ORTEX back-test ETF data in infinite combinations to suggest various trading signals with very strong return track records. by frequency of updates, with intraday data at the top (short shares availability, short borrow fee rate), Days To Cover (DTC) is also know as Short Interest Ratio. ORTEX approach to trading signals is rather cautious, markets can be volatile, and history doesnt always repeat itself. 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. You can evaluate current levels on the chart and see where previous triggers have fired our ALPHA signals. On Loan New/ReturnedThe current number of new shares out on loan, and the current number of shares on loan that have been returned. So if you combine the previous exchange release, with the latest daily percentage change, you can usually predict what future exchange releases will be. DTC 1m (on loan)This DTC figure is based on the average 1 month daily volume for the given security across exchanges. Macro data points can be important leading indicators for a stock. Charts. Specifically, investors are reacting to news from ORTEX that GameStop's. Short interest is not self-reported. Live Short Interest. Conversely, a borrower may borrow shares with the intention of shorting, and then delay the short sale. This helps users to determine how relatively safe an investment may be. GameStop hit $480 during its peak in 2021 and I believe BBBY shares could soar to triple digits within the next few weeks. How do my stocks typically trade over specific corporate events? There are two types of Unless otherwise specified, this is given in decimal format. 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. We also highlight interesting lock-up expiries so users can identify overhang or big blocks of stock that could potentially come to the market and weigh on upside. ORTEX provides intra day and historical data for days to cover, shares on loan, utilisation rate, cost of borrow and freefloat on loan. 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. Who are the most accurate and influential company insiders? to the lender of that security. All changes will be consolidated in the end-of-day data that is released before the US markets open every morning. that have the highest risk of experiencing a gamma squeeze. 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. What are the institutional holdings changes in my stocks? Thanks for rooting for us guys! The change in borrowing today, borrowed shares returned shares. hedge funds. 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. Ortex data points out that there are about $746.4 million worth of AMC short positions. Jan 6. XRT Short Interest 19.53M shares (300.43% of Free Float) Changed By -0.20M Shares for 02/07/23 - Ortex. 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 Stock Stamps highlight a data box with significant events or changes worth exploring. display changes, in order to improve readability. 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. This number is included in both the "Short Volume" and "Total Volume" numbers. Source: Short Interest provided by NYSE CTB Avg ORTEX add these flags intra-day as soon as the regulator publishes them, aggregates an institutions overall current short position and lists all the latest flags so users get an accurate idea of latest sentiment. Morgan is a writer from the frozen wastelands of Maine who enjoys metal music, kpop, horror, and indie games. 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. 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. It is not the total number of shares available to short, nor is it the short interest. Short Interest Charts for NYSE:AMC. This is the raw number of shares available to trade that have not been shorted. Are my stocks entering or exiting an index and what could this mean? ORTEX short interest data is sourced from the worlds largest combined pool of agent lenders, prime brokers, and broker-dealers who submit their inventory. following chart. and 50 being the average. Live Short Interest data, Utilization, Cost to borrow and much more for Geratherm Medical AG, XTRA:GME Dec 19. For each signal we tell you how many times the signal has triggered in the past, the success rate and the average return, as well as what holding period has previously given the best return. Intuitive boxes that summarise each data set at a glance for your stocks and highlight interesting developments and changes. ORTEX Deal data identifies all active and upcoming equity deals and details including IPO's, SPACs, Placings, Block deals and more. ORTEX provides real-time Options data displayed in an intuitive way with an easy filter to help users discover interesting activity. The current estimate of Short Interest as a percentage of free float, taking account for intraday data. 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. Dec 26. If all shares were delivered on a particular day, then there will be no entry in the table. At present, ORTEX is still investigating the matter and aims to share more information as soon as feasible.. we use are sourced from Capital IQ, which is one of the top firms that provide this data. How is the short interest in my stocks developing? Access to some data is restricted for this account tier. Edit Portfolios. Age New/ReturnedThe average age of the current number of new shares out on loan, and the average age of the current number of shares on loan that have been returned. 