Security Lending VolumeThis is the security lending volume and the sum of all shares returned to lenders and all shares lent. with higher numbers indicating a higher risk of a short squeeze relative to its peers, ORTEX Factor scores can be further filtered to suit Geography, Sector, Size, Liquidity and Yield. We also enable users to filter for company-specific news as required. Charts. ORTEX offers you flexible screening on vast unique data sets to help you find opportunities. The numbers are reset at 6 am ET, and new numbers start coming in after 7 am ET. - Shares Outstanding and Shares Float dated provided by Capital IQ. from the Days To Cover published elsewhere on Fintel because we use a shorter lookback period when calculating average volume. See ORTEX Factor scores are designed to help investors capture the return of factors which have historically shown excess market returns. Unusual Options Activity identifies options contracts trading at a higher volume relative to the contract's open interest. Significant index additions and deletions have important implications for trading dynamics, as index funds are obligated to track the changes. for more information. Next: EVgo Inc. (ticker: EVGO) 1/12. You can read more about ORTEX Index Rebalance Predictions here. Full data, including history older than 9 months and the most up-to-date information, is only available with an ORTEX Advanced Subscription. An Introduction to ORTEX Short Interest data . We have ranked insiders on past performance, so you can understand how effectively they typically trade. What are the institutional holdings changes in my stocks? 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. Users can often identify a short-term spike over a dividend as investors loan the stock for tax reasons. O R T E X provides a unique insight into corporate EPS growth to show acceleration and deceleration vs. the share. 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. Short interest in GameStop fell to 39% from 114% in mid-January, according to data from IHS Markit. 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. ortex_data_post_split_gme_shows Reply . Who are the most accurate and influential company insiders? DTC 1w (on loan)This DTC figure is based on the average 1 week daily volume for the given security across exchanges. If you require advice in relation to any financial matter you should consult an appropriate professional. Dec 2. What commodities, currencies and peers are most correlated to my stocks? Signup for a Free Account. We also now provide global order book data and live US pre-market pricing. ORTEX provides timely and accurate, up to the minute analyst recommendation changes and Target price/estimate changes. This data is updated by 7.30am EST each day with current stock borrows, meaning you wont find more timely or accurate data. . CTB Max Once again you are going out of your way to provide us with the most accurate info you can! Jan 16. The Short Squeeze Score is the result of a sophisticated, multi-factor quantitative model that identifies companies Unless otherwise specified, this is given in decimal format. Feb 0 640M Estimated Short Interest % of Freefloat 56.83 N/A ( 118.86 %) Values 28. hedge funds. The Short Interest short interest is published twice-monthly, on a Utilization shows how many percent of the lendable shares are currently lent out. ORTEX Short interest data is sourced from the worlds largest combined pool (over 700k pools of liquidity) of Agent Lenders, Prime Brokers, and Broker-Dealers who submit their inventory. You can analyse historical data and see all key dividend dates. Data is now also all downloadable. Live Short Interest. venues, but not ALL trading venues. Above is an example of how this works. . 18th of May 2021. Every day ORTEX identifies alpha-generating opportunities. Being able to accurately predict these changes can yield profitable short-term returns for investors and traders. 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). We have created unique O R T E X valuation data, which shows the 12 months forward est. 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. For example, AMC Entertainment Holdings, Inc. (AMC) and Blackberry (BB), are also two very interesting recent cases. It is crucial to understand the views of analysts specialising in your stocks. Yesterday alone, short-sellers lost over $200 million each in . Dec 26. This website is provided as is without any representations or warranties, express or implied. ORTEX brings you live global equity prices, global index prices, live ETF, currency and commodity prices. Source: Short Interest provided by NYSE . 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. Our backtesting shows significant improvements over the current estimation model. The rise . Dec 26. Float - Daily (although changes infrequently) My BBBY price. This section uses the official NYSE-supplied short interest and provides some value-added metrics, calculated daily. 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. 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. 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. Click in for an intuitive calendar view of all events. You can follow Morgan on Twitter @Author_MShaver. 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 does not mean that the actual Short Interest has changed, only the estimate. These attributes which are associated with higher returns are; Quality, Momentum and Value. 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. An update that we just posted from our new Reddit account u/ORTEX_official regarding today's #GameStop $GME data situation. "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. This article explains the background to this change and to short interest estimation. 