Price and Volume Spikes (Last Update: Feb 21, 2023)
These stocks exhibited anomalous trading behavior on at least one day in the past year. They either had large increase in trading volume (a volume spike) or a dramatic price move (up or down).
These stocks had a log return of 1.5, or a log return of 0.66 in a single day. These are historical, significant price moves and for some investors may present an investment or trading opportunity.
One group of stocks increased or decreased in price in one day more than expected over the past 253 trading days.
We call this a price spike, and we measure it as a percentage of e, or 2.718, that they rose or a multiple of 1/e that they fell (about 38%).
We adjusted our scoring on May 24, 2022 to reflect a multiple of e (~2.71). So, a score of -1 means the stock fell 1/e, or fell 37% in one day, and a score of 1 means the stock rose by e/1, or it went up by 271%. This was done for our CQNS UP run only.
The number of these stocks is higher than typical because we loosened up the scoring, and likely the market is starting to see higher volatility. Some of these stocks are the riskiest in the market and have a history of being MEME'd or traded aggressively.
These stocks had a log return of 1.5, or a log return of 0.66 in a single day. These are historical, significant price moves and for some investors may present an investment or trading opportunity.
One group of stocks increased or decreased in price in one day more than expected over the past 253 trading days.
We call this a price spike, and we measure it as a percentage of e, or 2.718, that they rose or a multiple of 1/e that they fell (about 38%).
We adjusted our scoring on May 24, 2022 to reflect a multiple of e (~2.71). So, a score of -1 means the stock fell 1/e, or fell 37% in one day, and a score of 1 means the stock rose by e/1, or it went up by 271%. This was done for our CQNS UP run only.
The number of these stocks is higher than typical because we loosened up the scoring, and likely the market is starting to see higher volatility. Some of these stocks are the riskiest in the market and have a history of being MEME'd or traded aggressively.
Here are the stocks that rose in price too fast, based on multiple of e or 2.718
AKRO 0.8619 Akero Therapeutics Inc
APPS 0.4757 Digital Turbine Inc
AXSM 0.4147 Axsome Therapeutics Inc
CINC 0.8919 CinCor Pharma Inc
DAWN 0.8153 Day One Biopharmaceuticals Inc
DICE 0.4841 DICE Therapeutics Inc
ENOV 0.5898 Enovis Corp
ISEE 0.5087 IVERIC bio Inc
KRTX 0.5414 Karuna Therapeutics Inc
MAXR 0.8101 Maxar Technologies Inc
MDGL 1.3031 Madrigal Pharmaceuticals Inc
MGNI 0.5042 Magnite Inc
NUVL 0.4740 Nuvalent Inc
NVCR 0.5215 NovoCure Ltd
ONEM 0.5274 1life Healthcare Inc
PCVX 0.4722 Vaxcyte Inc
PLRX 0.9517 Pliant Therapeutics Inc
PRTA 0.6287 Prothena Corporation plc
RFP 0.4886 Resolute Forest Products Inc
RNA 0.4401 Avidity Biosciences Inc
RVNC 0.4340 Revance Therapeutics Inc
RXDX 0.9771 Prometheus Biosciences Inc
SHC 0.6914 Sotera Health Co
TA 0.5352 TravelCenters of America Inc
TGTX 0.4909 TG Therapeutics Inc
VTYX 0.5006 Ventyx Biosciences Inc
Data Collection Discontinued
Here are the stocks that fell in price too fast, based on multiple of 1/e or 0.368
AMC -0.4628 AMC Entertainment Holdings Inc
AMPL -0.8893 Amplitude Inc
BCRX -0.4749 Biocryst Pharmaceuticals Inc.
BHC -0.5318 Bausch Health Companies Inc
CINC -0.6314 CinCor Pharma Inc
CRDO -0.6311 Credo Technology Group Holding Ltd
CVNA -0.5607 Carvana Co.
