Stay ahead of markets with ORTEX Trading Signals. Feb 20. daily data (short volume, fails-to-deliver) in the middle, OLLI has a EPS (Type 3) Buy Signal today. Live Short Interest data, Utilization, Cost to borrow and much more for Geratherm Medical AG, XTRA:GME Dividends paid 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). ORTEX approach to trading signals is rather cautious, markets can be volatile, and history doesnt always repeat itself. ", "I subscribed last week and it's been worth every penny! This number is included in both the "Short Volume" and "Total Volume" numbers. 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. $GME 3.47 MILL y 13.45% CTB! This data is updated by 7.30am EST each day with current stock borrows, meaning you wont find more timely or accurate data. 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. On Loan Utilization. The highest cost to borrow agreed on any loan today. #GME - Short Interest Update $GME announced today it has completed its previously announced equity offering program, raising $1.126bn. 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. ORTEX Factor scores are designed to help investors capture the return of factors which have historically shown excess market returns. In addition, in Europe, financial institutions are only required to flag to the local regulator whenever they go over or back under certain thresholds. Hence, we have a two-pronged approach to our signals. with higher numbers indicating a higher risk of a short squeeze relative to its peers, Days to Cover 2w (on loan)This DTC figure is based on the average 2 week daily volume for the given security across exchanges. Keep being awesome! BEST ANALYTICS OUT THERE! Yesterday alone, short-sellers lost over $200 million each in . It is not the total number of shares available to short, nor is it the short interest. 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. Live Short Interest. Intuitive boxes that summarise each data set at a glance for your stocks and highlight interesting developments and changes. following chart. O R T E X provides a unique insight into corporate EPS growth to show acceleration and deceleration vs. the share. ORTEX - Global Financial Analytics with live short interest, options, analyst data and much more . ORTEX provides an invaluable overview and analysis of analysts views, recent changes, trends, and consensus numbers. 18th of May 2021 Since the Short Squeeze events in GameStop, NYSE:GME and many other stocks at the beginning . Our data identifies how and why an insider transaction has occurred, the position of an insider within a company, the type of transaction and size of trade vs. position. News. New to Shacknews? from the Days To Cover published elsewhere on Fintel because we use a shorter lookback period when calculating average volume. The different types of signal look at different aspects of the metric that is the main base for that signal. We start by statistically determining rare events, and on top of this we use a machine learning algorithm to determine the likelihood of success. that have the highest risk of experiencing a short squeeze. Thanks for rooting for us guys! From Monday February 14th, 2022, ORTEX is changing the methodology it uses to calculate Estimated Short Interest. This is what a company like ORTEX is supposed to be. Dec 26. Macro data points can be important leading indicators for a stock. 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. 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 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 Main Menu. Short Interest has recently been a topic of active discussion. These attributes which are associated with higher returns are; Value, Quality, Momentum & Growth. Are dark pool trades counted in short interest figures? to a shorted security go to the owner/lender of the security, not to the borrower. short positions listed here: 2015-2023 Fintel Ventures LLC. We welcome your suggestions for improvement. The Short Interest chart highlights the share price versus various Short interest metrics. Days to Cover 3m (on loan)How many days of average volume the current shares on loan equate too. Macro data points can be important leading indicators for a stock. These attributes which are associated with higher returns are; Quality, Momentum and Value. This can all be seen from the data we display on our Alpha Trading Signals. 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. DTC 1w (on loan)This DTC figure is based on the average 1 week daily volume for the given security across exchanges. This allows O R T E X to strip out all the noise and create unique conclusions on the significance of every insider transaction. You can read more about ORTEX Index Rebalance Predictions here. The Short Squeeze Score is the result of a sophisticated, multi-factor quantitative model that identifies companies Failure To DeliverThis is the aggregated number of shares that have failed to be delivered and is still not delivered, by either participant in a trading contract, at the point in time. Anyone with queries is welcome to direct them to support@ortex.com, 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. 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. For example, AMC Entertainment Holdings, Inc. (AMC) and Blackberry (BB), are also two very interesting recent cases. 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. . Short Interest is the total number of open short positions of a security. ORTEX corporate action data is timely and accurate to reflect any relevant corporate action activity. ORTEX Deal data identifies all active and upcoming equity deals and details including IPO's, SPACs, Placings, Block deals and more. ORTEX brings you live global equity prices, global index prices, live ETF, currency and commodity prices. -Shares Outstanding and Shares Float provided by Capital IQ. ", "ORTEX is awesome. 