This is what a company like ORTEX is supposed to be. This article explains the background to this change and to short interest estimation. Canada, Australia and Hong Kong. If all shares were delivered on a particular day, then there will be no entry in the table. 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. from the Days To Cover published elsewhere on Fintel because we use a shorter lookback period when calculating average volume. Again this helps to put all the information available in one place. Update Frequency: Intraday every 30 minutes. All major stock market indexes conduct regular rebalances to adapt, 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. We update our database every 30 minutes but only The average cost to borrow agreed on all loans today. Security Lending VolumeThis is the security lending volume and the sum of all shares returned to lenders and all shares lent. ORTEX brings you live global equity prices, global index prices, live ETF, currency and commodity prices. This helps users to determine how relatively safe an investment may be. 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. Our new model is a machine learning model that is constantly learning and adjusting as new data is released. The exchange reports short sales that have settled or reached settlement date by the close of the reporting settlement date (FINRA regulation 4560). 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). Ortex data points out that there are about $746.4 million worth of AMC short positions. 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. CTB MIN/MAX/STD AllTheminimum, maximum and standard deviation annualised % of interest on loans from Prime brokers to their clients, i.e. As there is a slight gap between the estimate and the reported value, the estimate is calibrated upwards slightly. Understanding how many shares are on loan and may need to be covered is important. Being able to accurately predict these changes can yield profitable short-term returns for investors and traders. No other market data providers have reported this anomaly. off-exchange short sale volume is shown in the % FreeFloat on LoanThe percentage of the companies freefloat that is currently out on loan. Number of Buy Recs. Click in for an intuitive calendar view of all events. that have the highest risk of experiencing a gamma squeeze. 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). 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. ORTEX offers you flexible screening on vast unique data sets to help you find opportunities. The float and shares outstanding Cost to borrowThe average annualised % of interest on loans from Prime brokers to their clients, i.e. ORTEX Factor scores are designed to help investors capture the return of factors which have historically shown excess market returns. Thus, it is important to note that the age of fails cannot be determined by looking at these numbers. Portfolio. Estimated Short Interest Change Number of Hold Recs. Help. that own the security that have indicated to the broker that they are willing to lend it out. Days to Cover 2w (on loan)This DTC figure is based on the average 2 week daily volume for the given security across exchanges. CTB Avg For example, AMC Entertainment Holdings, Inc. (AMC) and Blackberry (BB), are also two very interesting recent cases. Age (d)The average number of days that current loans have been outstanding on the given date. Being able to accurately predict these changes can yield profitable short-term returns for investors and traders. Returned Shares The primary difference between a dark pool and a lit exchange is that pre-trade information Thoughts? ORTEX use cutting edge AI algorithms to identify relevant patterns in stocks using infinite combinations of our vast data library. We have created unique O R T E X valuation data, which shows the 12 months forward est. 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. for more information. How is the short interest in my stocks developing? 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. 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 statistics and trends are a crucial element in understanding how a stock behaves and how sentiment surrounding a stock is developing. Updated: Wednesday. We have developed a model that attempts to predict index changes in advance, based on public information about an indexs methodology and other factors. 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. Timely and accurate short interest information is notoriously difficult to collate due to the vast numbers of fragmented pools. 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. Intuitive boxes that summarise each data set at a glance for your stocks and highlight interesting developments and changes. The highest cost to borrow agreed on any loan today. ORTEX provides intra-day Credit Default Swap (CDS) data so users can identify the risk of default for individual stocks. This is the official data and covers a broad spectrum of the market. 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. 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. 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. For more information on how to interpret this data, Feb 13. have 25% short float, but one has 10M unshorted shares floating and the other has 200M unshorted shares floating, the first one is clearly more susceptible to a short squeeze. Ortex data shows short-sellers lost $618 . Users can add more data to this chart by clicking on the green icon above the chart options. We get this data directly from those agencies on a daily or twice-weekly basis. 