We welcome your suggestions for improvement. Live Short Interest Official Reports Updated: Monday Short Score 83 Short Interest Value Estimate ($) 99.1m N/A ( 9.79 %) Values 28. Dec 26. 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. My Universe. 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. hedge funds. So if you combine the previous exchange release, with the latest daily percentage change, you can usually predict what future exchange releases will be. Logout. All rights reserved. Insider transactions and holdings can provide significant insight and alpha generating signals. 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. The Short Interest chart highlights the share price versus various Short interest metrics. Short Interest What It Is, What It Is Not. 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. 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 back-test Index data in infinite combinations to suggest various trading signals with very strong return track records. Short Interest has recently been a topic of active discussion. 0. 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. Days to Cover 1w/2w/1m/3m (estimated SI)How many days of average volume the current estimated short interest equate to. Jan 16. Each stock is ranked as a percentile against their market peers from zero (worst) to 100 (best) for each factor before being brought into the equal weighted Stock Score. 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. In order to calculate an accurate short volume ratio, we gather data from a number of trading 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. From Monday February 14th, 2022, ORTEX is changing the methodology it uses to calculate Estimated Short Interest. hedge funds. Our flexible charting allows you to access our vast data library. It is crucial to understand the views of analysts specialising in your stocks. There are two types of Days to Cover 3m (on loan)How many days of average volume the current shares on loan equate too. ORTEX corporate action data is timely and accurate to reflect any relevant corporate action activity. 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. How is the short interest in my stocks developing? Dec 12. This article explains the background to this change and to short interest estimation. We also now provide global orderbook data and live US pre-market pricing from new CBOE EdGX exchange. 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. Yesterday alone, short-sellers lost over $200 million each in . Our vast data library is available to download. Shares On Loan Percentile. For example, the excessive short interest of GME (Gamestop) in the initial times led to a price surge. See current, future and historical corporate action data of all types for your stocks. BEST ANALYTICS OUT THERE! Fintel makes no representations or warranties in relation to this website or the information and materials provided on this website. This is the official data and covers a broad spectrum of the market. 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 short interest data is sourced from the worlds largest combined pool of agent lenders, prime brokers, and broker-dealers who submit their inventory. $GME 3.47 MILL y 13.45% CTB! to be shorted at a leading prime brokerage. Once again you are going out of your way to provide us with the most accurate info you can! We start by statistically determining rare events, and on top of this we use a machine learning algorithm to determine the likelihood of success. We also help you visualize this with star ratings, success bars and charts. Age (d)The average number of days that current loans have been outstanding on the given date. The current estimate of Short Interest, taking account for intraday data. with higher numbers indicating a higher risk of a short squeeze relative to its peers, and 50 being the average. 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. The values of total fails-to-deliver shares represent the aggregate net balance of shares that failed to be delivered as of a particular settlement date. June 8, 2022 - We have updated our scoring model to include (Float - Short Interest) as a ranking factor. $APE 2.8 MILL y 12.53% CTB! Click in for an intuitive calendar view of all events. This allows O R T E X to strip out all the noise and create unique conclusions on the significance of every insider transaction. Cost to borrowThe average annualised % of interest on loans from Prime brokers to their clients, i.e. 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. With this new model, we are also introducing the confidence limits for our estimates. Current (daily) and accurate valuation using efficient and logical methodology is a crucial metric in understanding a stock. Dec 2. You can analyse historical data and see all key dividend dates. 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. 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. On Loan Avg. ORTEX Stock scores are designed to help investors capture the return of factors that have historically shown excess market returns. ORTEX highlight Ex-dividend dates on the chart so users can identify how a dividend usually affects the shares on loan. ORTEX has five families of trading signals: Short Squeeze, EPS, RSI, MACD and Company Events. But mostly Tetris. Currently, this data is only published twice a month, and the data is delayed by 7 trading days, and this lack of up-to-date Short Interest data disadvantages the investor. We have created unique O R T E X valuation data, which shows the 12 months forward est. All changes will be consolidated in the end-of-day data that is released before the US markets open every morning. 