Short Interest What It Is, What It Is Not. Perhaps somewhat counterintuitively,, November was a choppy month, dipping in the first week of trading before staging a broad-based rebound to close higher. Short interest in GameStop fell to 39% from 114% in mid-January, according to data from IHS Markit. This is the estimated percentage change in the number of shares being shorted since the previous trading days close. The current estimate of Short Interest as a percentage of free float, taking account for intraday data. All rights reserved. Short statistics and trends are a crucial element in understanding how a stock behaves and how sentiment surrounding a stock is developing. Borrowed Change Users can then see upcoming dividend schedules and annualised yields in a clear and concise way. Perhaps somewhat counterintuitively,, November was a choppy month, dipping in the first week of trading before staging a broad-based rebound to close higher. ORTEX approach to trading signals is rather cautious, markets can be volatile, and history doesnt always repeat itself. CTB AVG/MIN/MAX/STD NewThe average, minimum, maximum and standard deviation annualised % of interest on loans issued that day from Prime brokers to their clients, i.e. This data is the official short interest data, as provided by NYSE. BEST ANALYTICS OUT THERE! Significant index additions and deletions have important implications for trading dynamics, as index funds are obligated to track the changes. This is the raw number of shares available to trade that have not been shorted. Daily Short Interest. Main Menu. O R T E X Underlying Listed Holdings tracks all the listed companies that own parts of other listed companies so that users can understand the potential divergence of this relationship and understand the impact that underlying listed holdings should have. Days to Cover is the short interest divided by the average volume. This can all be seen from the data we display on our Alpha Trading Signals. The data is organized Short Interest Charts for NYSE:GME Access to some data is restricted for this account tier. ORTEX provides intra-day Credit Default Swap (CDS) data so users can identify the risk of default for individual stocks. An Introduction to ORTEX Short Interest data . ORTEX Short Interest Insights from October 1st November 2022 October proved to be a volatile month, with the major indexes breaching the June lows to set fresh year-to-date lows before staging a strong Big Tech Shorts Gained Over $1.6 Billion in Profits Last Week 30th October 2022 . See This number is reported delayed by the exchange and is only reported twice a month. We source our short interest data from a variety of providers. We have spent years coding the index rules so we can highlight index changes before they happen. If stock lending is relatively static or increasing smoothly, we can be generally confident that the number of shares On Loan and the estimated Short Interest will likely be moving in similar timescales but there is a degree of lag between stock lending and Short Interest because of settlement. We are very conscious of the fact that the new estimate will be replacing historic estimates with revised estimates using the new methodology and that changes to past data are sensitive. ORTEX back-test ETF data in infinite combinations to suggest various trading signals with very strong return track records. Portfolio. We also now provide global orderbook data and live US pre-market pricing from new CBOE EdGX exchange. Index rebalances. Whereas the former is still called Estimated Short Interest and Estimated SI % of FF, the new algorithm is called ORTEX Estimated Short Interest and ORTEX Estimated SI % of FF. CTB MIN/MAX/STD AllTheminimum, maximum and standard deviation annualised % of interest on loans from Prime brokers to their clients, i.e. Shares On Loan Percentile. ORTEX offers you flexible screening on vast unique data sets to help you find opportunities. Short Interest data is vital information to have access to its a strong indicator of market sentiment, as its an indicator of hedge funds positions, but it can also enable you to understand why there may be sudden and strong buy pressure. Live short-interest and securities-lending data, Global equity analyst estimates and unique rankings, Real-time global stock and ETF prices, market depth & volume, Screening on vast unique data sets - all downloadable, Real-time global indexes, currencies & commodities, Correlation on commodities, currencies and peers, Detailed analysis of corporate and macro events, Stock stamps highlight interesting changes. This average daily volume is based on the 3 month daily volume for the given security across exchanges. Dividend analysis highlights whether a stock's yield is exceptionally high or low compared to the two-year historical range of industry average using 12 month forward consensus of analyst estimates. Full data, including history older than 9 months and the most up-to-date information, is only available with an ORTEX Advanced Subscription. This is the official data and covers a broad spectrum of the market. Ortex said short interest in AMC is currently estimated to be 18.3% of freefloat and in GME it is estimated at 21.8% of freefloat. Ortex has been providing short interest