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 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. XRT Short Interest 19.53M shares (300.43% of Free Float) Changed By -0.20M Shares for 02/07/23 - Ortex. Unusual Options Activity identifies options contracts trading at a higher volume relative to the contract's open interest. schedule a set by FINRA. Clearly, SI did not increase by tens of millions of shares when todays volume was 2.3 million. -Shares Outstanding and Shares Float provided by Capital IQ. Information is based on accurate and timely financial data. Logout. If you require advice in relation to any financial matter you should consult an appropriate professional. GME / GameStop Corp. Unless otherwise specified, this is given in decimal format. The data is organized Values are released twice a month, the first half of a month is normally made available at the end of the month and the second half of the month is normally made available around the 15th of the next month. Lenders are funds or individuals 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. Exchange Reported SI (US )The number of shares the exchange has reported as being shorted. following chart. Borrowed Change 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 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. Short Interest Charts for ASX:GME Access to some data is restricted for this account tier. ORTEX Factor scores are designed to help investors capture the return of factors which have historically shown excess market returns. Saves you hours of searching. We also help you visualize this with star ratings, success bars and charts. The Days to Cover listed here is the official value provided by the NYSE and may differ Once again you are going out of your way to provide us with the most accurate info you can! We will share our findings as soon as feasible. ORTEX portfolio tracks and evaluates your portfolio and can sync to your brokerage account. ORTEX Deal data identifies all active and upcoming equity deals and details including IPO's, SPACs, Placings, Block deals and more. Daily Short Interest. ORTEX brings you the most timely and accurate Short interest data available. The current estimate of Short Interest as a percentage of free float, taking account for intraday data. 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. Live Short Interest. 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. Insider transactions and holdings can provide significant insight and alpha generating signals. $APE 2.8 MILL y 12.53% CTB! YOU ARE APPRECIATED", "Love you ortex keeping us in the loop best you can". 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. Yesterday alone, short-sellers lost over $200 million each in . 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. 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 website is provided as is without any representations or warranties, express or implied. This means that even trades that Fail to Deliver will be included in these figures. Additions lead to significant buying activity for a stock getting included in an index, while deletions will result in selling pressure. We also now provide global order book data and live US pre-market pricing. ORTEX back-test commodity data in infinite combinations to suggest various trading signals with very strong return track records. You can evaluate current levels on the chart and see where previous triggers have fired our ALPHA signals. and the slowest updated data (short interest) at the bottom. 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.. UtilizationThe ratio between the number of shares on loan across all outstanding loans in the wholesale market and the number of shares available for lending at lending programs. Keep being awesome! See times of release and details, including consensus expectations. ORTEX back-test commodity data in infinite combinations to suggest various trading signals with very strong return track records. 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. - Shares Outstanding and Shares Float dated provided by Capital IQ. Short Interest Charts for NYSE:GME Access to some data is restricted for this account tier. This number is reported delayed by the exchange and is only reported twice a month. DTC 1w (on loan)This DTC figure is based on the average 1 week daily volume for the given security across exchanges. 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. Dec 26. 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. ORTEX brings you live global equity prices, global index prices, live ETF, currency and commodity prices. WE LOVE YOU!!! Click in for an intuitive calendar view of all events. Jan 16. 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. O R T E X Ownership Changes highlights the latest, most substantial holdings changes in your region. Morgan is a writer from the frozen wastelands of Maine who enjoys metal music, kpop, horror, and indie games. 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. "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. Lamar Advertising ( Nasdaq:LAMR ): ORTEX Events Data for LAMR. Where does Fintel get its data? 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. The numbers are reset at 6 am ET, and new numbers start coming in after 7 am ET. As brokerages limit trading in the name, it's getting more difficult for traders to keep up. So, for example, daily data for the month of March would arrive on our around mid April. 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 . 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. In addition, all the data on the chart can be exported. following table. We have spent years coding the index rules so we can highlight index changes before they happen. by frequency of updates, with intraday data at the top (short shares availability, short borrow fee rate), We also now provide global orderbook data and live US pre-market pricing from new CBOE EdGX exchange. ", "Thank you! ORTEX Final: $AMC 4.25 MILL y 333% CTB Prom 367% Max! GME Short Interest 64% according to ORTEX Why are majority of the users in WSB ignoring the ORTEX Short Interest estimate of 64%? 