09-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	ImmunoPrecise Antibodies (IPA) Reports Financial Results and Recent Business Highlights for First Quarter Fiscal Year 2025 09/16/2024 09:00 ET premarket	Day +1 -13.58% 2024-09-17 Day +5 -4.10% 2024-09-23 Best recovery within 5 +0.75% 2024-09-19 78.6% of the drop was recovered five sessions later. Month end -4.63% on 2024-09-30
Close before and after $0.6700 to $0.5419 as traded Session open, high, low $0.6500, $0.6899, $0.5300 Opening gap -2.99% Close inside the session range 0.07 of the range, where 1.00 is the high Session volume 549,401 shares, $297,720 Relative volume 9.0x 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
40	CNXC	-18.99%	2024-09-26 against the close of 2024-09-25 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Concentrix Reports Third Quarter 2024 Results 09/25/2024 16:05 ET after hours Concentrix Introduces Intelligent Experience Technology Product Suite with Launch of iX Hello™ 09/25/2024	Day +1 -18.96% 2024-09-27 Day +5 -17.26% 2024-10-03 Best recovery within 5 -17.26% 2024-10-03 9.1% of the drop was recovered five sessions later. Month end -19.44% on 2024-09-30 This month ended before the fifth session after the move.
Close before and after $63.62 to $51.54 split-adjusted Session open, high, low $54.70, $56.90, $51.02 Opening gap -14.02% Close inside the session range 0.09 of the range, where 1.00 is the high Session volume 5,612,262 shares, $289,255,983 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
41	SBT	-18.96%	2024-09-16 against the close of 2024-09-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	M&A / Acquisition	Sterling Bancorp Announces Sale of Sterling Bank and Trust, F.S.B. to EverBank Financial Corp and Adoption of Plan of Dissolution 09/16/2024 07:30 ET premarket	Day +1 -18.78% 2024-09-17 Day +5 -19.13% 2024-09-23 Best recovery within 5 -18.78% 2024-09-17 Five sessions later the drop was 0.9% bigger, at -19.13%. Month end -20.87% on 2024-09-30
Close before and after $5.75 to $4.66 as traded Session open, high, low $5.00, $5.00, $4.60 Opening gap -13.04% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 254,300 shares, $1,185,038 Relative volume 12.6x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
42	CAL	-18.85%	2024-09-12 against the close of 2024-09-11 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Caleres Reports Second Quarter Results and Updates Guidance 09/12/2024 06:45 ET premarket	Day +1 -14.63% 2024-09-13 Day +5 -10.04% 2024-09-19 Best recovery within 5 -10.04% 2024-09-19 46.7% of the drop was recovered five sessions later. Month end -11.28% on 2024-09-30
Close before and after $37.25 to $30.23 split-adjusted Session open, high, low $29.89, $32.92, $29.32 Opening gap -19.76% Close inside the session range 0.25 of the range, where 1.00 is the high Session volume 2,985,930 shares, $90,264,664 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
43	FBIO	-18.75%	2024-09-20 against the close of 2024-09-19 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Fortress Biotech Announces Pricing of $8 Million Registered Direct Offering and Concurrent Private Placements 09/20/2024 08:30 ET premarket	Day +1 -22.28% 2024-09-23 Day +5 -19.02% 2024-09-27 Best recovery within 5 -19.02% 2024-09-27 Five sessions later the drop was 1.4% bigger, at -19.02%. Month end -21.47% on 2024-09-30
Close before and after $1.84 to $1.50 split-adjusted Session open, high, low $1.67, $1.67, $1.42 Opening gap -9.24% Close inside the session range 0.30 of the range, where 1.00 is the high Session volume 6,225,959 shares, $9,307,809 Relative volume 30.8x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
44	ZS	-18.67%	2024-09-04 against the close of 2024-09-03 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Zscaler Reports Fourth Quarter and Fiscal 2024 Financial Results 09/03/2024 16:05 ET after hours	Day +1 -16.02% 2024-09-05 Day +5 -16.29% 2024-09-11 Best recovery within 5 -16.02% 2024-09-05 12.7% of the drop was recovered five sessions later. Month end -11.52% on 2024-09-30
Close before and after $193.19 to $157.13 split-adjusted Session open, high, low $158.74, $163.48, $156.00 Opening gap -17.83% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 10,904,819 shares, $1,713,474,209 Relative volume 8.3x 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
45	OMEX More than one ranked move this month 2+ ranked moves	-18.21%	2024-09-19 against the close of 2024-09-18 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Odyssey Marine Exploration Remains Focused on Addressing Global Critical Mineral Supply Challenges Through Ocean Exploration 09/18/2024 18:40 ET after hours	Day +1 -41.06% 2024-09-20 Day +5 -36.43% 2024-09-26 Best recovery within 5 -32.14% 2024-09-23 Five sessions later the drop was 100.1% bigger, at -36.43%. Month end -40.89% on 2024-09-30
Close before and after $1.40 to $1.15 split-adjusted Session open, high, low $1.29, $1.35, $1.01 Opening gap -7.86% Close inside the session range 0.40 of the range, where 1.00 is the high Session volume 23,259,899 shares, $26,632,584 Relative volume 339.2x 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
46	RR More than one ranked move this month 2+ ranked moves	-18.11%	2024-09-04 against the close of 2024-09-03 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Richtech Robotics Announces Closing of $21 Million Public Offering 09/03/2024 16:05 ET after hours	Day +1 -11.02% 2024-09-05 Day +5 -18.90% 2024-09-11 Best recovery within 5 -11.02% 2024-09-05 Five sessions later the drop was 4.4% bigger, at -18.90%. Month end -33.94% on 2024-09-30
Close before and after $1.27 to $1.04 split-adjusted Session open, high, low $1.23, $1.23, $0.9600 Opening gap -3.15% Close inside the session range 0.30 of the range, where 1.00 is the high Session volume 10,830,475 shares, $11,263,694 Baseline gap 1 calendar day from the pre-news close to the measured session
47	RCAT	-18.04%	2024-09-24 against the close of 2024-09-23 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Red Cat Holdings Reports Financial Results for Fiscal First Quarter 2025 and Provides Corporate Update 09/23/2024 16:03 ET after hours	Day +1 -25.32% 2024-09-25 Day +5 -6.96% 2024-10-01 Best recovery within 5 -6.96% 2024-10-01 61.4% of the drop was recovered five sessions later. Month end -19.62% on 2024-09-30 This month ended before the fifth session after the move.
Close before and after $3.16 to $2.59 split-adjusted Session open, high, low $2.80, $2.86, $2.54 Opening gap -11.39% Close inside the session range 0.16 of the range, where 1.00 is the high Session volume 5,527,243 shares, $14,315,559 Relative volume 6.0x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