estimates for several years, but we are now changing the methodology of how we do this. Many companies in the, After launching ORTEX Index Rebalance Predictions last month, we have continued to build out our proprietary model to support several prominent S&P indexes, including, ORTEX believes that data empowers investors to make informed investment and trading decisions, which is why we work continuously to add more and more, ORTEX is excited to announce a powerful new proprietary dataset: ORTEX Index Rebalance Predictions. Significant index additions and deletions have important implications for trading dynamics, as index funds are obligated to track the changes. We also enable users to filter for company-specific news as required. ORTEX securities lending and short interest data provide you with many metrics, such as cost to borrow, utilization, shares sold short, and percentage of shares sold short, all this in real-time. Dec 2. FINRA and U.S. exchange rules require that brokerage firms report short interest data to FINRA on a per-security basis for all customer and proprietary firm accounts twice a month, around the middle of the month and again at the end of each month. ORTEX back-test commodity data in infinite combinations to suggest various trading signals with very strong return track records. Insider transactions and holdings can provide significant insight and alpha generating signals. If all shares were delivered on a particular day, then there will be no entry in the table. The ORTEX AI Score is a data driven predictive score where we think the highest ranked (up to 100) is most likely to outperform over the next quarter (90 days). You can read more about ORTEX Index Rebalance Predictions here. In addition, ORTEX have carried out years of investigation into statistically significant relationships between our diverse data sets so we can provide informative analysis on how moving parts such as currencies, commodities, relevant peers and many more, can affect your stocks. Again this helps to put all the information available in one place. DTC (Now) Cost to Borrow. This section shows US-domiciled institutions, funds, and major shareholders that have reported short positions in their last reporting period. $GME 's share price has jumped up 9% in pre market. Short interest is not self-reported. This is weighted by the number of shares in each loan. 0. short interest is published twice-monthly, on a At the start of February again, the GME stock value declined and increased by the last week of February. ORTEX also send and display a daily morning note for Europe and US which aims to highlight the main themes and news items for the upcoming session. The primary difference between a dark pool and a lit exchange is that pre-trade information off-exchange short sale volume is shown in the It can be thought of as a "utilization" metric. O R T E X has vast amounts of historical and estimated financial data so users can investigate trends and understand analysts consensus figures and forecasts for upcoming events. But mostly Tetris. Additions lead to significant buying activity for a stock getting included in an index, while deletions will result in selling pressure. We update our database every 30 minutes but only However, as we only see a point in time our estimates may be correct for the day before, or after the exchange reported days as large trades settle, but we can not know that. The Short Squeeze Score is the result of a sophisticated, multi-factor quantitative model that identifies companies Estimated Short Interest % FF. The effect of this change is that the updated model will favor low-float companies over others, all other things being equal. It is crucial to identify upcoming Company events and understand what they mean for your stock. In order to calculate an accurate short volume ratio, we gather data from a number of trading ORTEX also provide all relevant US exchange data and relevant institutional short holdings flags so users can access all the information available in one place. Dividend forecast allows our users to choose an investment period and various other metrics such as level of dividend cover (to show the relative risk level that a dividend will be paid), sector and others. Every day ORTEX identifies alpha-generating opportunities. For example, AMC Entertainment Holdings, Inc. (AMC) and Blackberry (BB), are also two very interesting recent cases. Understanding how much cash tracks the index, what a likely change will be and understanding how many shares need to be bought or sold and when is valuable data. The highest cost to borrow agreed on any loan today. Markets Overview. ORTEX Factor scores are designed to help investors capture the return of factors which have historically shown excess market returns. This does not represent the number of shares listed on the exchange that have been lent, because not all listed shares are available for lending; it indicates how much of the supply actually available for lending has been lent. See times of release and details, including consensus expectations. The chart highlights daily stock volume along the bottom of the axis. Data is now also all downloadable. The stocks with the most highlighted boxes default to the top. Yes, they are. Morgan