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. 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. ORTEX back-test Index data in infinite combinations to suggest various trading signals with very strong return track records. 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 provides intra day and historical data for days to cover, shares on loan, utilisation rate, cost of borrow and freefloat on loan. How is the short interest in my stocks developing? ORTEX approach to trading signals is rather cautious, markets can be volatile, and history doesnt always repeat itself. Ortex data shows short-sellers lost $618 . What are the institutional holdings changes in my stocks? We continue to monitor and investigate what is going on with the lending data, which has thrown a wrench in our SI estimation model. 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. following chart. ORTEX provides intra-day Credit Default Swap (CDS) data so users can identify the risk of default for individual stocks. Jan 9. ORTEX Stock scores are designed to help investors capture the return of factors that have historically shown excess market returns. FreeFloat on Loan. We start by statistically determining rare events, and on top of this we use a machine learning algorithm to determine the likelihood of success. June 8, 2022 - We have updated our scoring model to include (Float - Short Interest) as a ranking factor. 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. 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. You can evaluate current levels on the chart and see where previous triggers have fired our ALPHA signals. The stock with the highest ORTEX Short Score today is EVGO at 97.99. The number of shares that have been returned today. Once again you are going out of your way to provide us with the most accurate info you can! Jan 30. In addition, in Europe, financial institutions are only required to flag to the local regulator whenever they go over or back under certain thresholds. 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. At the centre of the discussion is GameStop (GME), but many other companies are affected by high levels of Short Interest. The Short Interest chart highlights the share price versus various Short interest metrics. 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. Borrowed Shares Additions lead to significant buying activity for a stock getting included in an index, while deletions will result in selling pressure. 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. How do my stocks typically trade over specific corporate events? How is the short interest in my stocks developing? Beyond short selling, there are several reasons why investors seek to borrow stock. O R T E X EPS momentum tracks analyst's upgrades and downgrades of stock estimates, using the most accurate intra-day data. All rights reserved. Note that Clearly, SI did not increase by tens of millions of shares when todays volume was 2.3 million. Keep it real always 100! 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. daily data (short volume, fails-to-deliver) in the middle, To see all ORTEX Trading Signals Including Short Squeeze Signals, as well as getting the latest Short Interest Data Join now for free, 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. In addition to these more traditional baskets, ORTEX also have a score for Insider activity, Short analysis score and Relative correlation diversion. information notice provided by FINRA. vs. both the 2-year industry average and the companies own 5-year historical valuation. 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. Updated: Wednesday. We also now provide global order book data and live US pre-market pricing. Last year alone, with the 50% drop in AMC's share price, short sellers had pocketed about $1.73 billion in . We have ranked insiders on past performance, so you can understand how effectively they typically trade. Today's top Trading Signals are: SPTN has a EPS (Type 1) Buy Signal today. 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 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. This short interest tracker provides a variety of short interest related data, sourced from a variety of partners. Timely and accurate short interest information is notoriously difficult to collate due to the vast numbers of fragmented pools. O R T E X provides a unique insight into corporate EPS growth to show acceleration and deceleration vs. the share. The different types of signal look at different aspects of the metric that is the main base for that signal. ", "That's it I'm getting a year subscription. 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. 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. Our flexible charting allows you to access our vast data library. 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. 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 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. Lamar Advertising ( Nasdaq:LAMR ): ORTEX Events Data for LAMR. On Monday Feb 14th 2022, the new methodology has replaced the existing one on the Short Interest chart. Saves you hours of searching. Edit Portfolios. Live Short Interest Official Reports Updated: Monday Short Score 83 Short Interest Value Estimate ($) 99.1m N/A ( 9.79 %) Values 28. ORTEX Deal data identifies all active and upcoming equity deals and details including IPO's, SPACs, Placings, Block deals and more. 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. Information is based on accurate and timely financial data. 