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. We have created unique O R T E X valuation data, which shows the 12 months forward est. FreeFloat on Loan. $APE 2.8 MILL y 12.53% CTB! Once again you are going out of your way to provide us with the most accurate info you can! 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. YOU ARE APPRECIATED", "Love you ortex keeping us in the loop best you can". We have ranked insiders on past performance, so you can understand how effectively they typically trade. Short Score. ", "ORTEX is awesome. ORTEX - Global Financial Analytics with live short interest, options, analyst data and much more . Significant index additions and deletions have important implications for trading dynamics, as index funds are obligated to track the changes. Estimated Short Interest % FF. ORTEX provides real-time Options data displayed in an intuitive way with an easy filter to help users discover interesting activity. 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. Logout. 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. We have analysed historical holder, so you can understand the likely impact individual holder transactions will have. Click on a company to understand how the stock has historically traded before, during, and after a specific event. 18th of May 2021 Since the Short Squeeze events in GameStop, NYSE:GME and many other stocks at the beginning . You can analyse historical data and see all key dividend dates. This is the estimated percentage change in the number of shares being shorted since the previous trading days close. Yesterday alone, short-sellers lost over $200 million each in . and other metrics. Thus, it is important to note that the age of fails cannot be determined by looking at these numbers. This website is provided as is without any representations or warranties, express or implied. Next: EVgo Inc. (ticker: EVGO) 1/12. 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 $GME 3.47 MILL y 13.45% CTB! ORTEX back-test ETF data in infinite combinations to suggest various trading signals with very strong return track records. 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. Borrowed Change In addition to these more traditional baskets, ORTEX also have a score for Insider activity, Short analysis score and Relative correlation diversion. Keep it real always 100! -Shares Outstanding and Shares Float provided by Capital IQ. Understanding how much cash tracks the index, what a likely change will be and understanding how many shares need to be bought or sold and when is valuable data. Perhaps somewhat counterintuitively,, November was a choppy month, dipping in the first week of trading before staging a broad-based rebound to close higher. 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. Borrowed Shares 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. Short interest in GameStop fell to 39% from 114% in mid-January, according to data from IHS Markit. As there is a slight gap between the estimate and the reported value, the estimate is calibrated upwards slightly. The current estimate of Short Interest, taking account for intraday data. The average cost to borrow agreed on all loans today. 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. that own the security that have indicated to the broker that they are willing to lend it out. Main Menu. Days to Cover is the short interest divided by the average volume. This allows a clear snapshot of a company's relative current valuation. GME Short Interest 57.62M (22.14%) Changed By -0.38M - Shares On Loan 86.55M Changed By +2.01M for 02/28/23 - Ortex comment sorted by Best Top New Controversial Q&A Add a Comment CTB Max 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. Index rebalances. 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. Today's top Trading Signals are: SPTN has a EPS (Type 1) Buy Signal today. . It is crucial to identify upcoming Company events and understand what they mean for your stock. This fee is shown as an annual percentage rate (APR). In order for a stock to be sold short, short sellers have a legal obligation to borrow shares to settle the trade so, by tracking securities lending data in real-time, it is possible to estimate short interest to fill the gap in the official data. 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. ORTEX brings you the most timely and accurate Short interest data available. short positions listed here: 2015-2023 Fintel Ventures LLC. In addition to these more traditional baskets, ORTEX also have a score for Insider activity, Short analysis score and Relative correlation diversion. is provided in the table below. See We have spent years coding the index rules so we can highlight index changes before they happen. ORTEX Factor scores can be further filtered to suit Geography, Sector, Size, Liquidity and Yield. hedge funds. DTC (Now) Cost to Borrow. Click on a company to understand how the stock has historically traded before, during, and after a specific event. ", "That's it I'm getting a year subscription. For example, there may be a stock that has vast amounts of short interest, where a positive surprise could create a short squeeze, as investors that are short scramble to buy back the borrowed shares. In addition, in Europe, financial institutions are only required to flag to the local regulator whenever they go over or back under certain thresholds. You can find definitions for these terms at the bottom of this help window. As brokerages limit trading in the name, it's getting more difficult for traders to keep up.