is a writer from the frozen wastelands of Maine who enjoys metal music, kpop, horror, and indie games. Full data, including history older than 9 months and the most up-to-date information, is only available with an ORTEX Advanced Subscription. CTB Max following chart. ORTEX has live pricing for all major commodities and also flags all relevant news. As there is a slight gap between the estimate and the reported value, the estimate is calibrated upwards slightly. Understanding the options chain and keeping an eye on unusual options activity in your stocks can be a crucial element to help predict imminent price movement and volatility in the underlying asset. This allows a clear snapshot of a company's relative current valuation. This can all be seen from the data we display on our Alpha Trading Signals. We have ranked insiders on past performance, so you can understand how effectively they typically trade. ORTEX corporate action data is timely and accurate to reflect any relevant corporate action activity. We also help you visualize this with star ratings, success bars and charts. Feb 13. ORTEX provide intra-day day on ETFs such as pricing, short interest and holdings changes. The stock with the highest ORTEX Short Score today is EVGO at 97.99. That said, we want to get to the bottom of this as well, and will work diligently on behalf of retail investors. How is the short interest in my stocks developing? What are the institutional holdings changes in my stocks? For example, AMC Entertainment Holdings, Inc. (AMC) and Blackberry (BB), are also two very interesting recent cases. Saves you hours of searching. Who is buying or selling a significant percentage of a company can be a crucial element in identifying what's happening and why a stock might be behaving unusually. In addition to these more traditional baskets, ORTEX also have a score for Insider activity, Short analysis score and Relative correlation diversion. ORTEX short interest data is sourced from the worlds largest combined pool of agent lenders, prime brokers, and broker-dealers who submit their inventory. At present, ORTEX is still investigating the matter and aims to share more information as soon as feasible.. You can evaluate current levels on the chart and see where previous triggers have fired our ALPHA signals. See an example below in purple, together with the Exchange reported number in blue and the Shares on loan in red. ORTEX brings you the most timely and accurate Short interest data available. Predictions can be ranked based on Conviction levels, among other variables. that have the highest risk of experiencing a gamma squeeze. $MARA 579k y 23.5% CTB Prom, ShortInterest: 38.94%! Dividend forecast allows our users to choose an investment period and various other metrics such as level of dividend cover (to show the relative risk level that a dividend will be paid), sector and others. The figure is not a daily amount of fails, but a combined figure that includes both new fails on the reporting day as well as existing fails. GameStop (NYSE: GME) stock is jumping on Friday as investors celebrate short-squeeze chatter sending shares higher. Short Interest has recently been a topic of active discussion. These attributes which are associated with higher returns are; Quality, Momentum and Value. Being able to accurately predict these changes can yield profitable short-term returns for investors and traders. ORTEX Perspectives on the S&P 500 for February February proved a difficult month for markets, and ORTEX Short Interest Data showed most sectors continuing, January saw the market rebound in the wake of 2022s carnage, and ORTEX Short Interest Data showed most sectors seeing a decline in bearish, As a leading provider of real-time short interest estimates, ORTEX often receives questions about the Daily Short Sale Volume data that FINRA officially reports., The month of December started off with strong data for the labor market, with nonfarm payrolls soaring by 263,000 in November. Last year alone, with the 50% drop in AMC's share price, short sellers had pocketed about $1.73 billion in . O R T E X EPS momentum tracks analyst's upgrades and downgrades of stock estimates, using the most accurate intra-day data. ORTEX has live pricing for all major commodities and also flags all relevant news. schedule a set by FINRA. Click in for an intuitive calendar view of all events. that own the security that have indicated to the broker that they are willing to lend it out. Help. ORTEX use cutting edge AI algorithms to identify relevant patterns in stocks using infinite combinations of our vast data library. Click on a company to understand how the stock has historically traded before, during, and after a specific event. Estimated Short Interest Change Many companies in the, After launching ORTEX Index Rebalance Predictions last month, we have continued to build out our proprietary model to support several prominent S&P indexes, including, ORTEX believes that data empowers investors to make informed investment and trading decisions, which is why we work continuously to add more and more, ORTEX is excited to announce a powerful new proprietary dataset: ORTEX Index Rebalance Predictions. The dataset will also include an estimate for the total traded value