Days To Cover is calculated daily based on the most recent five day trading volume. 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 brings you live global equity prices, global index prices, live ETF, currency and commodity prices. This often highlights alpha generating ideas as it enables you to analyse how much earnings estimates determine a stock price. This week has seen several stocks show similar patterns of extreme increases of booked stock loans that subsequently disappear: $MULN on Monday; $SLB on Tuesday; $NIO and $CRO on Wednesday; $GME, $BKR, and $ISRG on Thursday. The float and shares outstanding Timely and accurate short interest information is notoriously difficult to collate due to the vast numbers of fragmented pools. $MARA 579k y 23.5% CTB Prom, ShortInterest: 38.94%! ORTEX approach to trading signals is rather cautious, markets can be volatile, and history doesnt always repeat itself. Our backtesting shows significant improvements over the current estimation model. Nov 5. June 8, 2022 - We have updated our scoring model to include (Float - Short Interest) as a ranking factor. Dec 2. Charts. Age (d)The average number of days that current loans have been outstanding on the given date. GME Short Interest 64% according to ORTEX Why are majority of the users in WSB ignoring the ORTEX Short Interest estimate of 64%? 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. This table shows the interest rate that must be paid by a short seller of US:GME Dividends paid Are dark pool trades counted in short interest figures? We have analysed historical holder, so you can understand the likely impact individual holder transactions will have. The truly real-time Short Interest data for a stock isnt available in any market. Macro data points can be important leading indicators for a stock. The Short Squeeze Score is the result of a sophisticated, multi-factor quantitative model that identifies companies Stay ahead of markets with ORTEX Trading Signals. It is crucial to understand the views of analysts specialising in your stocks. 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. These attributes which are associated with higher returns are; Value, Quality, Momentum & Growth. How do my stocks typically trade over specific corporate events? ORTEX Factor scores can be further filtered to suit Geography, Sector, Size, Liquidity and Yield. ORTEX Stock scores are designed to help investors capture the return of factors that have historically shown excess market returns. ORTEX Factor scores can be further filtered to suit Geography, Sector, Size, Liquidity and Yield. 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. My BBBY price. 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. Dec 26. It is not the total number of shares available to short, nor is it the short interest. We also help you visualize this with star ratings, success bars and charts. This often highlights alpha generating ideas as it enables you to analyse how much earnings estimates determine a stock price. This is what a company like ORTEX is supposed to be. 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. Short Interest What It Is, What It Is Not. 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. This section uses the official NYSE-supplied short interest and provides some value-added metrics, calculated daily. Update Frequency: Intraday every 30 minutes. At the start of February again, the GME stock value declined and increased by the last week of February. Anyone with queries is welcome to direct them to [email protected], 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. ORTEX offers you flexible screening on vast unique data sets to help you find opportunities. 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. 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. 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. Live Short Interest. Float - Daily (although changes infrequently) On Loan Number of LoansThe number of loans that are outstanding on the given date. The current estimate of Short Interest as a percentage of free float, taking account for intraday data. All changes will be consolidated in the end-of-day data that is released before the US markets open every morning. ORTEX already had the most up to date data there was, based on all outstanding loans in any security at the close of the US markets. and 50 being the average. 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. and other metrics. 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. This is an experimental feature. by frequency of updates, with intraday data at the top (short shares availability, short borrow fee rate), Canada, Australia and Hong Kong. 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 Days to Cover is the short interest divided by the average volume. 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. This is important because it means the aggregate short and total volume columns do not ", "That's it I'm getting a year subscription. The values of total fails-to-deliver shares represent the aggregate net balance of shares that failed to be delivered as of a particular settlement date. In addition, in Europe, financial institutions are only required to flag to the local regulator whenever they go over or back under certain thresholds. ", "Thank you! 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. We continue to monitor and investigate what is going on with the lending data, which has thrown a wrench in our SI estimation model. 