48	STRO	-17.78%	2024-09-16 against the close of 2024-09-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Sutro Biopharma Announces Updated Data from Phase 1b Study of Luvelta in Combination with Bevacizumab at ESMO 2024 09/14/2024 03:00 ET premarket	Day +1 -10.89% 2024-09-17 Day +5 -20.22% 2024-09-23 Best recovery within 5 -10.89% 2024-09-17 Five sessions later the drop was 13.7% bigger, at -20.22%. Month end -23.11% on 2024-09-30
Close before and after $45.00 to $37.00 split-adjusted Session open, high, low $44.60, $44.60, $36.60 Opening gap -0.89% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 129,281 shares, $4,783,397 Relative volume 2.9x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
49	CHPT	-17.75%	2024-09-05 against the close of 2024-09-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	ChargePoint Reports Second Quarter Fiscal Year 2025 Financial Results 09/04/2024 16:10 ET after hours	Day +1 -22.49% 2024-09-06 Day +5 -21.89% 2024-09-12 Best recovery within 5 -20.71% 2024-09-11 Five sessions later the drop was 23.3% bigger, at -21.89%. Month end -18.93% on 2024-09-30
Close before and after $33.80 to $27.80 split-adjusted Session open, high, low $29.00, $29.58, $26.00 Opening gap -14.20% Close inside the session range 0.50 of the range, where 1.00 is the high Session volume 1,804,374 shares, $50,161,597 Relative volume 4.4x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
50	X	-17.47%	2024-09-04 against the close of 2024-09-03 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	U. S. Steel Employees to Rally in Support of Nippon Steel Transaction 09/04/2024 09:00 ET premarket	Day +1 -15.81% 2024-09-05 Day +5 -6.21% 2024-09-11 Best recovery within 5 -6.21% 2024-09-11 64.5% of the drop was recovered five sessions later. Month end -0.76% on 2024-09-30
Close before and after $35.60 to $29.38 as traded Session open, high, low $36.08, $37.05, $26.92 Opening gap +1.35% Close inside the session range 0.24 of the range, where 1.00 is the high Session volume 53,387,550 shares, $1,568,526,219 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
51	ARQ	-17.34%	2024-09-20 against the close of 2024-09-19 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Arq, Inc. Announces Proposed Public Offering of Common Stock 09/19/2024 16:01 ET after hours Arq, Inc. Announces Pricing of $25 Million Public Offering of Common Stock 09/20/2024	Day +1 -16.05% 2024-09-23 Day +5 -1.62% 2024-09-27 Best recovery within 5 -1.62% 2024-09-27 90.7% of the drop was recovered five sessions later. Month end -4.86% on 2024-09-30
Close before and after $6.17 to $5.10 split-adjusted Session open, high, low $5.38, $5.39, $5.10 Opening gap -12.80% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 2,208,631 shares, $11,264,018 Relative volume 17.1x 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	TAYD	-17.20%	2024-09-27 against the close of 2024-09-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	TAYLOR DEVICES ANNOUNCES FIRST QUARTER RESULTS 09/27/2024 08:00 ET premarket	Day +1 -19.38% 2024-09-30 Day +5 -25.97% 2024-10-04 Best recovery within 5 -19.38% 2024-09-30 Five sessions later the drop was 51.0% bigger, at -25.97%. Month end -19.38% on 2024-09-30 This month ended before the fifth session after the move.
Close before and after $61.92 to $51.27 split-adjusted Session open, high, low $62.00, $62.00, $46.62 Opening gap +0.13% Close inside the session range 0.30 of the range, where 1.00 is the high Session volume 122,525 shares, $6,281,857 Relative volume 4.8x 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
53	AYTU	-17.16%	2024-09-27 against the close of 2024-09-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Aytu BioPharma Reports Fiscal 2024 Full Year and Fourth Quarter Operational and Financial Results 09/26/2024 16:15 ET after hours	Day +1 -17.51% 2024-09-30 Day +5 -17.51% 2024-10-04 Best recovery within 5 -14.70% 2024-10-02 Five sessions later the drop was 2.0% bigger, at -17.51%. Month end -17.51% on 2024-09-30 This month ended before the fifth session after the move.
Close before and after $2.85 to $2.36 split-adjusted Session open, high, low $2.60, $2.60, $2.30 Opening gap -8.74% Close inside the session range 0.21 of the range, where 1.00 is the high Session volume 237,675 shares, $560,913 Relative volume 25.4x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
54	CLNN	-17.06%	2024-09-16 against the close of 2024-09-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	FDA & Regulatory	Clene Granted In-Person Meeting With FDA Senior Leadership to Discuss CNM-Au8 Biomarker and Related Clinical and Survival Data 09/16/2024 08:30 ET premarket	Day +1 -21.51% 2024-09-17 Day +5 -33.53% 2024-09-23 Best recovery within 5 -21.51% 2024-09-17 Five sessions later the drop was 96.5% bigger, at -33.53%. Month end -31.90% on 2024-09-30
Close before and after $6.74 to $5.59 split-adjusted Session open, high, low $6.70, $6.83, $5.51 Opening gap -0.59% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 200,219 shares, $1,119,224 Relative volume 3.2x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
55	RR More than one ranked move this month 2+ ranked moves	-16.94%	2024-09-20 against the close of 2024-09-19 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership	Richtech Robotics Introduces Scorpion, an AI-Powered Single-Arm Beverage Service Robot, and Announces Distribution Partnership for 500 Robots Over Five Years 09/19/2024 22:45 ET after hours	Day +1 -20.87% 2024-09-23 Day +5 -1.78% 2024-09-27 Best recovery within 5 -1.78% 2024-09-27 89.5% of the drop was recovered five sessions later. Month end -9.05% on 2024-09-30
Close before and after $0.9225 to $0.7662 split-adjusted Session open, high, low $0.9800, $1.00, $0.7404 Opening gap +6.23% Close inside the session range 0.10 of the range, where 1.00 is the high Session volume 21,421,532 shares, $16,413,178 Relative volume 3.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
56	JILL	-16.87%	2024-09-04 against the close of 2024-09-03 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	J.Jill, Inc. Announces Second Quarter 2024 Results 09/04/2024 06:45 ET premarket	Day +1 -17.77% 2024-09-05 Day +5 -23.14% 2024-09-11 Best recovery within 5 -17.77% 2024-09-05 Five sessions later the drop was 37.2% bigger, at -23.14%. Month end -23.48% on 2024-09-30
Close before and after $32.24 to $26.80 split-adjusted Session open, high, low $31.44, $31.44, $26.78 Opening gap -2.48% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 918,788 shares, $24,623,518 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
