October 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 2024-10-31, 17 of 23 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 October 2024

100

Ranked drops

-82.49%

Largest, MRNS

96.0%

Below baseline, day +5

3.8%

Median deeper below baseline, day +5

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100 ranked drops in October 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	MRNS	-82.49%	2024-10-24 against the close of 2024-10-23 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Marinus Pharmaceuticals Announces Topline Results From Phase 3 TrustTSC Trial of Oral Ganaxolone in Tuberous Sclerosis Complex and Commences Process to Explore Strategic Alternatives 10/24/2024 08:00 ET premarket	Day +1 -76.03% 2024-10-25 Day +5 -82.08% 2024-10-31 Best recovery within 5 -76.03% 2024-10-25 0.5% of the drop was recovered five sessions later. Month end -82.08% on 2024-10-31
Close before and after $1.69 to $0.2960 as traded Session open, high, low $0.4899, $0.5198, $0.2770 Opening gap -71.01% Close inside the session range 0.08 of the range, where 1.00 is the high Session volume 48,265,132 shares, $14,286,479 Relative volume 95.9x 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
2	ANRO release reads positive	-69.99%	2024-10-23 against the close of 2024-10-22 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results Release reads positive, stock fell 69.99%	Alto Neuroscience Reports Topline Results from a Phase 2b Trial Evaluating ALTO-100 as a Treatment for Major Depressive Disorder 10/22/2024 16:30 ET after hours	Day +1 -71.58% 2024-10-24 Day +5 -72.26% 2024-10-30 Best recovery within 5 -69.92% 2024-10-25 Five sessions later the drop was 3.2% bigger, at -72.26%. Month end -73.23% on 2024-10-31
Close before and after $14.53 to $4.36 split-adjusted Session open, high, low $5.15, $5.73, $4.26 Opening gap -64.56% Close inside the session range 0.07 of the range, where 1.00 is the high Session volume 16,354,289 shares, $71,304,700 Relative volume 41.6x 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
3	GORO	-59.75%	2024-10-24 against the close of 2024-10-23 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Gold Resource Corporation Announces Preliminary Third Quarter and Year-to-Date Results 10/23/2024 18:58 ET after hours	Day +1 -63.61% 2024-10-25 Day +5 -74.93% 2024-10-31 Best recovery within 5 -63.61% 2024-10-25 Five sessions later the drop was 25.4% bigger, at -74.93%. Month end -74.93% on 2024-10-31
Close before and after $0.4947 to $0.1991 split-adjusted Session open, high, low $0.2600, $0.2700, $0.1668 Opening gap -47.44% Close inside the session range 0.31 of the range, where 1.00 is the high Session volume 18,947,665 shares, $3,772,480 Relative volume 45.3x 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
4	CPRI	-48.89%	2024-10-25 against the close of 2024-10-24 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings catalyst from a later release the same session	Capri Holdings Files Notice of Appeal 10/24/2024 18:03 ET after hours Capri Holdings Limited Announces Reporting Date For Second Quarter Fiscal 2025 Financial Results 10/24/2024 Tapestry, Inc. Issues Statement on District Court Ruling 10/24/2024	Day +1 -48.58% 2024-10-28 Day +5 -51.68% 2024-11-01 Best recovery within 5 -48.58% 2024-10-28 Five sessions later the drop was 5.7% bigger, at -51.68%. Month end -52.55% on 2024-10-31 This month ended before the fifth session after the move.
Close before and after $41.60 to $21.26 split-adjusted Session open, high, low $22.34, $23.25, $20.99 Opening gap -46.30% Close inside the session range 0.12 of the range, where 1.00 is the high Session volume 52,166,880 shares, $1,109,067,869 Relative volume 43.9x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
5	STTK	-44.99%	2024-10-01 against the close of 2024-09-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Shattuck Labs Provides Company Update and Announces SL-325, a First-In-Class Death Receptor 3 (DR3) Antagonist Targeting the TL1A/DR3 Signaling Pathway 10/01/2024 06:30 ET premarket	Day +1 -64.18% 2024-10-02 Day +5 -63.90% 2024-10-08 Best recovery within 5 -63.32% 2024-10-03 Five sessions later the drop was 42.0% bigger, at -63.90%. Month end -63.90% on 2024-10-31
Close before and after $3.49 to $1.92 split-adjusted Session open, high, low $1.40, $2.24, $1.37 Opening gap -59.89% Close inside the session range 0.63 of the range, where 1.00 is the high Session volume 11,903,628 shares, $22,854,966 Relative volume 94.6x 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
6	PHUN Also on the opposite board this month release reads positive on both boards	-40.03%	2024-10-24 against the close of 2024-10-23 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Leadership Change Release reads positive, stock fell 40.03%	Phunware Announces Retirement of CEO Mike Snavely and Appoints Stephen Chen as Interim CEO 10/24/2024 08:58 ET premarket	Day +1 -25.04% 2024-10-25 Day +5 -50.00% 2024-10-31 Best recovery within 5 -25.04% 2024-10-25 Five sessions later the drop was 24.9% bigger, at -50.00%. Month end -50.00% on 2024-10-31
Close before and after $14.14 to $8.48 split-adjusted Session open, high, low $12.50, $12.90, $8.38 Opening gap -11.60% Close inside the session range 0.02 of the range, where 1.00 is the high Session volume 35,247,722 shares, $298,900,683 Relative volume 57.6x 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
7	EVLV	-39.76%	2024-10-25 against the close of 2024-10-24 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	The Board of Evolv Technology Determines that Certain Financial Statements Should Not Be Relied Upon 10/25/2024 08:00 ET premarket	Day +1 -38.54% 2024-10-28 Day +5 -42.20% 2024-11-01 Best recovery within 5 -38.54% 2024-10-28 Five sessions later the drop was 6.1% bigger, at -42.20%. Month end -47.56% on 2024-10-31 This month ended before the fifth session after the move.
Close before and after $4.10 to $2.47 split-adjusted Session open, high, low $2.70, $2.71, $2.18 Opening gap -34.15% Close inside the session range 0.55 of the range, where 1.00 is the high Session volume 22,481,483 shares, $55,529,263 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
8	LASE More than one ranked move this month Also on the opposite board this month release reads positive 2+ ranked moves on both boards	-38.81%	2024-10-07 against the close of 2024-10-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement Release reads positive, stock fell 38.81%	Laser Photonics Announces Move to New 50,000 sq. ft. Facility to Accommodate Growth and Innovation 10/07/2024 07:00 ET premarket	Day +1 +12.32% 2024-10-08 Day +5 +21.81% 2024-10-14 Best recovery within 5 +23.94% 2024-10-09 It recovered the whole drop and closed 21.81% above the pre-news price. Month end -24.22% on 2024-10-31
Close before and after $7.06 to $4.32 split-adjusted Session open, high, low $4.15, $5.70, $4.14 Opening gap -41.22% Close inside the session range 0.12 of the range, where 1.00 is the high Session volume 15,952,278 shares, $68,913,841 Relative volume 9.6x 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
9	EQ release reads positive	-37.61%	2024-10-31 against the close of 2024-10-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership Release reads positive, stock fell 37.61%	Equillium Maintains Rights to Itolizumab Following Ono Partnership 10/31/2024 07:00 ET premarket	Day +1 -39.86% 2024-11-01 Day +5 -44.53% 2024-11-07 Best recovery within 5 -39.86% 2024-11-01 Five sessions later the drop was 18.4% bigger, at -44.53%. Month end -37.61% on 2024-10-31 same session This month ended before the fifth session after the move.
Close before and after $1.38 to $0.8610 split-adjusted Session open, high, low $1.11, $1.11, $0.8233 Opening gap -19.57% Close inside the session range 0.13 of the range, where 1.00 is the high Session volume 1,719,252 shares, $1,480,276 Relative volume 13.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
10	HMST	-34.91%	2024-10-30 against the close of 2024-10-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	M&A / Acquisition	FirstSun Capital Bancorp and HomeStreet, Inc. Provide Update on Status of Strategic Merger 10/29/2024 17:37 ET after hours HomeStreet Reports Third Quarter 2024 Results 10/29/2024 HomeStreet Schedules Third Quarter 2024 Analyst Earnings Call for Wednesday, October 30, 2024 10/29/2024	Day +1 -34.95% 2024-10-31 Day +5 -20.40% 2024-11-06 Best recovery within 5 -20.40% 2024-11-06 41.6% of the drop was recovered five sessions later. Month end -34.95% on 2024-10-31 This month ended before the fifth session after the move.
Close before and after $13.92 to $9.06 as traded Session open, high, low $9.49, $9.65, $8.72 Opening gap -31.82% Close inside the session range 0.37 of the range, where 1.00 is the high Session volume 924,741 shares, $8,378,153 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
11	BCTX	-34.68%	2024-10-01 against the close of 2024-09-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution catalyst from a later release the same session	BriaCell Reports 100% Resolution of Brain Metastasis in Breast Cancer Patient with “Eye-Bulging” Tumor 10/01/2024 07:50 ET premarket BriaCell Therapeutics Announces $5 Million Offering 10/01/2024	Day +1 -18.55% 2024-10-02 Day +5 -12.90% 2024-10-08 Best recovery within 5 -12.90% 2024-10-08 62.8% of the drop was recovered five sessions later. Month end -34.42% on 2024-10-31
Close before and after $186.00 to $121.50 split-adjusted Session open, high, low $201.00, $214.50, $99.02 Opening gap +8.06% Close inside the session range 0.19 of the range, where 1.00 is the high Session volume 267,854 shares, $32,544,261 Relative volume 15.5x 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	RANI	-33.33%	2024-10-15 against the close of 2024-10-14 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Rani Therapeutics Holdings, Inc. Announces Pricing of $10.0 Million Registered Direct Offering and Cancellation of Certain Existing Warrants 10/15/2024 08:30 ET premarket	Day +1 -18.24% 2024-10-16 Day +5 -25.16% 2024-10-22 Best recovery within 5 -15.72% 2024-10-18 24.5% of the drop was recovered five sessions later. Month end -27.99% on 2024-10-31
Close before and after $3.18 to $2.12 split-adjusted Session open, high, low $3.60, $3.75, $2.10 Opening gap +13.21% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 20,053,137 shares, $42,512,650 Relative volume 380.4x 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
13	DUO More than one ranked move this month 2+ ranked moves	-32.89%	2024-10-04 against the close of 2024-10-03 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	FangDD Announces Pricing of US$5.0 Million Registered Direct Offering 10/04/2024 14:20 ET intraday	Day +1 -42.44% 2024-10-07 Day +5 -66.05% 2024-10-11 Best recovery within 5 -42.44% 2024-10-07 Five sessions later the drop was 100.8% bigger, at -66.05%. Month end -71.62% on 2024-10-31
Close before and after $60.32 to $40.48 split-adjusted Session open, high, low $61.76, $64.00, $33.92 Opening gap +2.39% Close inside the session range 0.22 of the range, where 1.00 is the high Session volume 1,782,384 shares, $72,150,904 Relative volume 58.2x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