DLO -0.7074 DLocal Limited
ENVX -0.5356 Enovix Corporation
EPAM -0.6102 EPAM Systems Inc
FTCH -0.4317 Farfetch Ltd
GDRX -0.4927 GoodRx Holdings Inc
GRAB -0.4666 Grab Holdings Limited
GTLS -0.4395 Chart Industries Inc
IOVA -0.7673 Iovance Biotherapeutics Inc
LYFT -0.4531 Lyft Inc
NFLX -0.4326 Netflix Inc.
OLO -0.4528 Olo Inc
OLPX -0.8368 Olaplex Holdings Inc
OM -0.4163 Outset Medical Inc
OMCL -0.4234 Omnicell Inc.
OMI -0.4303 Owens & Minor Inc.
RCM -0.6884 R1 RCM Inc.
ROG -0.5852 Rogers Corp.
SITM -0.4292 SiTime Corp
SNAP -0.5635 Snap Inc
SWTX -0.5183 SpringWorks Therapeutics Inc
SYNH -0.6207 Syneos Health Inc
TDOC -0.5133 Teladoc Health Inc
TWLO -0.4248 Twilio Inc
U -0.4628 Unity Software Inc
UPST -0.8307 Upstart Holdings Inc
VRNS -0.4383 Varonis Systems Inc
VRT -0.4579 Vertiv Holdings Co
WWW -0.4191 Wolverine World Wide Inc.
XPO -0.4564 XPO Inc
Data Collection Discontinued
Here are the stocks with one day volume spikes, and the multiple of average volume in the busiest day.
ACGL 40 Arch Capital Group Ltd
AGTI 29 Agiliti Inc
AKRO 69 Akero Therapeutics Inc
ATCO 26 Atlas Corp.
CINC 27 CinCor Pharma Inc
COWN 28 Cowen Inc
DAWN 64 Day One Biopharmaceuticals Inc
DICE 30 DICE Therapeutics Inc
DLO 27 DLocal Limited
EVOP 29 EVO Payments Inc
EXLS 29 Exlservice Hldgs Inc
FYBR 27 Frontier Communications Parent Inc
GERN 27 Geron Corp.
ISEE 41 IVERIC bio Inc
MANU 33 Manchester United Plc.
MDGL 28 Madrigal Pharmaceuticals Inc
MLKN 26 MillerKnoll Inc
MOH 27 Molina Healthcare Inc
MSEX 26 Middlesex Water Co.
MTX 35 Minerals Technologies Inc.
NOVT 37 Novanta Inc
ONB 29 Old National Bancorp
PAYA 45 Paya Holdings Inc
PLRX 98 Pliant Therapeutics Inc
RNA 57 Avidity Biosciences Inc
RYTM 26 Rhythm Pharmaceuticals Inc.
SHC 29 Sotera Health Co
SJW 27 SJW Group
TA 58 TravelCenters of America Inc
VRDN 26 Viridian Therapeutics Inc
VTYX 35 Ventyx Biosciences Inc
VVNT 30 Vivint Smart Home Inc
ZGN 37 Ermenegildo Zegna N.V.
Data Collection Discontinued
AKRO 0.8619 Akero Therapeutics Inc
APPS 0.4757 Digital Turbine Inc
AXSM 0.4147 Axsome Therapeutics Inc
CINC 0.8919 CinCor Pharma Inc
DAWN 0.8153 Day One Biopharmaceuticals Inc
DICE 0.4841 DICE Therapeutics Inc
ENOV 0.5898 Enovis Corp
ISEE 0.5087 IVERIC bio Inc
KRTX 0.5414 Karuna Therapeutics Inc
MAXR 0.8101 Maxar Technologies Inc
MDGL 1.3031 Madrigal Pharmaceuticals Inc
MGNI 0.5042 Magnite Inc
NUVL 0.4740 Nuvalent Inc
NVCR 0.5215 NovoCure Ltd
ONEM 0.5274 1life Healthcare Inc
PCVX 0.4722 Vaxcyte Inc
PLRX 0.9517 Pliant Therapeutics Inc
PRTA 0.6287 Prothena Corporation plc
RFP 0.4886 Resolute Forest Products Inc
RNA 0.4401 Avidity Biosciences Inc
RVNC 0.4340 Revance Therapeutics Inc
RXDX 0.9771 Prometheus Biosciences Inc
SHC 0.6914 Sotera Health Co
TA 0.5352 TravelCenters of America Inc
TGTX 0.4909 TG Therapeutics Inc
VTYX 0.5006 Ventyx Biosciences Inc
Data Collection Discontinued
Here are the stocks that fell in price too fast, based on multiple of 1/e or 0.368
AMC -0.4628 AMC Entertainment Holdings Inc
AMPL -0.8893 Amplitude Inc
BCRX -0.4749 Biocryst Pharmaceuticals Inc.
