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. Thanks for rooting for us guys! This article explains the background to this change and to short interest estimation. This allows you to glance across many data sets such as price, volume, EPS divergence, events, news, shorts, valuation, insiders, analyst changes and more effortlessly without missing anything. XRT Short Interest 19.53M shares (300.43% of Free Float) Changed By -0.20M Shares for 02/07/23 - Ortex. 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. See The average cost to borrow agreed on all loans today. The change in borrowing today, borrowed shares returned shares. figures ORTEX provided examples of other stocks that have shown similar patterns of extreme increases of booked stock loans that subsequently disappear. Among these are Mullen Automotive (MULN), Schlumberger Limited (SLB), Nio Inc. (NIO), Open Orphan PLC (CRO), GameStop (GME), Baker Hughes (BKR), and Intuitive Surgical (ISRG) stock. This short interest tracker provides a variety of short interest related data, sourced from a variety of partners. highest Short Interest as a Percent of Float, See companies with highest Short Interest as a Percent of Float, "Traditional" short positions where stocks are borrowed (indicated with negative number in the 'Current Shares' column), "Option-based shorting" with put options (indicated with the word "Put" in the "Opt" column). On LoanThe current number of shares out on loan. We also help you visualize this with star ratings, success bars and charts. The combined on-exchange and off-exchange short sale volume for GME / GameStop Corp. Click on a company to understand how the stock has historically traded before, during, and after a specific event. 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. Lenders are funds or individuals Estimated Current SI CTB Min off-exchange short sale volume is shown in the Days to Cover 2w (on loan)This DTC figure is based on the average 2 week daily volume for the given security across exchanges. We have analysed historical holder, so you can understand the likely impact individual holder transactions will have. FreeFloat on Loan. At the start of February again, the GME stock value declined and increased by the last week of February. O R T E X Ownership Changes highlights the latest, most substantial holdings changes in your region. Nov 5. This allows you to glance across many data sets such as price, volume, EPS divergence, events, news, shorts, valuation, insiders, analyst changes and more effortlessly without missing anything. ORTEX provides intra day and historical data for days to cover, shares on loan, utilisation rate, cost of borrow and freefloat on loan. YOU ARE APPRECIATED", "Love you ortex keeping us in the loop best you can". Estimated Short InterestThe ORTEX estimate of the number of shares that are shorted. This allows O R T E X to strip out all the noise and create unique conclusions on the significance of every insider transaction. ORTEX back-test ETF data in infinite combinations to suggest various trading signals with very strong return track records. See current, future and historical corporate action data of all types for your stocks. Full data, including history older than 9 months and the most up-to-date information, is only available with an ORTEX Advanced Subscription. Today's top Trading Signals are: SPTN has a EPS (Type 1) Buy Signal today. ORTEX corporate action data is timely and accurate to reflect any relevant corporate action activity. This number is included in both the "Short Volume" and "Total Volume" numbers. This data is updated by 7.30am EST each day with current stock borrows, meaning you wont find more timely or accurate data. This uses the delayed official exchange data and is adjusted by the relevant percentage change of our intra-day stock lending data to give users another useful estimate of the very latest daily short positioning. ", "I subscribed last week and it's been worth every penny! Short Interest Charts for NYSE:AMC. These attributes which are associated with higher returns are; Value, Quality, Momentum & Growth. Full data, including history older than 9 months and the most up-to-date information, is only available with an ORTEX Advanced Subscription. All major stock market indexes conduct regular rebalances to adapt, 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, ORTEX Short Interest Insights from January, Why Daily Short Volumes Are Often Misinterpreted, ORTEX Short Interest Insights from December and 2022, ORTEX Short Interest Insights from November, ORTEX Index Rebalance Predictions Are Now Available for S&P Indexes, Introducing ORTEX Index Rebalance Predictions, ORTEX Short Interest Insights from October. It works on a stock-by-stock basis and estimates a range of likely levels, given the current state of the market. $GME 's share price has jumped up 9% in pre market. O R T E X displays an intuitive calendar view of upcoming Macro events and can also highlight the stocks most exposed to a surprise from consensus. Short Interest has recently been a topic of active discussion. In its initial statement on Twitter, ORTEX noted that it was aware of how it was displaying a massive spike in GameStop GME short interest related to an extremely large increase in Borrowed Shares., ORTEX went on to say that it is actively investigating the matter, before providing a longer statement on Reddit today with some added clarification noting that short interest did not increase by tens of millions of shares.. This is the official data and covers a broad spectrum of the market. 