14	SMCI	-32.68%	2024-10-30 against the close of 2024-10-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Supermicro Schedules Conference Call and Webcast for First Quarter Fiscal 2025 Business Update 10/30/2024 09:54 ET intraday	Day +1 -40.74% 2024-10-31 Day +5 -53.79% 2024-11-06 Best recovery within 5 -40.74% 2024-10-31 Five sessions later the drop was 64.6% bigger, at -53.79%. Month end -40.74% on 2024-10-31 This month ended before the fifth session after the move.
Close before and after $49.12 to $33.07 split-adjusted Session open, high, low $34.85, $38.00, $32.20 Opening gap -29.05% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 236,419,472 shares, $7,818,391,939 Relative volume 6.4x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
15	SVCO	-32.64%	2024-10-16 against the close of 2024-10-15 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Guidance Change	Silvaco Announces Preliminary Unaudited Revenue for Q3 and Updates Full Year 2024 10/15/2024 16:15 ET after hours	Day +1 -35.17% 2024-10-17 Day +5 -42.04% 2024-10-23 Best recovery within 5 -35.17% 2024-10-17 Five sessions later the drop was 28.8% bigger, at -42.04%. Month end -43.49% on 2024-10-31
Close before and after $11.06 to $7.45 split-adjusted Session open, high, low $10.13, $10.31, $7.34 Opening gap -8.41% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 4,423,499 shares, $32,955,068 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
16	SYTA Also on the opposite board this month on both boards	-32.07%	2024-10-22 against the close of 2024-10-21 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Siyata Mobile to Release Third Quarter 2024 Financial Results on November 14, 2024 10/22/2024 07:00 ET premarket	Day +1 -35.33% 2024-10-23 Day +5 -30.98% 2024-10-29 Best recovery within 5 -29.35% 2024-10-28 3.4% of the drop was recovered five sessions later. Month end -36.96% on 2024-10-31
Close before and after $73.60 to $50.00 as traded Session open, high, low $71.60, $72.00, $48.40 Opening gap -2.72% Close inside the session range 0.07 of the range, where 1.00 is the high Session volume 113,169 shares, $5,658,450 Relative volume 23.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
17	DUO More than one ranked move this month 2+ ranked moves	-30.68%	2024-10-10 against the close of 2024-10-09 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	FangDD Announces Pricing of US$4.5 Million Registered Direct Offering 10/10/2024 14:05 ET intraday	Day +1 -27.27% 2024-10-11 Day +5 -38.64% 2024-10-17 Best recovery within 5 -18.75% 2024-10-16 Five sessions later the drop was 25.9% bigger, at -38.64%. Month end -39.20% on 2024-10-31
Close before and after $28.16 to $19.52 split-adjusted Session open, high, low $31.84, $32.80, $16.80 Opening gap +13.07% Close inside the session range 0.17 of the range, where 1.00 is the high Session volume 1,589,197 shares, $31,021,125 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
18	ANIK release reads positive	-30.67%	2024-10-31 against the close of 2024-10-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings catalyst from a later release the same session Release reads positive, stock fell 30.67%	Anika Announces Strategic Update of Business with Sale of Arthrosurface and Plan to Divest Parcus Medical 10/31/2024 07:00 ET premarket Anika Reports Third Quarter 2024 Financial Results 10/31/2024 Arthrosurface Returns to it Roots Following Divestiture from Anika Therapeutics 10/31/2024	Day +1 -33.02% 2024-11-01 Day +5 -30.19% 2024-11-07 Best recovery within 5 -30.02% 2024-11-06 1.6% of the drop was recovered five sessions later. Month end -30.67% on 2024-10-31 same session This month ended before the fifth session after the move.
Close before and after $24.68 to $17.11 split-adjusted Session open, high, low $24.12, $24.12, $16.00 Opening gap -2.27% Close inside the session range 0.14 of the range, where 1.00 is the high Session volume 417,694 shares, $7,146,744 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
19	TMDX	-29.90%	2024-10-29 against the close of 2024-10-28 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	TransMedics Reports Third Quarter 2024 Financial Results 10/28/2024 16:05 ET after hours	Day +1 -35.11% 2024-10-30 Day +5 -34.25% 2024-11-05 Best recovery within 5 -32.69% 2024-11-04 Five sessions later the drop was 14.5% bigger, at -34.25%. Month end -35.07% on 2024-10-31 This month ended before the fifth session after the move.
Close before and after $126.24 to $88.50 split-adjusted Session open, high, low $91.15, $96.43, $85.50 Opening gap -27.80% Close inside the session range 0.27 of the range, where 1.00 is the high Session volume 11,704,841 shares, $1,035,878,429 Relative volume 10.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
20	JBI	-29.78%	2024-10-29 against the close of 2024-10-28 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Janus International Group Reports Third Quarter 2024 Financial Results 10/29/2024 06:55 ET premarket	Day +1 -29.39% 2024-10-30 Day +5 -31.91% 2024-11-05 Best recovery within 5 -28.61% 2024-10-31 Five sessions later the drop was 7.2% bigger, at -31.91%. Month end -28.61% on 2024-10-31 This month ended before the fifth session after the move.
Close before and after $10.31 to $7.24 split-adjusted Session open, high, low $6.75, $7.87, $6.68 Opening gap -34.53% Close inside the session range 0.47 of the range, where 1.00 is the high Session volume 21,268,859 shares, $153,986,539 Relative volume 14.1x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
21	BYON	-29.73%	2024-10-24 against the close of 2024-10-23 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Beyond, Inc. Reports Third Quarter 2024 Financial Results 10/24/2024 07:00 ET premarket	Day +1 -33.09% 2024-10-25 Day +5 -32.67% 2024-10-31 Best recovery within 5 -26.47% 2024-10-28 Five sessions later the drop was 9.9% bigger, at -32.67%. Month end -32.67% on 2024-10-31
Close before and after $9.52 to $6.69 as traded Session open, high, low $7.73, $7.73, $6.30 Opening gap -18.80% Close inside the session range 0.27 of the range, where 1.00 is the high Session volume 12,410,598 shares, $83,026,901 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
22	ZENA More than one ranked move this month Also on the opposite board this month 2+ ranked moves on both boards	-29.16%	2024-10-07 against the close of 2024-10-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	ZenaTech Strengthens Its Leadership With Management Team Appointments 10/04/2024 20:31 ET after hours	Day +1 -38.36% 2024-10-08 Day +5 -42.97% 2024-10-14 Best recovery within 5 -37.34% 2024-10-11 Five sessions later the drop was 47.4% bigger, at -42.97%. Month end -46.80% on 2024-10-31
Close before and after $3.91 to $2.77 split-adjusted Session open, high, low $3.95, $3.95, $2.59 Opening gap +1.02% Close inside the session range 0.13 of the range, where 1.00 is the high Session volume 242,009 shares, $670,365 Baseline gap 3 calendar days from the pre-news close to the measured session
23	LILM	-28.84%	2024-10-25 against the close of 2024-10-24 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Lilium Board approves application for self-administration of German subsidiaries 10/24/2024 17:00 ET after hours	Day +1 -33.57% 2024-10-28 Day +5 -53.39% 2024-11-01 Best recovery within 5 -33.57% 2024-10-28 Five sessions later the drop was 85.1% bigger, at -53.39%. Month end -50.96% on 2024-10-31 This month ended before the fifth session after the move.
Close before and after $0.2094 to $0.1490 as traded Session open, high, low $0.1835, $0.1885, $0.1260 Opening gap -12.37% Close inside the session range 0.37 of the range, where 1.00 is the high Session volume 107,827,679 shares, $16,066,324 Relative volume 33.9x 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
24	PAL	-28.77%	2024-10-17 against the close of 2024-10-16 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Proficient Auto Logistics Provides Update on Expected Operating and Financial Metrics for Third Quarter of Fiscal 2024; Sets Date to Report Third Quarter Financial Results 10/16/2024 16:15 ET after hours	Day +1 -32.35% 2024-10-18 Day +5 -39.45% 2024-10-24 Best recovery within 5 -32.35% 2024-10-18 Five sessions later the drop was 37.1% bigger, at -39.45%. Month end -41.25% on 2024-10-31
Close before and after $13.94 to $9.93 split-adjusted Session open, high, low $12.55, $12.77, $9.58 Opening gap -9.97% Close inside the session range 0.11 of the range, where 1.00 is the high Session volume 4,012,507 shares, $39,844,195 Relative volume 15.4x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
25	ZENA More than one ranked move this month Also on the opposite board this month release reads positive 2+ ranked moves on both boards	-27.84%	2024-10-02 against the close of 2024-10-01 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	FDA & Regulatory Release reads positive, stock fell 27.84%	ZenaTech Announces FAA Approval for Evaluation, Testing, and Demonstration of ZenaDrone Drone Solutions in the US 10/02/2024 09:01 ET premarket	Day +1 -36.93% 2024-10-03 Day +5 -78.99% 2024-10-09 Best recovery within 5 -36.93% 2024-10-03 Five sessions later the drop was 183.7% bigger, at -78.99%. Month end -76.36% on 2024-10-31
Close before and after $8.80 to $6.35 split-adjusted Session open, high, low $6.75, $7.48, $6.09 Opening gap -23.30% Close inside the session range 0.19 of the range, where 1.00 is the high Session volume 232,369 shares, $1,475,543 Baseline gap 1 calendar day from the pre-news close to the measured session
26	COYA	-27.67%	2024-10-29 against the close of 2024-10-28 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Coya Therapeutics Announces Positive Results of a Double-Blind Study of Subcutaneous Low-Dose Interleukin-2 (LD IL-2) in Alzheimer’s Disease (AD) Presented at the Clinical Trials on Alzheimer’s Disease Conference (CTAD24) in Madrid (Spain) 10/29/2024 06:30 ET premarket	Day +1 -34.69% 2024-10-30 Day +5 -33.86% 2024-11-05 Best recovery within 5 -29.05% 2024-10-31 Five sessions later the drop was 22.4% bigger, at -33.86%. Month end -29.05% on 2024-10-31 This month ended before the fifth session after the move.
Close before and after $10.19 to $7.37 split-adjusted Session open, high, low $9.64, $9.64, $6.82 Opening gap -5.40% Close inside the session range 0.20 of the range, where 1.00 is the high Session volume 909,452 shares, $6,702,661 Relative volume 18.0x 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
27	GLTO	-27.53%	2024-10-07 against the close of 2024-10-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	M&A / Acquisition	Galecto Completes Strategic Review to Focus on Oncology and Liver Disease and Acquires Acute Myeloid Leukemia Preclinical Asset from Bridge Medicines 10/07/2024 08:45 ET premarket	Day +1 -35.87% 2024-10-08 Day +5 -39.64% 2024-10-14 Best recovery within 5 -35.87% 2024-10-08 Five sessions later the drop was 44.0% bigger, at -39.64%. Month end -41.35% on 2024-10-31
Close before and after $11.68 to $8.47 as traded Session open, high, low $9.30, $9.30, $8.24 Opening gap -20.38% Close inside the session range 0.21 of the range, where 1.00 is the high Session volume 236,202 shares, $1,999,450 Relative volume 6.6x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
