As there is a slight gap between the estimate and the reported value, the estimate is calibrated upwards slightly. CTB MIN/MAX/STD AllTheminimum, maximum and standard deviation annualised % of interest on loans from Prime brokers to their clients, i.e. Feb 13. 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. Live Short Interest Official Reports Updated: Monday Short Score 83 Short Interest Value Estimate ($) 99.1m N/A ( 9.79 %) Values 28. See an example below in purple, together with the Exchange reported number in blue and the Shares on loan in red. No other market data providers have reported this anomaly. The stocks with the most highlighted boxes default to the top. short positions listed here: 2015-2023 Fintel Ventures LLC. We are very conscious of the fact that the new estimate will be replacing historic estimates with revised estimates using the new methodology and that changes to past data are sensitive. 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. Note that The current estimate of Short Interest as a percentage of free float, taking account for intraday data. 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_data_post_split_gme_shows Reply . Insider transactions and holdings can provide significant insight and alpha generating signals. Feb 20. If stock lending is relatively static or increasing smoothly, we can be generally confident that the number of shares On Loan and the estimated Short Interest will likely be moving in similar timescales but there is a degree of lag between stock lending and Short Interest because of settlement. 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. Next: EVgo Inc. (ticker: EVGO) 1/12. Live short-interest and securities-lending data, Global equity analyst estimates and unique rankings, Real-time global stock and ETF prices, market depth & volume, Screening on vast unique data sets - all downloadable, Real-time global indexes, currencies & commodities, Correlation on commodities, currencies and peers, Detailed analysis of corporate and macro events, Stock stamps highlight interesting changes. Jan 6. Returned Shares For example, AMC Entertainment Holdings, Inc. (AMC) and Blackberry (BB), are also two very interesting recent cases. Current (daily) and accurate valuation using efficient and logical methodology is a crucial metric in understanding a stock. such as bid/ask are not available. Dec 12. These attributes which are associated with higher returns are; Quality, Momentum and Value. information notice provided by FINRA. The Short Interest Perhaps somewhat counterintuitively,, November was a choppy month, dipping in the first week of trading before staging a broad-based rebound to close higher. Full data, including history older than 9 months and the most up-to-date information, is only available with an ORTEX Advanced Subscription. Short Interest has recently been a topic of active discussion. My Universe. 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. Additions lead to significant buying activity for a stock getting included in an index, while deletions will result in selling pressure. 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. 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. 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. In addition, ORTEX have carried out years of investigation into statistically significant relationships between our diverse data sets so we can provide informative analysis on how moving parts such as currencies, commodities, relevant peers and many more, can affect your stocks. ORTEX back-test Index data in infinite combinations to suggest various trading signals with very strong return track records. Borrowed Change Significant index additions and deletions have important implications for trading dynamics, as index funds are obligated to track the changes. ORTEX approach to trading signals is rather cautious, markets can be volatile, and history doesnt always repeat itself. Main Menu. According to Ortex, BBBY has a short interest of 47%. This table shows the interest rate that must be paid by a short seller of US:GME ORTEX provide intra-day day on ETFs such as pricing, short interest and holdings changes. GME Short Interest 51.54M (19.80%) Changed By -1.45M - Shares On Loan 84.92M Changed By -0.33M for 02/22/23 - Ortex . We also enable users to filter for company-specific news as required. Insider transactions and holdings can provide significant insight and alpha generating signals. Who are the most accurate and influential company insiders? 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. Nov 5. 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. 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. 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. FreeFloat on Loan. 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. Understanding how many shares are on loan and may need to be covered is important. The rise . 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. On Loan Utilization. Estimated Current SI % of FF Yesterday alone, short-sellers lost over $200 million. As we now have data that is only more recent, and as Shares On Loan have dropped, the width of the confidence band decreases, as we are more certain about the estimate at that point. Information is based on accurate and timely financial data. Update Frequency: SEC publishes daily data in batches that are delivered twice monthly and lagged about two weeks. Every day ORTEX identifies alpha-generating opportunities. Update Frequency: Short Interest - Twice Monthly. by frequency of updates, with intraday data at the top (short shares availability, short borrow fee rate), ORTEX brings you the most timely and accurate Short interest data available. 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. Days to Cover 1w/2w/1m/3m (estimated SI)How many days of average volume the current estimated short interest equate to. 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. What commodities, currencies and peers are most correlated to my stocks? ORTEX back-test Index data in infinite combinations to suggest various trading signals with very strong return track records. An update that we just posted from our new Reddit account u/ORTEX_official regarding today's #GameStop $GME data situation. Ortex data points out that there are about $746.4 million worth of AMC short positions. This can all be seen from the data we display on our Alpha Trading Signals. 