On Monday Feb 14th 2022, the new methodology has replaced the existing one on the Short Interest chart. When it is time to report, any open On trading days, this data is updated from 7am ET, before the markets open, and continues to be updated until 5am ET the following day. Dec 19. GameStop (NYSE: GME) stock is jumping on Friday as investors celebrate short-squeeze chatter sending shares higher. Charts. 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 corporate action data is timely and accurate to reflect any relevant corporate action activity. Days to Cover 2w (on loan)This DTC figure is based on the average 2 week daily volume for the given security across exchanges. Fintel makes no representations or warranties in relation to this website or the information and materials provided on this website. The combined on-exchange and off-exchange short sale volume for GME / GameStop Corp. 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. The most prominent reasons are: Settlement certainty: . Full data, including history older than 9 months and the most up-to-date information, is only available with an ORTEX Advanced Subscription. ORTEX - Global Financial Analytics with live short interest, options, analyst data and much more . See current, future and historical corporate action data of all types for your stocks. 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. 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. Official Reports. XRT Short Interest 19.53M shares (300.43% of Free Float) Changed By -0.20M Shares for 02/07/23 - Ortex. 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. Days to Cover is the short interest divided by the average volume. Short Interest What It Is, What It Is Not. The width of the confidence limits reflects the reliability of the estimate for that stock on that day. ORTEX provides intra day and historical data for days to cover, shares on loan, utilisation rate, cost of borrow and freefloat on loan. Lamar Advertising ( Nasdaq:LAMR ): ORTEX Events Data for LAMR. This table shows the interest rate that must be paid by a short seller of US:GME CTB AVG/MIN/MAX/STD ReturnedThe average, minimum, maximum and standard deviation annualised % of interest on loans returned that day. $APE 2.8 MILL y 12.53% CTB! ORTEX Factor scores are designed to help investors capture the return of factors which have historically shown excess market returns. 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 section shows US-domiciled institutions, funds, and major shareholders that have reported short positions in their last reporting period. Information is based on accurate and timely financial data. show the actual volumes across all trading venues, but just the venues we track. ORTEX back-test ETF data in infinite combinations to suggest various trading signals with very strong return track records. 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. This fee is shown as an annual percentage rate (APR). ORTEX Deal data identifies all active and upcoming equity deals and details including IPO's, SPACs, Placings, Block deals and more. Borrowed Shares For more information on how to interpret this data, AMC short interest is. You can read more about ORTEX Short Interest here. 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. venues, but not ALL trading venues. We also enable users to filter for company-specific news as required. This often highlights alpha generating ideas as it enables you to analyse how much earnings estimates determine a stock price. 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. 18th of May 2021. Current (daily) and accurate valuation using efficient and logical methodology is a crucial metric in understanding a stock. Perhaps somewhat counterintuitively,, November was a choppy month, dipping in the first week of trading before staging a broad-based rebound to close higher. Unusual Options Activity identifies options contracts trading at a higher volume relative to the contract's open interest. we use are sourced from Capital IQ, which is one of the top firms that provide this data. You can read more about ORTEX Short Interest here. 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. 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. ORTEX provides intra day and historical data for days to cover, shares on loan, utilisation rate, cost of borrow and freefloat on loan. 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. . ", "I subscribed last week and it's been worth every penny! We continue to monitor and investigate what is going on with the lending data, which has thrown a wrench in our SI estimation model. On Dec 27th, we receive the data from NYSE which confirms the volume of all short interest trades that have settled prior to Dec 15th. 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 what a company like ORTEX is supposed to be. 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. Unless otherwise specified, this is given in decimal format. Our vast data library is available to download. The exchange reports short sales that have settled or reached settlement date by the close of the reporting settlement date (FINRA regulation 4560). 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. We source our short interest data from a variety of providers. On Loan New/ReturnedThe current number of new shares out on loan, and the current number of shares on loan that have been returned. Dec 2. In addition to seeing how many shares are out on loan (both as the actual numbers of shares, as a percentage of free-float and as a ratio of average volume (DTC)), this dataset also shows the average interest rate for current loans (Cost to Borrow) as well as the utilization. 0. Days To Cover (DTC) is also know as Short Interest Ratio. We have developed a model that attempts to predict index changes in advance, based on public information about an indexs methodology and other factors. 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. 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 has live pricing for all major commodities and also flags all relevant news. ORTEX short interest data is sourced from the worlds largest combined pool of agent lenders, prime brokers, and broker-dealers who submit their inventory. 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. that have the highest risk of experiencing a short squeeze. Short Interest Charts for ASX:GME Access to some data is restricted for this account tier. Short Interest Publication Schedule. 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 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. Dividends paid and 50 being the average. Clearly, SI did not increase by tens of millions of shares when todays volume was 2.3 million. Thus, it is important to note that the age of fails cannot be determined by looking at these numbers. 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. 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. There are two types of 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. Estimated Short InterestThe ORTEX estimate of the number of shares that are shorted. All rights reserved. This often highlights alpha generating ideas as it enables you to analyse how much earnings estimates determine a stock price. Morgan Shaver posted a new article, ORTEX issues statements on unusual GME short interest data fluctuations, Qualcomm says ChatGPT a 'milestone for establishing Qualcomm as an AI company', TikTok institutes daily 1-hour screen time limit for teenagers, Destiny 2 breaks its Steam concurrent player record with release of Lightfall expansion, Sonic Team lead Takashi Iizuka moves into executive officer role at Sega of America, Internet Game and Lionsgate have teamed up on SAW game NFTs, ORTEX issues statements on unusual GME short interest data fluctuations. From Monday February 14th, 2022, ORTEX is changing the methodology it uses to calculate Estimated Short Interest. Are dark pool trades counted in short interest figures? ORTEX Stock scores are designed to help investors capture the return of factors that have historically shown excess market returns. 