November 2024 Stock Losers on News, Micro Caps Included

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

Data as of the trading session of 2024-11-29, 20 of 20 completed market sessions produced ranked moves. That date is the last ranked session, not the last priced one, so follow-through dates run later.

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

See the biggest gainers of November 2024

100

Ranked drops

-83.78%

Largest, SAVA

96.9%

Below baseline, day +5

5.4%

Median deeper below baseline, day +5

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100 ranked drops in November 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	SAVA	-83.78%	2024-11-25 against the close of 2024-11-22 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results catalyst from a later release the same session	Cassava Sciences to Hold Corporate Update on November 25th 11/24/2024 20:01 ET after hours Cassava Sciences Topline Phase 3 Data Did Not Meet Co-Primary Endpoints 11/25/2024	Day +1 -85.56% 2024-11-26 Day +5 -87.35% 2024-12-03 Best recovery within 5 -84.97% 2024-11-27 Five sessions later the drop was 4.3% bigger, at -87.35%. Month end -85.50% on 2024-11-29 This month ended before the fifth session after the move.
Close before and after $26.48 to $4.30 as traded Session open, high, low $4.02, $4.99, $3.70 Opening gap -84.82% Close inside the session range 0.46 of the range, where 1.00 is the high Session volume 94,720,293 shares, $406,823,658 Relative volume 67.2x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
2	APLT under $25M today	-76.31%	2024-11-29 against the close of 2024-11-27 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	FDA & Regulatory	Applied Therapeutics Receives Complete Response Letter from U.S. FDA Regarding New Drug Application for Govorestat for Classic Galactosemia 11/27/2024 16:10 ET after hours	Day +1 -79.58% 2024-12-02 Day +5 -85.06% 2024-12-06 Best recovery within 5 -79.58% 2024-12-02 Five sessions later the drop was 11.5% bigger, at -85.06%. Month end -76.31% on 2024-11-29 same session This month ended before the fifth session after the move.
Close before and after $8.57 to $2.03 as traded Session open, high, low $2.18, $2.44, $2.03 Opening gap -74.56% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 43,901,181 shares, $89,119,397 Relative volume 22.1x the median of the 20 sessions before the pre-news close Baseline gap 2 calendar days from the pre-news close to the measured session
3	EPIX under $25M today	-73.08%	2024-11-01 against the close of 2024-10-31 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results (terminated)	ESSA Pharma Announces Termination of Phase 2 Study Evaluating Masofaniten Combined with Enzalutamide in Patients with Metastatic Castration-Resistant Prostate Cancer 10/31/2024 20:57 ET after hours	Day +1 -68.65% 2024-11-04 Day +5 -65.38% 2024-11-08 Best recovery within 5 -65.38% 2024-11-08 10.5% of the drop was recovered five sessions later. Month end -65.58% on 2024-11-29
Close before and after $5.20 to $1.40 as traded Session open, high, low $1.53, $1.60, $1.40 Opening gap -70.58% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 34,299,140 shares, $48,018,796 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
4	EYEN	-70.04%	2024-11-15 against the close of 2024-11-14 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Eyenovia Provides Update on Phase 3 CHAPERONE Study 11/15/2024 07:00 ET premarket	Day +1 -67.36% 2024-11-18 Day +5 -68.36% 2024-11-22 Best recovery within 5 -64.95% 2024-11-19 2.4% of the drop was recovered five sessions later. Month end -70.89% on 2024-11-29
Close before and after $27.21 to $8.15 as traded Session open, high, low $10.88, $10.88, $6.89 Opening gap -60.01% Close inside the session range 0.32 of the range, where 1.00 is the high Session volume 660,001 shares, $5,380,328 Relative volume 66.8x 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
5	OTLK	-65.24%	2024-11-27 against the close of 2024-11-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Outlook Therapeutics® Announces Preliminary Topline Results of NORSE EIGHT Clinical Trial 11/27/2024 06:50 ET premarket	Day +1 -58.08% 2024-11-29 Day +5 -69.94% 2024-12-05 Best recovery within 5 -58.08% 2024-11-29 Five sessions later the drop was 7.2% bigger, at -69.94%. Month end -58.08% on 2024-11-29 This month ended before the fifth session after the move.
Close before and after $4.89 to $1.70 split-adjusted Session open, high, low $0.9810, $2.21, $0.8700 Opening gap -79.94% Close inside the session range 0.62 of the range, where 1.00 is the high Session volume 62,276,313 shares, $105,869,732 Relative volume 272.3x 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
6	SAVE	-59.32%	2024-11-13 against the close of 2024-11-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Spirit Airlines Files Form 12b-25 11/12/2024 18:49 ET after hours	Day +1 -59.01% 2024-11-14 Day +5 no data Best recovery within 5 so far -59.01% 2024-11-14 Month-end is not shown: no closing price is available for 2024-11-29.
Close before and after $3.22 to $1.31 as traded Session open, high, low $1.15, $1.57, $1.13 Opening gap -64.29% Close inside the session range 0.41 of the range, where 1.00 is the high Session volume 76,053,555 shares, $99,630,157 Relative volume 6.7x 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
7	SOWG	-56.78%	2024-11-14 against the close of 2024-11-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Sow Good Reports Third Quarter 2024 Results 11/14/2024 08:00 ET premarket	Day +1 -61.67% 2024-11-15 Day +5 -59.43% 2024-11-21 Best recovery within 5 -59.43% 2024-11-21 Five sessions later the drop was 4.7% bigger, at -59.43%. Month end -63.40% on 2024-11-29
Close before and after $147.15 to $63.60 split-adjusted Session open, high, low $88.50, $99.45, $58.80 Opening gap -39.86% Close inside the session range 0.12 of the range, where 1.00 is the high Session volume 193,912 shares, $12,332,803 Relative volume 50.0x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
8	IAUX	-56.07%	2024-11-13 against the close of 2024-11-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	i-80 Gold Reports Q3 2024 Operating Results and New Development Plan 11/12/2024 18:34 ET after hours	Day +1 -56.89% 2024-11-14 Day +5 -38.43% 2024-11-20 Best recovery within 5 -38.43% 2024-11-20 31.5% of the drop was recovered five sessions later. Month end -30.64% on 2024-11-29
Close before and after $0.9081 to $0.3989 split-adjusted Session open, high, low $0.5400, $0.5599, $0.3391 Opening gap -40.54% Close inside the session range 0.27 of the range, where 1.00 is the high Session volume 76,311,797 shares, $30,440,776 Relative volume 16.0x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
9	AMIX under $25M today	-53.55%	2024-11-22 against the close of 2024-11-21 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Autonomix Medical, Inc. Announces Pricing of $9.0 Million Underwritten Public Offering 11/22/2024 09:15 ET premarket	Day +1 -53.18% 2024-11-25 Day +5 -66.86% 2024-12-02 Best recovery within 5 -53.18% 2024-11-25 Five sessions later the drop was 24.9% bigger, at -66.86%. Month end -63.61% on 2024-11-29 This month ended before the fifth session after the move.
Close before and after $283.92 to $131.88 split-adjusted Session open, high, low $130.20, $139.86, $122.85 Opening gap -54.14% Close inside the session range 0.53 of the range, where 1.00 is the high Session volume 45,047 shares, $5,940,798 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
10	XFOR Also on the opposite board this month on both boards	-53.17%	2024-11-13 against the close of 2024-11-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	X4 Pharmaceuticals Announces Positive Results from Completed Six-Month Phase 2 Trial of Mavorixafor in Chronic Neutropenia (CN) 11/13/2024 06:01 ET premarket X4 Pharmaceuticals Reports Third Quarter 2024 Financial Results and Provides Corporate Update 11/13/2024	Day +1 -30.75% 2024-11-14 Day +5 -42.51% 2024-11-20 Best recovery within 5 -30.75% 2024-11-14 20.0% of the drop was recovered five sessions later. Month end -33.63% on 2024-11-29
Close before and after $17.76 to $8.32 split-adjusted Session open, high, low $15.53, $15.53, $7.84 Opening gap -12.60% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 617,921 shares, $5,140,485 Relative volume 14.0x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
11	CATX	-51.38%	2024-11-21 against the close of 2024-11-20 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Perspective Therapeutics to Pursue Dose Escalation of [212Pb]VMT-α-NET in its Ongoing Phase 1/2a Clinical Trial Based on Data Presented at the 2024 North American Neuroendocrine Tumor Society (NANETS) Multidisciplinary NET Medical Symposium 11/21/2024 07:15 ET premarket	Day +1 -43.76% 2024-11-22 Day +5 -29.50% 2024-11-29 Best recovery within 5 -28.69% 2024-11-26 42.6% of the drop was recovered five sessions later. Month end -29.50% on 2024-11-29
Close before and after $6.17 to $3.00 split-adjusted Session open, high, low $4.47, $4.59, $2.94 Opening gap -27.55% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 12,632,282 shares, $37,896,846 Relative volume 20.6x 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
12	SIDU	-47.11%	2024-11-13 against the close of 2024-11-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Sidus Space Announces Pricing of Public Offering 11/12/2024 21:11 ET after hours	Day +1 -43.11% 2024-11-14 Day +5 -45.33% 2024-11-20 Best recovery within 5 -42.67% 2024-11-19 3.8% of the drop was recovered five sessions later. Month end -33.33% on 2024-11-29
Close before and after $2.25 to $1.19 split-adjusted Session open, high, low $1.24, $1.29, $1.16 Opening gap -44.89% Close inside the session range 0.23 of the range, where 1.00 is the high Session volume 5,904,354 shares, $7,026,181 Relative volume 28.4x 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	NVCT	-46.30%	2024-11-14 against the close of 2024-11-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Nuvectis Pharma Reports Encouraging NXP800 Interim Data Supporting Ongoing Enrollment in Phase 1b Study in Patients with Platinum-Resistant ARID1a-Mutated Ovarian Cancer 11/14/2024 07:00 ET premarket	Day +1 -53.61% 2024-11-15 Day +5 -54.08% 2024-11-21 Best recovery within 5 -51.83% 2024-11-19 Five sessions later the drop was 16.8% bigger, at -54.08%. Month end -52.76% on 2024-11-29
Close before and after $10.67 to $5.73 split-adjusted Session open, high, low $5.09, $6.55, $4.90 Opening gap -52.30% Close inside the session range 0.50 of the range, where 1.00 is the high Session volume 1,713,672 shares, $9,819,341 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