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. Flagged Shorts (Europe) In Europe users can also chart the aggregated total FLAGGED shorts. For example, the excessive short interest of GME (Gamestop) in the initial times led to a price surge. 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. ORTEX - Global Financial Analytics with live short interest, options, analyst data and much more-Settings. Source: Short Interest provided by NYSE Confidence limits allow us to express this range of values more effectively and also highlight that significant changes in stock lending, for example, will reduce the confidence in our estimates until we get more data. This helps users to determine how relatively safe an investment may be. On Loan Avg. This fee is shown as an annual percentage rate (APR). 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 back-test commodity data in infinite combinations to suggest various trading signals with very strong return track records. At the centre of the discussion is GameStop (GME), but many other companies are affected by high levels of Short Interest. Cost to borrowThe average annualised % of interest on loans from Prime brokers to their clients, i.e. Clearly, SI did not increase by tens of millions of shares when todays volume was 2.3 million. We get this data directly from those agencies on a daily or twice-weekly basis. GME / GameStop Corp. short borrow fee rates are shown in the Help. There are two types of This table shows the number of shares of US:GME available Short Score. ORTEX - Global Financial Analytics with live short interest, options, analyst data and much more . ORTEX Factor scores are designed to help investors capture the return of factors which have historically shown excess market returns. Here are nine stocks that have high enough short interest to be primed for the next big short squeezes, according to Ortex Analytics. ORTEX Deal data identifies all active and upcoming equity deals and details including IPO's, SPACs, Placings, Block deals and more. we provide are sourced directly from the stock exchanges (NASDAQ, NYSE, NYSE American, NYSE Arca, CBOE, and IEX) and FINRA. "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. When it is time to report, any open Source: Short Interest provided by NYSE Our vast data library is available to download. Dec 26. Yes, they are. Insider transactions and holdings can provide significant insight and alpha generating signals. For each signal we tell you how many times the signal has triggered in the past, the success rate and the average return, as well as what holding period has previously given the best return. Short positions in the stocks remains high, which causes "large losses" for anyone with a short position, ORTEX co-founder Peter Hillerberg told Insider in an email. is provided in the table below. The Short Interest chart highlights the share price versus various Short interest metrics. O R T E X provides a unique insight into corporate EPS growth to show acceleration and deceleration vs. the share. 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. The different types of signal look at different aspects of the metric that is the main base for that signal. All love and credit", "ORTEX! On Loan Avg. In order to calculate an accurate short volume ratio, we gather data from a number of trading to the lender of that security. off-exchange short sale volume is shown in the ORTEX provides timely and accurate, up to the minute analyst recommendation changes and Target price/estimate changes. Unusual Options Activity identifies options contracts trading at a higher volume relative to the contract's open interest. Keep being awesome! ORTEX use cutting edge AI algorithms to identify relevant patterns in stocks using infinite combinations of our vast data library. Dec 2. You can evaluate current levels on the chart and see where previous triggers have fired our ALPHA signals. Users can then see upcoming dividend schedules and annualised yields in a clear and concise way. The default chart shows DTC versus stock price but users can click on the legend on the right to chart other metrics including Utilization, Cost to Borrow, Shares on Loan and Freefloat on Loan. Ortex has been providing short interest estimates for several years, but we are now changing the methodology of how we do this. 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. The rise . Users can then see upcoming dividend schedules and annualised yields in a clear and concise way. Signup for a Free Account. ", "Thank you! Thoughts? If all shares were delivered on a particular day, then there will be no entry in the table. Number of Hold Recs. that own the security that have indicated to the broker that they are willing to lend it out. According to Ortex, BBBY has a short interest of 47%. Thanks for rooting for us guys! Lamar Advertising ( Nasdaq:LAMR ): ORTEX Events Data for LAMR. GME Short Interest 57.62M (22.14%) Changed By -0.38M - Shares On Loan 86.55M Changed By +2.01M for 02/28/23 - Ortex comment sorted by Best Top New Controversial Q&A Add a Comment Lenders are funds or individuals In other words, these numbers reflect aggregate fails as of a specific point in time, and may have little or no relationship to yesterday's aggregate fails. 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. Combining the exchange released data and the latest daily security lending change is useful because Exchange data (although delayed) is highly accurate and our security lending data also gives a very accurate sentiment change. 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