28	ATNI	-27.51%	2024-10-30 against the close of 2024-10-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	ATN Reports Third Quarter 2024 Results; Updates Full-Year 2024 Outlook 10/29/2024 16:30 ET after hours	Day +1 -33.57% 2024-10-31 Day +5 -28.34% 2024-11-06 Best recovery within 5 -28.34% 2024-11-06 Five sessions later the drop was 3.0% bigger, at -28.34%. Month end -33.57% on 2024-10-31 This month ended before the fifth session after the move.
Close before and after $31.55 to $22.87 split-adjusted Session open, high, low $24.85, $28.09, $22.60 Opening gap -21.24% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 96,419 shares, $2,205,103 Relative volume 2.3x 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
29	QRVO	-27.31%	2024-10-30 against the close of 2024-10-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Qorvo® Announces Fiscal 2025 Second Quarter Financial Results 10/29/2024 16:01 ET after hours	Day +1 -29.08% 2024-10-31 Day +5 -27.49% 2024-11-06 Best recovery within 5 -27.49% 2024-11-06 Five sessions later the drop was 0.7% bigger, at -27.49%. Month end -29.08% on 2024-10-31 This month ended before the fifth session after the move.
Close before and after $100.48 to $73.04 split-adjusted Session open, high, low $78.01, $78.01, $71.31 Opening gap -22.36% Close inside the session range 0.26 of the range, where 1.00 is the high Session volume 10,436,907 shares, $762,311,687 Relative volume 10.4x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
30	RCKY	-26.60%	2024-10-31 against the close of 2024-10-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Rocky Brands, Inc. Announces Third Quarter 2024 Results 10/30/2024 16:05 ET after hours	Day +1 -26.13% 2024-11-01 Day +5 -21.04% 2024-11-07 Best recovery within 5 -21.04% 2024-11-07 20.9% of the drop was recovered five sessions later. Month end -26.60% on 2024-10-31 same session This month ended before the fifth session after the move.
Close before and after $27.71 to $20.34 split-adjusted Session open, high, low $22.31, $22.90, $20.25 Opening gap -19.49% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 149,856 shares, $3,048,071 Relative volume 7.0x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
31	HII release reads positive	-26.16%	2024-10-31 against the close of 2024-10-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership Release reads positive, stock fell 26.16%	HII Awarded $3 Billion LOGIX Contract to Support National Defense 10/31/2024 11:30 ET intraday HII Reports Third Quarter 2024 Results and Provides Updated Outlook 10/31/2024	Day +1 -24.46% 2024-11-01 Day +5 -21.03% 2024-11-07 Best recovery within 5 -18.88% 2024-11-06 19.6% of the drop was recovered five sessions later. Month end -26.16% on 2024-10-31 same session This month ended before the fifth session after the move.
Close before and after $250.49 to $184.96 split-adjusted Session open, high, low $215.00, $217.28, $184.29 Opening gap -14.17% Close inside the session range 0.02 of the range, where 1.00 is the high Session volume 2,606,175 shares, $482,038,128 Relative volume 11.2x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
32	LASE More than one ranked move this month Also on the opposite board this month release reads positive 2+ ranked moves on both boards	-26.15%	2024-10-03 against the close of 2024-10-02 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement Release reads positive, stock fell 26.15%	Laser Photonics Unveils Animated Concept of Brokk 110 With Laser Cleaning & Cutting Attachments 10/03/2024 07:00 ET premarket	Day +1 -43.20% 2024-10-04 Day +5 -33.23% 2024-10-10 Best recovery within 5 -29.61% 2024-10-09 Five sessions later the drop was 27.1% bigger, at -33.23%. Month end -56.96% on 2024-10-31
Close before and after $12.43 to $9.18 split-adjusted Session open, high, low $11.74, $11.80, $9.04 Opening gap -5.55% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 1,488,100 shares, $13,660,758 Relative volume 0.9x 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	DRUG release reads positive	-25.18%	2024-10-16 against the close of 2024-10-15 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results Release reads positive, stock fell 25.18%	Bright Minds Biosciences proprietary compound, BMB-201, 5-HT2C/2A mixed agonist, demonstrated similar efficacy to morphine in preclinical pain models 10/16/2024 10:45 ET intraday Bright Minds is Unaware of Any Material Changes 10/15/2024	Day +1 -43.62% 2024-10-17 Day +5 +22.11% 2024-10-23 Best recovery within 5 +24.76% 2024-10-21 It recovered the whole drop and closed 22.11% above the pre-news price. Month end +21.59% on 2024-10-31
Close before and after $38.49 to $28.80 split-adjusted Session open, high, low $27.63, $36.00, $21.50 Opening gap -28.22% Close inside the session range 0.50 of the range, where 1.00 is the high Session volume 13,547,953 shares, $390,181,046 Relative volume over 1,000x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
34	HLIT	-25.10%	2024-10-29 against the close of 2024-10-28 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Harmonic Announces Third Quarter 2024 Results 10/28/2024 16:05 ET after hours	Day +1 -21.86% 2024-10-30 Day +5 -21.52% 2024-11-05 Best recovery within 5 -21.52% 2024-11-05 14.3% of the drop was recovered five sessions later. Month end -25.17% on 2024-10-31 This month ended before the fifth session after the move.
Close before and after $14.82 to $11.10 split-adjusted Session open, high, low $10.93, $11.57, $10.39 Opening gap -26.25% Close inside the session range 0.60 of the range, where 1.00 is the high Session volume 7,263,149 shares, $80,620,954 Relative volume 12.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
35	XTIA	-24.87%	2024-10-30 against the close of 2024-10-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Leadership Change	XTI Aerospace Appoints Distinguished Attorney and Business Leader Jennifer Gaines as Chief Legal Officer 10/30/2024 09:00 ET premarket	Day +1 -27.51% 2024-10-31 Day +5 -36.56% 2024-11-06 Best recovery within 5 -27.51% 2024-10-31 Five sessions later the drop was 47.0% bigger, at -36.56%. Month end -27.51% on 2024-10-31 This month ended before the fifth session after the move.
Close before and after $19.90 to $14.95 split-adjusted Session open, high, low $19.83, $20.00, $14.05 Opening gap -0.38% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 152,005 shares, $2,272,475 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
36	TXG	-24.70%	2024-10-10 against the close of 2024-10-09 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	10x Genomics Announces Preliminary Select Third Quarter 2024 Results 10/09/2024 16:05 ET after hours	Day +1 -21.86% 2024-10-11 Day +5 -28.59% 2024-10-17 Best recovery within 5 -21.82% 2024-10-14 Five sessions later the drop was 15.7% bigger, at -28.59%. Month end -22.97% on 2024-10-31
Close before and after $20.81 to $15.67 split-adjusted Session open, high, low $14.95, $15.94, $14.02 Opening gap -28.16% Close inside the session range 0.86 of the range, where 1.00 is the high Session volume 14,534,923 shares, $227,762,243 Relative volume 12.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
37	SRI	-24.68%	2024-10-31 against the close of 2024-10-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Stoneridge Reports Third Quarter 2024 Results 10/30/2024 17:00 ET after hours	Day +1 -25.75% 2024-11-01 Day +5 -19.94% 2024-11-07 Best recovery within 5 -16.59% 2024-11-06 19.2% of the drop was recovered five sessions later. Month end -24.68% on 2024-10-31 same session This month ended before the fifth session after the move.
Close before and after $9.28 to $6.99 split-adjusted Session open, high, low $7.50, $8.71, $6.76 Opening gap -19.18% Close inside the session range 0.12 of the range, where 1.00 is the high Session volume 1,429,222 shares, $9,990,262 Relative volume 7.4x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
38	MOVE	-24.43%	2024-10-30 against the close of 2024-10-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership	Evie Ring Announces Brand Partnership with Lifestyle Content Creator Heidi D'Amelio 10/30/2024 09:00 ET premarket	Day +1 -24.66% 2024-10-31 Day +5 -4.53% 2024-11-06 Best recovery within 5 -4.53% 2024-11-06 81.5% of the drop was recovered five sessions later. Month end -24.66% on 2024-10-31 This month ended before the fifth session after the move.
Close before and after $32.55 to $24.60 split-adjusted Session open, high, low $33.06, $33.14, $24.30 Opening gap +1.58% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 28,874 shares, $710,156 Relative volume 46.9x 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	CVI	-24.18%	2024-10-29 against the close of 2024-10-28 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	CVR Energy Reports Third Quarter 2024 Results 10/28/2024 17:05 ET after hours	Day +1 -28.17% 2024-10-30 Day +5 -31.19% 2024-11-05 Best recovery within 5 -28.17% 2024-10-30 Five sessions later the drop was 29.0% bigger, at -31.19%. Month end -33.25% on 2024-10-31 This month ended before the fifth session after the move.
Close before and after $23.82 to $18.06 split-adjusted Session open, high, low $19.25, $19.25, $17.50 Opening gap -19.19% Close inside the session range 0.32 of the range, where 1.00 is the high Session volume 9,432,328 shares, $170,347,844 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
40	SAGE	-24.06%	2024-10-30 against the close of 2024-10-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Sage Therapeutics Announces Third Quarter 2024 Financial Results and Highlights Pipeline and Business Updates 10/29/2024 16:05 ET after hours	Day +1 -28.30% 2024-10-31 Day +5 -29.83% 2024-11-06 Best recovery within 5 -28.30% 2024-10-31 Five sessions later the drop was 24.0% bigger, at -29.83%. Month end -28.30% on 2024-10-31 This month ended before the fifth session after the move.
Close before and after $8.48 to $6.44 as traded Session open, high, low $7.69, $7.97, $6.20 Opening gap -9.32% Close inside the session range 0.14 of the range, where 1.00 is the high Session volume 2,312,386 shares, $14,891,766 Relative volume 3.7x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
41	MG	-23.87%	2024-10-31 against the close of 2024-10-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	MISTRAS Announces Third Quarter 2024 Results 10/30/2024 16:01 ET after hours	Day +1 -21.35% 2024-11-01 Day +5 -18.02% 2024-11-07 Best recovery within 5 -17.75% 2024-11-06 24.5% of the drop was recovered five sessions later. Month end -23.87% on 2024-10-31 same session This month ended before the fifth session after the move.
Close before and after $11.10 to $8.45 split-adjusted Session open, high, low $9.32, $9.43, $8.10 Opening gap -16.04% Close inside the session range 0.26 of the range, where 1.00 is the high Session volume 375,084 shares, $3,169,460 Relative volume 3.4x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
42	NVRI	-23.71%	2024-10-31 against the close of 2024-10-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Enviri Corporation Reports Third Quarter 2024 Results 10/31/2024 07:00 ET premarket	Day +1 -27.59% 2024-11-01 Day +5 -29.38% 2024-11-07 Best recovery within 5 -24.60% 2024-11-06 Five sessions later the drop was 23.9% bigger, at -29.38%. Month end -23.71% on 2024-10-31 same session This month ended before the fifth session after the move.
