daily data (short volume, fails-to-deliver) in the middle, The number ranges from 0 to 100, . The most prominent reasons are: Settlement certainty: . $APE 2.8 MILL y 12.53% CTB! 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. 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. Update Frequency: SEC publishes daily data in batches that are delivered twice monthly and lagged about two weeks. The data is organized 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. You can read more about ORTEX Short Interest here. The combined on-exchange and off-exchange short sale volume for GME / GameStop Corp. On LoanThe current number of shares out on loan. At present, ORTEX is still investigating the matter and aims to share more information as soon as feasible.. See our Short Squeeze Leaderboards for US, From Monday February 14th, 2022, ORTEX is changing the methodology it uses to calculate Estimated Short Interest. You can read more about ORTEX Index Rebalance Predictions here. In its initial statement on Twitter, ORTEX noted that it was aware of how it was displaying a massive spike in GameStop GME short interest related to an extremely large increase in Borrowed Shares., ORTEX went on to say that it is actively investigating the matter, before providing a longer statement on Reddit today with some added clarification noting that short interest did not increase by tens of millions of shares.. My BBBY price. This often highlights alpha generating ideas as it enables you to analyse how much earnings estimates determine a stock price. Note that Estimated SI % of FFThe ORTEX estimate of the % of the companies free floating shares that are shorted. Update Frequency: Intraday every 30 minutes. For more information on how to interpret this data, "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. Last year alone, with the 50% drop in AMC's share price, short sellers had pocketed about $1.73 billion in . 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. CMC has a RSI (Type 1) 10 to 20 Buy Signal today. See current, future and historical corporate action data of all types for your stocks. 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. Predictions can be ranked based on Conviction levels, among other variables. WE LOVE YOU!!! 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. ORTEX has five families of trading signals: Short Squeeze, EPS, RSI, MACD and Company Events. 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. Dec 26. Dec 2. The float and shares outstanding On Loan New/ReturnedThe current number of new shares out on loan, and the current number of shares on loan that have been returned. You can follow Morgan on Twitter @Author_MShaver. This allows O R T E X to strip out all the noise and create unique conclusions on the significance of every insider transaction. Borrowed Change Exchange Reported SI (US )The number of shares the exchange has reported as being shorted. ORTEX provides an invaluable overview and analysis of analysts views, recent changes, trends, and consensus numbers. 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 provides intra day and historical data for days to cover, shares on loan, utilisation rate, cost of borrow and freefloat on loan. We source our short interest data from a variety of providers. 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. On Loan Avg. Our flexible charting allows you to access our vast data library. These attributes which are associated with higher returns are; Quality, Momentum and Value. 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. We start by statistically determining rare events, and on top of this we use a machine learning algorithm to determine the likelihood of success. to be shorted at a leading prime brokerage. O R T E X provides a unique insight into corporate EPS growth to show acceleration and deceleration vs. the share. All changes will be consolidated in the end-of-day data that is released before the US markets open every morning. The truly real-time Short Interest data for a stock isnt available in any market. 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. Saves you hours of searching. ORTEX has live pricing for all major commodities and also flags all relevant news. Ortex data points out that there are about $746.4 million worth of AMC short positions. Click in for an intuitive calendar view of all events. We continue to monitor and investigate what is going on with the lending data, which has thrown a wrench in our SI estimation model. ORTEX provides intra day and historical data for days to cover, shares on loan, utilisation rate, cost of borrow and freefloat on loan. ORTEX Factor scores are designed to help investors capture the return of factors which have historically shown excess market returns. We have analysed historical holder, so you can understand the likely impact individual holder transactions will have. They're also a Tetris fanatic who's fiercely competitive in games like Tetris 99 and all games in general. ", "I subscribed last week and it's been worth every penny! The Short Interest Short Interest has recently been a topic of active discussion. Borrowed Shares 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. For example, the excessive short interest of GME (Gamestop) in the initial times led to a price surge. All the above combine to give an overall ORTEX Stock Score. O R T E X Ownership Changes highlights the latest, most substantial holdings changes in your region. Portfolio. Full data, including history older than 9 months and the most up-to-date information, is only available with an ORTEX Advanced Subscription. We have analysed historical holder, so you can understand the likely impact individual holder transactions will have. This data is the official short interest data, as provided by NYSE. 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 short interest data is sourced from the worlds largest combined pool of agent lenders, prime brokers, and broker-dealers who submit their inventory. This is the raw number of shares available to trade that have not been shorted. GME Short Interest 64% according to ORTEX Why are majority of the users in WSB ignoring the ORTEX Short Interest estimate of 64%? 