Perhaps somewhat counterintuitively,, November was a choppy month, dipping in the first week of trading before staging a broad-based rebound to close higher. 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. Main Menu. 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. 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. ORTEX has five families of trading signals: Short Squeeze, EPS, RSI, MACD and Company Events. But mostly Tetris. 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. The primary difference between a dark pool and a lit exchange is that pre-trade information Short Sale volume shows the number of trades marked as short sales in various trading venues. The change in borrowing today, borrowed shares returned shares. The different types of signal look at different aspects of the metric that is the main base for that signal. If you require advice in relation to any financial matter you should consult an appropriate professional. The float and shares outstanding For more information on how to interpret this data, Yes, they are. 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. Security Lending VolumeThis is the security lending volume and the sum of all shares returned to lenders and all shares lent. Our vast data library is available to download. We have developed a model that attempts to predict index changes in advance, based on public information about an indexs methodology and other factors. On Loan New/ReturnedThe current number of new shares out on loan, and the current number of shares on loan that have been returned. . short interest is published twice-monthly, on a 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. CTB Avg 47 comments 79% Upvoted 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. Predictions can be ranked based on Conviction levels, among other variables. 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. 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. It is quite normal that some transactions are booked and may be cancelled or closed unfulfilled later in the day, or overnight. #GME - Short Interest Update $GME announced today it has completed its previously announced equity offering program, raising $1.126bn. What are the institutional holdings changes in my stocks? Users can then see upcoming dividend schedules and annualised yields in a clear and concise way. ORTEX - Global Financial Analytics with live short interest, options, analyst data and much more . Charts. Many companies in the, After launching ORTEX Index Rebalance Predictions last month, we have continued to build out our proprietary model to support several prominent S&P indexes, including, ORTEX believes that data empowers investors to make informed investment and trading decisions, which is why we work continuously to add more and more, ORTEX is excited to announce a powerful new proprietary dataset: ORTEX Index Rebalance Predictions. The lowest cost to borrow agreed on any loan today. It is crucial to understand the views of analysts specialising in your stocks. The most prominent reasons are: Settlement certainty: . The truly real-time Short Interest data for a stock isnt available in any market. Ortex data shows short-sellers lost $618 . Insider transactions and holdings can provide significant insight and alpha generating signals. 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. We have ranked insiders on past performance, so you can understand how effectively they typically trade. 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. ORTEX use cutting edge AI algorithms to identify relevant patterns in stocks using infinite combinations of our vast data library. We do not source short interest from a single broker. ORTEX Stock Stamps highlight a data box with significant events or changes worth exploring. 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. This can all be seen from the data we display on our Alpha Trading Signals. This data is the official short interest data, as provided by NYSE. DTC 1m (on loan)This DTC figure is based on the average 1 month daily volume for the given security across exchanges. and the slowest updated data (short interest) at the bottom. $GME 's share price has jumped up 9% in pre market. Flagged Shorts (Europe) In Europe users can also chart the aggregated total FLAGGED shorts. Short Interest Publication Schedule. This is the raw number of shares available to trade that have not been shorted. ORTEX use cutting edge AI algorithms to identify relevant patterns in stocks using infinite combinations of our vast data library. ", "That's it I'm getting a year subscription. Additions lead to significant buying activity for a stock getting included in an index, while deletions will result in selling pressure. This helps users to determine how relatively safe an investment may be. ORTEX brings you live global equity prices, global index prices, live ETF, currency and commodity prices. My Universe. Keep it real always 100! Every day ORTEX identifies alpha-generating opportunities. 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). This allows a clear snapshot of a company's relative current valuation. 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. Short Interest Charts for NYSE:GME Access to some data is restricted for this account tier. This is what a company like ORTEX is supposed to be. from the Days To Cover published elsewhere on Fintel because we use a shorter lookback period when calculating average volume. We also now provide global order book data and live US pre-market pricing. What is current sentiment of Stock options in my stocks? Conversely, a borrower may borrow shares with the intention of shorting, and then delay the short sale. O R T E X macro events include all relevant Macro data points that may affect stocks in your selected region. "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. O R T E X EPS momentum tracks analyst's upgrades and downgrades of stock estimates, using the most accurate intra-day data. 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. ORTEX Factor scores are designed to help investors capture the return of factors which have historically shown excess market returns. % FreeFloat on LoanThe percentage of the companies freefloat that is currently out on loan. You can follow Morgan on Twitter @Author_MShaver. 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. - Shares Outstanding and Shares Float dated provided by Capital IQ. This section uses the official NYSE-supplied short interest and provides some value-added metrics, calculated daily. 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 19. Thanks for rooting for us guys! The exchange reports short sales that have settled or reached settlement date by the close of the reporting settlement date (FINRA regulation 4560). We also help you visualize this with star ratings, success bars and charts. This uses the delayed official exchange data and is adjusted by the relevant percentage change of our intra-day stock lending data to give users another useful estimate of the very latest daily short positioning. Edit Portfolios. Help. 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. What are the institutional holdings changes in my stocks? display changes, in order to improve readability. How do my stocks typically trade over specific corporate events? At the start of February again, the GME stock value declined and increased by the last week of February. 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. The current estimate of Short Interest, taking account for intraday data. Dec 2. This often highlights alpha generating ideas as it enables you to analyse how much earnings estimates determine a stock price. ORTEX provides intra day and historical data for days to cover, shares on loan, utilisation rate, cost of borrow and freefloat on loan. 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. Saves you hours of searching. Clearly, SI did not increase by tens of millions of shares when todays volume was 2.3 million. 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. All rights reserved. This end-of-day data will also contain information from some securities lenders that do not report data live throughout the day. following table. Returned Shares We will share our findings as soon as feasible. All love and credit", "ORTEX! Click on a company to understand how the stock has historically traded before, during, and after a specific event. We also enable users to filter for company-specific news as required. by frequency of updates, with intraday data at the top (short shares availability, short borrow fee rate), These attributes which are associated with higher returns are; Quality, Momentum and Value. All the above combine to give an overall ORTEX Stock Score. You can evaluate current levels on the chart and see where previous triggers have fired our ALPHA signals. Perhaps somewhat counterintuitively,, November was a choppy month, dipping in the first week of trading before staging a broad-based rebound to close higher. Current (daily) and accurate valuation using efficient and logical methodology is a crucial metric in understanding a stock. Short Interest Chart ORTEX Short Interest Chart The Short Interest chart highlights the share price versus various Short interest metrics. See Are dark pool trades counted in short interest figures? Hence, we have a two-pronged approach to our signals. The figure is not a daily amount of fails, but a combined figure that includes both new fails on the reporting day as well as existing fails. What commodities, currencies and peers are most correlated to my stocks? This means that even trades that Fail to Deliver will be included in these figures. Jan 6. 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. FreeFloat on Loan. The old data will continue to be shown for at least one month before it is retired and removed from the system. Macro events include all relevant macro data points that may affect stocks in your region... That some transactions are booked and may be cancelled or closed unfulfilled in... Can then see upcoming dividend schedules and annualised yields in a clear snapshot of a company 's relative current.. Determine how relatively safe an investment may be cancelled or closed unfulfilled in! Analytics with live short Interest metrics significant buying activity for a stock.! Retired and removed from the Days to Cover published elsewhere on Fintel because use... 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