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. Stock Lending is not restricted to market trading times and may take place in a different timezone than the primary listing of the company. ORTEX provides an invaluable overview and analysis of analysts views, recent changes, trends, and consensus numbers. The speed of this increase also increases the prediction uncertainty and, as such, the width of the confidence interval also increases. This often highlights alpha generating ideas as it enables you to analyse how much earnings estimates determine a stock price. How is the short interest in my stocks developing? 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. Our new model is a machine learning model that is constantly learning and adjusting as new data is released. It is quite normal that some transactions are booked and may be cancelled or closed unfulfilled later in the day, or overnight. 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. Short Score. ORTEX Stock scores are designed to help investors capture the return of factors that have historically shown excess market returns. 0. Current (daily) and accurate valuation using efficient and logical methodology is a crucial metric in understanding a stock. ORTEX approach to trading signals is rather cautious, markets can be volatile, and history doesnt always repeat itself. We have ranked insiders on past performance, so you can understand how effectively they typically trade. 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. 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. All love and credit", "ORTEX! 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 article explains the background to this change and to short interest estimation. 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. See current, future and historical corporate action data of all types for your stocks. A failure to deliver can occur when a short seller does not own the stock and can therefore not deliver it, there can be other reason why a stock fails to be delivered and therefore fails-to-deliver are not necessarily the result of short selling or naked short selling. Short statistics and trends are a crucial element in understanding how a stock behaves and how sentiment surrounding a stock is developing. The stocks with the most highlighted boxes default to the top. We also now provide global orderbook data and live US pre-market pricing from new CBOE EdGX exchange. 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. The number of shares that have been returned today. ", "ORTEX is awesome. Above is an example of how this works. 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. ORTEX brings you the most timely and accurate Short interest data available. we provide are sourced directly from the stock exchanges (NASDAQ, NYSE, NYSE American, NYSE Arca, CBOE, and IEX) and FINRA. Utilization shows how many percent of the lendable shares are currently lent out. 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. Keep it real always 100! We have created unique O R T E X valuation data, which shows the 12 months forward est. 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. Jan 9. If you require advice in relation to any financial matter you should consult an appropriate professional. Significant index additions and deletions have important implications for trading dynamics, as index funds are obligated to track the changes. But mostly Tetris. Estimated Current SI ORTEX has five families of trading signals: Short Squeeze, EPS, RSI, MACD and Company Events. 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. Security Lending VolumeThis is the security lending volume and the sum of all shares returned to lenders and all shares lent. show the actual volumes across all trading venues, but just the venues we track. The number ranges from 0 to 100, Dec 19. we use are sourced from Capital IQ, which is one of the top firms that provide this data. This average daily volume is based on the 3 month daily volume for the given security across exchanges. According to Ortex, BBBY has a short interest of 47%. Perhaps somewhat counterintuitively,, November was a choppy month, dipping in the first week of trading before staging a broad-based rebound to close higher. Source: Short Interest provided by NYSE Predictions can be ranked based on Conviction levels, among other variables. This short interest tracker provides a variety of short interest related data, sourced from a variety of partners. Shares On Loan Percentile. Official Reports. If all shares were delivered on a particular day, then there will be no entry in the table. Live Short Interest. This is weighted by the number of shares in each loan. 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. 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. ORTEX brings you live global equity prices, global index prices, live ETF, currency and commodity prices. ORTEX brings you live global equity prices, global index prices, live ETF, currency and commodity prices. 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. These attributes which are associated with higher returns are; Value, Quality, Momentum & Growth. Perhaps somewhat counterintuitively,, November was a choppy month, dipping in the first week of trading before staging a broad-based rebound to close higher. 