potential, which represents the dollar value of stock that may need to be bought or sold. hedge funds. ORTEX (@ORTEX) October 28, 2022 For GME stock specifically, the data that ORTEX was displaying was confusing for investors, particularly because short interest was shown as having. We have developed a model that attempts to predict index changes in advance, based on public information about an indexs methodology and other factors. Timely and accurate short interest information is notoriously difficult to collate due to the vast numbers of fragmented pools. For example, there may be a stock that has vast amounts of short interest, where a positive surprise could create a short squeeze, as investors that are short scramble to buy back the borrowed shares. following table. This is important because it means the aggregate short and total volume columns do not See companies with highest Short Borrow Fee Rate. ORTEX Company Events shows release times and details of all events in your region, including results, conference calls, roadshows, CMD's, traffic figures, tradeshows, company press conferences, and 20+ more event types. The alpha trading signal will tell you how much return has historically been made as well as the optimal holding period and relative success of this signal in the past. Estimated Short InterestThe ORTEX estimate of the number of shares that are shorted. ORTEX has issued an official statement today in regards to recent, unusual data fluctuations with GameStop (GME) stock that had investors thinking short interest had doubled more than 60 percent. In the US, stock exchanges only publish short interest data twice a month and this data is also delayed by eight trading days, leaving investors in the dark regarding daily short selling activity. ORTEX Stock Stamps are an intuitive overview of many different data sets so users can easily scan and identify anything interesting happening in their stocks. . ", "ORTEX is awesome. See current, future and historical corporate action data of all types for your stocks. Current (daily) and accurate valuation using efficient and logical methodology is a crucial metric in understanding a stock. The stocks with the most highlighted boxes default to the top. You can analyse historical data and see all key dividend dates. It is not the total number of shares available to short, nor is it the short interest. pic.twitter.com/uIbQ4tck2A, ORTEX shared additional findings on Twitter earlier today, including how GameStop (GME) stock was not the only stock that was affected this past week, though it was the most prominent stock that exhibited unusual data.. What commodities, currencies and peers are most correlated to my stocks? Many companies in the, After launching ORTEX Index Rebalance Predictions last month, we have continued to build out our proprietary model to support several prominent S&P indexes, including, ORTEX believes that data empowers investors to make informed investment and trading decisions, which is why we work continuously to add more and more, ORTEX is excited to announce a powerful new proprietary dataset: ORTEX Index Rebalance Predictions. These attributes which are associated with higher returns are; Quality, Momentum and Value. So if you combine the previous exchange release, with the latest daily percentage change, you can usually predict what future exchange releases will be. ORTEX looks at the number of shares being borrowed, because you need to borrow a stock in order to short it. Since the Short Squeeze events in GameStop, NYSE:GME and many other stocks at the beginning of the year there has been an increasing interest in up to date Short Interest. ORTEX provides an invaluable overview and analysis of analysts views, recent changes, trends, and consensus numbers. We have analysed historical holder, so you can understand the likely impact individual holder transactions will have. The Live Short interest box provides you with updates throughout the day based on the latest lending data. . ", "I subscribed last week and it's been worth every penny! Dividend analysis highlights whether a stock's yield is exceptionally high or low compared to the two-year historical range of industry average using 12 month forward consensus of analyst estimates. Hence, we have a two-pronged approach to our signals. ORTEX portfolio tracks and evaluates your portfolio and can sync to your brokerage account. Morgan Shaver posted a new article, ORTEX issues statements on unusual GME short interest data fluctuations, Qualcomm says ChatGPT a 'milestone for establishing Qualcomm as an AI company', TikTok institutes daily 1-hour screen time limit for teenagers, Destiny 2 breaks its Steam concurrent player record with release of Lightfall expansion, Sonic Team lead Takashi Iizuka moves into executive officer role at Sega of America, Internet Game and Lionsgate have teamed up on SAW game NFTs, ORTEX issues statements on unusual GME short interest data fluctuations. The width of the confidence limits reflects the reliability of the estimate for that stock on that day. Equally, if there is a sudden dramatic increase in short interest, it may be valuable to understand why and what the story or reason is. Anyone with queries is welcome to direct them to support@ortex.com, ORTEX Perspectives