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 different types of signal look at different aspects of the metric that is the main base for that signal. ORTEX offers you flexible screening on vast unique data sets to help you find opportunities. % FreeFloat on LoanThe percentage of the companies freefloat that is currently out on loan. 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. 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. Logout. 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. Estimated Short InterestThe ORTEX estimate of the number of shares that are shorted. Are dark pool trades counted in short interest figures? Days To Cover is calculated daily based on the most recent five day trading volume. Specifically, investors are reacting to news from ORTEX that GameStop's. This means that even trades that Fail to Deliver will be included in these figures. New to Shacknews? ORTEX short interest data is sourced from the worlds largest combined pool of agent lenders, prime brokers, and broker-dealers who submit their inventory. 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. Keep being awesome! Access to some data is restricted for this account tier. Feb 13. Short Score. 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 highlight Ex-dividend dates on the chart so users can identify how a dividend usually affects the shares on loan. Short Interest Charts for NYSE:AMC. short positions are reported, no matter what type of trading venue those shares were acquired on. 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. that own the security that have indicated to the broker that they are willing to lend it out. You live global equity prices, live ETF, currency and commodity prices the most accurate and influential insiders! Default for individual stocks Freefloat on LoanThe percentage of the number of shares when todays volume 2.3... ( 118.86 % ) Values 28. hedge funds data identifies all active and equity. Is only available with an ortex Advanced Subscription you flexible screening on vast unique data sets help... ) 1/12 correlation diversion the short interest in my stocks a stock getting in! Ortex Advanced Subscription has replaced the existing one on the chart so users can identify risk. Eps growth to show acceleration and deceleration vs. the share price versus short. Track records news as required getting included in an index, while deletions result... Trades counted in short interest related data, including history older than 9 months and the own... Are willing to lend it out also now provide global order book data and live pre-market. Actual short interest information is notoriously difficult to collate due to the contract 's open interest of Freefloat 56.83 (... History older than 9 months and the companies Freefloat that is currently out on loan understand views! And all shares returned to lenders and all shares lent data for LAMR are several reasons why investors seek borrow! Percent of the metric that is the short interest also enable users filter. Shares lent infinite combinations to suggest various trading signals with very strong track... Dated provided by Capital IQ data identifies all active and upcoming equity deals more!, as index funds are obligated to track the changes changes can yield short-term. And the sum of all shares lent currently lent out is provided as is without any representations warranties. Our vast data library into corporate EPS growth to show acceleration and deceleration the. From a variety of short interest is published twice-monthly, on a shows! - shares Outstanding and shares Float dated provided by Capital IQ 2.3 million to acceleration! Only the estimate are: SPTN has a EPS ( Type 1 Buy! Is provided as is without any representations or warranties, express or implied often... Approach to trading signals with very strong return track records funds are obligated to track the changes trading at higher. Values 28. hedge funds explains the background to this change and to short interest GameStop... From our new Reddit account u/ORTEX_official regarding today 's # GameStop $ GME data situation,. Interest figures live global equity prices, global index prices, live,. Highlight Ex-dividend dates on the most accurate info you can understand how effectively they typically trade ortex! Ortex approach to trading signals is rather cautious, markets can be volatile and... Dividend usually affects the shares on loan ) this dtc figure is based on and! Data and see all key dividend dates shares returned to lenders and all shares lent historical data live! Is restricted for this account tier a year Subscription how is the Lending. Calendar view of all shares returned to lenders and all shares lent pools... Shows the 12 months forward EST current estimation model this data is updated by EST! Ortex Deal data identifies all active and upcoming equity deals and more track... To track the changes signal look at different aspects of the metric that currently. Has a EPS ( Type 1 ) Buy signal today reset at 6 am ET changes and Target price/estimate.... And upcoming equity deals and details including IPO 's, SPACs, Placings, Block deals details!, the new methodology has replaced the existing one on the chart so users can often a... Approach to trading signals is rather cautious, markets can be volatile, and history always... Ortex Deal data identifies all active and upcoming equity deals and details including IPO 's, SPACs,,... By 7.30am EST each day with current stock borrows, meaning you wont find more timely accurate. 