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. The current estimate of Short Interest, taking account for intraday data. ORTEX Factor scores can be further filtered to suit Geography, Sector, Size, Liquidity and Yield. ORTEX securities lending and short interest data provide you with many metrics, such as cost to borrow, utilization, shares sold short, and percentage of shares sold short, all this in real-time. It is crucial to identify upcoming Company events and understand what they mean for your stock. 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. 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 corporate action data is timely and accurate to reflect any relevant corporate action activity. This article explains the background to this change and to short interest estimation. Estimated Short Interest % FF. The current estimate of Short Interest as a percentage of free float, taking account for intraday data. Saves you hours of searching. - Shares Outstanding and Shares Float dated provided by Capital IQ. 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. 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. ORTEX Stock Stamps highlight a data box with significant events or changes worth exploring. Specifically, investors are reacting to news from ORTEX that GameStop's. Significant index additions and deletions have important implications for trading dynamics, as index funds are obligated to track the changes. The float and shares outstanding WE LOVE YOU!!! At the start of February again, the GME stock value declined and increased by the last week of February. ORTEX brings you live global equity prices, global index prices, live ETF, currency and commodity prices. 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. off-exchange short sale volume is shown in the Short Interest Charts for ASX:GME Access to some data is restricted for this account tier. GameStop Corp., NYSE:GME | Stock Price, Short Interest, Options, News & Insider Transactions - ORTEX -48.11 ( -0.15 %) S&P 500 3979.61 ( %) Nasdaq Comp %) Nasdaq 100 8.26 ( 0.07 %) OIL (WTI) 76.15 0.47 ( %) Bitcoin 23385.24 17.95 ( 0.08 %) ESTOXX50 4187.20 -70.96 ( -1.69 %) DJIA 32840.98 ( %) S&P 500 3979.61 ( -0.07 %) Nasdaq Comp 11384.23 This often highlights alpha generating ideas as it enables you to analyse how much earnings estimates determine a stock price. Ortex has been providing short interest estimates for several years, but we are now changing the methodology of how we do this. CTB Min short interest is published twice-monthly, on a We have analysed historical holder, so you can understand the likely impact individual holder transactions will have. Users can then see upcoming dividend schedules and annualised yields in a clear and concise way. Next: EVgo Inc. (ticker: EVGO) 1/12. It can be thought of as a "utilization" metric. 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). 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. Jan 16. On Loan Avg. This means that even trades that Fail to Deliver will be included in these figures. At the centre of the discussion is GameStop (GME), but many other companies are affected by high levels of Short Interest. Data is now also all downloadable. 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. Short Interest Publication Schedule. short positions are reported, no matter what type of trading venue those shares were acquired on. 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. 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. Update Frequency: Intraday every 30 minutes. ORTEX brings you the most timely and accurate Short interest data available. ORTEX back-test ETF data in infinite combinations to suggest various trading signals with very strong return track records. The numbers are reset at 6 am ET, and new numbers start coming in after 7 am ET. 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. ORTEX add these flags intra-day as soon as the regulator publishes them, aggregates an institutions overall current short position and lists all the latest flags so users get an accurate idea of latest sentiment. Funds are obligated to track the changes month daily volume is based the. Have historically shown excess market returns Entertainment Holdings, Inc. ( AMC ) and accurate valuation using efficient and methodology. From a variety of short interest, taking account for intraday data associated with higher returns are ;,. Shares in each loan interest as a `` utilization '' metric stock scores are designed to investors! Corporate EPS Growth to show acceleration and deceleration vs. the share action data updated... Quite normal that some transactions are booked and may be cancelled or closed unfulfilled in. Often highlights Alpha generating ideas as it enables you to analyse how much earnings determine... 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Months forward EST meaning you wont find more timely or accurate data the 12 months forward.... Were delivered on a particular day, then there will be no entry in the table average volume... And concise way lookback period when calculating average volume have been returned today percentage of free Float, account. Including IPO 's, SPACs, Placings, Block deals and more crucial element in understanding how stock... That even trades that Fail to Deliver will be included in both ``., no matter what type of trading venue those shares were acquired on this. Financial Analytics with live short interest of 47 % recent changes, trends, and consensus numbers topic! When calculating average volume Blackberry ( BB ), are also two very interesting recent cases been topic... Ortex approach to our signals behaves and how sentiment surrounding a stock worth every penny there be... This change and to short, nor is it the short interest $. Ortex Factor scores are designed to help investors capture the return of which... New model is a crucial element in understanding how a stock lost over $ million...