Close before and after $10.04 to $7.66 split-adjusted Session open, high, low $8.60, $8.60, $7.44 Opening gap -14.39% Close inside the session range 0.19 of the range, where 1.00 is the high Session volume 1,169,287 shares, $8,956,738 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
43	PENG	-23.47%	2024-10-16 against the close of 2024-10-15 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Penguin Solutions Reports Fourth Quarter and Full Year Fiscal 2024 Financial Results 10/15/2024 16:05 ET after hours	Day +1 -20.87% 2024-10-17 Day +5 -25.38% 2024-10-23 Best recovery within 5 -20.87% 2024-10-17 Five sessions later the drop was 8.1% bigger, at -25.38%. Month end -26.26% on 2024-10-31
Close before and after $20.41 to $15.62 split-adjusted Session open, high, low $17.37, $17.89, $15.06 Opening gap -14.89% Close inside the session range 0.20 of the range, where 1.00 is the high Session volume 5,829,137 shares, $91,051,120 Baseline gap 1 calendar day from the pre-news close to the measured session
44	CYH	-23.42%	2024-10-24 against the close of 2024-10-23 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Community Health Systems, Inc. Announces Third Quarter Ended September 30, 2024 Results 10/23/2024 16:15 ET after hours	Day +1 -28.11% 2024-10-25 Day +5 -27.03% 2024-10-31 Best recovery within 5 -22.16% 2024-10-30 Five sessions later the drop was 15.4% bigger, at -27.03%. Month end -27.03% on 2024-10-31
Close before and after $5.55 to $4.25 split-adjusted Session open, high, low $4.89, $4.89, $4.15 Opening gap -11.89% Close inside the session range 0.14 of the range, where 1.00 is the high Session volume 8,336,682 shares, $35,430,899 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
45	TYRA	-23.35%	2024-10-25 against the close of 2024-10-24 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Tyra Biosciences Reports Interim Clinical Proof-of-Concept Data for TYRA-300, an Investigational Oral FGFR3-Selective Inhibitor, in Phase 1/2 SURF301 Study in Patients with Metastatic Urothelial Cancer (mUC) 10/24/2024 18:21 ET after hours	Day +1 -30.48% 2024-10-28 Day +5 -42.71% 2024-11-01 Best recovery within 5 -30.48% 2024-10-28 Five sessions later the drop was 82.9% bigger, at -42.71%. Month end -41.70% on 2024-10-31 This month ended before the fifth session after the move.
Close before and after $28.61 to $21.93 split-adjusted Session open, high, low $23.98, $24.16, $19.61 Opening gap -16.18% Close inside the session range 0.51 of the range, where 1.00 is the high Session volume 2,482,484 shares, $54,440,874 Relative volume 13.1x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
46	HOLO	-23.31%	2024-10-03 against the close of 2024-10-02 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	MicroCloud Hologram Inc. Announces Results of its 2024 Annual General Meeting of the Shareholders 10/02/2024 17:00 ET after hours	Day +1 -27.85% 2024-10-04 Day +5 -16.42% 2024-10-10 Best recovery within 5 -4.51% 2024-10-09 29.6% of the drop was recovered five sessions later. Month end -63.81% on 2024-10-31
Close before and after $275.20 to $211.04 split-adjusted Session open, high, low $224.32, $231.92, $209.20 Opening gap -18.49% Close inside the session range 0.08 of the range, where 1.00 is the high Session volume 58,615 shares, $12,370,110 Relative volume 1.1x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
47	LOOP	-23.28%	2024-10-16 against the close of 2024-10-15 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Loop Industries Reports Second Quarter Fiscal 2025 Results and Provides Update on Financing and Commercialization Plans 10/15/2024 18:15 ET after hours	Day +1 -16.40% 2024-10-17 Day +5 -19.58% 2024-10-23 Best recovery within 5 -15.34% 2024-10-18 15.9% of the drop was recovered five sessions later. Month end -30.16% on 2024-10-31
Close before and after $1.89 to $1.45 split-adjusted Session open, high, low $1.31, $1.69, $1.31 Opening gap -30.69% Close inside the session range 0.37 of the range, where 1.00 is the high Session volume 119,100 shares, $172,695 Relative volume 5.1x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
48	CMPS	-23.10%	2024-10-31 against the close of 2024-10-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Compass Pathways Announces Third Quarter 2024 Financial Results and Business Updates 10/31/2024 06:30 ET premarket	Day +1 -23.26% 2024-11-01 Day +5 -14.38% 2024-11-07 Best recovery within 5 -14.38% 2024-11-07 37.7% of the drop was recovered five sessions later. Month end -23.10% on 2024-10-31 same session This month ended before the fifth session after the move.
Close before and after $6.19 to $4.76 split-adjusted Session open, high, low $4.25, $4.96, $4.05 Opening gap -31.34% Close inside the session range 0.78 of the range, where 1.00 is the high Session volume 6,424,325 shares, $30,579,787 Relative volume 14.8x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
49	LASE More than one ranked move this month Also on the opposite board this month 2+ ranked moves on both boards	-23.09%	2024-10-04 against the close of 2024-10-03 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership	Laser Photonics and Fonon Technologies Receive Order Through ADS for Marine Aviation Logistics Squadron 10/04/2024 07:00 ET premarket	Day +1 -52.94% 2024-10-07 Day +5 -7.08% 2024-10-11 Best recovery within 5 -4.68% 2024-10-09 69.3% of the drop was recovered five sessions later. Month end -41.72% on 2024-10-31
Close before and after $9.18 to $7.06 split-adjusted Session open, high, low $8.91, $9.00, $6.89 Opening gap -2.94% Close inside the session range 0.08 of the range, where 1.00 is the high Session volume 1,725,144 shares, $12,179,517 Relative volume 1.0x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
50	LVO	-23.06%	2024-10-01 against the close of 2024-09-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership	LiveOne (Nasdaq: LVO) Announces Renewed Partnership with Tesla Through May 2026 10/01/2024 10:00 ET intraday	Day +1 -20.97% 2024-10-02 Day +5 -32.17% 2024-10-08 Best recovery within 5 -20.97% 2024-10-02 Five sessions later the drop was 39.5% bigger, at -32.17%. Month end -27.28% on 2024-10-31
Close before and after $9.49 to $7.30 split-adjusted Session open, high, low $9.61, $12.00, $6.40 Opening gap +1.26% Close inside the session range 0.16 of the range, where 1.00 is the high Session volume 709,669 shares, $5,180,584 Relative volume 43.2x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
51	OPCH	-22.79%	2024-10-30 against the close of 2024-10-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Option Care Health Announces Financial Results for the Third Quarter Ended September 30, 2024 10/30/2024 07:00 ET premarket	Day +1 -24.46% 2024-10-31 Day +5 -22.95% 2024-11-06 Best recovery within 5 -20.95% 2024-11-01 Five sessions later the drop was 0.7% bigger, at -22.95%. Month end -24.46% on 2024-10-31 This month ended before the fifth session after the move.
Close before and after $30.50 to $23.55 split-adjusted Session open, high, low $24.53, $25.60, $23.43 Opening gap -19.57% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 8,474,780 shares, $199,581,069 Relative volume 6.4x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
52	CRMD	-22.51%	2024-10-30 against the close of 2024-10-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	CorMedix Inc. Reports Third Quarter and Nine Month 2024 Financial Results and Provides Business Update 10/30/2024 07:30 ET premarket	Day +1 -22.47% 2024-10-31 Day +5 -20.43% 2024-11-06 Best recovery within 5 -20.43% 2024-11-06 9.2% of the drop was recovered five sessions later. Month end -22.47% on 2024-10-31 This month ended before the fifth session after the move.
Close before and after $12.97 to $10.05 split-adjusted Session open, high, low $11.34, $11.94, $9.51 Opening gap -12.57% Close inside the session range 0.22 of the range, where 1.00 is the high Session volume 4,370,851 shares, $43,927,053 Relative volume 4.2x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
53	HPH	-22.08%	2024-10-31 against the close of 2024-10-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	HPH Announces Results of its Extraordinary General Meeting and Separate Class Meeting 10/31/2024 04:20 ET premarket	Day +1 -20.96% 2024-11-01 Day +5 -42.04% 2024-11-07 Best recovery within 5 -20.96% 2024-11-01 Five sessions later the drop was 90.4% bigger, at -42.04%. Month end -22.08% on 2024-10-31 same session This month ended before the fifth session after the move.
Close before and after $33.33 to $25.97 as traded Session open, high, low $26.92, $28.30, $21.60 Opening gap -19.21% Close inside the session range 0.65 of the range, where 1.00 is the high Session volume 139,255 shares, $3,616,174 Relative volume 63.1x 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
54	HSDT	-22.05%	2024-10-15 against the close of 2024-10-14 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Helius Medical Technologies, Inc. Announces Reimbursement Payment Determination Updates from CMS for its Portable Neuromodulation Stimulator (PoNS®) Controller and Mouthpiece 10/14/2024 17:00 ET after hours	Day +1 +14.61% 2024-10-16 Day +5 +22.96% 2024-10-22 Best recovery within 5 +22.96% 2024-10-22 It recovered the whole drop and closed 22.96% above the pre-news price. Month end +5.65% on 2024-10-31
Close before and after $359.93 to $280.58 split-adjusted Session open, high, low $361.13, $365.63, $279.75 Opening gap +0.33% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 1,103 shares, $309,474 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
55	THRY	-21.97%	2024-10-30 against the close of 2024-10-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	M&A / Acquisition	Thryv Holdings Announces Strategic Acquisition of Keap 10/29/2024 16:05 ET after hours Thryv Holdings Announces Public Offering of Common Stock 10/29/2024 Thryv Provides Preliminary, Unaudited Third Quarter 2024 Results 10/29/2024 Thryv Holdings Announces Pricing of Upsized Public Offering of Common Stock 10/29/2024	Day +1 -21.59% 2024-10-31 Day +5 -14.99% 2024-11-06 Best recovery within 5 -14.99% 2024-11-06 31.8% of the drop was recovered five sessions later. Month end -21.59% on 2024-10-31 This month ended before the fifth session after the move.
Close before and after $18.34 to $14.31 split-adjusted Session open, high, low $15.05, $15.50, $14.07 Opening gap -17.94% Close inside the session range 0.17 of the range, where 1.00 is the high Session volume 3,978,344 shares, $56,930,103 Relative volume 22.3x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
56	SABR	-21.95%	2024-10-31 against the close of 2024-10-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Sabre's third quarter 2024 earnings materials available on its Investor Relations website 10/31/2024 07:55 ET premarket	Day +1 -22.44% 2024-11-01 Day +5 -14.39% 2024-11-07 Best recovery within 5 -14.39% 2024-11-07 34.4% of the drop was recovered five sessions later. Month end -21.95% on 2024-10-31 same session This month ended before the fifth session after the move.