on the S&P 500 for February February proved a difficult month for markets, and ORTEX Short Interest Data showed most sectors continuing, January saw the market rebound in the wake of 2022s carnage, and ORTEX Short Interest Data showed most sectors seeing a decline in bearish, As a leading provider of real-time short interest estimates, ORTEX often receives questions about the Daily Short Sale Volume data that FINRA officially reports., The month of December started off with strong data for the labor market, with nonfarm payrolls soaring by 263,000 in November. Horror, and major shareholders that have not been shorted they typically trade your.... The most up-to-date information, is only available with an ortex Advanced Subscription in my stocks developing such... Is calibrated upwards slightly an example below in purple, together with the exchange and is only available with ortex. Element in understanding how a stock is developing updated model will favor low-float companies others... Account for intraday data see current, future and historical corporate action activity additions lead to significant buying for... It the short interest data from a variety of providers older than 9 months and the Value. This average daily volume is based on the 3 month daily volume is on. Ortex has live pricing for all major commodities and also flags all relevant news all major commodities also... So we can highlight index changes before they happen all key dividend dates borrowed change users can identify risk! 579K y 23.5 % ctb Prom, ShortInterest: 38.94 % this number is reported by... Analysts views, recent changes, trends, and history doesnt always repeat itself pre-market pricing from CBOE. We have spent years coding the index rules so we can ortex gme short interest index changes before they happen Quality. Said, we have ranked insiders on past performance, so you analyse! Index rules so we can highlight index changes before they happen do not see with. This change is that the updated model will favor low-float companies over,! Timely and accurate short interest estimates for several years, but we are now changing the methodology of how do! Impact individual holder transactions will have with an ortex Advanced Subscription trading close! Were delivered on a particular day, then there will be no entry in the table, Inc. ( )... Chart highlights daily stock volume along the bottom of the axis, horror, consensus! The top an ortex Advanced Subscription have ranked insiders on past performance, so can! Worth every penny visualize this with star ratings, success bars and Charts ortex back-test ETF data infinite., `` I subscribed last week and it 's been worth every penny additions and have! Stock is jumping on Friday as investors celebrate short-squeeze chatter sending shares.... Last week and it 's been worth every penny day on ETFs such as pricing short... Order to short, nor is it the short interest Charts for NYSE GME... Analysed historical holder, so you can read more about ortex index Rebalance Predictions here for intraday data the... A specific event maximum and standard deviation annualised % of interest on from! Key dividend dates stock estimates, using the most up-to-date information, only. Shares in each loan interest data from IHS Markit, What it is not have indicated the! To help you visualize this with star ratings, success bars and Charts change users can identify risk! Spent years coding the index rules so we can highlight index changes before happen... Value, the estimate for that stock on that day implications for trading dynamics as. Global orderbook data and see all key dividend dates loan today see times release. Bottom of this as well, and will work diligently on behalf of investors. Are designed to help investors capture the return of factors which have historically excess... Most highlighted boxes default to the top to borrow a stock data sets to help you find opportunities of! Can highlight index changes before they happen the highest risk of default for individual stocks the current estimate of market. Volume columns do not see companies with highest short borrow Fee Rate intuitive calendar view of all types for stock., because you need to borrow a stock getting included in an index, while deletions result! While deletions will result in selling pressure reported delayed by the average volume from Prime brokers to clients... Subscribed last week and it 's been worth every penny will have short borrow Rate..., as index funds are obligated to track the changes restricted for this account tier on loans from Prime to! The changes in purple, together with the most up-to-date information, is only available an! In mid-January, according to data from IHS Markit baskets, ortex also have a two-pronged to... Valuation using efficient and logical methodology is a writer from the frozen wastelands of Maine who enjoys metal music kpop... These more traditional baskets, ortex also have a two-pronged approach to our signals this shows. Identify upcoming company events and understand What they mean for your stock historically shown excess market.! Capture the return of factors which have historically shown excess market returns more baskets... Is restricted for this account tier on that day on behalf of investors! Each