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 Dec 26. Click in for an intuitive calendar view of all events. AMC short interest is. Fintel makes no representations or warranties in relation to this website or the information and materials provided on this website. ORTEX short interest data is sourced from the worlds largest combined pool of agent lenders, prime brokers, and broker-dealers who submit their inventory. Estimated Current SI You can read more about ORTEX Index Rebalance Predictions here. This article explains the background to this change and to short interest estimation. 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. Help. 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. ORTEX provides real-time Options data displayed in an intuitive way with an easy filter to help users discover interesting activity. Full data, including history older than 9 months and the most up-to-date information, is only available with an ORTEX Advanced Subscription. 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 offers you flexible screening on vast unique data sets to help you find opportunities. The old data will continue to be shown for at least one month before it is retired and removed from the system. Short Interest Estimates Updates - ORTEX Changing the way ORTEX presents Short Interest Estimates From Monday February 14 th, 2022, ORTEX is changing the methodology it uses to calculate Estimated Short Interest. We have ranked insiders on past performance, so you can understand how effectively they typically trade. We continue to monitor and investigate what is going on with the lending data, which has thrown a wrench in our SI estimation model. The exchange reports short sales that have settled or reached settlement date by the close of the reporting settlement date (FINRA regulation 4560). Nov 5. 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. 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. 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. that own the security that have indicated to the broker that they are willing to lend it out. Short Interest Charts for NYSE:GME Access to some data is restricted for this account tier. It can be thought of as a "utilization" metric. On Loan Avg. In order to calculate an accurate short volume ratio, we gather data from a number of trading DTC 1m (on loan)This DTC figure is based on the average 1 month daily volume for the given security across exchanges. display changes, in order to improve readability. For more information on how to interpret this data, Short Interest What It Is, What It Is Not. 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. All changes will be consolidated in the end-of-day data that is released before the US markets open every morning. From Monday February 14th, 2022, ORTEX is changing the methodology it uses to calculate Estimated Short Interest. The number ranges from 0 to 100, Again this helps to put all the information available in one place. 18th of May 2021. and 50 being the average. Short interest is not self-reported. This does not mean that the actual Short Interest has changed, only the estimate. Feb 0 640M Estimated Short Interest % of Freefloat 56.83 N/A ( 118.86 %) Values 28. It works on a stock-by-stock basis and estimates a range of likely levels, given the current state of the market. This means that even trades that Fail to Deliver will be included in these figures. This can all be seen from the data we display on our Alpha Trading Signals. See times of release and details, including consensus expectations. Ortex has been providing short interest estimates for several years, but we are now changing the methodology of how we do this. The truly real-time Short Interest data for a stock isnt available in any 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. figures 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. ORTEX provides intra-day Credit Default Swap (CDS) data so users can identify the risk of default for individual stocks. ORTEX corporate action data is timely and accurate to reflect any relevant corporate action activity. Based on analytics data from Ortex, shorting shares in GameStop cost hedge funds a total of $12.5 billion in January 2021. As brokerages limit trading in the name, it's getting more difficult for traders to keep up. We get this data directly from those agencies on a daily or twice-weekly basis. ORTEX has issued an official statement today in regards to recent, unusual data fluctuations with GameStop (GME) stock that had investors thinking short interest had doubled more than 60 percent. Intuitive boxes that summarise each data set at a glance for your stocks and highlight interesting developments and changes. Flagged Shorts (Europe) In Europe users can also chart the aggregated total FLAGGED shorts. There are two types of ORTEX brings you live global equity prices, global index prices, live ETF, currency and commodity prices. 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. With this new model, we are also introducing the confidence limits for our estimates. 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 . Thoughts? It is crucial to identify upcoming Company events and understand what they mean for your stock. Days To Cover is calculated daily based on the most recent five day trading volume. 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. Short interest in GameStop fell to 39% from 114% in mid-January, according to data from IHS Markit. We do not source short interest from a single broker. Live short-interest and securities-lending data, Global equity analyst estimates and unique rankings, Real-time global stock and ETF prices, market depth & volume, Screening on vast unique data sets - all downloadable, Real-time global indexes, currencies & commodities, Correlation on commodities, currencies and peers, Detailed analysis of corporate and macro events, Stock stamps highlight interesting changes. The width of the confidence limits reflects the reliability of the estimate for that stock on that day. These scores can be viewed separately as can all individual components of each factor but form part of the relevant Quality, Momentum or Value Factors. . The Short Interest chart highlights the share price versus various Short interest metrics. YOU ARE APPRECIATED", "Love you ortex keeping us in the loop best you can". Unusual Options Activity identifies options contracts trading at a higher volume relative to the contract's open interest. The highest cost to borrow agreed on any loan 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. Live Short Interest. CTB Max The Live Short interest box provides you with updates throughout the day based on the latest lending data. 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. At present, ORTEX is still investigating the matter and aims to share more information as soon as feasible.. The most prominent reasons are: Settlement certainty: . 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