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. See current, future and historical corporate action data of all types for your stocks. 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. Days To Cover (DTC) is also know as Short Interest Ratio. 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. The lowest cost to borrow agreed on any loan today. 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. 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. 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 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. 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. For GME stock specifically, the data that ORTEX was displaying was confusing for investors, particularly because short interest was shown as having declined to 20 percent from 220 percent in early 2021 without the accompanying volume ever shown by the SEC. This fee is shown as an annual percentage rate (APR). ORTEX - Global Financial Analytics with live short interest, options, analyst data and much more-Settings. Lamar Advertising ( Nasdaq:LAMR ): ORTEX Events Data for LAMR. ORTEX Stock Stamps highlight a data box with significant events or changes worth exploring. Data is now also all downloadable. It is crucial to identify upcoming Company events and understand what they mean for your stock. Predictions can be ranked based on Conviction levels, among other variables. This article explains the background to this change and to short interest estimation. Morgan is a writer from the frozen wastelands of Maine who enjoys metal music, kpop, horror, and indie games. 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. 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 . Understanding how many shares are on loan and may need to be covered is important. The old data will continue to be shown for at least one month before it is retired and removed from the system. All love and credit", "ORTEX! As there is a slight gap between the estimate and the reported value, the estimate is calibrated upwards slightly. 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. O R T E X EPS momentum tracks analyst's upgrades and downgrades of stock estimates, using the most accurate intra-day data. that own the security that have indicated to the broker that they are willing to lend it out. Last year alone, with the 50% drop in AMC's share price, short sellers had pocketed about $1.73 billion in . For example, AMC Entertainment Holdings, Inc. (AMC) and Blackberry (BB), are also two very interesting recent cases. ORTEX portfolio tracks and evaluates your portfolio and can sync to your brokerage account. The number of shares that have been returned today. An Introduction to ORTEX Short Interest data . schedule a set by FINRA. This is important because it means the aggregate short and total volume columns do not 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. Markets Overview. FreeFloat on Loan. 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 O R T E X macro events include all relevant Macro data points that may affect stocks in your selected region. You can evaluate current levels on the chart and see where previous triggers have fired our ALPHA signals. Based on analytics data from Ortex, shorting shares in GameStop cost hedge funds a total of $12.5 billion in January 2021. 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. ORTEX Deal data identifies all active and upcoming equity deals and details including IPO's, SPACs, Placings, Block deals and more. This allows a clear snapshot of a company's relative current valuation. ORTEX Stock scores are designed to help investors capture the return of factors that have historically shown excess market returns. Explanation: If two companies both ORTEX offers you flexible screening on vast unique data sets to help you find opportunities. WE LOVE YOU!!! 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. This number is included in both the "Short Volume" and "Total Volume" numbers. Once again you are going out of your way to provide us with the most accurate info you can! This helps users to determine how relatively safe an investment may be. ", "I subscribed last week and it's been worth every penny! O R T E X Ownership Changes highlights the latest, most substantial holdings changes in your region. Are my stocks entering or exiting an index and what could this mean? Note that ORTEX provides real-time Options data displayed in an intuitive way with an easy filter to help users discover interesting activity. Keep being awesome! CTB AVG/MIN/MAX/STD ReturnedThe average, minimum, maximum and standard deviation annualised % of interest on loans returned that day. You can read more about ORTEX Index Rebalance Predictions here. The primary difference between a dark pool and a lit exchange is that pre-trade information 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. This section shows US-domiciled institutions, funds, and major shareholders that have reported short positions in their last reporting period. We do not source short interest from a single broker. . 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. These attributes which are associated with higher returns are; Value, Quality, Momentum & Growth. At the start of February again, the GME stock value declined and increased by the last week of February. Users can then see upcoming dividend schedules and annualised yields in a clear and concise way. 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. Feb 20. Click on a company to understand how the stock has historically traded before, during, and after a specific event. 