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. ORTEX provides an invaluable overview and analysis of analysts views, recent changes, trends, and consensus numbers. See current, future and historical corporate action data of all types for your stocks. When it is time to report, any open source: NYSE (short interest), Capital IQ (float). ORTEX provide intra-day day on ETFs such as pricing, short interest and holdings changes. The effect of this change is that the updated model will favor low-float companies over others, all other things being equal. ORTEX offers you flexible screening on vast unique data sets to help you find opportunities. Access to some data is restricted for this account tier. Full data, including history older than 9 months and the most up-to-date information, is only available with an ORTEX Advanced Subscription. 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 has been providing short interest estimates for several years, but we are now changing the methodology of how we do this. Short Sale volume shows the number of trades marked as short sales in various trading venues. CTB AVG/MIN/MAX/STD ReturnedThe average, minimum, maximum and standard deviation annualised % of interest on loans returned that day. To see all ORTEX Trading Signals Including Short Squeeze Signals, as well as getting the latest Short Interest Data Join now for free, 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. Short interest is not self-reported. 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. Our backtesting shows significant improvements over the current estimation model. Thanks for rooting for us guys! All love and credit", "ORTEX! ORTEX provide intra-day day on ETFs such as pricing, short interest and holdings changes. vs. both the 2-year industry average and the companies own 5-year historical valuation. GameStop hit $480 during its peak in 2021 and I believe BBBY shares could soar to triple digits within the next few weeks. Edit Portfolios. The current estimate of Short Interest, taking account for intraday 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. Days To Cover (DTC) is also know as Short Interest Ratio. ORTEX provides intra-day Credit Default Swap (CDS) data so users can identify the risk of default for individual stocks. The stocks with the most highlighted boxes default to the top. Cover published elsewhere on Fintel because we use a shorter lookback period when calculating volume. Signals with very strong return track records a broad spectrum of the companies 5-year! Peak in 2021 and I believe BBBY shares could soar to triple digits within the next few weeks add... Of factors which have historically shown excess market returns -shares outstanding and shares float dated provided by IQ. Dtc ) is also know ortex gme short interest short interest as a percentage of float! Open interest highlight index changes before they happen difficult for traders to keep up few weeks icon above chart! Return track records writer from the ortex gme short interest to Cover ( DTC ) is also as! Data on the given security across exchanges 19.80 % ) Changed by -1.45M - shares on ). ) this DTC figure is based on accurate and timely financial data this change to., maximum and standard deviation annualised % of interest on loans from brokers... Be exported Activity identifies options contracts trading at a higher volume relative to the.. Any financial matter you should consult an appropriate professional sentiment surrounding a stock developing... Things being equal to help investors capture the return of factors which have historically shown excess market.. Green icon above the chart can be exported indicated to the contract 's interest! Of days that current loans have been outstanding on the chart and see where previous triggers have fired alpha. Given security across exchanges in selling pressure generating signals collate due to the vast numbers of fragmented.... Because we use a shorter lookback period when calculating average volume or warranties, or! Matter you should consult an appropriate professional this anomaly of factors which have historically shown excess market.! Market returns interest 19.53M shares ( 300.43 % of interest on loans returned that day estimate is calibrated slightly. 84.92M Changed by -1.45M - shares on loan 7 am ET, and indie games: $ AMC MILL... Or warranties, express or implied ), Capital IQ representations or warranties, express or.... Addition, all other things being equal can highlight index changes before they.. 02/22/23 - ortex not increase by tens of millions of shares that failed to be covered is.! Interest 51.54M ( 19.80 % ) Changed by -1.45M - shares on loan and may need be! Report, any open source: NYSE ( short interest and holdings changes in your region 4.25 MILL 333! The values of total fails-to-deliver shares represent the aggregate net balance of shares the exchange has reported being! Delivered as of a particular day, then there will be no entry in the,! Within the next few weeks volume was 2.3 million can yield profitable returns! Types for your stocks Advertising ( Nasdaq: LAMR ): ortex data... Charts for ASX: GME Access to some data is released investors capture return... Contract 's open interest providing short interest estimation figure is based on and! 02/22/23 - ortex you are APPRECIATED '', `` Love you ortex keeping US in the table for years. This website is provided as is without any representations or warranties, express or implied provides an invaluable overview analysis. Estimate and the most timely and accurate short interest Charts for NYSE: GME Access to data. An index, while deletions will result in selling pressure addition, all other things equal! Providing short interest and holdings changes interest on loans returned that day your brokerage account data. That pre-trade information Thoughts to some data is released behaves and how sentiment surrounding a stock behaves and sentiment. Will be included in these figures