57	HSDT	-16.76%	2024-09-30 against the close of 2024-09-27 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Guidance Change	Helius Medical Technologies, Inc. Announces Positive Preliminary Results of the PoNSTEP Study 09/30/2024 08:00 ET premarket	Day +1 -22.94% 2024-10-01 Day +5 -24.35% 2024-10-07 Best recovery within 5 -18.43% 2024-10-04 Five sessions later the drop was 45.3% bigger, at -24.35%. Month end -16.76% on 2024-09-30 same session This month ended before the fifth session after the move.
Close before and after $505.73 to $420.98 split-adjusted Session open, high, low $525.75, $525.75, $412.50 Opening gap +3.96% Close inside the session range 0.07 of the range, where 1.00 is the high Session volume 1,204 shares, $506,854 Relative volume 5.7x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
58	MNSO	-16.65%	2024-09-23 against the close of 2024-09-20 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	M&A / Acquisition	MINISO to Acquire Stake in Yonghui Superstores, a Leading Chinese Retailer 09/23/2024 08:00 ET premarket	Day +1 -18.59% 2024-09-24 Day +5 +6.56% 2024-09-30 Best recovery within 5 +6.56% 2024-09-30 It recovered the whole drop and closed 6.56% above the pre-news price. Month end +6.56% on 2024-09-30
Close before and after $16.46 to $13.72 split-adjusted Session open, high, low $13.52, $14.25, $13.19 Opening gap -17.86% Close inside the session range 0.50 of the range, where 1.00 is the high Session volume 17,374,609 shares, $238,379,635 Relative volume 9.3x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
59	RXRX	-16.62%	2024-09-03 against the close of 2024-08-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Recursion Announces Phase 2 Data of REC-994, a First-in-Disease Investigational Treatment for Symptomatic Cerebral Cavernous Malformation (CCM), has Met its Primary Endpoint of Safety and Tolerability 09/03/2024 08:00 ET premarket	Day +1 -16.21% 2024-09-04 Day +5 -13.19% 2024-09-10 Best recovery within 5 -13.19% 2024-09-10 20.6% of the drop was recovered five sessions later. Month end -9.48% on 2024-09-30
Close before and after $7.28 to $6.07 split-adjusted Session open, high, low $6.46, $6.78, $5.94 Opening gap -11.26% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 13,369,695 shares, $81,154,049 Relative volume 2.6x the median of the 20 sessions before the pre-news close Baseline gap 4 calendar days from the pre-news close to the measured session
60	PRTA	-16.56%	2024-09-30 against the close of 2024-09-27 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Leadership Change	Prothena Announces Leadership Team Updates 09/27/2024 16:05 ET after hours	Day +1 -16.96% 2024-10-01 Day +5 -17.26% 2024-10-07 Best recovery within 5 -15.91% 2024-10-04 Five sessions later the drop was 4.2% bigger, at -17.26%. Month end -16.56% on 2024-09-30 same session This month ended before the fifth session after the move.
Close before and after $20.05 to $16.73 split-adjusted Session open, high, low $19.96, $19.96, $15.52 Opening gap -0.45% Close inside the session range 0.27 of the range, where 1.00 is the high Session volume 3,093,285 shares, $51,750,658 Relative volume 10.2x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
61	STEM	-16.53%	2024-09-03 against the close of 2024-08-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Stem, Inc. Receives Continued Listing Standard Notice from NYSE 08/30/2024 16:15 ET after hours	Day +1 -14.65% 2024-09-04 Day +5 -34.83% 2024-09-10 Best recovery within 5 -14.65% 2024-09-04 Five sessions later the drop was 110.7% bigger, at -34.83%. Month end -40.28% on 2024-09-30
Close before and after $11.66 to $9.73 split-adjusted Session open, high, low $11.44, $11.67, $9.61 Opening gap -1.90% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 562,440 shares, $5,474,791 Relative volume 1.2x the median of the 20 sessions before the pre-news close Baseline gap 4 calendar days from the pre-news close to the measured session
62	SKIL	-16.40%	2024-09-10 against the close of 2024-09-09 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Skillsoft Reports Financial Results for the Second Quarter of Fiscal 2025 09/09/2024 16:05 ET after hours	Day +1 -13.20% 2024-09-11 Day +5 -8.00% 2024-09-17 Best recovery within 5 -7.13% 2024-09-12 51.2% of the drop was recovered five sessions later. Month end +3.33% on 2024-09-30
Close before and after $15.00 to $12.54 split-adjusted Session open, high, low $15.00, $15.00, $12.18 Opening gap 0.00% Close inside the session range 0.13 of the range, where 1.00 is the high Session volume 120,552 shares, $1,511,722 Relative volume 2.9x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
63	ACHC	-16.36%	2024-09-27 against the close of 2024-09-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Acadia Healthcare Issues Statement with Respect to Government Investigation 09/27/2024 08:30 ET premarket	Day +1 -16.19% 2024-09-30 Day +5 -26.25% 2024-10-04 Best recovery within 5 -16.19% 2024-09-30 Five sessions later the drop was 60.5% bigger, at -26.25%. Month end -16.19% on 2024-09-30 This month ended before the fifth session after the move.
Close before and after $75.66 to $63.28 split-adjusted Session open, high, low $64.56, $64.89, $53.22 Opening gap -14.67% Close inside the session range 0.86 of the range, where 1.00 is the high Session volume 10,489,903 shares, $663,801,062 Relative volume 15.7x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
64	ASMB	-16.31%	2024-09-23 against the close of 2024-09-20 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Assembly Biosciences Reports Positive Interim Phase 1a Results from Clinical Trial Evaluating Long-Acting Helicase-Primase Inhibitor Candidate ABI-5366 09/23/2024 08:00 ET premarket	Day +1 -22.03% 2024-09-24 Day +5 -22.08% 2024-09-30 Best recovery within 5 -18.73% 2024-09-27 Five sessions later the drop was 35.4% bigger, at -22.08%. Month end -22.08% on 2024-09-30
Close before and after $19.43 to $16.26 split-adjusted Session open, high, low $19.93, $19.93, $16.26 Opening gap +2.57% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 94,826 shares, $1,541,871 Relative volume 4.6x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
65	KSPI	-16.13%	2024-09-19 against the close of 2024-09-18 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Kaspi.kz Statement on Misleading short-seller research 09/19/2024 12:08 ET intraday Kaspi.kz receives first international credit rating 09/19/2024	Day +1 -18.41% 2024-09-20 Day +5 -12.52% 2024-09-26 Best recovery within 5 -10.73% 2024-09-25 22.4% of the drop was recovered five sessions later. Month end -10.94% on 2024-09-30
Close before and after $119.01 to $99.81 split-adjusted Session open, high, low $114.00, $116.45, $90.48 Opening gap -4.21% Close inside the session range 0.36 of the range, where 1.00 is the high Session volume 5,114,694 shares, $510,497,608 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
