This data is the official short interest data, as provided by NYSE. The Gamma Squeeze Score is the result of a multi-factor quantitative model that identifies companies Once again you are going out of your way to provide us with the most accurate info you can! ORTEX back-test commodity data in infinite combinations to suggest various trading signals with very strong return track records. off-exchange short sale volume is shown in the source: NYSE (short interest), Capital IQ (float). June 8, 2022 - We have updated our scoring model to include (Float - Short Interest) as a ranking factor. Estimated Short Interest % FF. 0% means that no shares have been borrowed or lent at these lending programs; 100% means that all shares available to borrow or lend at a lending program have, in fact, been lent. Perhaps somewhat counterintuitively,, November was a choppy month, dipping in the first week of trading before staging a broad-based rebound to close higher. 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. by frequency of updates, with intraday data at the top (short shares availability, short borrow fee rate), ORTEX Factor scores are designed to help investors capture the return of factors which have historically shown excess market returns. Thus, it is important to note that the age of fails cannot be determined by looking at these numbers. Users can then see upcoming dividend schedules and annualised yields in a clear and concise way. BEST ANALYTICS OUT THERE! 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. Thoughts? Flagged Shorts (Europe) In Europe users can also chart the aggregated total FLAGGED shorts. -Shares Outstanding and Shares Float provided by Capital IQ. O R T E X provides a unique insight into corporate EPS growth to show acceleration and deceleration vs. the share. Now the new estimation methodology has been published, this has resulted in changes for all stocks; some estimates have gone down and some have gone up. ORTEX brings you live global equity prices, global index prices, live ETF, currency and commodity prices. Currently, this data is only published twice a month, and the data is delayed by 7 trading days, and this lack of up-to-date Short Interest data disadvantages the investor. This short interest tracker provides a variety of short interest related data, sourced from a variety of partners. The Short Interest chart highlights the share price versus various Short interest metrics. Being able to accurately predict these changes can yield profitable short-term returns for investors and traders. The Live Short interest box provides you with updates throughout the day based on the latest lending data. So if you combine the previous exchange release, with the latest daily percentage change, you can usually predict what future exchange releases will be. Significant index additions and deletions have important implications for trading dynamics, as index funds are obligated to track the changes. If all shares were delivered on a particular day, then there will be no entry in the table. short positions are reported, no matter what type of trading venue those shares were acquired on. The number of shares that have been returned today. ORTEX provides intra-day Credit Default Swap (CDS) data so users can identify the risk of default for individual stocks. As we now have data that is only more recent, and as Shares On Loan have dropped, the width of the confidence band decreases, as we are more certain about the estimate at that point. The exchange reports short sales that have settled or reached settlement date by the close of the reporting settlement date (FINRA regulation 4560). Note that More and more passive assets track indexes meaning that when certain stocks move in and out of indexes, a considerable amount of that stock may need to be bought or sold in order to accurately reflect the index. Source: Short Interest provided by NYSE Nothing on this website constitutes, or is meant to constitute, advice of any kind. daily data (short volume, fails-to-deliver) in the middle, 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. Estimated Current SI % of FF Perhaps somewhat counterintuitively,, November was a choppy month, dipping in the first week of trading before staging a broad-based rebound to close higher. This is what a company like ORTEX is supposed to be. WE LOVE YOU!!! 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. My BBBY price. Conversely, a borrower may borrow shares with the intention of shorting, and then delay the short sale. ORTEX short interest data is sourced from the worlds largest combined pool of agent lenders, prime brokers, and broker-dealers who submit their inventory. This allows O R T E X to strip out all the noise and create unique conclusions on the significance of every insider transaction. Estimated Short InterestThe ORTEX estimate of the number of shares that are shorted. UtilizationThe ratio between the number of shares on loan across all outstanding loans in the wholesale market and the number of shares available for lending at lending programs. Short Sale volume shows the number of trades marked as short sales in various trading venues. "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. These attributes which are associated with higher returns are; Quality, Momentum and Value. 