Close before and after $4.10 to $3.20 split-adjusted Session open, high, low $3.68, $3.80, $3.06 Opening gap -10.24% Close inside the session range 0.19 of the range, where 1.00 is the high Session volume 15,776,533 shares, $50,484,906 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
57	ODV	-21.83%	2024-10-24 against the close of 2024-10-23 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Osisko Development Announces US$50 Million Marketed Private Placement of Units 10/23/2024 16:48 ET after hours VIDEO - CEO Clips - Osisko Development: Sustainable Gold and Copper Projects 10/24/2024	Day +1 -22.22% 2024-10-25 Day +5 -27.38% 2024-10-31 Best recovery within 5 -22.22% 2024-10-25 Five sessions later the drop was 25.4% bigger, at -27.38%. Month end -27.38% on 2024-10-31
Close before and after $2.52 to $1.97 as traded Session open, high, low $1.93, $2.13, $1.90 Opening gap -23.41% Close inside the session range 0.30 of the range, where 1.00 is the high Session volume 2,087,928 shares, $4,113,218 Relative volume 10.3x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
58	AUR	-21.76%	2024-10-31 against the close of 2024-10-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Aurora Announces Third Quarter 2024 Results 10/30/2024 16:15 ET after hours	Day +1 -12.50% 2024-11-01 Day +5 -17.32% 2024-11-07 Best recovery within 5 -12.50% 2024-11-01 20.4% of the drop was recovered five sessions later. Month end -21.76% on 2024-10-31 same session This month ended before the fifth session after the move.
Close before and after $6.64 to $5.20 split-adjusted Session open, high, low $5.71, $5.82, $4.75 Opening gap -14.00% Close inside the session range 0.42 of the range, where 1.00 is the high Session volume 23,251,591 shares, $120,792,015 Relative volume 3.9x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
59	STEM	-21.60%	2024-10-31 against the close of 2024-10-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Stem Announces Third Quarter 2024 Results 10/30/2024 16:05 ET after hours	Day +1 -17.03% 2024-11-01 Day +5 -27.31% 2024-11-07 Best recovery within 5 -6.54% 2024-11-05 Five sessions later the drop was 26.4% bigger, at -27.31%. Month end -21.60% on 2024-10-31 same session This month ended before the fifth session after the move.
Close before and after $9.63 to $7.55 split-adjusted Session open, high, low $8.96, $9.00, $6.53 Opening gap -6.96% Close inside the session range 0.41 of the range, where 1.00 is the high Session volume 522,401 shares, $3,944,128 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
60	ETWO	-21.57%	2024-10-10 against the close of 2024-10-09 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	E2open Announces Fiscal 2025 Second Quarter Financial Results 10/09/2024 16:17 ET after hours	Day +1 -24.75% 2024-10-11 Day +5 -21.81% 2024-10-17 Best recovery within 5 -21.32% 2024-10-14 Five sessions later the drop was 1.1% bigger, at -21.81%. Month end -28.19% on 2024-10-31
Close before and after $4.08 to $3.20 as traded Session open, high, low $3.18, $3.49, $3.00 Opening gap -22.06% Close inside the session range 0.41 of the range, where 1.00 is the high Session volume 3,789,446 shares, $12,126,227 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
61	WING	-21.40%	2024-10-30 against the close of 2024-10-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Wingstop Inc. Reports Fiscal Third Quarter 2024 Financial Results 10/30/2024 08:00 ET premarket	Day +1 -22.02% 2024-10-31 Day +5 -14.48% 2024-11-06 Best recovery within 5 -14.48% 2024-11-06 32.3% of the drop was recovered five sessions later. Month end -22.02% on 2024-10-31 This month ended before the fifth session after the move.
Close before and after $368.94 to $289.99 split-adjusted Session open, high, low $315.25, $318.90, $287.35 Opening gap -14.55% Close inside the session range 0.08 of the range, where 1.00 is the high Session volume 2,970,745 shares, $861,486,343 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
62	CRTO	-21.26%	2024-10-30 against the close of 2024-10-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	CRITEO REPORTS RECORD THIRD QUARTER 2024 RESULTS 10/30/2024 07:00 ET premarket	Day +1 -21.05% 2024-10-31 Day +5 -18.45% 2024-11-06 Best recovery within 5 -18.28% 2024-11-05 13.2% of the drop was recovered five sessions later. Month end -21.05% on 2024-10-31 This month ended before the fifth session after the move.
Close before and after $42.66 to $33.59 split-adjusted Session open, high, low $36.29, $36.54, $33.33 Opening gap -14.93% Close inside the session range 0.08 of the range, where 1.00 is the high Session volume 2,133,879 shares, $71,676,996 Relative volume 10.0x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
63	AWRE	-21.26%	2024-10-31 against the close of 2024-10-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Aware Reports Third Quarter and Nine Month 2024 Financial Results 10/30/2024 16:05 ET after hours	Day +1 -25.60% 2024-11-01 Day +5 -19.81% 2024-11-07 Best recovery within 5 -19.81% 2024-11-07 6.8% of the drop was recovered five sessions later. Month end -21.26% on 2024-10-31 same session This month ended before the fifth session after the move.
Close before and after $2.07 to $1.63 split-adjusted Session open, high, low $1.66, $1.74, $1.49 Opening gap -19.81% Close inside the session range 0.56 of the range, where 1.00 is the high Session volume 383,925 shares, $625,798 Relative volume 21.6x 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
64	ICLR	-21.03%	2024-10-24 against the close of 2024-10-23 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	ICON Reports Third Quarter 2024 Results 10/23/2024 16:15 ET after hours	Day +1 -21.47% 2024-10-25 Day +5 -20.89% 2024-10-31 Best recovery within 5 -17.22% 2024-10-29 0.7% of the drop was recovered five sessions later. Month end -20.89% on 2024-10-31
Close before and after $280.76 to $221.73 split-adjusted Session open, high, low $240.61, $242.72, $220.51 Opening gap -14.30% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 6,192,440 shares, $1,373,049,721 Relative volume 10.3x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
65	GPC	-20.97%	2024-10-22 against the close of 2024-10-21 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Genuine Parts Company Reports Third Quarter 2024 Results and Revises Full-Year Outlook 10/22/2024 06:55 ET premarket	Day +1 -18.78% 2024-10-23 Day +5 -18.05% 2024-10-29 Best recovery within 5 -17.31% 2024-10-28 13.9% of the drop was recovered five sessions later. Month end -19.86% on 2024-10-31
Close before and after $143.12 to $113.11 split-adjusted Session open, high, low $120.44, $122.54, $112.74 Opening gap -15.85% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 6,715,564 shares, $759,597,444 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
66	EL	-20.90%	2024-10-31 against the close of 2024-10-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	The Estée Lauder Companies Reports Fiscal 2025 First Quarter Results 10/31/2024 06:30 ET premarket The Estée Lauder Companies Inc. Declares Quarterly Dividend of $.35 Per Share 10/31/2024 SMASHBOX COSMETICS LAUNCHES LIMITED-EDITION COLLABORATION WITH MEXICO CITY-BASED FASHION BRAND: ILKA 10/31/2024	Day +1 -23.60% 2024-11-01 Day +5 -23.91% 2024-11-07 Best recovery within 5 -23.60% 2024-11-01 Five sessions later the drop was 14.4% bigger, at -23.91%. Month end -20.90% on 2024-10-31 same session This month ended before the fifth session after the move.
Close before and after $87.15 to $68.94 split-adjusted Session open, high, low $65.90, $72.60, $63.36 Opening gap -24.38% Close inside the session range 0.60 of the range, where 1.00 is the high Session volume 27,601,050 shares, $1,902,816,387 Relative volume 9.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
67	UAVS	-20.82%	2024-10-04 against the close of 2024-10-03 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	AgEagle Aerial Systems eBee VISION Selected to Participate in REPMUS 2024 Exercise Co-Hosted by NATO 10/03/2024 16:15 ET after hours	Day +1 -55.72% 2024-10-15 Day +5 -70.37% 2024-10-21 Best recovery within 5 -55.72% 2024-10-15 Five sessions later the drop was 238.0% bigger, at -70.37%. Month end -56.21% on 2024-10-31
Close before and after $6.08 to $4.81 split-adjusted Session open, high, low $5.25, $5.55, $4.59 Opening gap -13.58% Close inside the session range 0.23 of the range, where 1.00 is the high Session volume 162,761 shares, $782,880 Relative volume 13.4x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
68	GIC	-20.61%	2024-10-30 against the close of 2024-10-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Global Industrial Company Reports Third Quarter 2024 Financial Results 10/29/2024 16:20 ET after hours	Day +1 -19.73% 2024-10-31 Day +5 -9.92% 2024-11-06 Best recovery within 5 -9.92% 2024-11-06 51.9% of the drop was recovered five sessions later. Month end -19.73% on 2024-10-31 This month ended before the fifth session after the move.
Close before and after $33.05 to $26.24 split-adjusted Session open, high, low $25.51, $29.12, $25.01 Opening gap -22.81% Close inside the session range 0.30 of the range, where 1.00 is the high Session volume 545,987 shares, $14,326,699 Relative volume 10.7x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
69	LASE More than one ranked move this month Also on the opposite board this month 2+ ranked moves on both boards	-20.55%	2024-10-17 against the close of 2024-10-16 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 To Join Brokk Australia at IMARC 2024 in Sydney 10/17/2024 07:16 ET premarket	Day +1 -22.42% 2024-10-18 Day +5 -26.65% 2024-10-24 Best recovery within 5 -22.42% 2024-10-18 Five sessions later the drop was 29.7% bigger, at -26.65%. Month end -33.37% on 2024-10-31
Close before and after $8.03 to $6.38 split-adjusted Session open, high, low $7.85, $7.85, $5.86 Opening gap -2.24% Close inside the session range 0.26 of the range, where 1.00 is the high Session volume 2,304,029 shares, $14,699,705 Relative volume 1.3x 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
70	NTLA	-20.51%	2024-10-24 against the close of 2024-10-23 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Intellia Presents Positive Results from the Phase 2 Study of NTLA-2002, an Investigational In Vivo CRISPR Gene Editing Treatment for Hereditary Angioedema (HAE) 10/24/2024 08:01 ET premarket	Day +1 -20.01% 2024-10-25 Day +5 -28.69% 2024-10-31 Best recovery within 5 -18.05% 2024-10-28 Five sessions later the drop was 39.9% bigger, at -28.69%. Month end -28.69% on 2024-10-31
Close before and after $19.94 to $15.85 split-adjusted Session open, high, low $17.63, $17.74, $15.35 Opening gap -11.58% Close inside the session range 0.21 of the range, where 1.00 is the high Session volume 11,379,694 shares, $180,368,150 Relative volume 6.2x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
71	RENB Also on the opposite board this month on both boards	-20.30%	2024-10-17 against the close of 2024-10-16 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	RenovaroCube Presents Novel Insights on Non-Invasive Cancer Diagnostics Using Oxford Nanopore Sequencing 10/17/2024 09:15 ET premarket	Day +1 -27.19% 2024-10-18 Day +5 -45.39% 2024-10-24 Best recovery within 5 -27.19% 2024-10-18 Five sessions later the drop was 123.6% bigger, at -45.39%. Month end -43.03% on 2024-10-31