66	CNM	-15.81%	2024-09-04 against the close of 2024-09-03 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Core & Main Announces Fiscal 2024 Second Quarter Results 09/04/2024 07:31 ET premarket	Day +1 -18.80% 2024-09-05 Day +5 -17.09% 2024-09-11 Best recovery within 5 -17.09% 2024-09-11 Five sessions later the drop was 8.1% bigger, at -17.09%. Month end -5.13% on 2024-09-30
Close before and after $46.80 to $39.40 split-adjusted Session open, high, low $40.97, $41.56, $39.30 Opening gap -12.46% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 12,582,088 shares, $495,734,267 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
67	CLSK	-15.62%	2024-09-03 against the close of 2024-08-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Crypto & Treasury	CleanSpark Releases August 2024 Bitcoin Mining Update 09/03/2024 09:00 ET premarket	Day +1 -18.85% 2024-09-04 Day +5 -12.54% 2024-09-10 Best recovery within 5 -12.54% 2024-09-10 19.7% of the drop was recovered five sessions later. Month end -12.63% on 2024-09-30
Close before and after $10.69 to $9.02 split-adjusted Session open, high, low $10.19, $10.23, $8.95 Opening gap -4.68% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 28,142,339 shares, $253,843,898 Relative volume 1.3x the median of the 20 sessions before the pre-news close Baseline gap 4 calendar days from the pre-news close to the measured session
68	SES	-15.60%	2024-09-30 against the close of 2024-09-27 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	SES AI Receives Continued Listing Notice from NYSE 09/27/2024 16:15 ET after hours	Day +1 -21.01% 2024-10-01 Day +5 -21.25% 2024-10-07 Best recovery within 5 -18.72% 2024-10-04 Five sessions later the drop was 36.2% bigger, at -21.25%. Month end -15.60% on 2024-09-30 same session This month ended before the fifth session after the move.
Close before and after $0.7581 to $0.6398 split-adjusted Session open, high, low $0.7629, $0.7629, $0.6257 Opening gap +0.63% Close inside the session range 0.10 of the range, where 1.00 is the high Session volume 3,042,924 shares, $1,946,863 Relative volume 6.8x 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
69	VVPR More than one ranked move this month 2+ ranked moves	-15.56%	2024-09-26 against the close of 2024-09-25 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	M&A / Acquisition	VivoPower and Future Automotive Solutions and Technologies (FAST) Pro Forma US$1.13bn merged entity to be headquartered in the UK in an effort to qualify for $21bn government clean energy investment programmes 09/25/2024 16:20 ET after hours (UPDATED) VIVOPOWER AND FUTURE AUTOMOTIVE SOLUTIONS TECHNOLOGIES (FAST) PROFORMA $1.13BN MERGED ENTITY TO BE UK HEADQUARTERED TO QUALIFY FOR $21BN GOVERNMENT CLEAN ENERGY INVESTMENT PROGRAMS 09/26/2024	Day +1 -21.48% 2024-09-27 Day +5 -39.08% 2024-10-03 Best recovery within 5 -21.48% 2024-09-27 Five sessions later the drop was 151.2% bigger, at -39.08%. Month end -25.93% on 2024-09-30 This month ended before the fifth session after the move.
Close before and after $1.35 to $1.14 as traded Session open, high, low $1.28, $1.33, $1.06 Opening gap -5.19% Close inside the session range 0.30 of the range, where 1.00 is the high Session volume 2,068,040 shares, $2,357,566 Relative volume 15.2x 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	SPAI	-15.23%	2024-09-05 against the close of 2024-09-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership	Safe Pro AI Completes United Nations Development Programme’s Purchase Order for Artificial Intelligence Minefield Analysis in Ukraine 09/05/2024 08:30 ET premarket	Day +1 -14.35% 2024-09-06 Day +5 -38.19% 2024-09-12 Best recovery within 5 -14.35% 2024-09-06 Five sessions later the drop was 150.8% bigger, at -38.19%. Month end -36.20% on 2024-09-30
Close before and after $4.53 to $3.84 split-adjusted Session open, high, low $4.41, $4.60, $3.78 Opening gap -2.65% Close inside the session range 0.07 of the range, where 1.00 is the high Session volume 279,198 shares, $1,072,120 Baseline gap 1 calendar day from the pre-news close to the measured session
71	FDX	-15.23%	2024-09-20 against the close of 2024-09-19 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	FedEx Reports First Quarter Diluted EPS of $3.21 and Adjusted Diluted EPS of $3.60 09/19/2024 16:03 ET after hours	Day +1 -13.85% 2024-09-23 Day +5 -10.93% 2024-09-27 Best recovery within 5 -10.93% 2024-09-27 28.2% of the drop was recovered five sessions later. Month end -8.89% on 2024-09-30
Close before and after $300.39 to $254.64 split-adjusted Session open, high, low $260.78, $262.56, $253.50 Opening gap -13.19% Close inside the session range 0.13 of the range, where 1.00 is the high Session volume 17,455,457 shares, $4,444,857,570 Relative volume 18.6x 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
72	BASE	-15.22%	2024-09-05 against the close of 2024-09-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Couchbase Announces Second Quarter Fiscal 2025 Financial Results 09/04/2024 16:05 ET after hours	Day +1 -16.54% 2024-09-06 Day +5 -21.91% 2024-09-12 Best recovery within 5 -16.54% 2024-09-06 Five sessions later the drop was 44.0% bigger, at -21.91%. Month end -15.11% on 2024-09-30
Close before and after $18.99 to $16.10 as traded Session open, high, low $15.68, $17.34, $15.36 Opening gap -17.43% Close inside the session range 0.38 of the range, where 1.00 is the high Session volume 1,442,478 shares, $23,223,896 Relative volume 6.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
73	GB	-15.19%	2024-09-05 against the close of 2024-09-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Global Blue Releases the Monthly Tax Free Shopping Business Update for August 2024 09/05/2024 06:07 ET premarket	Day +1 -8.89% 2024-09-06 Day +5 +7.96% 2024-09-12 Best recovery within 5 +7.96% 2024-09-12 It recovered the whole drop and closed 7.96% above the pre-news price. Month end +1.30% on 2024-09-30
Close before and after $5.40 to $4.58 as traded Session open, high, low $5.31, $5.34, $4.44 Opening gap -1.67% Close inside the session range 0.16 of the range, where 1.00 is the high Session volume 152,155 shares, $696,870 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
74	CRDO	-14.86%	2024-09-05 against the close of 2024-09-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Credo Technology Group Holding Ltd Reports First Quarter of Fiscal Year 2025 Financial Results 09/04/2024 16:05 ET after hours	Day +1 -22.11% 2024-09-06 Day +5 -11.28% 2024-09-12 Best recovery within 5 -11.28% 2024-09-12 24.1% of the drop was recovered five sessions later. Month end -1.60% on 2024-09-30