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. Jan 30. from the Days To Cover published elsewhere on Fintel because we use a shorter lookback period when calculating average volume. In addition, in Europe, financial institutions are only required to flag to the local regulator whenever they go over or back under certain thresholds. ORTEX provides an invaluable overview and analysis of analysts views, recent changes, trends, and consensus numbers. 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. with higher numbers indicating a higher risk of a short squeeze relative to its peers, 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. It is crucial to identify upcoming Company events and understand what they mean for your stock. ORTEX provides intra day and historical data for days to cover, shares on loan, utilisation rate, cost of borrow and freefloat on loan. 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. DTC (Now) Cost to Borrow. This means that even trades that Fail to Deliver will be included in these figures. 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. This is what a company like ORTEX is supposed to be. @ortex Utilization of 100% means that, at the start of trading this morning, all available shares were lent. 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. 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. So if you combine the previous exchange release, with the latest daily percentage change, you can usually predict what future exchange releases will be. Returned Shares What commodities, currencies and peers are most correlated to my stocks? Macro data points can be important leading indicators for a stock. Click in for an intuitive calendar view of all events. % FreeFloat on LoanThe percentage of the companies freefloat that is currently out on loan. Saves you hours of searching. Nothing on this website constitutes, or is meant to constitute, advice of any kind. hedge funds. ORTEX offers you flexible screening on vast unique data sets to help you find opportunities. This is the official data and covers a broad spectrum of the market. 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. 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. Source: Short Interest provided by NYSE Estimated Short Interest % FF. It is quite normal that some transactions are booked and may be cancelled or closed unfulfilled later in the day, or overnight. Main Menu. For example, AMC Entertainment Holdings, Inc. (AMC) and Blackberry (BB), are also two very interesting recent cases. * 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. This often highlights alpha generating ideas as it enables you to analyse how much earnings estimates determine a stock price. This helps users to determine how relatively safe an investment may be. OLLI has a EPS (Type 3) Buy Signal today. Dec 26. to the lender of that security. O R T E X accesses more than 11,000 news sources, filtering out the noise to bring you the most relevant content, quickly and efficiently. Signup for a Free Account. 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. Conversely, a borrower may borrow shares with the intention of shorting, and then delay the short sale. Updated: Wednesday. 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. 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. 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. ORTEX approach to trading signals is rather cautious, markets can be volatile, and history doesnt always repeat itself. This is an experimental feature. Age (d)The average number of days that current loans have been outstanding on the given date. 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. ORTEX looks at the number of shares being borrowed, because you need to borrow a stock in order to short it. All rights reserved. We start by statistically determining rare events, and on top of this we use a machine learning algorithm to determine the likelihood of success. Is short interest self-reported, and therefore unreliable? Keep being awesome! This does not mean that the actual Short Interest has changed, only the estimate. 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. If all shares were delivered on a particular day, then there will be no entry in the table. ORTEX provides real-time Options data displayed in an intuitive way with an easy filter to help users discover interesting activity. As there is a slight gap between the estimate and the reported value, the estimate is calibrated upwards slightly. Short interest is not self-reported. ORTEX brings you the most timely and accurate Short interest data available. Now the new estimation methodology has been published, this has resulted in changes for all stocks; some estimates have gone down and some have gone up. Morgan is a writer from the frozen wastelands of Maine who enjoys metal music, kpop, horror, and indie games. 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. Since the Short Squeeze events in GameStop, NYSE:GME and many other stocks at the beginning of the year there has been an increasing interest in up to date Short Interest. The speed of this increase also increases the prediction uncertainty and, as such, the width of the confidence interval also increases. Just prior to Dec 15th, there was a marked increase in Shares On Loan. 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. GameStop (NYSE: GME) stock is jumping on Friday as investors celebrate short-squeeze chatter sending shares higher. 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. Full data, including history older than 9 months and the most up-to-date information, is only available with an ORTEX Advanced Subscription. 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. Click on a company to understand how the stock has historically traded before, during, and after a specific event. In addition to these more traditional baskets, ORTEX also have a score for Insider activity, Short analysis score and Relative correlation diversion. We also now provide global orderbook data and live US pre-market pricing from new CBOE EdGX exchange. In order to calculate an accurate short volume ratio, we gather data from a number of trading See What is current sentiment of Stock options in my stocks? 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. This table shows the number of shares of US:GME available Intuitive boxes that summarise each data set at a glance for your stocks and highlight interesting developments and changes. This short interest tracker provides a variety of short interest related data, sourced from a variety of partners. 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