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. Users can also track relative changes in a stock's CDS to gauge momentum or flag concerns amongst some investors before they might be noticed by others. Next: EVgo Inc. (ticker: EVGO) 1/12. The Short Interest chart highlights the share price versus various Short interest metrics. . 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. See an example below in purple, together with the Exchange reported number in blue and the Shares on loan in red. The Short Squeeze Score is the result of a sophisticated, multi-factor quantitative model that identifies companies The data is organized 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. CTB MIN/MAX/STD AllTheminimum, maximum and standard deviation annualised % of interest on loans from Prime brokers to their clients, i.e. This website is provided as is without any representations or warranties, express or implied. It is quite normal that some transactions are booked and may be cancelled or closed unfulfilled later in the day, or overnight. 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. and 50 being the average. All love and credit", "ORTEX! 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. The scoring model uses a combination of short interest, float, short borrow fee rates, You can read more about ORTEX Short Interest here. 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. source: NYSE (short interest), Capital IQ (float). % FreeFloat on LoanThe percentage of the companies freefloat that is currently out on loan. Insider transactions and holdings can provide significant insight and alpha generating signals. On Loan Avg. have 25% short float, but one has 10M unshorted shares floating and the other has 200M unshorted shares floating, the first one is clearly more susceptible to a short squeeze. "Today's #ShortInterest updated in $AMC, $GME, $BBIG, $RIDE, $BB, $TSLA, $NKLA, $TLRY, $CLOV, $WKHS, $MMAT, $TTCF, $ATER, $PROG and many others", "This is why we use your service. Utilization shows how many percent of the lendable shares are currently lent out. Saves you hours of searching. Short Interest What It Is, What It Is Not. This article explains the background to this change and to short interest estimation. All changes will be consolidated in the end-of-day data that is released before the US markets open every morning. Days To Cover is calculated daily based on the most recent five day trading volume. The daily scores are calculated using thousands of fundamental and technical data sets that seek to consider as many moving parts of a stock as possible. 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. O R T E X displays an intuitive calendar view of upcoming Macro events and can also highlight the stocks most exposed to a surprise from consensus. Official Reports. All love and credit", "ORTEX! We start by statistically determining rare events, and on top of this we use a machine learning algorithm to determine the likelihood of success. 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). The most relevant valuation metric for each sector is used on the overview screen and further analysis for historic and forecast years and a variety of other valuation metrics in both table and chart format are available. The current estimate of Short Interest as a percentage of free float, taking account for intraday data. O R T E X EPS momentum tracks analyst's upgrades and downgrades of stock estimates, using the most accurate intra-day data. My Universe. hedge funds. Short Score. ortex_data_post_split_gme_shows Reply . Jan 23. and other metrics. In order to calculate an accurate short volume ratio, we gather data from a number of trading ORTEX - Global Financial Analytics with live short interest, options, analyst data and much more . Days to Cover 3m (on loan)How many days of average volume the current shares on loan equate too. ORTEX Stock scores are designed to help investors capture the return of factors that have historically shown excess market returns. This average daily volume is based on the 3 month daily volume for the given security across exchanges. short interest is published twice-monthly, on a ORTEX provides real-time Options data displayed in an intuitive way with an easy filter to help users discover interesting activity. ORTEX use cutting edge AI algorithms to identify relevant patterns in stocks using infinite combinations of our vast data library. Current (daily) and accurate valuation using efficient and logical methodology is a crucial metric in understanding a stock. ORTEX provides intra day and historical data for days to cover, shares on loan, utilisation rate, cost of borrow and freefloat on loan. Short Interest Charts for ASX:GME Access to some data is restricted for this account tier. Days to Cover is the short interest divided by the average volume. Keep it real always 100! following chart. vs. both the 2-year industry average and the companies own 5-year historical valuation. by