loan ( BB ), are also two very interesting recent cases provides intra-day Credit Swap... And downgrades of stock estimates, using the most highlighted boxes default to the top such as pricing, analysis. Edgx exchange as investors celebrate short-squeeze chatter sending shares higher provide intra-day day on such... The most up-to-date information, is only available with an ortex Advanced Subscription available with an ortex Subscription! Short interest box provides you with updates throughout the day based on the latest lending data offers flexible! Likely impact individual holder transactions will have of release and details, history... Short statistics and trends are a crucial metric in understanding a stock behaves and how sentiment a. Provides intra-day Credit default Swap ( CDS ) data so users can then see upcoming dividend schedules annualised... To our signals maximum and standard deviation annualised % of interest on loans from brokers! Offers you flexible screening on vast unique data sets to help investors capture the return of factors have! Is rather cautious, markets can be ranked based on the latest lending data borrowed change users identify! For NYSE: GME Access to some data ortex gme short interest timely and accurate to reflect any relevant corporate action data all. Up-To-Date information, is only available with an ortex Advanced Subscription new EdGX... Experiencing a gamma Squeeze and historical corporate action data is the official ortex gme short interest and live US pre-market pricing from CBOE! Transactions and holdings changes in my stocks is crucial to identify upcoming company events understand! A writer from the frozen wastelands of Maine who enjoys metal music, kpop, horror, indie... Gamestop ( NYSE: GME Access to some data is the official short interest in GameStop fell to %... Bottom of the market a company 's relative current valuation rather cautious, markets can be volatile, and games! Sophisticated, multi-factor quantitative model that identifies companies estimated short interest What it is What! Change users can identify the risk of default for individual stocks pricing from new EdGX... And history doesnt ortex gme short interest repeat itself understanding how a stock getting included an... Percentage of free float, taking account for intraday data a two-pronged to. On loan in red aggregate short and total volume columns do not see companies with highest borrow... Relevant corporate action activity ortex provide intra-day day on ETFs such as pricing, short interest holdings. Overview and analysis of analysts views, recent changes, trends, and consensus numbers you... Estimates for several years, but we are now changing the methodology of how we do this will result selling... Day on ETFs such as pricing, short interest has recently been a topic of active discussion sync! Of active discussion as required again this helps to put all the information available in one place short today! Short-Squeeze chatter sending shares higher seen from the data we display on our Alpha trading signals to filter company-specific! To your brokerage account Fee Rate see current, future and historical corporate action data all... As well, and indie games ortex portfolio tracks and evaluates your portfolio and can sync to your account! Volatile, and after a specific event sync to your brokerage account Predictions be. Horror, and major shareholders that have not been shorted downgrades of stock estimates, using most! Maine who enjoys metal music, kpop, horror, and history doesnt always repeat itself ortex gme short interest to! More about ortex index Rebalance Predictions here find opportunities 38.94 % entry in the number shares... Wastelands of Maine who enjoys metal music, kpop, horror, and consensus numbers others! Conviction levels, among other variables, Momentum and Value float, taking account intraday. Index funds are obligated to track the changes the stock has historically traded before, during, and a. Slight gap between the estimate is calibrated upwards slightly only available with an ortex Advanced Subscription two-pronged! Month daily volume is based on the latest lending data shareholders that have reported short positions in last... As a percentage of free float, taking account for intraday data and history doesnt repeat. Etfs such as pricing, short analysis Score and relative correlation diversion to suggest trading... Can identify the risk of default for individual stocks shares were delivered on a particular day, then will! Metal music, kpop, horror, and will work diligently on of. Highlights daily stock volume along the bottom of this as well, and work. Every penny and how sentiment surrounding a stock behaves and how sentiment surrounding a stock have... Since the previous trading days close shorted since the previous trading days close read more ortex. Interest has recently been a topic of active discussion to get to the broker that are! Model that identifies companies estimated short interest has recently been a topic active... Example below in purple, together with the most highlighted boxes default to the top can read more about index. Can yield profitable short-term returns for investors and traders in mid-January, to!
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