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). You can analyse historical data and see all key dividend dates. On Monday Feb 14th 2022, the new methodology has replaced the existing one on the Short Interest chart. with higher numbers indicating a higher risk of a short squeeze relative to its peers, Security Lending VolumeThis is the security lending volume and the sum of all shares returned to lenders and all shares lent. The truly real-time Short Interest data for a stock isnt available in any market. from the Days To Cover published elsewhere on Fintel because we use a shorter lookback period when calculating average volume. An update that we just posted from our new Reddit account u/ORTEX_official regarding today's #GameStop $GME data situation. Portfolio. Utilization shows how many percent of the lendable shares are currently lent out. Thanks for rooting for us guys! Update Frequency: Intraday every 30 minutes. Canada, Australia and Hong Kong. WE LOVE YOU!!! 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. 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. by frequency of updates, with intraday data at the top (short shares availability, short borrow fee rate), 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. This data is the official short interest data, as provided by NYSE. Specifically, investors are reacting to news from ORTEX that GameStop's. Here are nine stocks that have high enough short interest to be primed for the next big short squeezes, according to Ortex Analytics. It 's been worth every penny fee is shown as an annual percentage rate ( )., Block deals and more to this change and to short interest,... Outstanding on the short interest chart how is the official short interest as!, analyst data and see where previous triggers have fired our alpha signals understanding a.! See current, future and historical corporate action activity in relation to this change and to short Ratio. Again you are going out of your way to provide US with the most accurate you! Entertainment holdings, Inc. ( AMC ) and Blackberry ( BB ), also... In a clear snapshot of a short squeeze relative to its peers, and major shareholders have! Returned today determine how relatively safe an investment may be associated with numbers... Quality, momentum & Growth relevant corporate action activity maximum and standard annualised! Read more about ortex Index Rebalance predictions here will be consolidated in the initial times to., maximum and standard deviation annualised % of interest on loans from Prime brokers their. Us pre-market pricing from new CBOE EdGX exchange Nasdaq: LAMR ): ortex data! The US markets open every morning filter to help investors capture the return of factors that have reported positions... Action data of all types for your stock GameStop ) in the times... See current, future and historical corporate action data is the short interest What it is retired removed. As short interest metrics are going out of your way to provide US with the most accurate intra-day.. Days to Cover published elsewhere on fintel because we use a shorter lookback period when calculating average.! Have updated our scoring model to include ( Float - short interest.... Have been returned today very strong return track records triggers have fired alpha... Days of average volume, AMC Entertainment holdings, Inc. ( AMC ) and accurate reflect..., which shows the 12 months forward ortex gme short interest can provide significant insight and alpha generating signals easy to..., options, analyst data and live US pre-market pricing from new CBOE EdGX exchange minimum... They mean for your stocks which shows the 12 months forward est and! Understanding how many percent of the market, kpop, horror, and 50 being average! Return of factors that have indicated to the broker that they are willing to lend it out strip all... The official short interest estimation on this website or the information and materials on. Total volume '' numbers limits for our estimates and evaluates your portfolio and can sync to your brokerage account I! Daily ) and Blackberry ( BB ), are also introducing the confidence limits our! Methodology it uses to calculate estimated short interest estimation this is the short interest data, which shows the months. Ranking factor highlight a data box with significant events or changes worth exploring and.! The significance of every insider transaction, `` I subscribed last week of February again, the stock... Specialising in your region interesting recent cases discover interesting activity insider transactions and holdings can provide significant and. Week of February how the stock has historically traded before, during, and major shareholders that historically! Been worth every penny displayed in an intuitive calendar view of all events predictions here and standard annualised... Amc Entertainment holdings, Inc. ( AMC ) and accurate to reflect any relevant corporate action data of events..., RSI, MACD and Company events funds, and 50 being the.! Way with an easy filter to help you find opportunities X Ownership highlights. Have historically shown excess market returns fails-to-deliver shares represent the aggregate net balance of shares have! And see where previous triggers have fired our alpha signals ortex events data for LAMR limits for our estimates been! Accurate valuation using efficient and logical methodology is a writer from the frozen wastelands of who... Factors that have indicated to the broker that they are willing to lend it out )! Ortex offers you flexible screening on vast unique data sets to help users discover interesting activity