14	EVH	-45.62%	2024-11-08 against the close of 2024-11-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Evolent Announces Third Quarter 2024 Results 11/07/2024 16:10 ET after hours Humana and Evolent Expand Partnership to Enhance Oncology Care 11/07/2024	Day +1 -38.42% 2024-11-11 Day +5 -49.61% 2024-11-15 Best recovery within 5 -38.42% 2024-11-11 Five sessions later the drop was 8.7% bigger, at -49.61%. Month end -47.42% on 2024-11-29
Close before and after $24.57 to $13.36 split-adjusted Session open, high, low $14.40, $15.51, $13.31 Opening gap -41.39% Close inside the session range 0.02 of the range, where 1.00 is the high Session volume 20,358,923 shares, $271,995,211 Relative volume 13.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
15	PYXS	-45.03%	2024-11-21 against the close of 2024-11-20 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Pyxis Oncology Announces Favorable Preliminary PYX-201 Clinical Phase 1 Part 1 Data 11/20/2024 16:05 ET after hours	Day +1 -50.26% 2024-11-22 Day +5 -47.38% 2024-11-29 Best recovery within 5 -47.38% 2024-11-29 Five sessions later the drop was 5.2% bigger, at -47.38%. Month end -47.38% on 2024-11-29
Close before and after $3.82 to $2.10 split-adjusted Session open, high, low $2.17, $2.39, $1.90 Opening gap -43.19% Close inside the session range 0.41 of the range, where 1.00 is the high Session volume 15,188,134 shares, $31,895,081 Relative volume 28.8x 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
16	APPS	-44.75%	2024-11-07 against the close of 2024-11-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Digital Turbine Reports Fiscal 2025 Second Quarter Financial Results 11/06/2024 17:20 ET after hours	Day +1 -54.94% 2024-11-08 Day +5 -56.79% 2024-11-14 Best recovery within 5 -54.01% 2024-11-13 Five sessions later the drop was 26.9% bigger, at -56.79%. Month end -55.56% on 2024-11-29
Close before and after $3.24 to $1.79 split-adjusted Session open, high, low $1.91, $1.97, $1.65 Opening gap -41.05% Close inside the session range 0.44 of the range, where 1.00 is the high Session volume 25,072,807 shares, $44,880,325 Relative volume 14.0x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
17	VRCA	-44.23%	2024-11-05 against the close of 2024-11-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Leadership Change	Verrica Pharmaceuticals Reports Third Quarter 2024 Financial Results and Announces Leadership Transition 11/04/2024 16:05 ET after hours	Day +1 -47.81% 2024-11-06 Day +5 -35.66% 2024-11-12 Best recovery within 5 -32.73% 2024-11-11 19.4% of the drop was recovered five sessions later. Month end -10.49% on 2024-11-29
Close before and after $14.30 to $7.98 split-adjusted Session open, high, low $9.30, $9.39, $7.47 Opening gap -34.97% Close inside the session range 0.26 of the range, where 1.00 is the high Session volume 368,865 shares, $2,941,698 Relative volume 11.1x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
18	NGNE More than one ranked move this month Also on the opposite board this month 2+ ranked moves on both boards	-44.08%	2024-11-12 against the close of 2024-11-11 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Neurogene Reports Positive Interim Efficacy Data from First Four Low-Dose Pediatric Participants in NGN-401 Gene Therapy Clinical Trial for Rett Syndrome 11/11/2024 16:01 ET after hours	Day +1 -44.55% 2024-11-13 Day +5 -75.91% 2024-11-19 Best recovery within 5 -44.55% 2024-11-13 Five sessions later the drop was 72.2% bigger, at -75.91%. Month end -64.45% on 2024-11-29
Close before and after $71.53 to $40.00 split-adjusted Session open, high, low $48.28, $49.37, $35.60 Opening gap -32.50% Close inside the session range 0.32 of the range, where 1.00 is the high Session volume 1,991,645 shares, $79,665,800 Relative volume 16.8x 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
19	NGNE More than one ranked move this month Also on the opposite board this month 2+ ranked moves on both boards	-42.58%	2024-11-18 against the close of 2024-11-15 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Neurogene Provides Update on NGN-401 Gene Therapy Clinical Trial for Rett Syndrome 11/18/2024 06:45 ET premarket	Day +1 -50.08% 2024-11-19 Day +5 -35.35% 2024-11-25 Best recovery within 5 -35.35% 2024-11-25 17.0% of the drop was recovered five sessions later. Month end -26.32% on 2024-11-29
Close before and after $34.52 to $19.82 split-adjusted Session open, high, low $22.24, $23.79, $18.94 Opening gap -35.56% Close inside the session range 0.18 of the range, where 1.00 is the high Session volume 1,999,274 shares, $39,625,611 Relative volume 16.8x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
20	MQ	-42.52%	2024-11-05 against the close of 2024-11-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Marqeta Reports Third Quarter 2024 Financial Results 11/04/2024 16:05 ET after hours	Day +1 -36.13% 2024-11-06 Day +5 -30.92% 2024-11-12 Best recovery within 5 -30.42% 2024-11-11 27.3% of the drop was recovered five sessions later. Month end -34.79% on 2024-11-29
Close before and after $23.80 to $13.68 split-adjusted Session open, high, low $15.60, $15.80, $13.48 Opening gap -34.45% Close inside the session range 0.09 of the range, where 1.00 is the high Session volume 20,095,262 shares, $274,903,184 Relative volume 31.0x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
21	BLRX under $25M today release reads positive	-40.71%	2024-11-21 against the close of 2024-11-20 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 40.71%	BioLineRx and Ayrmid Ltd. Enter into Exclusive License Agreement to Commercialize APHEXDA® (motixafortide) through Gamida Cell Ltd. 11/21/2024 06:30 ET premarket	Day +1 -48.99% 2024-11-22 Day +5 -45.52% 2024-11-29 Best recovery within 5 -45.52% 2024-11-29 Five sessions later the drop was 11.8% bigger, at -45.52%. Month end -45.52% on 2024-11-29
Close before and after $21.81 to $12.93 split-adjusted Session open, high, low $17.38, $17.38, $12.79 Opening gap -20.32% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 266,446 shares, $3,445,147 Relative volume 27.8x 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
22	INSG	-40.36%	2024-11-13 against the close of 2024-11-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Inseego Reports Third Quarter 2024 Financial Results 11/12/2024 16:05 ET after hours Inseego Completes Material Debt Reduction in Closing Restructuring of Convertible Notes due 2025 11/12/2024	Day +1 -32.21% 2024-11-14 Day +5 -31.61% 2024-11-20 Best recovery within 5 -29.30% 2024-11-18 21.7% of the drop was recovered five sessions later. Month end -34.25% on 2024-11-29
Close before and after $18.16 to $10.83 split-adjusted Session open, high, low $13.60, $13.95, $10.52 Opening gap -25.11% Close inside the session range 0.09 of the range, where 1.00 is the high Session volume 1,583,392 shares, $17,148,135 Relative volume 9.7x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
23	KXIN under $25M today Also on the opposite board this month release reads positive on both boards	-40.19%	2024-11-14 against the close of 2024-11-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	M&A / Acquisition Release reads positive, stock fell 40.19%	Kaixin Holdings Explores Strategic Alternatives with Potential Acquisition in Crypto Mining Sector 11/14/2024 08:30 ET premarket	Day +1 -37.80% 2024-11-15 Day +5 -44.26% 2024-11-21 Best recovery within 5 -37.80% 2024-11-15 Five sessions later the drop was 10.1% bigger, at -44.26%. Month end -53.11% on 2024-11-29
Close before and after $1,881.00 to $1,125.00 split-adjusted Session open, high, low $1,836.00, $1,890.00, $1,098.00 Opening gap -2.39% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 10,006 shares, $11,256,750 Relative volume 18.9x 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	ATIP under $25M today	-40.09%	2024-11-05 against the close of 2024-11-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	ATI Physical Therapy Reports Third Quarter 2024 Results 11/04/2024 16:05 ET after hours	Day +1 -40.78% 2024-11-06 Day +5 -52.43% 2024-11-12 Best recovery within 5 -40.78% 2024-11-06 Five sessions later the drop was 30.8% bigger, at -52.43%. Month end -70.29% on 2024-11-29
Close before and after $5.15 to $3.09 as traded Session open, high, low $5.10, $5.10, $2.52 Opening gap -0.97% Close inside the session range 0.22 of the range, where 1.00 is the high Session volume 257,300 shares, $793,899 Relative volume 32.9x 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
25	RAPT	-39.45%	2024-11-11 against the close of 2024-11-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	FDA & Regulatory	Based on Recent FDA Feedback RAPT Therapeutics Stops Zelnecirnon Program Following Clinical Hold Due to Single SAE of Severe Liver Injury 11/11/2024 08:00 ET premarket	Day +1 -39.79% 2024-11-12 Day +5 -61.94% 2024-11-18 Best recovery within 5 -39.79% 2024-11-12 Five sessions later the drop was 57.0% bigger, at -61.94%. Month end -56.40% on 2024-11-29
Close before and after $23.12 to $14.00 as traded Session open, high, low $12.16, $14.62, $10.44 Opening gap -47.40% Close inside the session range 0.85 of the range, where 1.00 is the high Session volume 930,011 shares, $13,020,154 Relative volume 33.7x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
26	RMTI	-39.14%	2024-11-12 against the close of 2024-11-11 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Rockwell Medical Reports Third Quarter 2024 Earnings, Generates Profitability on a Cash Flow and Adjusted EBITDA Basis for the Second Consecutive Quarter 11/12/2024 06:00 ET premarket	Day +1 -43.44% 2024-11-13 Day +5 -46.45% 2024-11-19 Best recovery within 5 -43.44% 2024-11-13 Five sessions later the drop was 18.7% bigger, at -46.45%. Month end -50.75% on 2024-11-29
Close before and after $46.50 to $28.30 split-adjusted Session open, high, low $34.80, $36.20, $28.10 Opening gap -25.16% Close inside the session range 0.02 of the range, where 1.00 is the high Session volume 647,905 shares, $18,335,712 Relative volume 17.1x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
27	CTXR under $25M today	-39.10%	2024-11-15 against the close of 2024-11-14 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Citius Pharmaceuticals Announces $3 Million Registered Direct Offering 11/15/2024 13:30 ET intraday	Day +1 -31.73% 2024-11-18 Day +5 -59.26% 2024-11-22 Best recovery within 5 -31.73% 2024-11-18 Five sessions later the drop was 51.6% bigger, at -59.26%. Month end -59.56% on 2024-11-29
Close before and after $8.21 to $5.00 split-adjusted Session open, high, low $7.96, $8.20, $4.69 Opening gap -3.01% Close inside the session range 0.09 of the range, where 1.00 is the high Session volume 450,551 shares, $2,252,755 Relative volume 16.0x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
