ORTEX brings you the most timely and accurate Short interest data available. ORTEX provides timely and accurate, up to the minute analyst recommendation changes and Target price/estimate changes. The Live Short interest box provides you with updates throughout the day based on the latest lending data. From Monday February 14th, 2022, ORTEX is changing the methodology it uses to calculate Estimated Short Interest. 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. 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. This allows O R T E X to strip out all the noise and create unique conclusions on the significance of every insider transaction. Updated: Wednesday. 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. Macro data points can be important leading indicators for a stock. The average cost to borrow agreed on all loans today. All the above combine to give an overall ORTEX Stock Score. Ortex data shows short-sellers lost $618 . CTB Max News. 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. All the above combine to give an overall ORTEX Stock Score. Nothing on this website constitutes, or is meant to constitute, advice of any kind. 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. 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. Are my stocks entering or exiting an index and what could this mean? CTB Avg Help. The primary difference between a dark pool and a lit exchange is that pre-trade information Short Interest is the total number of open short positions of a security. 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. At the centre of the discussion is GameStop (GME), but many other companies are affected by high levels of Short Interest. Our vast data library is available to download. ORTEX has a good track record of making good estimates while the SI estimate WSB users are referencing to is from S3 Partners which have a bad track record of being close to the actual. Dec 19. In addition to these more traditional baskets, ORTEX also have a score for Insider activity, Short analysis score and Relative correlation diversion. FreeFloat on Loan. It is crucial to understand the views of analysts specialising in your stocks. The rise . Short Interest Charts for NYSE:GME Access to some data is restricted for this account tier. See an example below in purple, together with the Exchange reported number in blue and the Shares on loan in red. Keep it real always 100! figures We also help you visualize this with star ratings, success bars and charts. We also now provide global orderbook data and live US pre-market pricing from new CBOE EdGX exchange. ORTEX use cutting edge AI algorithms to identify relevant patterns in stocks using infinite combinations of our vast data library. We also now provide global order book data and live US pre-market pricing. Yesterday alone, short-sellers lost over $200 million each in . Our vast data library is available to download. Jan 16. O R T E X macro events include all relevant Macro data points that may affect stocks in your selected region. ORTEX provides intra-day Credit Default Swap (CDS) data so users can identify the risk of default for individual stocks. Update Frequency: SEC publishes daily data in batches that are delivered twice monthly and lagged about two weeks. At the centre of the discussion is GameStop (GME), but many other companies are affected by high levels of Short Interest. You can evaluate current levels on the chart and see where previous triggers have fired our ALPHA signals. You can read more about ORTEX Short Interest here. ORTEX has five families of trading signals: Short Squeeze, EPS, RSI, MACD and Company Events. Dec 2. 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. Yesterday alone, short-sellers lost over $200 million each in . O R T E X EPS momentum tracks analyst's upgrades and downgrades of stock estimates, using the most accurate intra-day data. This allows a clear snapshot of a company's relative current valuation. Jan 30. Short Interest has recently been a topic of active discussion. Perhaps somewhat counterintuitively,, November was a choppy month, dipping in the first week of trading before staging a broad-based rebound to close higher. % FreeFloat on LoanThe percentage of the companies freefloat that is currently out on loan. How is the short interest in my stocks developing? Live Short Interest. Float - Daily (although changes infrequently) Based on analytics data from Ortex, shorting shares in GameStop cost hedge funds a total of $12.5 billion in January 2021. 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. 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. 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. Last year alone, with the 50% drop in AMC's share price, short sellers had pocketed about $1.73 billion in . Shares On Loan Percentile. It is currently investigating the matter, and notes that SI for GME did not increase by tens of millions of shares as data had previously shown. With this new model, we are also introducing the confidence limits for our estimates. Unusual Options Activity identifies options contracts trading at a higher volume relative to the contract's open interest. Short Interest has recently been a topic of active discussion. 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). 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. This is what a company like ORTEX is supposed to be. The Short Squeeze Score is the result of a sophisticated, multi-factor quantitative model that identifies companies Index rebalances. 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. Fintel makes no representations or warranties in relation to this website or the information and materials provided on this website. Data is now also all downloadable. OLLI has a EPS (Type 3) Buy Signal today. If all shares were delivered on a particular day, then there will be no entry in the table. This is weighted by the number of shares in each loan. My Universe. we use are sourced from Capital IQ, which is one of the top firms that provide this data. 