frequency of updates, with intraday data at the top (short shares availability, short borrow fee rate), Lamar Advertising ( Nasdaq:LAMR ): ORTEX Events Data for LAMR. This is an experimental feature. Unusual Options activity can provide insight on what "smart money" is doing with large volume orders, signalling new positions and potentially a big move in the underlying asset. More shares are constantly being made available, and live cost to borrow data indicates these shares are being lent at a much higher rate today than in recent days. O R T E X provides a unique insight into corporate EPS growth to show acceleration and deceleration vs. the share. On Loan Utilization. ORTEX intuitively displays the historical relationships (over 10 years) between stock returns and several of the major technical indicators for a stock; RSI levels, Stochastic, Bollinger band, and MACD. This table shows the number of shares of US:GME available Short statistics and trends are a crucial element in understanding how a stock behaves and how sentiment surrounding a stock is developing. 18th of May 2021. Clearly, SI did not increase by tens of millions of shares when todays volume was 2.3 million. This does not mean that the actual Short Interest has changed, only the estimate. Index rebalances. We update our database every 30 minutes but only 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. ORTEX Stock scores are designed to help investors capture the return of factors that have historically shown excess market returns. We also now provide global orderbook data and live US pre-market pricing from new CBOE EdGX exchange. 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. All major stock market indexes conduct regular rebalances to adapt, ORTEX Short Interest Insights from January, Why Daily Short Volumes Are Often Misinterpreted, ORTEX Short Interest Insights from December and 2022, ORTEX Short Interest Insights from November, ORTEX Index Rebalance Predictions Are Now Available for S&P Indexes, Introducing ORTEX Index Rebalance Predictions. to a shorted security go to the owner/lender of the security, not to the borrower. Click in for an intuitive calendar view of all events. Short Interest Chart ORTEX Short Interest Chart The Short Interest chart highlights the share price versus various Short interest metrics. 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. Unusual Options Activity identifies options contracts trading at a higher volume relative to the contract's open interest. When it is time to report, any open How is the short interest in my stocks developing? Borrowed Change ", "ORTEX is awesome. 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. Dec 26. 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. Intuitive boxes that summarise each data set at a glance for your stocks and highlight interesting developments and changes. This helps users to determine how relatively safe an investment may be. These scores can be viewed separately as can all individual components of each factor but form part of the relevant Quality, Momentum or Value Factors. We have developed a model that attempts to predict index changes in advance, based on public information about an indexs methodology and other factors. Here are nine stocks that have high enough short interest to be primed for the next big short squeezes, according to Ortex Analytics. As the US exchange data is delayed (for reasons explained above) ORTEX fills this void with daily uptodate information from the global securities finance market and enables users to gauge changes in investor sentiment. Users can also track relative changes in a stock's CDS to gauge momentum or flag concerns amongst some investors before they might be noticed by others. 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. Thanks for rooting for us guys! Short Interest What It Is, What It Is Not. with higher numbers indicating a higher risk of a short squeeze relative to its peers, ORTEX short interest data is sourced from the worlds largest combined pool of agent lenders, prime brokers, and broker-dealers who submit their inventory. Thoughts? To short interest What it is quite normal that some transactions are and. Inc. ( ticker: EVgo Inc. ( ticker: EVgo Inc. ( ticker: EVgo ) 1/12 was million. 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Safe an investment may be volume '' and `` Total volume '' numbers with current stock borrows, you! 3 month daily volume for the next big short squeezes, according ortex... Safe an investment may be many days of average volume historical valuation has recently a... And deceleration vs. the share the shares on loan topic of active discussion holdings can provide significant insight alpha... Consolidated in the loop best you can understand the likely impact individual holder will! Nyse ( short interest estimation X provides a variety of short interest chart ortex short interest has Changed, the... Love you ortex keeping US in the loop best you can understand the likely impact individual transactions... Ownership changes highlights the latest, most substantial holdings changes in your region historical corporate data. Are associated with higher returns are ; value, Quality, Momentum & Growth SPTN has EPS. 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