28	PACS More than one ranked move this month 2+ ranked moves	-38.76%	2024-11-06 against the close of 2024-11-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	PACS Group Provides Preliminary Third Quarter Operational Metrics 11/06/2024 06:00 ET premarket	Day +1 -32.87% 2024-11-07 Day +5 -30.64% 2024-11-13 Best recovery within 5 -25.66% 2024-11-11 20.9% of the drop was recovered five sessions later. Month end -46.48% on 2024-11-29
Close before and after $29.54 to $18.09 split-adjusted Session open, high, low $17.84, $19.55, $16.74 Opening gap -39.61% Close inside the session range 0.48 of the range, where 1.00 is the high Session volume 9,814,327 shares, $177,541,175 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
29	LXRX release reads positive	-38.69%	2024-11-01 against the close of 2024-10-31 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 38.69%	Lexicon Announces Outcome of FDA Advisory Committee for Zynquista™ (sotagliflozin) as an Adjunct to Insulin Therapy for Glycemic Control in Adults with Type 1 Diabetes and Chronic Kidney Disease 10/31/2024 18:54 ET after hours	Day +1 -39.45% 2024-11-04 Day +5 -36.18% 2024-11-08 Best recovery within 5 -34.67% 2024-11-07 6.5% of the drop was recovered five sessions later. Month end -59.61% on 2024-11-29
Close before and after $1.99 to $1.22 split-adjusted Session open, high, low $1.20, $1.38, $1.16 Opening gap -39.95% Close inside the session range 0.27 of the range, where 1.00 is the high Session volume 20,999,962 shares, $25,619,954 Relative volume 7.2x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
30	HTOO under $25M today More than one ranked move this month 2+ ranked moves	-37.94%	2024-11-13 against the close of 2024-11-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Fusion Fuel Receives Staff Determination Notice from Nasdaq, Submits Appeal Request 11/12/2024 16:15 ET after hours	Day +1 -16.64% 2024-11-14 Day +5 -48.15% 2024-11-20 Best recovery within 5 -16.64% 2024-11-14 Five sessions later the drop was 26.9% bigger, at -48.15%. Month end -46.17% on 2024-11-29
Close before and after $21.26 to $13.20 split-adjusted Session open, high, low $19.03, $19.73, $11.20 Opening gap -10.49% Close inside the session range 0.23 of the range, where 1.00 is the high Session volume 35,098 shares, $463,118 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
31	LGMK under $25M today Also on the opposite board this month release reads positive on both boards	-37.86%	2024-11-15 against the close of 2024-11-14 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 37.86%	LogicMark, Inc. Announces Reverse Stock Splits 11/15/2024 09:15 ET premarket	Day +1 -47.27% 2024-11-18 Day +5 -49.19% 2024-11-22 Best recovery within 5 -38.29% 2024-11-19 Five sessions later the drop was 29.9% bigger, at -49.19%. Month end -54.89% on 2024-11-29
Close before and after $3,026.25 to $1,880.63 split-adjusted Session open, high, low $2,703.75, $2,703.75, $1,344.38 Opening gap -10.66% Close inside the session range 0.39 of the range, where 1.00 is the high Session volume 1,652 shares, $3,106,793 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
32	DWTX	-37.71%	2024-11-18 against the close of 2024-11-15 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Dogwood Therapeutics, Inc. Announces Low Dose IMC-2 Treatment Reduces Long-COVID Related Fatigue and Sleep Disturbance in an Investigator-Initiated Study 11/18/2024 08:45 ET premarket	Day +1 -12.46% 2024-11-19 Day +5 -9.76% 2024-11-25 Best recovery within 5 -8.75% 2024-11-21 74.1% of the drop was recovered five sessions later. Month end -19.19% on 2024-11-29
Close before and after $2.97 to $1.85 split-adjusted Session open, high, low $2.97, $3.07, $1.62 Opening gap 0.00% Close inside the session range 0.16 of the range, where 1.00 is the high Session volume 143,845 shares, $266,113 Relative volume 3.1x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
33	ALTO	-37.63%	2024-11-07 against the close of 2024-11-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership	Alto Ingredients, Inc. Enters CO2 Transportation and Sequestration Agreement with Vault 44.01 11/06/2024 16:05 ET after hours Alto Ingredients, Inc. Reports Third Quarter 2024 Results 11/06/2024	Day +1 -32.99% 2024-11-08 Day +5 -28.87% 2024-11-14 Best recovery within 5 -28.87% 2024-11-14 23.3% of the drop was recovered five sessions later. Month end -25.26% on 2024-11-29
Close before and after $1.94 to $1.21 split-adjusted Session open, high, low $1.60, $1.62, $1.18 Opening gap -17.53% Close inside the session range 0.07 of the range, where 1.00 is the high Session volume 7,653,669 shares, $9,260,939 Relative volume 19.1x 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
34	TNGX	-37.45%	2024-11-06 against the close of 2024-11-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Tango Therapeutics Reports Positive TNG462 Clinical Data and Provides Update on PRMT5 Development Program 11/06/2024 07:00 ET premarket Tango Therapeutics Reports Third Quarter 2024 Financial Results and Provides Business Highlights 11/06/2024	Day +1 -45.37% 2024-11-07 Day +5 -31.27% 2024-11-13 Best recovery within 5 -31.27% 2024-11-13 16.5% of the drop was recovered five sessions later. Month end -23.94% on 2024-11-29
Close before and after $5.18 to $3.24 split-adjusted Session open, high, low $3.05, $3.94, $2.91 Opening gap -41.12% Close inside the session range 0.32 of the range, where 1.00 is the high Session volume 14,932,415 shares, $48,381,025 Relative volume 17.1x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
35	STIM	-37.27%	2024-11-12 against the close of 2024-11-11 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Neuronetics Reports Record Third Quarter 2024 Financial and Operating Results 11/12/2024 07:10 ET premarket	Day +1 -44.58% 2024-11-13 Day +5 -31.35% 2024-11-19 Best recovery within 5 -28.18% 2024-11-14 15.9% of the drop was recovered five sessions later. Month end -9.09% on 2024-11-29
Close before and after $1.10 to $0.6900 split-adjusted Session open, high, low $0.7700, $0.8021, $0.5200 Opening gap -30.00% Close inside the session range 0.60 of the range, where 1.00 is the high Session volume 7,766,989 shares, $5,359,222 Relative volume 52.1x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
36	LILM	-36.97%	2024-11-05 against the close of 2024-11-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Lilium Launches M&A Process with KPMG, Targets Program Continuation Towards First Flight and Certification 11/05/2024 04:00 ET premarket	Day +1 no data Day +5 no data Best recovery within 5 no data Month-end is not shown: no closing price is available for 2024-11-29.
Close before and after $0.0825 to $0.0520 as traded Session open, high, low $0.0775, $0.1009, $0.0497 Opening gap -6.06% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 82,794,280 shares, $4,305,303 Relative volume 4.5x 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	ALVR	-36.93%	2024-11-08 against the close of 2024-11-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	M&A / Acquisition	AlloVir and Kalaris Therapeutics Announce Agreement for Transformational Merger to Create Company Focused on Diseases of the Retina 11/08/2024 06:00 ET premarket	Day +1 -24.71% 2024-11-11 Day +5 -42.03% 2024-11-15 Best recovery within 5 -24.71% 2024-11-11 Five sessions later the drop was 13.8% bigger, at -42.03%. Month end -44.18% on 2024-11-29
Close before and after $22.57 to $14.24 as traded Session open, high, low $15.32, $17.25, $13.81 Opening gap -32.14% Close inside the session range 0.12 of the range, where 1.00 is the high Session volume 93,771 shares, $1,335,018 Relative volume 9.7x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
38	KURA release reads positive	-36.77%	2024-11-21 against the close of 2024-11-20 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 36.77%	Kura Oncology and Kyowa Kirin Announce Global Strategic Collaboration to Develop and Commercialize Ziftomenib in Acute Leukemias 11/20/2024 17:00 ET after hours	Day +1 -32.12% 2024-11-22 Day +5 -30.61% 2024-11-29 Best recovery within 5 -29.79% 2024-11-27 16.8% of the drop was recovered five sessions later. Month end -30.61% on 2024-11-29
Close before and after $15.91 to $10.06 split-adjusted Session open, high, low $11.80, $12.24, $9.68 Opening gap -25.83% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 17,538,925 shares, $176,441,586 Relative volume 22.7x 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
39	PIII	-35.99%	2024-11-13 against the close of 2024-11-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	P3 Health Partners Announces Third Quarter 2024 Results 11/12/2024 16:05 ET after hours	Day +1 -46.36% 2024-11-14 Day +5 -47.80% 2024-11-20 Best recovery within 5 -41.47% 2024-11-15 Five sessions later the drop was 32.8% bigger, at -47.80%. Month end -35.99% on 2024-11-29
Close before and after $19.52 to $12.50 split-adjusted Session open, high, low $15.50, $17.25, $11.25 Opening gap -20.59% Close inside the session range 0.21 of the range, where 1.00 is the high Session volume 54,598 shares, $682,202 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
40	RVNC	-35.99%	2024-11-08 against the close of 2024-11-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Revance Reports Third Quarter 2024 Financial Results, Provides Corporate Update 11/07/2024 16:05 ET after hours	Day +1 -40.31% 2024-11-11 Day +5 -27.85% 2024-11-15 Best recovery within 5 -25.43% 2024-11-14 22.6% of the drop was recovered five sessions later. Month end -37.54% on 2024-11-29
Close before and after $5.78 to $3.70 as traded Session open, high, low $4.25, $4.34, $3.48 Opening gap -26.47% Close inside the session range 0.26 of the range, where 1.00 is the high Session volume 13,145,829 shares, $48,639,567 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
41	SYM	-35.86%	2024-11-27 against the close of 2024-11-26 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Symbotic Provides Update to Restatement of Fiscal Year 2024 Financial Results and First Quarter of Fiscal Year 2025 Outlook 11/27/2024 07:00 ET premarket	Day +1 -28.09% 2024-11-29 Day +5 -25.39% 2024-12-05 Best recovery within 5 -25.39% 2024-12-05 29.2% of the drop was recovered five sessions later. Month end -28.09% on 2024-11-29 This month ended before the fifth session after the move.
Close before and after $37.41 to $24.00 split-adjusted Session open, high, low $25.07, $25.47, $21.78 Opening gap -32.99% Close inside the session range 0.60 of the range, where 1.00 is the high Session volume 21,916,637 shares, $525,889,705 Relative volume 16.4x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
42	PGY	-35.58%	2024-11-12 against the close of 2024-11-11 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Pagaya Reports Third Quarter and Nine Months Ended 2024 Results 11/12/2024 07:19 ET premarket	Day +1 -39.73% 2024-11-13 Day +5 -48.96% 2024-11-19 Best recovery within 5 -39.73% 2024-11-13 Five sessions later the drop was 37.6% bigger, at -48.96%. Month end -35.29% on 2024-11-29