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. XRT Short Interest 19.53M shares (300.43% of Free Float) Changed By -0.20M Shares for 02/07/23 - Ortex. Users can add more data to this chart by clicking on the green icon above the chart options. This table shows the interest rate that must be paid by a short seller of US:GME When it is time to report, any open This does not mean that the actual Short Interest has changed, only the estimate. Short interest in AMC is currently estimated to be 21% of freefloat and in GME it is estimated at 17% of freefloat, according to Refinitiv data. For GME stock specifically, the data that ORTEX was displaying was confusing for investors, particularly because short interest was shown as having declined to 20 percent from 220 percent in early 2021 without the accompanying volume ever shown by the SEC. This article explains the background to this change and to short interest estimation. Yesterday alone, short-sellers lost over $200 million each in . How is the short interest in my stocks developing? We have developed a model that attempts to predict index changes in advance, based on public information about an indexs methodology and other factors. Is short interest self-reported, and therefore unreliable? There are two types of Our Stock Lending data is up-to-date data, and is updated throughout the day as stock lending takes place, but there can be a lag in either direction as, for example, it is permitted for a short seller to sell short having located (i.e., arranged to borrow) shares, but they do not have to borrow them until the settlement day, 2 days later. We do not source short interest from a single broker. 0. Live Short Interest. Stock Lending is not restricted to market trading times and may take place in a different timezone than the primary listing of the company. 18th of May 2021 Since the Short Squeeze events in GameStop, NYSE:GME and many other stocks at the beginning . It is crucial to understand the views of analysts specialising in your stocks. Intuitive boxes that summarise each data set at a glance for your stocks and highlight interesting developments and changes. Additions lead to significant buying activity for a stock getting included in an index, while deletions will result in selling pressure. For Canadian, Australian, and Hong Kong markets, the short interest is published by the regulatory agencies of those countries. ORTEX Factor scores can be further filtered to suit Geography, Sector, Size, Liquidity and Yield. ORTEX provide intra-day day on ETFs such as pricing, short interest and holdings changes. YOU ARE APPRECIATED", "Love you ortex keeping us in the loop best you can". Every day ORTEX identifies alpha-generating opportunities. Predictions can be ranked based on Conviction levels, among other variables. New ORTEX Estimated Short Interest example for AMC. Insider transactions and holdings can provide significant insight and alpha generating signals. In order for a stock to be sold short, short sellers have a legal obligation to borrow shares to settle the trade so, by tracking securities lending data in real-time, it is possible to estimate short interest to fill the gap in the official data. Live Short Interest. We also help you visualize this with star ratings, success bars and charts. At present, ORTEX is still investigating the matter and aims to share more information as soon as feasible.. We also now provide global orderbook data and live US pre-market pricing from new CBOE EdGX exchange. Jan 30. Just prior to Dec 15th, there was a marked increase in Shares On Loan. 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. See companies with highest Short Borrow Fee Rate. DTC 1w (on loan)This DTC figure is based on the average 1 week daily volume for the given security across exchanges. All major stock market indexes conduct regular rebalances to adapt, We are currently looking for Data Engineers Full Job Description, We are currently looking for DevOps Engineers Full job description, We are currently looking for Customer Services representatives Full job description, We are currently looking for Front-End developers Full job description, We are currently looking for Python developers Full job description, We are currently looking for Quantitative Analysts Full job description, 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. Information is based on accurate and timely financial data. 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. We welcome your suggestions for improvement. As there is a slight gap between the estimate and the reported value, the estimate is calibrated upwards slightly. The record of total short positions has to be passed to FINRA from brokers, for customer and their own accounts and there are potentially severe legal penalties for non-compliance. 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. Place in a different timezone than the primary listing of the company we also help you this. Global index prices, live ETF, currency and commodity prices live ETF, and... Track records Capital IQ no matter what type of trading venue those shares were delivered on particular! 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