BHC -0.5318 Bausch Health Companies Inc
CINC -0.6314 CinCor Pharma Inc
CRDO -0.6311 Credo Technology Group Holding Ltd
CVNA -0.5607 Carvana Co.
DLO -0.7074 DLocal Limited
ENVX -0.5356 Enovix Corporation
EPAM -0.6102 EPAM Systems Inc
FTCH -0.4317 Farfetch Ltd
GDRX -0.4927 GoodRx Holdings Inc
GRAB -0.4666 Grab Holdings Limited
GTLS -0.4395 Chart Industries Inc
IOVA -0.7673 Iovance Biotherapeutics Inc
LYFT -0.4531 Lyft Inc
NFLX -0.4326 Netflix Inc.
OLO -0.4528 Olo Inc
OLPX -0.8368 Olaplex Holdings Inc
OM -0.4163 Outset Medical Inc
OMCL -0.4234 Omnicell Inc.
OMI -0.4303 Owens & Minor Inc.
RCM -0.6884 R1 RCM Inc.
ROG -0.5852 Rogers Corp.
SITM -0.4292 SiTime Corp
SNAP -0.5635 Snap Inc
SWTX -0.5183 SpringWorks Therapeutics Inc
SYNH -0.6207 Syneos Health Inc
TDOC -0.5133 Teladoc Health Inc
TWLO -0.4248 Twilio Inc
U -0.4628 Unity Software Inc
UPST -0.8307 Upstart Holdings Inc
VRNS -0.4383 Varonis Systems Inc
VRT -0.4579 Vertiv Holdings Co
WWW -0.4191 Wolverine World Wide Inc.
XPO -0.4564 XPO Inc
Data Collection Discontinued
Here are the stocks with one day volume spikes, and the multiple of average volume in the busiest day.
ACGL 40 Arch Capital Group Ltd
AGTI 29 Agiliti Inc
AKRO 69 Akero Therapeutics Inc
ATCO 26 Atlas Corp.
CINC 27 CinCor Pharma Inc
COWN 28 Cowen Inc
DAWN 64 Day One Biopharmaceuticals Inc
DICE 30 DICE Therapeutics Inc
DLO 27 DLocal Limited
EVOP 29 EVO Payments Inc
EXLS 29 Exlservice Hldgs Inc
FYBR 27 Frontier Communications Parent Inc
GERN 27 Geron Corp.
ISEE 41 IVERIC bio Inc
MANU 33 Manchester United Plc.
MDGL 28 Madrigal Pharmaceuticals Inc
MLKN 26 MillerKnoll Inc
MOH 27 Molina Healthcare Inc
MSEX 26 Middlesex Water Co.
MTX 35 Minerals Technologies Inc.
NOVT 37 Novanta Inc
ONB 29 Old National Bancorp
PAYA 45 Paya Holdings Inc
PLRX 98 Pliant Therapeutics Inc
RNA 57 Avidity Biosciences Inc
RYTM 26 Rhythm Pharmaceuticals Inc.
SHC 29 Sotera Health Co
SJW 27 SJW Group
TA 58 TravelCenters of America Inc
VRDN 26 Viridian Therapeutics Inc
VTYX 35 Ventyx Biosciences Inc
VVNT 30 Vivint Smart Home Inc
ZGN 37 Ermenegildo Zegna N.V.
Data Collection Discontinued