Close before and after $16.89 to $10.88 split-adjusted Session open, high, low $12.27, $12.27, $10.21 Opening gap -27.35% Close inside the session range 0.32 of the range, where 1.00 is the high Session volume 12,986,795 shares, $141,296,330 Relative volume 10.8x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
43	SSP	-35.51%	2024-11-04 against the close of 2024-11-01 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Scripps reports Q3 2024 financial results 11/04/2024 07:30 ET premarket Scripps earnings call number, time changed this morning due to conference line outage 11/04/2024	Day +1 -34.94% 2024-11-05 Day +5 -35.23% 2024-11-11 Best recovery within 5 -31.82% 2024-11-07 0.8% of the drop was recovered five sessions later. Month end -43.18% on 2024-11-29
Close before and after $3.52 to $2.27 split-adjusted Session open, high, low $3.80, $4.06, $2.12 Opening gap +7.95% Close inside the session range 0.08 of the range, where 1.00 is the high Session volume 4,267,702 shares, $9,687,684 Relative volume 9.4x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
44	MRVI	-35.27%	2024-11-08 against the close of 2024-11-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Maravai LifeSciences Reports Third Quarter 2024 Financial Results 11/07/2024 16:01 ET after hours Maravai LifeSciences Plans to Acquire DNA and RNA Business of Officinae Bio, Advancing Support for Innovative Nucleic Acid Research 11/07/2024	Day +1 -26.28% 2024-11-11 Day +5 -43.62% 2024-11-15 Best recovery within 5 -26.28% 2024-11-11 Five sessions later the drop was 23.7% bigger, at -43.62%. Month end -27.68% on 2024-11-29
Close before and after $7.84 to $5.08 split-adjusted Session open, high, low $4.75, $5.15, $4.71 Opening gap -39.41% Close inside the session range 0.83 of the range, where 1.00 is the high Session volume 11,404,870 shares, $57,879,715 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
45	RAIL	-35.26%	2024-11-12 against the close of 2024-11-11 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	FreightCar America, Inc. Reports Third Quarter 2024 Results 11/12/2024 07:30 ET premarket	Day +1 -37.24% 2024-11-13 Day +5 -31.00% 2024-11-19 Best recovery within 5 -31.00% 2024-11-19 12.1% of the drop was recovered five sessions later. Month end -37.62% on 2024-11-29
Close before and after $15.71 to $10.17 split-adjusted Session open, high, low $12.80, $12.88, $9.34 Opening gap -18.52% Close inside the session range 0.23 of the range, where 1.00 is the high Session volume 2,478,588 shares, $25,207,240 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
46	IRBT under $25M today	-35.16%	2024-11-06 against the close of 2024-11-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	iRobot Reports Third-Quarter 2024 Financial Results 11/06/2024 06:00 ET premarket iRobot Announces Executive Transitions 11/06/2024	Day +1 -33.57% 2024-11-07 Day +5 -38.23% 2024-11-13 Best recovery within 5 -30.64% 2024-11-11 Five sessions later the drop was 8.7% bigger, at -38.23%. Month end -26.90% on 2024-11-29
Close before and after $10.41 to $6.75 as traded Session open, high, low $8.36, $9.38, $6.55 Opening gap -19.69% Close inside the session range 0.07 of the range, where 1.00 is the high Session volume 5,933,180 shares, $40,048,965 Relative volume 9.9x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
47	ALEC	-35.10%	2024-11-26 against the close of 2024-11-25 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Alector Announces Results from AL002 INVOKE-2 Phase 2 Trial in Individuals with Early Alzheimer’s Disease and Provides Business Update 11/25/2024 16:05 ET after hours	Day +1 -35.73% 2024-11-27 Day +5 -44.70% 2024-12-04 Best recovery within 5 -34.60% 2024-11-29 Five sessions later the drop was 27.4% bigger, at -44.70%. Month end -34.60% on 2024-11-29 This month ended before the fifth session after the move.
Close before and after $3.96 to $2.57 split-adjusted Session open, high, low $2.59, $2.71, $2.37 Opening gap -34.60% Close inside the session range 0.59 of the range, where 1.00 is the high Session volume 8,130,344 shares, $20,894,984 Relative volume 12.3x 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
48	AVNW	-34.54%	2024-11-06 against the close of 2024-11-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Aviat Networks Announces Fiscal 2025 First Quarter and Three Month Financial Results 11/05/2024 16:01 ET after hours	Day +1 -33.78% 2024-11-07 Day +5 -30.24% 2024-11-13 Best recovery within 5 -30.24% 2024-11-13 12.4% of the drop was recovered five sessions later. Month end -24.37% on 2024-11-29
Close before and after $20.93 to $13.70 split-adjusted Session open, high, low $16.37, $16.77, $13.45 Opening gap -21.79% Close inside the session range 0.08 of the range, where 1.00 is the high Session volume 1,481,113 shares, $20,291,248 Relative volume 13.8x 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	MFH release reads positive	-34.50%	2024-11-14 against the close of 2024-11-13 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 34.50%	Mercurity Fintech CEO Highlights Strategic Vision Following Participation in Nasdaq Small-Cap Forum 11/14/2024 09:05 ET premarket	Day +1 -30.64% 2024-11-15 Day +5 -24.77% 2024-11-21 Best recovery within 5 -24.77% 2024-11-21 28.2% of the drop was recovered five sessions later. Month end +29.91% on 2024-11-29
Close before and after $5.45 to $3.57 as traded Session open, high, low $4.73, $4.73, $3.18 Opening gap -13.21% Close inside the session range 0.25 of the range, where 1.00 is the high Session volume 385,295 shares, $1,375,503 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
50	AGL	-34.05%	2024-11-08 against the close of 2024-11-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	agilon health Reports Third Quarter 2024 Results 11/07/2024 16:00 ET after hours	Day +1 -22.58% 2024-11-11 Day +5 -43.37% 2024-11-15 Best recovery within 5 -22.58% 2024-11-11 Five sessions later the drop was 27.4% bigger, at -43.37%. Month end -25.09% on 2024-11-29
Close before and after $69.75 to $46.00 split-adjusted Session open, high, low $46.50, $50.50, $45.00 Opening gap -33.33% Close inside the session range 0.18 of the range, where 1.00 is the high Session volume 763,583 shares, $35,124,818 Relative volume 5.4x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
51	OPRX	-33.98%	2024-11-14 against the close of 2024-11-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	OptimizeRx Reports Third Quarter 2024 Financial Results 11/13/2024 16:05 ET after hours	Day +1 -37.80% 2024-11-15 Day +5 -26.99% 2024-11-21 Best recovery within 5 -26.99% 2024-11-21 20.6% of the drop was recovered five sessions later. Month end -11.38% on 2024-11-29
Close before and after $6.15 to $4.06 split-adjusted Session open, high, low $4.75, $4.78, $3.95 Opening gap -22.76% Close inside the session range 0.13 of the range, where 1.00 is the high Session volume 1,966,650 shares, $7,984,599 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
52	VISL under $25M today	-32.58%	2024-11-14 against the close of 2024-11-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Vislink Reports Third Quarter 2024 Financial and Operational Results 11/14/2024 07:30 ET premarket	Day +1 -34.09% 2024-11-15 Day +5 -34.39% 2024-11-21 Best recovery within 5 -33.79% 2024-11-20 Five sessions later the drop was 5.6% bigger, at -34.39%. Month end -31.52% on 2024-11-29
Close before and after $6.60 to $4.45 split-adjusted Session open, high, low $5.35, $5.35, $3.70 Opening gap -18.94% Close inside the session range 0.45 of the range, where 1.00 is the high Session volume 104,106 shares, $463,272 Relative volume 8.8x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
53	AKTX under $25M today	-31.44%	2024-11-19 against the close of 2024-11-18 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Akari Therapeutics Regains Full Nasdaq Compliance 11/19/2024 08:00 ET premarket	Day +1 -35.81% 2024-11-20 Day +5 -50.22% 2024-11-26 Best recovery within 5 -35.81% 2024-11-20 Five sessions later the drop was 59.7% bigger, at -50.22%. Month end -47.16% on 2024-11-29
Close before and after $91.60 to $62.80 split-adjusted Session open, high, low $98.00, $98.00, $59.60 Opening gap +6.99% Close inside the session range 0.08 of the range, where 1.00 is the high Session volume 7,939 shares, $498,569 Relative volume 27.3x 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
54	MAMO	-31.25%	2024-11-15 against the close of 2024-11-14 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Massimo Group Reports Third Quarter 2024 Financial Results 11/15/2024 08:31 ET premarket	Day +1 -31.01% 2024-11-18 Day +5 -22.60% 2024-11-22 Best recovery within 5 -22.60% 2024-11-22 27.7% of the drop was recovered five sessions later. Month end -19.47% on 2024-11-29
Close before and after $4.16 to $2.86 split-adjusted Session open, high, low $3.44, $3.99, $2.74 Opening gap -17.31% Close inside the session range 0.10 of the range, where 1.00 is the high Session volume 293,786 shares, $840,228 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
55	OPTX	-31.13%	2024-11-15 against the close of 2024-11-14 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Syntec Optics Holdings, Inc. (Nasdaq: OPTX) Reports Third Quarter 2024 Financial Results 11/14/2024 16:37 ET after hours Syntec Optics (Nasdaq: OPTX) to Host Conference Call to Discuss Financial Results and Business Update 11/15/2024	Day +1 -34.43% 2024-11-18 Day +5 -42.02% 2024-11-22 Best recovery within 5 -34.43% 2024-11-18 Five sessions later the drop was 35.0% bigger, at -42.02%. Month end -41.46% on 2024-11-29
Close before and after $1.51 to $1.04 split-adjusted Session open, high, low $1.30, $1.30, $1.01 Opening gap -13.91% Close inside the session range 0.11 of the range, where 1.00 is the high Session volume 304,785 shares, $316,976 Relative volume 13.8x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
56	HRTX	-30.43%	2024-11-12 against the close of 2024-11-11 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Heron Therapeutics Announces Third Quarter 2024 Financial Results and Narrows Financial Guidance 11/12/2024 07:55 ET premarket	Day +1 -34.24% 2024-11-13 Day +5 -35.33% 2024-11-19 Best recovery within 5 -32.61% 2024-11-14 Five sessions later the drop was 16.1% bigger, at -35.33%. Month end -35.33% on 2024-11-29
Close before and after $1.84 to $1.28 split-adjusted Session open, high, low $1.04, $1.53, $1.04 Opening gap -43.48% Close inside the session range 0.49 of the range, where 1.00 is the high Session volume 10,605,641 shares, $13,575,220 Relative volume 9.1x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