Close before and after $0.9340 to $0.7444 as traded Session open, high, low $0.9345, $0.9657, $0.7300 Opening gap +0.05% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 772,114 shares, $574,762 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
72	VSTM	-20.12%	2024-10-17 against the close of 2024-10-16 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Verastem Oncology Presents Positive Updated RAMP 201 Data for Avutometinib and Defactinib Combination in Recurrent Low-Grade Serous Ovarian Cancer at the International Gynecologic Cancer Society (IGCS) 2024 Annual Meeting 10/17/2024 01:00 ET premarket	Day +1 -11.11% 2024-10-18 Day +5 -1.20% 2024-10-24 Best recovery within 5 +7.21% 2024-10-21 94.0% of the drop was recovered five sessions later. Month end +12.91% on 2024-10-31
Close before and after $3.33 to $2.66 split-adjusted Session open, high, low $3.18, $3.18, $2.54 Opening gap -4.50% Close inside the session range 0.19 of the range, where 1.00 is the high Session volume 4,419,756 shares, $11,756,551 Relative volume 9.4x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
73	NNBR	-19.64%	2024-10-31 against the close of 2024-10-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	NN, Inc. Reports Third Quarter 2024 Results 10/30/2024 18:00 ET after hours	Day +1 -19.26% 2024-11-01 Day +5 -10.20% 2024-11-07 Best recovery within 5 -5.61% 2024-11-06 48.1% of the drop was recovered five sessions later. Month end -19.64% on 2024-10-31 same session This month ended before the fifth session after the move.
Close before and after $3.92 to $3.15 split-adjusted Session open, high, low $3.40, $3.40, $3.15 Opening gap -13.27% Close inside the session range 0.02 of the range, where 1.00 is the high Session volume 205,531 shares, $647,423 Relative volume 3.7x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
74	NVAX	-19.44%	2024-10-16 against the close of 2024-10-15 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Update on Novavax's COVID-19-Influenza Combination and Stand-alone Influenza Phase 3 Trial 10/16/2024 08:14 ET premarket	Day +1 -17.86% 2024-10-17 Day +5 -20.63% 2024-10-23 Best recovery within 5 -17.86% 2024-10-17 Five sessions later the drop was 6.1% bigger, at -20.63%. Month end -23.73% on 2024-10-31
Close before and after $12.60 to $10.15 split-adjusted Session open, high, low $10.43, $10.67, $9.62 Opening gap -17.22% Close inside the session range 0.50 of the range, where 1.00 is the high Session volume 32,329,645 shares, $328,145,897 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
75	SMHI	-19.34%	2024-10-31 against the close of 2024-10-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	SEACOR Marine Announces Third Quarter 2024 Results 10/30/2024 16:27 ET after hours	Day +1 -26.81% 2024-11-01 Day +5 -16.01% 2024-11-07 Best recovery within 5 -14.71% 2024-11-06 17.2% of the drop was recovered five sessions later. Month end -19.34% on 2024-10-31 same session This month ended before the fifth session after the move.
Close before and after $8.43 to $6.80 split-adjusted Session open, high, low $7.82, $7.82, $6.71 Opening gap -7.24% Close inside the session range 0.08 of the range, where 1.00 is the high Session volume 964,040 shares, $6,555,472 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
76	OPI	-19.29%	2024-10-31 against the close of 2024-10-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Office Properties Income Trust Announces Third Quarter 2024 Results 10/30/2024 16:15 ET after hours	Day +1 -23.86% 2024-11-01 Day +5 -31.47% 2024-11-07 Best recovery within 5 -23.86% 2024-11-01 Five sessions later the drop was 63.1% bigger, at -31.47%. Month end -19.29% on 2024-10-31 same session This month ended before the fifth session after the move.
Close before and after $1.97 to $1.59 split-adjusted Session open, high, low $1.36, $1.73, $1.35 Opening gap -30.96% Close inside the session range 0.63 of the range, where 1.00 is the high Session volume 4,959,841 shares, $7,886,147 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
77	GCI	-19.28%	2024-10-31 against the close of 2024-10-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Gannett Announces Third Quarter 2024 Results & Updated Full Year Outlook 10/31/2024 07:00 ET premarket	Day +1 -19.45% 2024-11-01 Day +5 -6.02% 2024-11-07 Best recovery within 5 -6.02% 2024-11-07 68.8% of the drop was recovered five sessions later. Month end -19.28% on 2024-10-31 same session This month ended before the fifth session after the move.
Close before and after $5.81 to $4.69 as traded Session open, high, low $5.23, $5.46, $4.66 Opening gap -9.98% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 7,428,966 shares, $34,841,851 Relative volume 8.6x 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
78	CROX	-19.17%	2024-10-29 against the close of 2024-10-28 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Crocs, Inc. Reports Better-Than-Expected Third Quarter Results And Adjusts Full Year 2024 Outlook 10/29/2024 07:00 ET premarket	Day +1 -21.04% 2024-10-30 Day +5 -23.78% 2024-11-05 Best recovery within 5 -21.04% 2024-10-30 Five sessions later the drop was 24.0% bigger, at -23.78%. Month end -21.90% on 2024-10-31 This month ended before the fifth session after the move.
Close before and after $138.05 to $111.58 split-adjusted Session open, high, low $113.75, $117.76, $111.16 Opening gap -17.60% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 9,250,177 shares, $1,032,134,750 Relative volume 10.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
79	LTBR Also on the opposite board this month on both boards	-19.14%	2024-10-22 against the close of 2024-10-21 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Lightbridge Announces Participation in Upcoming Industry Events 10/22/2024 08:00 ET premarket	Day +1 -23.22% 2024-10-23 Day +5 +39.41% 2024-10-29 Best recovery within 5 +39.41% 2024-10-29 It recovered the whole drop and closed 39.41% above the pre-news price. Month end +10.08% on 2024-10-31
Close before and after $8.83 to $7.14 split-adjusted Session open, high, low $8.22, $8.44, $7.10 Opening gap -6.91% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 3,390,803 shares, $24,210,333 Relative volume 11.7x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
80	VRCA	-18.98%	2024-10-02 against the close of 2024-10-01 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Verrica Pharmaceuticals Announces Restructuring of Commercial Organization 10/02/2024 07:30 ET premarket	Day +1 +5.84% 2024-10-03 Day +5 -6.57% 2024-10-09 Best recovery within 5 +5.84% 2024-10-03 65.4% of the drop was recovered five sessions later. Month end +2.19% on 2024-10-31
Close before and after $13.70 to $11.10 split-adjusted Session open, high, low $13.60, $14.00, $10.40 Opening gap -0.73% Close inside the session range 0.19 of the range, where 1.00 is the high Session volume 150,078 shares, $1,665,866 Relative volume 2.9x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
81	KLTO	-18.57%	2024-10-23 against the close of 2024-10-22 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Dr. Makoto Kuro-o, Pioneer of the Klotho Anti-Aging Gene, Joins Klotho Neurosciences, Inc. as Scientific Advisor 10/23/2024 06:00 ET premarket	Day +1 -22.00% 2024-10-24 Day +5 -27.16% 2024-10-30 Best recovery within 5 -21.57% 2024-10-28 Five sessions later the drop was 46.3% bigger, at -27.16%. Month end -30.01% on 2024-10-31
Close before and after $0.7000 to $0.5700 as traded Session open, high, low $0.6790, $0.6790, $0.5511 Opening gap -3.00% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 203,828 shares, $116,182 Relative volume 3.8x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
82	MHUA	-18.40%	2024-10-07 against the close of 2024-10-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Uplisting / Compliance	Meihua International Medical Technologies Co., Ltd Regains Compliance with Nasdaq Minimum Bid Price Requirement 10/07/2024 06:00 ET premarket	Day +1 -28.08% 2024-10-08 Day +5 -27.41% 2024-10-14 Best recovery within 5 -27.41% 2024-10-14 Five sessions later the drop was 49.0% bigger, at -27.41%. Month end -34.62% on 2024-10-31
Close before and after $104.00 to $84.86 as traded Session open, high, low $105.00, $105.00, $82.17 Opening gap +0.96% Close inside the session range 0.12 of the range, where 1.00 is the high Session volume 3,265 shares, $277,068 Relative volume 1.9x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
83	BOOM	-18.25%	2024-10-22 against the close of 2024-10-21 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	DMC Global Provides Business and Strategic Review Update; Announces Governance Changes 10/21/2024 16:05 ET after hours	Day +1 -22.97% 2024-10-23 Day +5 -22.35% 2024-10-29 Best recovery within 5 -19.88% 2024-10-25 Five sessions later the drop was 22.5% bigger, at -22.35%. Month end -21.96% on 2024-10-31
Close before and after $12.93 to $10.57 split-adjusted Session open, high, low $10.00, $10.61, $9.70 Opening gap -22.66% Close inside the session range 0.96 of the range, where 1.00 is the high Session volume 1,656,486 shares, $17,509,057 Relative volume 11.9x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
84	GIFT	-18.18%	2024-10-08 against the close of 2024-10-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	RDE, Inc. CFO Steve Handy Purchased 25,620 Shares in the Open Market 10/08/2024 08:30 ET premarket	Day +1 -12.12% 2024-10-09 Day +5 -13.94% 2024-10-15 Best recovery within 5 -12.12% 2024-10-09 23.3% of the drop was recovered five sessions later. Month end -6.06% on 2024-10-31
Close before and after $1.65 to $1.35 split-adjusted Session open, high, low $1.75, $1.89, $1.26 Opening gap +6.06% Close inside the session range 0.14 of the range, where 1.00 is the high Session volume 93,175 shares, $125,786 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
85	ACHC	-18.03%	2024-10-31 against the close of 2024-10-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Acadia Healthcare Reports Strong Third Quarter 2024 Results 10/30/2024 16:18 ET after hours	Day +1 -19.32% 2024-11-01 Day +5 -19.20% 2024-11-07 Best recovery within 5 -18.38% 2024-11-05 Five sessions later the drop was 6.5% bigger, at -19.20%. Month end -18.03% on 2024-10-31 same session This month ended before the fifth session after the move.
Close before and after $52.08 to $42.69 split-adjusted Session open, high, low $45.50, $45.75, $42.46 Opening gap -12.63% Close inside the session range 0.07 of the range, where 1.00 is the high Session volume 5,679,644 shares, $242,464,002 Relative volume 3.8x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
86	LCID	-17.99%	2024-10-17 against the close of 2024-10-16 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Lucid Group, Inc. Announces Pricing of Public Offering of Common Stock and Corresponding Investment by an Affiliate of PIF for Aggregate Gross Proceeds of Approximately $1.67 Billion 10/17/2024 07:51 ET premarket Lucid Group, Inc. Announces Public Offering of Common Stock and Corresponding Investment by an Affiliate of PIF 10/16/2024	Day +1 -19.82% 2024-10-18 Day +5 -23.78% 2024-10-24 Best recovery within 5 -19.82% 2024-10-18 Five sessions later the drop was 32.2% bigger, at -23.78%. Month end -32.62% on 2024-10-31