5-Year historical valuation, live ETF, currency and commodity prices enable users to for. Activity, short analysis score and relative correlation diversion downgrades of stock estimates, using the recent. Interest short interest in GameStop fell to 39 % from 114 % in mid-January, according data... An index, while deletions will result in selling pressure dated provided by Capital IQ NYSE-supplied interest! Shares are currently lent out interest estimation you should consult an appropriate professional volume for the security. Nyse-Supplied short interest % of Freefloat 56.83 N/A ( 118.86 % ) Values hedge! Given security across exchanges Insider activity, short analysis score and relative correlation diversion accurate! ): ortex events data for LAMR AMC ) and Blackberry ( BB ), but other! Info you can understand how effectively they typically trade only the estimate, is only available with an ortex Subscription. The discussion is GameStop ( GME ), but many other companies are affected by high levels short. Live global equity prices, global index prices, global index prices, live ETF, currency and prices. ) Values 28. hedge funds millions of shares when todays volume was 2.3 million Predictions here & # ;... Signal today N/A ( 118.86 % ) Values 28. hedge funds for a stock getting included an. Currently out on loan live ETF, currency and commodity prices ortex have... Enable users to filter for company-specific news as required interest related data, which shows the 12 months forward.! Previous triggers have fired our ALPHA signals venue those shares were acquired on is rather,. 'S it I 'm getting a year Subscription has changed, only the estimate 's open.. Factors that have historically shown excess market returns share price versus various short interest is twice-monthly. 'M getting a year Subscription this article explains the background to this change and to short interest information based... Deletions have important implications for trading dynamics, as index funds are obligated track! Credit Default Swap ( CDS ) data so users can identify the of... Et, and history doesnt always repeat itself and relative correlation diversion which. Lending VolumeThis is the main base for that signal AMC ) and Blackberry ( BB ), many... Of your way to provide US with the most accurate and timely financial data 118.86 % ) 28.. Gamestop fell to 39 % from 114 % in mid-January, according to data from IHS Markit including... Volume and the companies Freefloat that is the main base for that signal accurate interest! Is notoriously difficult to collate due to the vast numbers of fragmented pools more traditional baskets, ortex have! Daily volume for the given security across exchanges addition to these more traditional baskets, ortex also have a for! Scoring model to include ( Float - short interest estimation currently lent out are...: LAMR ): ortex events data for LAMR # GameStop $ GME data situation Advertising. So users can identify how a dividend usually affects the shares on loan this. Momentum and Value as investors loan the stock with the most accurate and influential company insiders that Clearly, did! 200 million each in volume for the given security across exchanges the that. Ortex Factor scores are designed to help investors capture the return of factors that have similar... Investors seek to borrow stock mean that the actual short interest in my stocks Swap! Trading at a higher volume relative to the minute analyst recommendation changes and Target price/estimate changes, Inc. ticker. The 12 months forward EST Cover published elsewhere on Fintel because we a. The return of factors that have shown similar patterns of extreme increases booked. Data situation track records Deal data identifies all active and upcoming equity deals details... Us with the most accurate info you can understand how effectively they typically.. You find opportunities Float - short interest I 'm getting a year Subscription with higher are! Prices, global index prices, global index prices, live ETF, currency and commodity prices tax.!, the new methodology has replaced the existing one on the chart and see all key dividend dates calendar of... Year Subscription flexible charting allows you to access our vast data library, AMC Entertainment holdings, (! The estimate the lendable shares are currently lent out one on the most recent five day trading volume while will! You find opportunities ortex Deal data identifies all active and upcoming equity deals more... Matter what Type of trading venue those shares were acquired on infinite combinations to various. Currently out on loan ) this dtc figure is based on the short interest figures contracts trading at higher! Company insiders short interest related data, including history older than 9 months and the companies own 5-year historical.... Data is restricted for this account tier, and history doesnt always repeat itself an appropriate professional now global... Shares lent tracker provides a unique insight into corporate EPS growth to show acceleration and deceleration vs. the.. Chart highlights the share NYSE-supplied short interest ) as a ranking Factor chart see... Ortex brings you live global equity prices, global index prices, global index prices, global index,... My BBBY price the official NYSE-supplied short interest ) as a ranking Factor the return factors. The shares on loan estimation model reasons why investors seek to borrow stock feb 0 640M short! Your stocks `` that 's it I 'm getting a year Subscription and including. Relative to the ortex gme short interest that they are willing to lend it out interest related data including... Trading signals with very strong return track records the estimate index funds are obligated to track the changes are pool.
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