57	LESL under $25M today	-30.20%	2024-11-26 against the close of 2024-11-25 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Leslie’s, Inc. Announces Fourth Quarter & Fiscal 2024 Financial Results; Provides First Quarter Fiscal 2025 Outlook 11/25/2024 16:05 ET after hours	Day +1 -29.34% 2024-11-27 Day +5 -31.62% 2024-12-04 Best recovery within 5 -29.34% 2024-11-27 Five sessions later the drop was 4.7% bigger, at -31.62%. Month end -34.47% on 2024-11-29 This month ended before the fifth session after the move.
Close before and after $70.20 to $49.00 split-adjusted Session open, high, low $55.60, $58.00, $46.20 Opening gap -20.80% Close inside the session range 0.24 of the range, where 1.00 is the high Session volume 1,227,509 shares, $60,147,941 Relative volume 6.6x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
58	JELD	-29.79%	2024-11-05 against the close of 2024-11-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	JELD-WEN Reports Third Quarter 2024 Results 11/04/2024 16:30 ET after hours	Day +1 -23.07% 2024-11-06 Day +5 -24.63% 2024-11-12 Best recovery within 5 -20.03% 2024-11-11 17.3% of the drop was recovered five sessions later. Month end -22.93% on 2024-11-29
Close before and after $14.13 to $9.92 split-adjusted Session open, high, low $10.54, $10.85, $8.90 Opening gap -25.41% Close inside the session range 0.52 of the range, where 1.00 is the high Session volume 5,594,921 shares, $55,501,616 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
59	BRNS under $25M today	-29.70%	2024-11-15 against the close of 2024-11-14 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results catalyst from a later release the same session	Arbutus and Barinthus Bio Announce New Data from the IM-PROVE II Trial Showing that the Addition of Nivolumab Increased Rates of HBsAg Loss in People with Chronic Hepatitis B 11/15/2024 11:01 ET intraday Barinthus Bio Announces Results From Ongoing Phase 2b Chronic Hepatitis B Trial, Including Achievement of Functional Cure and HBsAb Seroconversion 11/15/2024	Day +1 -39.34% 2024-11-18 Day +5 -35.17% 2024-11-22 Best recovery within 5 -28.38% 2024-11-21 Five sessions later the drop was 18.4% bigger, at -35.17%. Month end -28.57% on 2024-11-29
Close before and after $1.38 to $0.9702 split-adjusted Session open, high, low $1.35, $1.38, $0.8800 Opening gap -2.54% Close inside the session range 0.18 of the range, where 1.00 is the high Session volume 263,301 shares, $255,455 Relative volume 20.7x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
60	HTLM	-29.56%	2024-11-25 against the close of 2024-11-22 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	HomesToLife Ltd Announces Financial Results for First Six Months of 2024; Company to hold Conference Call to Discuss Results Nov. 26 at 8:30 am ET 11/25/2024 07:14 ET premarket	Day +1 -17.48% 2024-11-26 Day +5 +7.67% 2024-12-03 Best recovery within 5 +17.48% 2024-11-27 It recovered the whole drop and closed 7.67% above the pre-news price. Month end +2.39% on 2024-11-29 This month ended before the fifth session after the move.
Close before and after $3.98 to $2.80 split-adjusted Session open, high, low $3.99, $4.04, $2.57 Opening gap +0.38% Close inside the session range 0.16 of the range, where 1.00 is the high Session volume 213,602 shares, $598,086 Relative volume 5.8x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
61	QUBT Also on the opposite board this month on both boards	-29.55%	2024-11-15 against the close of 2024-11-14 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Quantum Computing, Inc. Announces Registered Direct Offering of $40 Million Priced At-The-Market Under Nasdaq Rules 11/14/2024 23:00 ET after hours	Day +1 -45.68% 2024-11-18 Day +5 +38.64% 2024-11-22 Best recovery within 5 +38.64% 2024-11-22 It recovered the whole drop and closed 38.64% above the pre-news price. Month end +60.45% on 2024-11-29
Close before and after $4.40 to $3.10 split-adjusted Session open, high, low $2.93, $3.21, $2.53 Opening gap -33.41% Close inside the session range 0.84 of the range, where 1.00 is the high Session volume 53,358,059 shares, $165,409,983 Relative volume 14.3x 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	AMN	-29.01%	2024-11-08 against the close of 2024-11-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	AMN Healthcare Announces Third Quarter 2024 Results 11/07/2024 16:15 ET after hours	Day +1 -32.06% 2024-11-11 Day +5 -42.08% 2024-11-15 Best recovery within 5 -32.06% 2024-11-11 Five sessions later the drop was 45.1% bigger, at -42.08%. Month end -36.39% on 2024-11-29
Close before and after $40.92 to $29.05 split-adjusted Session open, high, low $36.25, $36.52, $28.16 Opening gap -11.41% Close inside the session range 0.11 of the range, where 1.00 is the high Session volume 5,472,787 shares, $158,984,462 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
63	LCTX	-28.99%	2024-11-20 against the close of 2024-11-19 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Lineage Cell Therapeutics Announces Pricing of up to $66 Million Registered Direct Offering 11/20/2024 08:00 ET premarket	Day +1 -33.57% 2024-11-21 Day +5 -37.02% 2024-11-27 Best recovery within 5 -33.02% 2024-11-26 Five sessions later the drop was 27.7% bigger, at -37.02%. Month end -36.68% on 2024-11-29
Close before and after $0.9032 to $0.6414 split-adjusted Session open, high, low $0.7370, $0.7370, $0.6100 Opening gap -18.40% Close inside the session range 0.25 of the range, where 1.00 is the high Session volume 9,926,040 shares, $6,366,562 Relative volume 24.1x 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
64	NRGV	-28.86%	2024-11-13 against the close of 2024-11-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Energy Vault Reports Third Quarter 2024 Financial Results 11/12/2024 16:05 ET after hours	Day +1 -17.41% 2024-11-14 Day +5 -26.37% 2024-11-20 Best recovery within 5 -17.41% 2024-11-14 8.6% of the drop was recovered five sessions later. Month end +2.49% on 2024-11-29
Close before and after $2.01 to $1.43 split-adjusted Session open, high, low $1.94, $1.96, $1.39 Opening gap -3.48% Close inside the session range 0.07 of the range, where 1.00 is the high Session volume 2,677,912 shares, $3,829,414 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
65	LEU	-28.79%	2024-11-04 against the close of 2024-11-01 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Centrus Announces Proposed Private Offering of $350 Million of Convertible Senior Notes due 2030 11/04/2024 06:52 ET premarket	Day +1 -30.86% 2024-11-05 Day +5 -16.38% 2024-11-11 Best recovery within 5 -16.22% 2024-11-08 43.1% of the drop was recovered five sessions later. Month end -16.92% on 2024-11-29
Close before and after $109.53 to $78.00 split-adjusted Session open, high, low $93.50, $94.99, $76.00 Opening gap -14.64% Close inside the session range 0.11 of the range, where 1.00 is the high Session volume 5,727,338 shares, $446,732,364 Relative volume 5.6x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
66	BRAG	-28.54%	2024-11-14 against the close of 2024-11-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Bragg Gaming Group Announces Record Third Quarter 2024 Revenue of EUR 26.2 Million (USD 29.3 Million) 11/14/2024 07:00 ET premarket	Day +1 -29.68% 2024-11-15 Day +5 -26.03% 2024-11-21 Best recovery within 5 -23.74% 2024-11-19 8.8% of the drop was recovered five sessions later. Month end -25.11% on 2024-11-29
Close before and after $4.38 to $3.13 split-adjusted Session open, high, low $3.99, $3.99, $2.95 Opening gap -8.90% Close inside the session range 0.17 of the range, where 1.00 is the high Session volume 645,970 shares, $2,021,886 Relative volume 17.9x 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
67	BW	-28.46%	2024-11-13 against the close of 2024-11-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Babcock & Wilcox Enterprises Reports Third Quarter 2024 Results 11/12/2024 16:34 ET after hours	Day +1 -27.27% 2024-11-14 Day +5 -22.13% 2024-11-20 Best recovery within 5 -21.34% 2024-11-19 22.2% of the drop was recovered five sessions later. Month end -21.74% on 2024-11-29
Close before and after $2.53 to $1.81 split-adjusted Session open, high, low $2.15, $2.16, $1.71 Opening gap -15.02% Close inside the session range 0.22 of the range, where 1.00 is the high Session volume 4,516,564 shares, $8,174,981 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
68	FIGS	-28.34%	2024-11-08 against the close of 2024-11-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	FIGS Releases Third Quarter 2024 Financial Results 11/07/2024 16:05 ET after hours	Day +1 -28.79% 2024-11-11 Day +5 -26.24% 2024-11-15 Best recovery within 5 -24.14% 2024-11-13 7.4% of the drop was recovered five sessions later. Month end -22.19% on 2024-11-29
Close before and after $6.67 to $4.78 split-adjusted Session open, high, low $5.01, $5.03, $4.42 Opening gap -24.89% Close inside the session range 0.59 of the range, where 1.00 is the high Session volume 15,999,144 shares, $76,475,908 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
69	LPSN	-28.20%	2024-11-08 against the close of 2024-11-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	LivePerson Announces Third Quarter 2024 Financial Results 11/07/2024 16:30 ET after hours	Day +1 -26.46% 2024-11-11 Day +5 -35.81% 2024-11-15 Best recovery within 5 -26.46% 2024-11-11 Five sessions later the drop was 27.0% bigger, at -35.81%. Month end -19.79% on 2024-11-29
Close before and after $18.15 to $13.03 split-adjusted Session open, high, low $17.40, $17.69, $11.72 Opening gap -4.13% Close inside the session range 0.22 of the range, where 1.00 is the high Session volume 761,216 shares, $9,920,167 Relative volume 9.7x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
70	TISI	-28.11%	2024-11-12 against the close of 2024-11-11 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Team, Inc. Reports Third Quarter 2024 Results 11/11/2024 16:45 ET after hours	Day +1 -33.26% 2024-11-13 Day +5 -24.23% 2024-11-19 Best recovery within 5 -24.23% 2024-11-19 13.8% of the drop was recovered five sessions later. Month end -21.05% on 2024-11-29
Close before and after $21.38 to $15.37 split-adjusted Session open, high, low $21.00, $21.00, $14.35 Opening gap -1.78% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 118,710 shares, $1,824,573 Relative volume 3.3x 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
71	PACS More than one ranked move this month 2+ ranked moves	-27.78%	2024-11-04 against the close of 2024-11-01 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	M&A / Acquisition	PACS Group Closes Acquisition of Operations at 8 Facilities in Pennsylvania, Including Real Estate on 4 11/01/2024 16:05 ET after hours	Day +1 -31.21% 2024-11-05 Day +5 -48.86% 2024-11-11 Best recovery within 5 -31.21% 2024-11-05 Five sessions later the drop was 75.9% bigger, at -48.86%. Month end -63.18% on 2024-11-29
Close before and after $42.94 to $31.01 split-adjusted Session open, high, low $41.37, $43.37, $22.30 Opening gap -3.66% Close inside the session range 0.41 of the range, where 1.00 is the high Session volume 13,886,668 shares, $430,625,575 Relative volume 22.5x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