Close before and after $31.30 to $26.65 split-adjusted Session open, high, low $27.33, $28.21, $24.94 Opening gap -12.68% Close inside the session range 0.52 of the range, where 1.00 is the high Session volume 10,574,820 shares, $281,818,953 Relative volume 6.3x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
75	SMWB	-14.73%	2024-09-13 against the close of 2024-09-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Similarweb Ltd. Announces Launch of Secondary Offering by a Selling Shareholder 09/12/2024 16:01 ET after hours Similarweb Ltd. Announces Pricing of Secondary Offering by a Selling Shareholder 09/13/2024	Day +1 -15.36% 2024-09-16 Day +5 -9.30% 2024-09-20 Best recovery within 5 -9.30% 2024-09-20 36.9% of the drop was recovered five sessions later. Month end -7.63% on 2024-09-30
Close before and after $9.57 to $8.16 split-adjusted Session open, high, low $8.45, $8.50, $8.00 Opening gap -11.70% Close inside the session range 0.32 of the range, where 1.00 is the high Session volume 1,931,304 shares, $15,759,441 Relative volume 9.0x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
76	KUKE More than one ranked move this month 2+ ranked moves	-14.72%	2024-09-11 against the close of 2024-09-10 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	KUKE Music Successfully Develops "KUKE Music for Cars" Version, Aims to Complete Testing by End of September 09/11/2024 06:30 ET premarket	Day +1 -41.10% 2024-09-12 Day +5 -55.82% 2024-09-18 Best recovery within 5 -41.10% 2024-09-12 Five sessions later the drop was 279.2% bigger, at -55.82%. Month end -52.76% on 2024-09-30
Close before and after $16.30 to $13.90 as traded Session open, high, low $14.50, $17.00, $13.10 Opening gap -11.04% Close inside the session range 0.21 of the range, where 1.00 is the high Session volume 152,229 shares, $2,115,983 Relative volume 109.2x 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
77	MOV	-14.66%	2024-09-05 against the close of 2024-09-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Movado Group, Inc. Announces Second Quarter Results 09/05/2024 06:45 ET premarket	Day +1 -16.30% 2024-09-06 Day +5 -18.56% 2024-09-12 Best recovery within 5 -16.30% 2024-09-06 Five sessions later the drop was 26.6% bigger, at -18.56%. Month end -17.63% on 2024-09-30
Close before and after $22.58 to $19.27 split-adjusted Session open, high, low $19.00, $20.65, $19.00 Opening gap -15.85% Close inside the session range 0.16 of the range, where 1.00 is the high Session volume 540,516 shares, $10,415,743 Relative volume 5.4x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
78	INMB	-14.55%	2024-09-13 against the close of 2024-09-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	INmune Bio Announces $13.0 Million Registered Direct Offering 09/13/2024 08:30 ET premarket	Day +1 -15.73% 2024-09-16 Day +5 -18.31% 2024-09-20 Best recovery within 5 -13.15% 2024-09-17 Five sessions later the drop was 25.8% bigger, at -18.31%. Month end -15.65% on 2024-09-30
Close before and after $6.39 to $5.46 split-adjusted Session open, high, low $5.59, $5.68, $5.40 Opening gap -12.52% Close inside the session range 0.21 of the range, where 1.00 is the high Session volume 1,222,438 shares, $6,674,511 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
79	MLKN	-14.47%	2024-09-20 against the close of 2024-09-19 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	MillerKnoll, Inc. Reports First Quarter Fiscal 2025 Results 09/19/2024 16:05 ET after hours	Day +1 -11.61% 2024-09-23 Day +5 -11.21% 2024-09-27 Best recovery within 5 -9.61% 2024-09-26 22.5% of the drop was recovered five sessions later. Month end -9.87% on 2024-09-30
Close before and after $27.47 to $23.50 split-adjusted Session open, high, low $24.25, $24.80, $22.81 Opening gap -11.72% Close inside the session range 0.34 of the range, where 1.00 is the high Session volume 4,420,338 shares, $103,855,841 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
80	ABAT	-14.40%	2024-09-23 against the close of 2024-09-20 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	American Battery Technology Company Selected for Highly Competitive $150 Million Federal Grant to be Applied Towards the Construction of its Second Lithium-Ion Battery Recycling Facility 09/23/2024 06:45 ET premarket	Day +1 -16.34% 2024-09-24 Day +5 +2.88% 2024-09-30 Best recovery within 5 +2.88% 2024-09-30 It recovered the whole drop and closed 2.88% above the pre-news price. Month end +2.88% on 2024-09-30
Close before and after $1.04 to $0.8902 split-adjusted Session open, high, low $1.01, $1.01, $0.8500 Opening gap -2.88% Close inside the session range 0.25 of the range, where 1.00 is the high Session volume 4,348,275 shares, $3,870,834 Relative volume 18.9x 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
81	EGAN	-14.02%	2024-09-06 against the close of 2024-09-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	eGain Announces Fourth Quarter and Fiscal Year 2024 Financial Results; AI Knowledge Fuels New Logo Momentum 09/05/2024 16:05 ET after hours	Day +1 -22.50% 2024-09-09 Day +5 -19.72% 2024-09-13 Best recovery within 5 -19.72% 2024-09-12 Five sessions later the drop was 40.7% bigger, at -19.72%. Month end -21.42% on 2024-09-30
Close before and after $6.49 to $5.58 split-adjusted Session open, high, low $6.35, $6.55, $5.50 Opening gap -2.16% Close inside the session range 0.08 of the range, where 1.00 is the high Session volume 96,870 shares, $540,535 Relative volume 1.8x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
82	NRGV	-13.95%	2024-09-16 against the close of 2024-09-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Energy Vault Holdings, Inc. Receives Notice of Non-Compliance With Continued Listing Standard from NYSE 09/13/2024 16:20 ET after hours	Day +1 +5.43% 2024-09-17 Day +5 +9.78% 2024-09-23 Best recovery within 5 +16.30% 2024-09-19 It recovered the whole drop and closed 9.78% above the pre-news price. Month end +4.35% on 2024-09-30
Close before and after $0.9200 to $0.7917 split-adjusted Session open, high, low $0.8600, $0.8698, $0.7811 Opening gap -6.52% Close inside the session range 0.12 of the range, where 1.00 is the high Session volume 531,081 shares, $420,457 Relative volume 1.5x 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
83	NVCR	-13.84%	2024-09-03 against the close of 2024-08-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Novocure Announces Planned CEO Transition 09/03/2024 07:00 ET premarket	Day +1 -14.09% 2024-09-04 Day +5 -13.07% 2024-09-10 Best recovery within 5 -7.15% 2024-09-05 5.6% of the drop was recovered five sessions later. Month end -19.60% on 2024-09-30