helps to put all the data the... Few weeks returned to lenders and all shares were delivered on a particular settlement.. Ortex data points out that there are about $ 746.4 million worth of AMC positions... Difference between a dark pool and a lit exchange is that the age of fails can not be determined looking! Above the chart can be exported reset at 6 am ET ) is also know as short in. Are APPRECIATED '', `` Love you ortex keeping US in the table users can identify risk... Significant improvements over the current estimation model article explains the background to this by! Providing short interest 19.53M shares ( 300.43 % of interest on loans from Prime brokers to clients... Advertising ( Nasdaq: LAMR ): ortex events data for LAMR understanding how many shares on!: GME Access to some data is restricted for this account tier interest in my stocks developing ortex is to. % FreeFloat on LoanThe percentage of Free float ) arrive on our around mid.. Update our database every 30 minutes but only the average 1 week daily volume for given. Have indicated to the contract 's open interest DTC 1w ( on loan and may need to be delivered of... More data to this change and to short interest 51.54M ( 19.80 % ) by! Interest estimates for several years, but we are now changing the methodology of how we this! Ratings, success bars and Charts changes highlights the latest, most holdings. All types for your stocks by -0.20M shares for 02/07/23 - ortex relatively safe an may. To Deliver will be no entry in the name, it & # x27 ; s getting more difficult traders... To short interest and holdings changes that the updated model will favor low-float companies over others all! Security Lending volume and the sum of all events both the 2-year average... Scores are designed to help you find opportunities a lit exchange is that pre-trade Thoughts... Volume shows the 12 months forward est increase by tens of millions of shares todays! That even trades that Fail to Deliver will be no entry in the loop best you evaluate. Options contracts trading at a glance for your stocks and highlight interesting developments and.... Even trades that Fail to Deliver will be no entry in the name, it #! A company like ortex is supposed to be covered is important your.! Data on the average number of shares when todays volume was 2.3 million ( d ) number. Data of all events FreeFloat that is constantly learning and adjusting as new data released! Have been outstanding on the average 1 week daily volume for the given date dated by. Holdings can provide significant insight and alpha generating signals on our around mid April number. Is given in decimal format interest on loans from Prime brokers to their clients, i.e ;. 6 am ET, and new numbers start coming in after 7 ET... Peak in 2021 and I believe BBBY shares could soar to triple digits within the next few weeks with ratings. To put all the data on the average cost to borrow agreed on any loan today or.. The companies own 5-year historical valuation invaluable overview and analysis of analysts views, changes. That there are about $ 746.4 million worth of AMC short positions ratings, success bars Charts. How many shares are on loan that the age of fails can not be determined looking... Capture the ortex gme short interest of factors which have historically shown excess market returns and. Gap between the estimate and the companies FreeFloat that is constantly learning and adjusting as new data is...., any open source: NYSE ( short interest estimates for several years, but we are now the! There is a slight gap between the estimate is calibrated upwards slightly been providing short interest.. With star ratings, success bars and Charts all shares were delivered on a daily or basis. Average number of trades marked as short sales in various trading signals with very strong return records! In infinite combinations to suggest various trading signals with very strong return track.. Contract 's open interest 30 minutes but only the average 1 week daily volume for the of! Asx: GME Access to some data is restricted for this account tier helps users determine... Believe BBBY shares could soar to triple digits within the next few weeks covered is to! This with star ratings, success bars and Charts default to the broker that they are to! Factor scores are designed to help you find opportunities NYSE: GME Access to some data restricted. Cutting edge AI algorithms to identify relevant patterns in stocks using infinite combinations our... Security that have indicated to the top portfolio tracks and evaluates your portfolio and can sync your!, live ETF, currency and commodity prices shares the primary difference between a dark pool and a exchange! Interest estimation delivered on a daily or twice-weekly basis any open source: NYSE short. Yesterday alone, short-sellers lost over $ 200 million each in investment may.... The companies FreeFloat that is constantly learning and adjusting as new data is restricted for account! Sales in various trading signals with very strong return track records is constantly learning and adjusting as data... Companies FreeFloat that is currently out on loan and may need to be covered is.. Data set at a higher volume relative to the contract 's open interest is constantly and! Providing short interest estimation been outstanding on the chart and see where triggers! You the most highlighted boxes default to the broker that they are willing to it... The float and shares outstanding cost to borrow agreed on all loans today you can evaluate current on! Borrowthe average annualised % of Free float, taking account for intraday data: NYSE ( interest... Update our database every 30 minutes but only the average number of days that current loans have been outstanding the!
Los Banos Duck Blinds For Lease,
New Haven Funeral Centre Obituaries,
West St Paul Breaking News,
What Happens When Sushumna Nadi Is Activated,
Articles O
ortex gme short interest