72	LTRX	-27.69%	2024-11-08 against the close of 2024-11-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Lantronix Reports Results for First Quarter of Fiscal 2025 11/07/2024 16:15 ET after hours Lantronix Accelerates IoT Leadership With Strategic Acquisition of DZS’s NetComm Enterprise IoT Portfolio 11/07/2024	Day +1 -33.33% 2024-11-11 Day +5 -27.44% 2024-11-15 Best recovery within 5 -27.44% 2024-11-15 0.9% of the drop was recovered five sessions later. Month end -23.08% on 2024-11-29
Close before and after $3.90 to $2.82 split-adjusted Session open, high, low $3.18, $3.18, $2.65 Opening gap -18.46% Close inside the session range 0.32 of the range, where 1.00 is the high Session volume 2,109,878 shares, $5,949,856 Relative volume 11.1x 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
73	LEV	-27.67%	2024-11-07 against the close of 2024-11-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	LION ELECTRIC ANNOUNCES THIRD QUARTER 2024 RESULTS 11/06/2024 17:05 ET after hours	Day +1 -39.12% 2024-11-08 Day +5 -36.84% 2024-11-14 Best recovery within 5 -29.82% 2024-11-11 Five sessions later the drop was 33.1% bigger, at -36.84%. Month end -67.61% on 2024-11-29
Close before and after $0.5700 to $0.4123 as traded Session open, high, low $0.5015, $0.5129, $0.4123 Opening gap -12.02% Close inside the session range 0.00 of the range, where 1.00 is the high Session volume 2,173,917 shares, $896,306 Relative volume 13.9x 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
74	CLVT	-27.16%	2024-11-06 against the close of 2024-11-05 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Clarivate Reports Third Quarter 2024 Results 11/06/2024 06:00 ET premarket	Day +1 -28.98% 2024-11-07 Day +5 -27.92% 2024-11-13 Best recovery within 5 -27.92% 2024-11-13 Five sessions later the drop was 2.8% bigger, at -27.92%. Month end -13.05% on 2024-11-29
Close before and after $6.59 to $4.80 split-adjusted Session open, high, low $5.25, $5.43, $4.57 Opening gap -20.33% Close inside the session range 0.27 of the range, where 1.00 is the high Session volume 27,338,285 shares, $131,223,768 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
75	SOAR under $25M today release reads positive	-27.07%	2024-11-20 against the close of 2024-11-19 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 27.07%	Volato Reports $40.3 million in Revenue and Confirms NYSE Acceptance of Compliance Plan in Third Quarter 10-Q 11/20/2024 08:30 ET premarket	Day +1 -34.03% 2024-11-21 Day +5 -43.35% 2024-11-27 Best recovery within 5 -34.03% 2024-11-21 Five sessions later the drop was 60.1% bigger, at -43.35%. Month end -44.54% on 2024-11-29
Close before and after $11.75 to $8.57 split-adjusted Session open, high, low $10.25, $10.25, $7.78 Opening gap -12.75% Close inside the session range 0.32 of the range, where 1.00 is the high Session volume 708,599 shares, $6,070,922 Relative volume 43.5x 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
76	RVYL under $25M today	-27.06%	2024-11-15 against the close of 2024-11-14 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	RYVYL Reports Q3 2024 Results 11/14/2024 16:05 ET after hours	Day +1 -24.71% 2024-11-18 Day +5 -28.82% 2024-11-22 Best recovery within 5 -24.71% 2024-11-18 Five sessions later the drop was 6.5% bigger, at -28.82%. Month end +1.76% on 2024-11-29
Close before and after $59.50 to $43.40 as traded Session open, high, low $50.40, $52.85, $36.79 Opening gap -15.29% Close inside the session range 0.41 of the range, where 1.00 is the high Session volume 10,356 shares, $449,450 Relative volume 5.9x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
77	DBGI under $25M today Also on the opposite board this month on both boards	-27.04%	2024-11-15 against the close of 2024-11-14 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Digital Brands Group Reports Third Quarter 2024 Financial Results 11/14/2024 16:30 ET after hours	Day +1 -27.12% 2024-11-18 Day +5 -10.61% 2024-11-22 Best recovery within 5 -0.52% 2024-11-20 60.8% of the drop was recovered five sessions later. Month end -18.42% on 2024-11-29
Close before and after $271.40 to $198.00 split-adjusted Session open, high, low $210.00, $210.00, $194.20 Opening gap -22.62% Close inside the session range 0.24 of the range, where 1.00 is the high Session volume 6,194 shares, $1,226,412 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
78	GRPN	-27.03%	2024-11-13 against the close of 2024-11-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	Groupon Announces $197 Million Financing Transaction 11/12/2024 16:57 ET after hours Groupon Reports Third Quarter 2024 Results 11/12/2024	Day +1 -26.63% 2024-11-14 Day +5 -24.91% 2024-11-20 Best recovery within 5 -21.55% 2024-11-19 7.8% of the drop was recovered five sessions later. Month end -17.14% on 2024-11-29
Close before and after $11.32 to $8.26 split-adjusted Session open, high, low $8.75, $8.91, $7.75 Opening gap -22.70% Close inside the session range 0.44 of the range, where 1.00 is the high Session volume 8,159,511 shares, $67,397,561 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
79	AILE	-27.00%	2024-11-18 against the close of 2024-11-15 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	iLearningEngines Announces Leadership Appointments 11/18/2024 09:30 ET intraday	Day +1 -28.00% 2024-11-19 Day +5 +2.00% 2024-11-25 Best recovery within 5 +2.00% 2024-11-25 It recovered the whole drop and closed 2.00% above the pre-news price. Month end -8.00% on 2024-11-29
Close before and after $1.50 to $1.10 as traded Session open, high, low $1.49, $1.50, $0.7000 Opening gap -0.67% Close inside the session range 0.49 of the range, where 1.00 is the high Session volume 5,965,931 shares, $6,532,694 Relative volume 11.5x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
80	CATO	-26.81%	2024-11-22 against the close of 2024-11-21 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Buyback / Dividend	THE CATO CORPORATION SUSPENDS REGULAR QUARTERLY DIVIDEND 11/22/2024 07:00 ET premarket	Day +1 -31.25% 2024-11-25 Day +5 -36.09% 2024-12-02 Best recovery within 5 -31.25% 2024-11-25 Five sessions later the drop was 34.6% bigger, at -36.09%. Month end -35.69% on 2024-11-29 This month ended before the fifth session after the move.
Close before and after $4.96 to $3.63 split-adjusted Session open, high, low $4.23, $4.37, $3.35 Opening gap -14.72% Close inside the session range 0.27 of the range, where 1.00 is the high Session volume 955,505 shares, $3,468,483 Relative volume 16.7x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
81	CURI	-26.62%	2024-11-07 against the close of 2024-11-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	CuriosityStream Reports Q3 2024 Earnings Results 11/06/2024 16:05 ET after hours	Day +1 -25.10% 2024-11-08 Day +5 -38.02% 2024-11-14 Best recovery within 5 -25.10% 2024-11-08 Five sessions later the drop was 42.8% bigger, at -38.02%. Month end -30.42% on 2024-11-29
Close before and after $2.63 to $1.93 split-adjusted Session open, high, low $2.25, $2.37, $1.58 Opening gap -14.45% Close inside the session range 0.44 of the range, where 1.00 is the high Session volume 1,127,015 shares, $2,175,139 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
82	ANGI	-26.34%	2024-11-12 against the close of 2024-11-11 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	IAC Earnings Release and Letter to Shareholders Available on Company's Website 11/11/2024 16:10 ET after hours Angi Inc. Earnings Release Available on Company's Website 11/11/2024	Day +1 -29.58% 2024-11-13 Day +5 -24.43% 2024-11-19 Best recovery within 5 -24.43% 2024-11-19 7.3% of the drop was recovered five sessions later. Month end -29.01% on 2024-11-29
Close before and after $26.20 to $19.30 split-adjusted Session open, high, low $23.60, $23.60, $18.80 Opening gap -9.92% Close inside the session range 0.10 of the range, where 1.00 is the high Session volume 458,781 shares, $8,854,473 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
83	ALUR under $25M today	-26.34%	2024-11-13 against the close of 2024-11-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Allurion Reports Third Quarter 2024 Financial Results and Provides Business Update 11/13/2024 08:00 ET premarket	Day +1 -43.68% 2024-11-14 Day +5 -35.54% 2024-11-20 Best recovery within 5 -35.54% 2024-11-20 Five sessions later the drop was 34.9% bigger, at -35.54%. Month end -46.49% on 2024-11-29
Close before and after $266.33 to $196.16 as traded Session open, high, low $262.50, $262.50, $184.54 Opening gap -1.44% Close inside the session range 0.15 of the range, where 1.00 is the high Session volume 2,010 shares, $394,287 Relative volume 7.3x 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
84	CE	-26.32%	2024-11-05 against the close of 2024-11-04 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Celanese Corporation Reports Third Quarter Earnings 11/04/2024 16:13 ET after hours	Day +1 -25.15% 2024-11-06 Day +5 -38.70% 2024-11-12 Best recovery within 5 -25.15% 2024-11-06 Five sessions later the drop was 47.0% bigger, at -38.70%. Month end -40.72% on 2024-11-29
Close before and after $123.50 to $91.00 split-adjusted Session open, high, low $99.86, $102.00, $90.51 Opening gap -19.14% Close inside the session range 0.04 of the range, where 1.00 is the high Session volume 10,733,470 shares, $976,745,770 Relative volume 16.3x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
85	RMSG under $25M today	-26.25%	2024-11-22 against the close of 2024-11-21 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Real Messenger Clarification Regarding Terms of Warrants and Registration of Underlying Shares 11/22/2024 10:30 ET intraday	Day +1 -41.29% 2024-11-25 Day +5 -59.96% 2024-12-02 Best recovery within 5 -41.29% 2024-11-25 Five sessions later the drop was 128.4% bigger, at -59.96%. Month end -55.85% on 2024-11-29 This month ended before the fifth session after the move.
Close before and after $4.19 to $3.09 split-adjusted Session open, high, low $3.71, $3.82, $3.00 Opening gap -11.46% Close inside the session range 0.11 of the range, where 1.00 is the high Session volume 313,506 shares, $968,734 Baseline gap 1 calendar day from the pre-news close to the measured session
86	SPNS	-26.24%	2024-11-11 against the close of 2024-11-08 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Sapiens Reports Third Quarter 2024 Financial Results 11/11/2024 05:43 ET premarket	Day +1 -28.75% 2024-11-12 Day +5 -31.18% 2024-11-18 Best recovery within 5 -27.60% 2024-11-14 Five sessions later the drop was 18.8% bigger, at -31.18%. Month end -30.72% on 2024-11-29