Close before and after $32.80 to $26.90 split-adjusted Session open, high, low $27.40, $29.00, $26.50 Opening gap -16.46% Close inside the session range 0.16 of the range, where 1.00 is the high Session volume 21,440,398 shares, $576,746,706 Relative volume 8.1x 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
87	MBIN	-17.91%	2024-10-29 against the close of 2024-10-28 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Merchants Bancorp Reports Third Quarter 2024 Results 10/28/2024 16:05 ET after hours	Day +1 -18.07% 2024-10-30 Day +5 -15.68% 2024-11-05 Best recovery within 5 -15.68% 2024-11-05 12.5% of the drop was recovered five sessions later. Month end -15.84% on 2024-10-31 This month ended before the fifth session after the move.
Close before and after $43.89 to $36.03 split-adjusted Session open, high, low $41.18, $41.77, $36.00 Opening gap -6.17% Close inside the session range 0.01 of the range, where 1.00 is the high Session volume 677,436 shares, $24,408,019 Relative volume 5.0x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
88	APTV	-17.72%	2024-10-31 against the close of 2024-10-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Aptiv Reports Third Quarter 2024 Financial Results 10/31/2024 06:45 ET premarket	Day +1 -18.39% 2024-11-01 Day +5 -19.44% 2024-11-07 Best recovery within 5 -18.39% 2024-11-01 Five sessions later the drop was 9.7% bigger, at -19.44%. Month end -17.72% on 2024-10-31 same session This month ended before the fifth session after the move.
Close before and after $69.07 to $56.83 split-adjusted Session open, high, low $62.43, $63.20, $54.70 Opening gap -9.61% Close inside the session range 0.25 of the range, where 1.00 is the high Session volume 18,358,362 shares, $1,043,305,712 Relative volume 8.0x 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
89	DENN	-17.62%	2024-10-22 against the close of 2024-10-21 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Denny’s Corporation Reports Results for Third Quarter 2024 and Hosts Investor Day Today 10/22/2024 07:00 ET premarket	Day +1 -17.17% 2024-10-23 Day +5 -0.45% 2024-10-29 Best recovery within 5 +0.90% 2024-10-28 97.4% of the drop was recovered five sessions later. Month end -3.46% on 2024-10-31
Close before and after $6.64 to $5.47 as traded Session open, high, low $6.31, $6.31, $5.37 Opening gap -4.97% Close inside the session range 0.11 of the range, where 1.00 is the high Session volume 2,561,571 shares, $14,011,793 Relative volume 5.7x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
90	MPWR	-17.45%	2024-10-31 against the close of 2024-10-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Monolithic Power Systems to Report Third Quarter Results on October 30, 2024 10/30/2024 16:01 ET after hours Monolithic Power Systems Announces Results for the Third Quarter Ended September 30, 2024 10/30/2024	Day +1 -17.44% 2024-11-01 Day +5 -15.72% 2024-11-07 Best recovery within 5 -14.62% 2024-11-06 9.9% of the drop was recovered five sessions later. Month end -17.45% on 2024-10-31 same session This month ended before the fifth session after the move.
Close before and after $919.81 to $759.30 split-adjusted Session open, high, low $826.32, $829.50, $733.88 Opening gap -10.16% Close inside the session range 0.27 of the range, where 1.00 is the high Session volume 3,055,268 shares, $2,319,864,992 Relative volume 7.0x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
91	XRX	-17.41%	2024-10-29 against the close of 2024-10-28 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Xerox Releases Third-Quarter Results 10/29/2024 06:30 ET premarket	Day +1 -19.94% 2024-10-30 Day +5 -17.61% 2024-11-05 Best recovery within 5 -17.61% 2024-11-05 Five sessions later the drop was 1.1% bigger, at -17.61%. Month end -20.52% on 2024-10-31 This month ended before the fifth session after the move.
Close before and after $6.85 to $5.66 split-adjusted Session open, high, low $5.83, $5.99, $5.35 Opening gap -14.88% Close inside the session range 0.48 of the range, where 1.00 is the high Session volume 22,017,564 shares, $124,619,412 Relative volume 10.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
92	TLSA	-17.37%	2024-10-31 against the close of 2024-10-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Tiziana Life Sciences Announces Registered Direct Offering of up to approximately $10 Million 10/30/2024 22:29 ET after hours	Day +1 -20.57% 2024-11-01 Day +5 -22.88% 2024-11-07 Best recovery within 5 -20.57% 2024-11-01 Five sessions later the drop was 31.7% bigger, at -22.88%. Month end -17.37% on 2024-10-31 same session This month ended before the fifth session after the move.
Close before and after $1.18 to $0.9750 split-adjusted Session open, high, low $1.11, $1.11, $0.9450 Opening gap -5.93% Close inside the session range 0.18 of the range, where 1.00 is the high Session volume 580,895 shares, $566,373 Relative volume 4.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
93	MAX	-17.37%	2024-10-31 against the close of 2024-10-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	MediaAlpha Announces Third Quarter 2024 Financial Results 10/30/2024 16:05 ET after hours	Day +1 -20.98% 2024-11-01 Day +5 -43.51% 2024-11-07 Best recovery within 5 -20.98% 2024-11-01 Five sessions later the drop was 150.5% bigger, at -43.51%. Month end -17.37% on 2024-10-31 same session This month ended before the fifth session after the move.
Close before and after $20.73 to $17.13 split-adjusted Session open, high, low $19.82, $20.72, $17.13 Opening gap -4.39% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 1,543,841 shares, $26,445,996 Relative volume 4.7x 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	PMTS	-17.36%	2024-10-01 against the close of 2024-09-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	CPI Card Group Inc. Announces Pricing of Secondary Public Offering of Common Stock 09/30/2024 23:58 ET after hours	Day +1 -18.86% 2024-10-02 Day +5 -13.47% 2024-10-08 Best recovery within 5 -13.47% 2024-10-08 22.4% of the drop was recovered five sessions later. Month end -22.75% on 2024-10-31
Close before and after $27.83 to $23.00 split-adjusted Session open, high, low $23.99, $24.39, $22.52 Opening gap -13.80% Close inside the session range 0.26 of the range, where 1.00 is the high Session volume 252,236 shares, $5,801,428 Relative volume 10.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
95	ROKU	-17.33%	2024-10-31 against the close of 2024-10-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Roku Releases Third Quarter 2024 Financial Results 10/30/2024 16:05 ET after hours	Day +1 -15.24% 2024-11-01 Day +5 -7.07% 2024-11-07 Best recovery within 5 -6.76% 2024-11-06 59.2% of the drop was recovered five sessions later. Month end -17.33% on 2024-10-31 same session This month ended before the fifth session after the move.
Close before and after $77.51 to $64.08 split-adjusted Session open, high, low $68.00, $68.75, $60.05 Opening gap -12.27% Close inside the session range 0.46 of the range, where 1.00 is the high Session volume 21,958,655 shares, $1,407,110,612 Relative volume 9.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
96	DAN	-17.26%	2024-10-30 against the close of 2024-10-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Dana Incorporated Reports 2024 Third-Quarter Financial Results, Reports Strong Third-Quarter Profit Margin, Maintains Full-Year Free Cash Flow Guidance 10/30/2024 06:59 ET premarket	Day +1 -24.36% 2024-10-31 Day +5 -15.19% 2024-11-06 Best recovery within 5 -15.19% 2024-11-06 12.0% of the drop was recovered five sessions later. Month end -24.36% on 2024-10-31 This month ended before the fifth session after the move.
Close before and after $10.14 to $8.39 split-adjusted Session open, high, low $8.99, $9.07, $8.33 Opening gap -11.34% Close inside the session range 0.08 of the range, where 1.00 is the high Session volume 7,427,417 shares, $62,316,029 Relative volume 4.1x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
97	SSBI	-17.25%	2024-10-30 against the close of 2024-10-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Summit State Bank Reports Net Income of $626,000 for Third Quarter 2024 10/30/2024 09:00 ET premarket	Day +1 -16.25% 2024-10-31 Day +5 -17.79% 2024-11-06 Best recovery within 5 -15.76% 2024-11-01 Five sessions later the drop was 3.1% bigger, at -17.79%. Month end -16.25% on 2024-10-31 This month ended before the fifth session after the move.
Close before and after $8.06 to $6.67 split-adjusted Session open, high, low $7.80, $7.80, $6.31 Opening gap -3.23% Close inside the session range 0.24 of the range, where 1.00 is the high Session volume 47,291 shares, $315,431 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
98	JBLU	-17.08%	2024-10-29 against the close of 2024-10-28 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	JetBlue Announces Third Quarter 2024 Results 10/29/2024 07:00 ET premarket	Day +1 -23.09% 2024-10-30 Day +5 -19.40% 2024-11-05 Best recovery within 5 -19.40% 2024-11-05 Five sessions later the drop was 13.6% bigger, at -19.40%. Month end -22.13% on 2024-10-31 This month ended before the fifth session after the move.
Close before and after $7.32 to $6.07 split-adjusted Session open, high, low $6.72, $6.79, $6.02 Opening gap -8.20% Close inside the session range 0.07 of the range, where 1.00 is the high Session volume 45,859,070 shares, $278,364,555 Relative volume 3.2x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
99	LXEO	-17.00%	2024-10-30 against the close of 2024-10-29 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Lexeo Therapeutics Announces Positive Interim Data for LX1001, First-Ever Gene Therapy to Impact the Underlying Genetic Cause of APOE4-Associated Alzheimer’s Disease, at the Clinical Trials on Alzheimer’s Disease (CTAD) Conference 10/30/2024 06:14 ET premarket	Day +1 -20.76% 2024-10-31 Day +5 -17.75% 2024-11-06 Best recovery within 5 -17.35% 2024-11-04 Five sessions later the drop was 4.4% bigger, at -17.75%. Month end -20.76% on 2024-10-31 This month ended before the fifth session after the move.
Close before and after $9.97 to $8.28 split-adjusted Session open, high, low $8.85, $9.52, $8.10 Opening gap -11.23% Close inside the session range 0.12 of the range, where 1.00 is the high Session volume 1,148,923 shares, $9,507,338 Relative volume 5.1x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
100	SN	-16.87%	2024-10-31 against the close of 2024-10-30 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	SharkNinja Reports Third Quarter 2024 Results 10/31/2024 07:00 ET premarket	Day +1 -19.65% 2024-11-01 Day +5 -13.50% 2024-11-07 Best recovery within 5 -13.50% 2024-11-07 20.0% of the drop was recovered five sessions later. Month end -16.87% on 2024-10-31 same session This month ended before the fifth session after the move.
Close before and after $110.92 to $92.21 split-adjusted Session open, high, low $100.62, $100.65, $90.20 Opening gap -9.29% Close inside the session range 0.19 of the range, where 1.00 is the high Session volume 7,576,832 shares, $698,659,679 Relative volume 8.5x 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