Close before and after $19.44 to $16.75 split-adjusted Session open, high, low $17.47, $19.13, $16.11 Opening gap -10.13% Close inside the session range 0.21 of the range, where 1.00 is the high Session volume 3,047,602 shares, $51,047,334 Relative volume 3.4x the median of the 20 sessions before the pre-news close Baseline gap 4 calendar days from the pre-news close to the measured session
84	RLAY Also on the opposite board this month on both boards	-13.83%	2024-09-11 against the close of 2024-09-10 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Relay Therapeutics Announces Pricing of Public Offering of Common Stock 09/10/2024 20:21 ET after hours	Day +1 -15.33% 2024-09-12 Day +5 -15.78% 2024-09-18 Best recovery within 5 -9.89% 2024-09-16 Five sessions later the drop was 14.1% bigger, at -15.78%. Month end -21.33% on 2024-09-30
Close before and after $9.00 to $7.76 split-adjusted Session open, high, low $6.80, $7.87, $6.70 Opening gap -24.44% Close inside the session range 0.90 of the range, where 1.00 is the high Session volume 16,737,590 shares, $129,800,010 Relative volume 25.3x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
85	AVNW	-13.83%	2024-09-12 against the close of 2024-09-11 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Aviat Networks to Delay Form 10-K Filing for Fiscal Year 2024 09/11/2024 17:46 ET after hours	Day +1 -12.40% 2024-09-13 Day +5 -6.98% 2024-09-19 Best recovery within 5 -6.98% 2024-09-19 49.5% of the drop was recovered five sessions later. Month end -11.21% on 2024-09-30
Close before and after $24.36 to $20.99 split-adjusted Session open, high, low $19.78, $21.24, $18.00 Opening gap -18.80% Close inside the session range 0.92 of the range, where 1.00 is the high Session volume 710,066 shares, $14,904,285 Relative volume 9.2x 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
86	APLD Also on the opposite board this month on both boards	-13.70%	2024-09-03 against the close of 2024-08-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Applied Digital Issues $53.2 Million Convertible Preferred Stock to Advance HPC Data Center Project and Accelerate Growth 08/30/2024 16:05 ET after hours	Day +1 -11.23% 2024-09-04 Day +5 +76.44% 2024-09-10 Best recovery within 5 +80.27% 2024-09-09 It recovered the whole drop and closed 76.44% above the pre-news price. Month end +126.03% on 2024-09-30
Close before and after $3.65 to $3.15 split-adjusted Session open, high, low $3.57, $3.82, $3.14 Opening gap -2.19% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 6,437,864 shares, $20,279,272 Relative volume 1.7x the median of the 20 sessions before the pre-news close Baseline gap 4 calendar days from the pre-news close to the measured session
87	DOYU	-13.70%	2024-09-12 against the close of 2024-09-11 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	DouYu International Holdings Limited Reports Second Quarter 2024 Unaudited Financial Results 09/12/2024 04:00 ET premarket	Day +1 -11.78% 2024-09-13 Day +5 -5.78% 2024-09-19 Best recovery within 5 -5.78% 2024-09-19 57.8% of the drop was recovered five sessions later. Month end +22.65% on 2024-09-30
Close before and after $8.83 to $7.62 split-adjusted Session open, high, low $8.47, $8.61, $7.26 Opening gap -4.08% Close inside the session range 0.27 of the range, where 1.00 is the high Session volume 638,786 shares, $4,867,549 Relative volume 2.4x 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
88	AILE More than one ranked move this month Also on the opposite board this month 2+ ranked moves on both boards	-13.68%	2024-09-05 against the close of 2024-09-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	iLearningEngines Announces Participation in the H.C. Wainwright Global Investment Conference 09/04/2024 16:05 ET after hours iLearningEngines Announces Further Response to Short Report 09/05/2024	Day +1 -26.09% 2024-09-06 Day +5 +13.68% 2024-09-12 Best recovery within 5 +33.33% 2024-09-10 It recovered the whole drop and closed 13.68% above the pre-news price. Month end +42.74% on 2024-09-30
Close before and after $1.17 to $1.01 as traded Session open, high, low $1.20, $1.20, $1.00 Opening gap +2.56% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 2,170,958 shares, $2,192,668 Relative volume 7.1x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
89	CTKB	-13.66%	2024-09-12 against the close of 2024-09-11 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Leadership Change	Cytek Announces Resignation of Chief Operating Officer Chris Williams 09/12/2024 15:20 ET intraday	Day +1 -10.56% 2024-09-13 Day +5 -3.64% 2024-09-19 Best recovery within 5 -2.73% 2024-09-17 73.4% of the drop was recovered five sessions later. Month end +0.91% on 2024-09-30
Close before and after $5.49 to $4.74 split-adjusted Session open, high, low $5.45, $5.45, $4.71 Opening gap -0.73% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 1,045,494 shares, $4,955,642 Relative volume 2.1x 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
90	JG	-13.58%	2024-09-30 against the close of 2024-09-27 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	MoonFox Analysis｜Balancing Fat Gain and Loss In Summer: Dining and Fitness Consumption Surge in Tandem 09/29/2024 11:55 ET intraday MoonFox Analysis \| Ctrip Leverages Increased Investment in Senior Travel, Cross-Border Tourism, and AI as New Engines for Growth 09/29/2024	Day +1 -16.20% 2024-10-01 Day +5 +11.49% 2024-10-07 Best recovery within 5 +17.22% 2024-10-04 It recovered the whole drop and closed 11.49% above the pre-news price. Month end -13.58% on 2024-09-30 same session This month ended before the fifth session after the move.
Close before and after $8.02 to $6.93 split-adjusted Session open, high, low $8.18, $8.18, $6.63 Opening gap +2.01% Close inside the session range 0.19 of the range, where 1.00 is the high Session volume 57,782 shares, $400,429 Relative volume 7.6x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
91	UP	-13.56%	2024-09-23 against the close of 2024-09-20 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Wheels Up Announces Investors Agree to One-Year Lock-Up Extension 09/23/2024 06:50 ET premarket	Day +1 -11.86% 2024-09-24 Day +5 +2.54% 2024-09-30 Best recovery within 5 +2.54% 2024-09-30 It recovered the whole drop and closed 2.54% above the pre-news price. Month end +2.54% on 2024-09-30
Close before and after $47.20 to $40.80 split-adjusted Session open, high, low $48.80, $50.00, $40.60 Opening gap +3.39% Close inside the session range 0.02 of the range, where 1.00 is the high Session volume 67,236 shares, $2,743,229 Relative volume 1.7x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