Close before and after $39.45 to $29.10 as traded Session open, high, low $29.80, $30.00, $28.88 Opening gap -24.46% Close inside the session range 0.20 of the range, where 1.00 is the high Session volume 839,627 shares, $24,433,146 Relative volume 13.2x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
87	GTN	-26.08%	2024-11-08 against the close of 2024-11-07 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Gray Announces Third Quarter Financial Results, Additional Cost Containment Initiatives, and Approximately $500 Million of Full-Year 2024 Political Ad Revenue and Projected $500 Million Full-Year 2024 Net Debt Reduction 11/08/2024 06:00 ET premarket GRAY ANNOUNCES QUARTERLY CASH DIVIDEND OF $0.08 PER SHARE 11/08/2024	Day +1 -22.11% 2024-11-11 Day +5 -19.00% 2024-11-15 Best recovery within 5 -17.27% 2024-11-14 27.1% of the drop was recovered five sessions later. Month end -26.25% on 2024-11-29
Close before and after $5.79 to $4.28 split-adjusted Session open, high, low $4.72, $4.72, $3.95 Opening gap -18.48% Close inside the session range 0.43 of the range, where 1.00 is the high Session volume 7,068,845 shares, $30,254,657 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
88	EVAX	-26.05%	2024-11-13 against the close of 2024-11-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Uplisting / Compliance	Evaxion receives and appeals delisting determination from Nasdaq, remains committed to Nasdaq listing 11/13/2024 08:00 ET premarket	Day +1 -29.41% 2024-11-14 Day +5 -41.18% 2024-11-20 Best recovery within 5 -29.41% 2024-11-14 Five sessions later the drop was 58.1% bigger, at -41.18%. Month end -30.25% on 2024-11-29
Close before and after $11.90 to $8.80 split-adjusted Session open, high, low $11.70, $11.70, $7.95 Opening gap -1.68% Close inside the session range 0.23 of the range, where 1.00 is the high Session volume 36,260 shares, $319,088 Relative volume 12.8x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
89	HTOO under $25M today More than one ranked move this month 2+ ranked moves	-25.95%	2024-11-15 against the close of 2024-11-14 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Fusion Fuel Issues Damages Claim Against Hydrogenial S.A. for Failure to Fund $33.5 Million Subscription Agreement; Announces Insolvency of Portuguese Subsidiary 11/14/2024 16:15 ET after hours	Day +1 -33.25% 2024-11-18 Day +5 -37.20% 2024-11-22 Best recovery within 5 -33.25% 2024-11-18 Five sessions later the drop was 43.4% bigger, at -37.20%. Month end -35.43% on 2024-11-29
Close before and after $17.72 to $13.13 split-adjusted Session open, high, low $15.61, $15.79, $12.61 Opening gap -11.93% Close inside the session range 0.16 of the range, where 1.00 is the high Session volume 23,025 shares, $302,203 Relative volume 4.3x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
90	YOU	-25.80%	2024-11-07 against the close of 2024-11-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	CLEAR Announces Third Quarter 2024 Earnings 11/07/2024 06:00 ET premarket	Day +1 -27.78% 2024-11-08 Day +5 -30.01% 2024-11-14 Best recovery within 5 -27.57% 2024-11-11 Five sessions later the drop was 16.3% bigger, at -30.01%. Month end -32.69% on 2024-11-29
Close before and after $38.45 to $28.53 split-adjusted Session open, high, low $31.24, $31.52, $28.36 Opening gap -18.75% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 10,239,352 shares, $292,128,713 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
91	TLPH	-25.61%	2024-11-14 against the close of 2024-11-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Talphera Announces Third Quarter 2024 Financial Results and Provides Corporate Update 11/13/2024 16:05 ET after hours	Day +1 -22.46% 2024-11-15 Day +5 -21.44% 2024-11-21 Best recovery within 5 -20.63% 2024-11-20 16.3% of the drop was recovered five sessions later. Month end -20.56% on 2024-11-29
Close before and after $0.8900 to $0.6621 split-adjusted Session open, high, low $0.8700, $0.9080, $0.6505 Opening gap -2.25% Close inside the session range 0.05 of the range, where 1.00 is the high Session volume 410,074 shares, $271,510 Relative volume 8.2x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
92	SNDX	-25.57%	2024-11-12 against the close of 2024-11-11 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Clinical Trial Results	Syndax Announces Positive Pivotal Topline Results from Relapsed or Refractory mNPM1 AML Cohort in AUGMENT-101 Trial of Revumenib 11/12/2024 07:00 ET premarket	Day +1 -23.65% 2024-11-13 Day +5 -27.59% 2024-11-19 Best recovery within 5 -22.91% 2024-11-14 Five sessions later the drop was 7.9% bigger, at -27.59%. Month end -23.23% on 2024-11-29
Close before and after $21.78 to $16.21 split-adjusted Session open, high, low $16.27, $17.35, $16.12 Opening gap -25.30% Close inside the session range 0.07 of the range, where 1.00 is the high Session volume 8,373,184 shares, $135,729,313 Relative volume 12.0x 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
93	LTBR	-25.51%	2024-11-01 against the close of 2024-10-31 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Lightbridge Provides Business Update and Announces Third Quarter 2024 Financial Results 10/31/2024 16:05 ET after hours	Day +1 -26.49% 2024-11-04 Day +5 -7.61% 2024-11-08 Best recovery within 5 +0.21% 2024-11-07 70.2% of the drop was recovered five sessions later. Month end -32.72% on 2024-11-29
Close before and after $9.72 to $7.24 split-adjusted Session open, high, low $10.35, $11.12, $7.00 Opening gap +6.48% Close inside the session range 0.06 of the range, where 1.00 is the high Session volume 3,891,101 shares, $28,171,571 Relative volume 2.5x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
94	PSFE	-25.32%	2024-11-13 against the close of 2024-11-12 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	Paysafe Reports Third Quarter 2024 Results; Reaffirms Full Year Outlook 11/13/2024 06:55 ET premarket	Day +1 -29.01% 2024-11-14 Day +5 -33.29% 2024-11-20 Best recovery within 5 -29.01% 2024-11-14 Five sessions later the drop was 31.5% bigger, at -33.29%. Month end -21.95% on 2024-11-29
Close before and after $25.47 to $19.02 split-adjusted Session open, high, low $20.80, $20.82, $18.50 Opening gap -18.34% Close inside the session range 0.22 of the range, where 1.00 is the high Session volume 1,865,934 shares, $35,490,065 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
95	COMM	-25.18%	2024-11-07 against the close of 2024-11-06 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	CommScope Reports Third Quarter 2024 Results 11/07/2024 06:30 ET premarket	Day +1 -32.37% 2024-11-08 Day +5 -36.12% 2024-11-14 Best recovery within 5 -31.73% 2024-11-11 Five sessions later the drop was 43.4% bigger, at -36.12%. Month end -31.37% on 2024-11-29
Close before and after $6.95 to $5.20 as traded Session open, high, low $6.01, $6.08, $4.76 Opening gap -13.60% Close inside the session range 0.33 of the range, where 1.00 is the high Session volume 20,972,633 shares, $109,057,692 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
96	JRVR	-25.08%	2024-11-12 against the close of 2024-11-11 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Earnings	James River Announces Third Quarter 2024 Results, Strategic Actions 11/11/2024 16:10 ET after hours	Day +1 -30.51% 2024-11-13 Day +5 -32.78% 2024-11-19 Best recovery within 5 -28.40% 2024-11-14 Five sessions later the drop was 30.7% bigger, at -32.78%. Month end -29.15% on 2024-11-29
Close before and after $6.62 to $4.96 split-adjusted Session open, high, low $6.14, $6.14, $4.80 Opening gap -7.25% Close inside the session range 0.12 of the range, where 1.00 is the high Session volume 1,822,816 shares, $9,041,167 Relative volume 9.1x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
97	AMPG	-25.00%	2024-11-25 against the close of 2024-11-22 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	AmpliTech Group Announces Pricing of $1.4 Million Registered Direct Offering, Priced At-The-Market 11/25/2024 09:00 ET premarket	Day +1 -27.27% 2024-11-26 Day +5 -28.43% 2024-12-03 Best recovery within 5 -24.27% 2024-11-29 Five sessions later the drop was 13.7% bigger, at -28.43%. Month end -24.27% on 2024-11-29 This month ended before the fifth session after the move.
Close before and after $1.24 to $0.9300 split-adjusted Session open, high, low $0.9768, $1.07, $0.9100 Opening gap -21.23% Close inside the session range 0.13 of the range, where 1.00 is the high Session volume 702,044 shares, $652,901 Relative volume 19.0x the median of the 20 sessions before the pre-news close Baseline gap 3 calendar days from the pre-news close to the measured session
98	GDHG	-25.00%	2024-11-19 against the close of 2024-11-18 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Other Announcement	Golden Heaven Group Holdings Ltd. Secures Investment of US$25.2 Million and Enters Into Amendments to Outstanding Warrants 11/19/2024 09:00 ET premarket	Day +1 -26.47% 2024-11-20 Day +5 -19.12% 2024-11-26 Best recovery within 5 -19.12% 2024-11-26 23.5% of the drop was recovered five sessions later. Month end -22.55% on 2024-11-29
Close before and after $765.00 to $573.75 split-adjusted Session open, high, low $641.25, $690.00, $547.50 Opening gap -16.18% Close inside the session range 0.18 of the range, where 1.00 is the high Session volume 845 shares, $484,819 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
99	SCWO	-24.82%	2024-11-15 against the close of 2024-11-14 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Offering / Dilution	374Water Inc. Announces Pricing of $12.2 Million Registered Direct Offering 11/15/2024 08:00 ET premarket	Day +1 -24.82% 2024-11-18 Day +5 -26.28% 2024-11-22 Best recovery within 5 -24.82% 2024-11-18 Five sessions later the drop was 5.9% bigger, at -26.28%. Month end -28.18% on 2024-11-29
Close before and after $13.70 to $10.30 split-adjusted Session open, high, low $13.60, $13.80, $10.20 Opening gap -0.73% Close inside the session range 0.03 of the range, where 1.00 is the high Session volume 85,916 shares, $884,935 Relative volume 7.2x the median of the 20 sessions before the pre-news close Baseline gap 1 calendar day from the pre-news close to the measured session
100	RIME under $25M today	-24.75%	2024-11-14 against the close of 2024-11-13 session reconstructed Session detail Market cap is not shown on months older than a year, because only today's figure exists.	Contract / Partnership	Singing Machine and Stingray Announce Karaoke Microphone Partnership with BYD 11/14/2024 07:00 ET premarket	Day +1 -25.99% 2024-11-15 Day +5 -18.30% 2024-11-21 Best recovery within 5 -16.10% 2024-11-19 26.1% of the drop was recovered five sessions later. Month end -29.35% on 2024-11-29
Close before and after $60.86 to $45.80 split-adjusted Session open, high, low $58.02, $60.40, $44.06 Opening gap -4.67% Close inside the session range 0.11 of the range, where 1.00 is the high Session volume 9,761 shares, $447,054 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

