Check the control arm bushing, the one where the lower control arm slides into. My wife’s car makes a clunky noise when backing out, and that’s the issue. Haven’t fixed it yet because it’s just a spare car.
@Wilder
Okay, I’ll check that out. Thanks! 
Some cars have screwed rotors. Engineers thought it would be enough if the wheel was installed correctly…
Thanks again, everyone! 
The tires hold the rotor. If you’re hearing a knocking, it might be the CV axle. It usually makes a popping sound, but it could sound like knocking. Does the noise happen when you turn?