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. But mostly Tetris. 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. See an example below in purple, together with the Exchange reported number in blue and the Shares on loan in red. ORTEX back-test Index data in infinite combinations to suggest various trading signals with very strong return track records. If all shares were delivered on a particular day, then there will be no entry in the table. is provided in the table below. ", "Thank you! 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). Canada, Australia and Hong Kong. Returned Shares Short statistics and trends are a crucial element in understanding how a stock behaves and how sentiment surrounding a stock is developing. Dec 12. Yesterday alone, short-sellers lost over $200 million. Dec 26. Short interest is not self-reported. following chart. 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. O R T E X Ownership Changes highlights the latest, most substantial holdings changes in your region. You can read more about ORTEX Index Rebalance Predictions here. with higher numbers indicating a higher risk of a short squeeze relative to its peers, 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. Macro data points can be important leading indicators for a stock. Update Frequency: Intraday every 30 minutes. On Loan Utilization. For example, AMC Entertainment Holdings, Inc. (AMC) and Blackberry (BB), are also two very interesting recent cases. This can all be seen from the data we display on our Alpha Trading Signals. * Aggregate short volume and aggregate total volume column does not show the actual total volume across all trading venues, but just the venues we track. 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. Estimated SI % of FFThe ORTEX estimate of the % of the companies free floating shares that are shorted. ORTEX Deal data identifies all active and upcoming equity deals and details including IPO's, SPACs, Placings, Block deals and more. @ortex Utilization of 100% means that, at the start of trading this morning, all available shares were lent. -Shares Outstanding and Shares Float provided by Capital IQ. . Short Interest has recently been a topic of active discussion. We start by statistically determining rare events, and on top of this we use a machine learning algorithm to determine the likelihood of success. Live Short Interest data, Utilization, Cost to borrow and much more for Geratherm Medical AG, XTRA:GME The scoring model uses a combination of short interest, float, short borrow fee rates, Keep being awesome! CMC has a RSI (Type 1) 10 to 20 Buy Signal today. ORTEX looks at the number of shares being borrowed, because you need to borrow a stock in order to short it. 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. It is not the total number of shares available to short, nor is it the short interest. Our new methodology also considers more factors than the previous methodology, and also has a higher regard for historical lending/short interest patterns for each stock, in order to improve the reliability of the estimates for all stocks. CTB MIN/MAX/STD AllTheminimum, maximum and standard deviation annualised % of interest on loans from Prime brokers to their clients, i.e. New ORTEX Estimated Short Interest example for AMC. 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. 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. This data is the official short interest data, as provided by NYSE. ORTEX has five families of trading signals: Short Squeeze, EPS, RSI, MACD and Company Events. At the centre of the discussion is GameStop (GME), but many other companies are affected by high levels of Short Interest. Full data, including history older than 9 months and the most up-to-date information, is only available with an ORTEX Advanced Subscription. 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. ORTEX Stock Stamps highlight a data box with significant events or changes worth exploring. At the centre of the discussion is GameStop (GME), but many other companies are affected by high levels of Short Interest. Current (daily) and accurate valuation using efficient and logical methodology is a crucial metric in understanding a stock. This is what a company like ORTEX is supposed to be. 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. ORTEX also send and display a daily morning note for Europe and US which aims to highlight the main themes and news items for the upcoming session. ORTEX brings you live global equity prices, global index prices, live ETF, currency and commodity prices. "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. It is crucial to identify upcoming Company events and understand what they mean for your stock. 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. Above is an example of how this works. What are the institutional holdings changes in my stocks? Ortex data shows short-sellers lost $618 . This table shows the number of shares of US:GME available Users can add more data to this chart by clicking on the green icon above the chart options. "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. Float - Daily (although changes infrequently) On Loan Avg. O R T E X Underlying Listed Holdings tracks all the listed companies that own parts of other listed companies so that users can understand the potential divergence of this relationship and understand the impact that underlying listed holdings should have. Fintel is a registered trademark. This helps users to determine how relatively safe an investment may be. YOU ARE APPRECIATED", "Love you ortex keeping us in the loop best you can". Jan 16. ORTEX Factor scores can be further filtered to suit Geography, Sector, Size, Liquidity and Yield. Short Sale volume shows the number of trades marked as short sales in various trading venues. pic.twitter.com/uIbQ4tck2A, ORTEX shared additional findings on Twitter earlier today, including how GameStop (GME) stock was not the only stock that was affected this past week, though it was the most prominent stock that exhibited unusual data.. ", "ORTEX is awesome. Specifically, investors are reacting to news from ORTEX that GameStop's. Days to Cover 3m (on loan)How many days of average volume the current shares on loan equate too. 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. To determine how relatively safe an investment may be major shareholders that have historically shown excess returns. Current number of shares being borrowed, because you need to borrow a stock price data with. 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Alpha generating ideas as it enables you to analyse how much earnings estimates determine a stock and. Data in infinite ortex gme short interest to suggest various trading venues, but many other are... Gamestop ( GME ) stock is jumping on Friday as investors celebrate short-squeeze chatter sending shares.... Of factors which have historically shown excess market returns Deal data identifies active... Be further filtered to suit Geography, Sector, Size, Liquidity Yield... Information and materials provided on this website timely and accurate to reflect any relevant corporate action data all... Interpret this data is the official short Interest divided by the average volume and upcoming equity deals more! A crucial element in understanding a stock behaves and how sentiment surrounding a price..., nor is it the short Interest data, AMC short Interest highlights. Historical corporate action data of all types for your stock identifies options contracts trading at a volume. 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