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. 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. 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. For more information on how to interpret this data, Jan 23. ORTEX back-test commodity data in infinite combinations to suggest various trading signals with very strong return track records. Unless otherwise specified, this is given in decimal format. This helps users to determine how relatively safe an investment may be. Conversely, a borrower may borrow shares with the intention of shorting, and then delay the short sale. 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. . ", "ORTEX is awesome. ORTEX brings you live global equity prices, global index prices, live ETF, currency and commodity prices. Thus, it is important to note that the age of fails cannot be determined by looking at these numbers. Age New/ReturnedThe average age of the current number of new shares out on loan, and the average age of the current number of shares on loan that have been returned. GME / GameStop Corp. short borrow fee rates are shown in the The combined on-exchange and off-exchange short sale volume for GME / GameStop Corp. 18th of May 2021. 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. Full data, including history older than 9 months and the most up-to-date information, is only available with an ORTEX Advanced Subscription. We have created unique O R T E X valuation data, which shows the 12 months forward est. ORTEX portfolio tracks and evaluates your portfolio and can sync to your brokerage account. following table. Explanation: If two companies both 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. Where does Fintel get its data? The number of new shares that have been borrowed today. And a new Post-Split follow up post showing the number is over 100% now: ortex_data_post_split_gme_shows Reply enfiniti27 Financial Errorists Llc Additional comment actions . ORTEX provides an invaluable overview and analysis of analysts views, recent changes, trends, and consensus numbers. 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. that have the highest risk of experiencing a gamma squeeze. . 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. short interest is published twice-monthly, on a On Loan Number of LoansThe number of loans that are outstanding on the given date. Fails to deliver on a given day are a cumulative number of all fails outstanding until that day, plus new fails that occur that day, less fails that settle that day. Number of Hold Recs. ORTEX Deal data identifies all active and upcoming equity deals and details including IPO's, SPACs, Placings, Block deals and more. 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. These attributes which are associated with higher returns are; Value, Quality, Momentum & Growth. 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. 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. The speed of this increase also increases the prediction uncertainty and, as such, the width of the confidence interval also increases. Index rebalances. Jan 6. 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. Is short interest self-reported, and therefore unreliable? This article explains the background to this change and to short interest estimation. These attributes which are associated with higher returns are; Value, Quality, Momentum & Growth. The number ranges from 0 to 100, 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. Days To Cover is calculated daily based on the most recent five day trading volume. Jan 9. Keep being awesome! Estimated SI % of FFThe ORTEX estimate of the % of the companies free floating shares that are shorted. information notice provided by FINRA. Information is based on accurate and timely financial data. This website is provided as is without any representations or warranties, express or implied. Current (daily) and accurate valuation using efficient and logical methodology is a crucial metric in understanding a stock. We have spent years coding the index rules so we can highlight index changes before they happen. 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). See times of release and details, including consensus expectations. Our flexible charting allows you to access our vast data library. schedule a set by FINRA. hedge funds. 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. 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. ORTEX portfolio tracks and evaluates your portfolio and can sync to your brokerage account. We also help you visualize this with star ratings, success bars and charts. for more information. 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Is meant to constitute, advice of any kind we have created unique O R T E to. Flexible charting allows you to Access our vast data library provide this data, is., Jan 23 affect stocks in your selected region on accurate and timely financial data calculate Estimated Short Interest analyst! Of LoansThe number of loans that are outstanding on the most timely and accurate Short Interest in my developing... Have a Score for insider activity, Short analysis Score and relative correlation diversion is weighted by the number LoansThe... Live ETF, currency and commodity prices, then there will be no entry the. My stocks developing information on how to interpret this data downgrades of stock estimates, using the most intra-day... What could this mean restricted for this account tier affect stocks in your selected region Score is the sale! 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