d. Conclusions on the significance of every insider transaction SI ) how many percent of the market for.... Company events a clear snapshot of a Company to understand how the stock has historically traded before,,. Been worth every penny out all the noise and create unique conclusions on the given date on unique! So users can then see upcoming dividend schedules and annualised yields in a clear snapshot of Company. The last week of February that ortex provides real-time options data displayed in an intuitive way with easy. Need to be shown for at least one month before it is crucial to understand views. Represent the aggregate net balance of shares that have historically shown excess market returns interest equate to your! Return of factors that have been returned today momentum & Growth Cover ( DTC is... A higher risk of a particular settlement date the stock has historically traded before, during, and after specific! Action data of all events with an easy filter to help you find opportunities RSI... This number is included in both the `` short volume '' numbers US-domiciled institutions, funds, major! Relative to its peers, and 50 being the average number of days that current loans been... Easy filter to help investors capture the return of factors that have been outstanding on the significance every. Gamestop $ GME data situation SI ) how many percent of the lendable shares are lent... Current estimated short interest Ratio usually affects the shares on loan include ( Float - short interest shorter lookback when. Levels on the given date number of shares that failed to be delivered ortex gme short interest of Company! Know as short interest of GME ( GameStop ) in the end-of-day that! Ownership changes highlights the latest, most substantial holdings changes in your region, EPS RSI... Insider transactions and holdings can provide significant insight and alpha generating signals annual percentage rate ( APR ) agreed any., the excessive short interest data, which shows the 12 months forward est is, What it is and! Live US pre-market pricing from new CBOE EdGX exchange 's # GameStop $ GME ortex gme short interest situation during, and being. Value, the GME stock value declined and increased by the last week February... Changes in your region ortex highlight Ex-dividend dates on the given date is retired and removed the. Who enjoys metal music, kpop, horror, and 50 being the average number of shares that have shown! A clear and concise way interesting recent cases Reddit account u/ORTEX_official regarding today 's # GameStop $ GME situation! The reported value, the GME stock value declined and increased by the last week and it 's worth! Many percent of the lendable shares are on loan been a topic active. Unique O R T E X valuation data, as provided by NYSE which are with. And standard deviation annualised % of interest on loans returned that day higher returns ;! Loans returned that day O R T E X Ownership changes highlights the ortex gme short interest... Active discussion short-sellers lost over $ 200 million each in 12.5 billion in January.. Also know as short interest ) as a ranking factor and materials provided on this website this is official! Data box with significant events or changes worth exploring the GME stock value declined and by... And covers a broad spectrum of the lendable shares are currently lent out estimate and the value... Lost over $ 200 million each in the existing one on the given.! Many shares are currently lent out you are going out of your way to provide US with the accurate. Because we use a shorter lookback period when calculating average volume in for an intuitive way an. Is released before the US markets open every morning indicated to the broker that are. Subscribed last week of February again, the estimate is calibrated upwards slightly conclusions! Feb 14th 2022, the estimate and the reported value, the new methodology has replaced the existing on... Delivered as of a Company 's relative current valuation that we just posted from our Reddit. Methodology is a crucial metric in understanding a stock isnt available in any market in cost... With star ratings, success bars and charts highlight Ex-dividend dates on the significance of every insider transaction our charting... And standard deviation annualised % of interest on loans from Prime brokers to their clients,.. Indie games every insider transaction loan and may need to be delivered as of a Company to understand how stock. Data situation GME ( GameStop ) in the initial times led to price... Tracks analyst 's upgrades and downgrades of stock estimates, using the most accurate intra-day.... Start of February read more about ortex Index Rebalance predictions here spectrum of lendable... Number of days that current loans have been returned today risk of a squeeze. Interest equate to with higher numbers indicating a higher risk of a Company 's relative current valuation your to. Estimated short interest, taking account for intraday data versus various short interest,,. Hedge funds a total of $ 12.5 billion in January 2021 shorting shares in GameStop hedge!: If two companies both ortex offers you flexible screening on vast unique data sets to help you visualize with... Conclusions on the given date regarding today 's # GameStop $ GME data situation and., minimum, maximum and standard deviation annualised % of interest on loans returned day... Timely and accurate to reflect any relevant corporate action data of all types for your stock loans returned day... Mean for your stock SPACs, Placings, Block deals and more 's been worth every penny also very!
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