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. 746 smaller events this month are held out of this month's eligible pool; switch to include them. 234 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.

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 October 2024, the median decliner was 3.8% deeper below its pre-news close five sessions later; the largest catalyst group was Earnings, 55 of the 100 events, at a median of -21.9%.

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	55	55.0%	-21.9%	-20.9%	100.0% of 55
Other Announcement	16	16.0%	-20.7%	-26.9%	81.3% of 16
Clinical Trial Results	8	8.0%	Fewer than 10 events in this group, so no figures are shown.
Offering / Dilution	8	8.0%	Fewer than 10 events in this group, so no figures are shown.
Contract / Partnership	5	5.0%	Fewer than 10 events in this group, so no figures are shown.

5 other catalyst types, 8 events: M&A / Acquisition, Leadership Change, FDA & Regulatory, Guidance Change, Uplisting / Compliance.

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	6.5% deeper below baseline, of 100
Day +5	96.0% of 100	3.8% deeper below baseline, of 100
Month end	93.3% of 75	17.6% deeper below baseline, of 75
Month end falls before day +5 for 29 of these 75 events, so this row is not a later horizon than the one above it. 75 of the 100 events have a month-end close later than the measured session; 25 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 October 2024

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

Symbol	Measured sessions	Largest drop
LASE	4Other Announcement, Contract / Partnership	-38.81%
DUO	2Offering / Dilution	-32.89%
ZENA	2Other Announcement, FDA & Regulatory	-29.16%

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
VVPR	2024-09, 2024-07	-34.55%
FFIE	2024-09, 2024-08	-31.74%
OPTT	2024-09, 2024-07	-25.71%
OCTO	2024-09, 2024-07	-22.19%
LASEthis month too	2024-09, 2024-08	-22.58%
FDMT	2024-09, 2024-07	-31.96%
CLNN	2024-09, 2024-08	-23.47%
STEMthis month too	2024-09, 2024-08	-40.81%
AILE	2024-09, 2024-08	-53.29%
DPRO	2024-09, 2024-08	-36.27%
NNE	2024-09, 2024-07	-17.25%
LLAP	2024-08, 2024-07	-39.39%
HRTX	2024-08, 2024-07	-25.09%

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

48 other industries, 56 events

Industry not known: 13.0%

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

Against September 2024

100 events in the comparable window.

September 2024 median -17.4%, selected from the 6,836 events in that month's eligible pool

October 2024 median -22.9%, 5.5 points steeper than September 2024. October 2024's median is taken over the 100 ranked rows, selected from the 9,854 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.