NYSE and Nasdaq companies with a market capitalization of $5M or more, measured today, including the $5M to $25M band. The exchange is the one recorded on each announcement, and a release naming several tickers records one venue for all of them. A session that changed hands for less than $25,000 in total is not ranked, because a percentage set by a handful of shares is a print rather than a move. On a board older than a year a fund is identified by its name alone, because an instrument class describes whoever holds the ticker today. 261 events never entered this month's eligible pool, because the ticker is a warrant, a unit, a right or a preferred rather than common stock, or carries a stored capitalization above $10 trillion, which is larger than any company has reached. Exclude the $5M to $25M band

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.

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

In November 2024, the median decliner was 5.4% deeper below its pre-news close five sessions later; the largest catalyst group was Earnings, 51 of the 100 events, at a median of -29.8%.

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

Which catalysts drove the board

Swipe the table sideways for the day +5 columns.

Catalyst	Events	Share of board	Median move close to close	Median at day +5	Still below the pre-news close at day +5
Earnings	51	51.0%	-29.8%	-31.6%	98.0% of 51
Clinical Trial Results	14	14.0%	-45.7%	-46.0%	100.0% of 14
Other Announcement	13	13.0%	-34.5%	-37.2% of 11	90.9% of 11
Offering / Dilution	9	9.0%	Fewer than 10 events in this group, so no figures are shown.
Contract / Partnership	4	4.0%	Fewer than 10 events in this group, so no figures are shown.

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

5 other catalyst types, 9 events: M&A / Acquisition, FDA & Regulatory, Uplisting / Compliance, Buyback / Dividend, Leadership Change.

How much of the drop held

Horizon	Still below the pre-news close close to close	Median change since the measured close as a share of the drop
Day +1	100.0% of 99	2.1% deeper below baseline, of 99
Day +5	96.9% of 98	5.4% deeper below baseline, of 98
Month end	94.8% of 97	0.0% recovered, of 97
Month end falls before day +5 for 10 of these 97 events, so this row is not a later horizon than the one above it. 97 of the 100 events have a month-end close later than the measured session; 1 has it on the measured session itself, and 2 have no month-end close.

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 November 2024

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

Symbol	Measured sessions	Largest drop
NGNE	2Clinical Trial Results	-44.08%
PACS	2Other Announcement, M&A / Acquisition	-38.76%
HTOO	2Other Announcement	-37.94%

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
STEM	2024-10, 2024-09, 2024-08	-40.81%
APDN	2024-10, 2024-09	-40.56%
LASE	2024-10, 2024-09	-38.81%
TCS	2024-10, 2024-08	-37.54%
PBM	2024-10, 2024-09	-34.99%
VINE	2024-10, 2024-08	-33.65%
BIVI	2024-10, 2024-09	-57.86%
HSDT	2024-10, 2024-09	-22.05%
UAVS	2024-10, 2024-09	-64.57%
DZSI	2024-09, 2024-08	-38.89%
FFIE	2024-09, 2024-08	-31.74%

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

1 event has too little trading history for a relative volume, and is not in the tiers above.

Industry

44 other industries, 46 events

Industry not known: 13.0%

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

Against October 2024

100 events in the comparable window.

October 2024 median -24.7%, selected from the 10,595 events in that month's eligible pool

November 2024 median -34.0%, 9.3 points steeper than October 2024. November 2024's median is taken over the 100 ranked rows, selected from the 9,888 events in that month's eligible pool.

How this ranking is measured

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

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

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

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

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

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

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