92	AILE More than one ranked move this month Also on the opposite board this month 2+ ranked moves on both boards	-13.46%	2024-09-11 against the close of 2024-09-10 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership	iLearningEngines and Exult Global Announce Strategic Partnership to Implement Low Code AI Platform on Microsoft Azure and Fabric to Accelerate AI Use Cases Deployment 09/11/2024 09:00 ET premarket	Day +1 -14.74% 2024-09-12 Day +5 -16.67% 2024-09-18 Best recovery within 5 -11.54% 2024-09-17 Five sessions later the drop was 23.8% bigger, at -16.67%. Month end +7.05% on 2024-09-30
Close before and after $1.56 to $1.35 as traded Session open, high, low $1.43, $1.85, $1.32 Opening gap -8.33% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 20,661,187 shares, $27,892,602 Relative volume 32.8x 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
93	BIOX	-13.41%	2024-09-10 against the close of 2024-09-09 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Bioceres Crop Solutions Reports Fiscal Fourth Quarter and Full-Year 2024 Financial and Operational Results 09/09/2024 19:24 ET after hours	Day +1 -14.41% 2024-09-11 Day +5 -15.12% 2024-09-17 Best recovery within 5 -13.91% 2024-09-12 Five sessions later the drop was 12.8% bigger, at -15.12%. Month end -21.22% on 2024-09-30
Close before and after $9.99 to $8.65 split-adjusted Session open, high, low $9.51, $9.65, $8.42 Opening gap -4.80% Close inside the session range 0.19 of the range, where 1.00 is the high Session volume 877,537 shares, $7,590,695 Relative volume 16.7x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
94	MNY	-13.33%	2024-09-19 against the close of 2024-09-18 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	MoneyHero Group Reports Second Quarter 2024 Results 09/19/2024 07:00 ET premarket	Day +1 -16.30% 2024-09-20 Day +5 -17.04% 2024-09-26 Best recovery within 5 -14.07% 2024-09-24 Five sessions later the drop was 27.8% bigger, at -17.04%. Month end -19.26% on 2024-09-30
Close before and after $1.35 to $1.17 split-adjusted Session open, high, low $1.47, $1.47, $1.07 Opening gap +8.89% Close inside the session range 0.25 of the range, where 1.00 is the high Session volume 836,523 shares, $978,732 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
95	IBO	-13.06%	2024-09-17 against the close of 2024-09-16 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Uplisting / Compliance	Impact BioMedical Inc. Announces the Closing of its Initial Public Offering 09/17/2024 11:29 ET intraday	Day +1 -10.82% 2024-09-18 Day +5 -2.99% 2024-09-24 Best recovery within 5 -2.99% 2024-09-24 77.1% of the drop was recovered five sessions later. Month end -25.37% on 2024-09-30
Close before and after $2.68 to $2.33 split-adjusted Session open, high, low $2.60, $2.60, $2.30 Opening gap -2.99% Close inside the session range 0.10 of the range, where 1.00 is the high Session volume 85,193 shares, $198,500 Baseline gap 1 calendar day from the pre-news close to the measured session
96	CGNT	-13.04%	2024-09-10 against the close of 2024-09-09 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Cognyte Reports Strong Second Quarter Fiscal 2025 Financial Results 09/10/2024 07:00 ET premarket	Day +1 -15.32% 2024-09-11 Day +5 -8.47% 2024-09-17 Best recovery within 5 -6.72% 2024-09-13 35.0% of the drop was recovered five sessions later. Month end -8.74% on 2024-09-30
Close before and after $7.44 to $6.47 split-adjusted Session open, high, low $7.51, $7.66, $6.35 Opening gap +0.94% Close inside the session range 0.09 of the range, where 1.00 is the high Session volume 1,009,504 shares, $6,531,491 Relative volume 5.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
97	DPRO	-12.87%	2024-09-10 against the close of 2024-09-09 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Draganfly Unveils New APEX Drone: The Next Evolution in Military and Law Enforcement Drone Systems 09/10/2024 07:15 ET premarket	Day +1 -15.84% 2024-09-11 Day +5 +22.77% 2024-09-17 Best recovery within 5 +22.77% 2024-09-17 It recovered the whole drop and closed 22.77% above the pre-news price. Month end +26.24% on 2024-09-30
Close before and after $2.02 to $1.76 split-adjusted Session open, high, low $2.10, $2.15, $1.55 Opening gap +3.96% Close inside the session range 0.35 of the range, where 1.00 is the high Session volume 294,359 shares, $518,072 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
98	STLA	-12.52%	2024-09-30 against the close of 2024-09-27 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Guidance Change	Stellantis Updates 2024 Financial Guidance 09/30/2024 01:33 ET premarket Leapmotor International Opens Orders in Europe for Affordable, High-Tech T03 City Car and C10 SUV Electric Vehicles 09/30/2024	Day +1 -14.63% 2024-10-01 Day +5 -16.87% 2024-10-07 Best recovery within 5 -14.63% 2024-10-01 Five sessions later the drop was 34.7% bigger, at -16.87%. Month end -12.52% on 2024-09-30 same session This month ended before the fifth session after the move.
Close before and after $16.06 to $14.05 split-adjusted Session open, high, low $14.02, $14.11, $13.76 Opening gap -12.70% Close inside the session range 0.83 of the range, where 1.00 is the high Session volume 33,521,794 shares, $470,981,206 Relative volume 3.9x 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
99	IMMP	-12.50%	2024-09-16 against the close of 2024-09-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Immutep’s Efti in Combination with MSD’s KEYTRUDA® Leads to Positive Efficacy with Favourable Safety in First Line Head and Neck Cancer 09/16/2024 08:00 ET premarket	Day +1 -15.53% 2024-09-17 Day +5 -13.26% 2024-09-23 Best recovery within 5 -12.50% 2024-09-20 Five sessions later the drop was 6.1% bigger, at -13.26%. Month end -16.29% on 2024-09-30
Close before and after $2.64 to $2.31 split-adjusted Session open, high, low $2.40, $2.41, $1.88 Opening gap -9.09% Close inside the session range 0.81 of the range, where 1.00 is the high Session volume 567,062 shares, $1,309,913 Relative volume 4.7x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
100	NNE Also on the opposite board this month on both boards	-12.44%	2024-09-17 against the close of 2024-09-16 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	President of NANO Nuclear Energy Fuel Transportation Subsidiary Comments on Company’s Developing HALEU Transportation Capabilities 09/17/2024 08:30 ET premarket	Day +1 -22.54% 2024-09-18 Day +5 -2.61% 2024-09-24 Best recovery within 5 +0.14% 2024-09-23 79.0% of the drop was recovered five sessions later. Month end +1.84% on 2024-09-30
Close before and after $14.15 to $12.39 split-adjusted Session open, high, low $14.43, $14.51, $11.55 Opening gap +1.98% Close inside the session range 0.28 of the range, where 1.00 is the high Session volume 2,731,466 shares, $33,842,864 Relative volume 2.1x 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

NYSE and Nasdaq companies with a market capitalization of $25M or more, measured today. The exchange is the one recorded on each announcement, and a release naming several tickers records one venue for all of them. A session that changed hands for less than $25,000 in total is not ranked, because a percentage set by a handful of shares is a print rather than a move. On a board older than a year a fund is identified by its name alone, because an instrument class describes whoever holds the ticker today. 650 smaller events this month are held out of this month's eligible pool; switch to include them. 221 events never entered this month's eligible pool, because the ticker is a warrant, a unit, a right or a preferred rather than common stock, or carries a stored capitalization above $10 trillion, which is larger than any company has reached. Include the $5M to $25M band

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

1 event was left out of this board because the price series changes basis between the baseline close and the measured one, so the two prices do not describe the same shares of the same company and their ratio measures a corporate action, or a change in what the ticker identifies, rather than a move.

1 event was 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 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 September 2024, the median decliner was 0.9% deeper below its pre-news close five sessions later; the largest catalyst group was Earnings, 28 of the 100 events, at a median of -17.2%.

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	28	28.0%	-17.2%	-17.2%	100.0% of 28
Other Announcement	28	28.0%	-15.9%	-14.9%	71.4% of 28
Offering / Dilution	16	16.0%	-20.8%	-18.3% of 15	100.0% of 15
Clinical Trial Results	10	10.0%	-27.8%	-35.7%	100.0% of 10
M&A / Acquisition	4	4.0%	Fewer than 10 events in this group, so no figures are shown.

The day +5 figures are measured over the events in each group that have a five-session close, the count printed beside them, not over every event in the group.

6 other catalyst types, 14 events: Contract / Partnership, Uplisting / Compliance, Guidance Change, Leadership Change, FDA & Regulatory, 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	97.0% of 100	3.0% deeper below baseline, of 100
Day +5	90.9% of 99	0.9% deeper below baseline, of 99
Month end	86.2% of 94	0.9% recovered, of 94
Month end falls before day +5 for 16 of these 94 events, so this row is not a later horizon than the one above it. 94 of the 100 events have a month-end close later than the measured session; 6 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 September 2024

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

Symbol	Measured sessions	Largest drop
OMEX	2Other Announcement	-89.40%
VVPR	2M&A / Acquisition	-34.55%
KUKE	2Uplisting / Compliance, Other Announcement	-30.94%
CURV	2Offering / Dilution	-26.50%
RR	2Offering / Dilution, Contract / Partnership	-18.11%
AILE	2Other Announcement, Contract / Partnership	-13.68%

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
ALXO	2024-08, 2024-06	-41.67%
LLAP	2024-08, 2024-07	-39.39%
CABA	2024-08, 2024-06	-34.37%
HRTX	2024-08, 2024-07	-25.09%
FFIEthis month too	2024-08, 2024-06	-24.48%
MCRB	2024-08, 2024-06	-25.17%
CING	2024-08, 2024-06	-45.21%
FDMTthis month too	2024-07, 2024-06	-31.96%
SAVA	2024-07, 2024-06	-34.83%
VTYX	2024-07, 2024-06	-37.78%
CTRI	2024-07, 2024-06	-22.37%
KRUS	2024-07, 2024-06	-23.43%
VVPRthis month too	2024-07, 2024-06	-15.70%
TNXP	2024-07, 2024-06	-47.89%
THAR	2024-07, 2024-06	-33.27%
ZNTL	2024-07, 2024-06	-50.66%

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

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

Industry

37 other industries, 47 events

Industry not known: 20.0%

Against August 2024

100 events in the comparable window.

August 2024 median -27.3%, selected from the 8,926 events in that month's eligible pool

September 2024 median -17.4%, 9.9 points shallower than August 2024. September 2024's median is taken over the 100 ranked rows, selected from the 6,836 events in that month's eligible pool.

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

How this ranking is measured

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

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

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

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

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

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

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