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. The number of shares that have been returned today. Saves you hours of searching. 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. Every day ORTEX identifies alpha-generating opportunities. Update Frequency: SEC publishes daily data in batches that are delivered twice monthly and lagged about two weeks. From Monday February 14th, 2022, ORTEX is changing the methodology it uses to calculate Estimated Short Interest. 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. CTB AVG/MIN/MAX/STD ReturnedThe average, minimum, maximum and standard deviation annualised % of interest on loans returned that day. GameStop (NYSE: GME) stock is jumping on Friday as investors celebrate short-squeeze chatter sending shares higher. 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. This is the raw number of shares available to trade that have not been shorted. While we wait to hear more from ORTEX on the strange data that was displayed for GameStop (GME) stock, we recommend brushing up on some of our previous coverage including the SEC issuing a report for GameStop (GME) in regards to what happened in January 2021, and how Internet Game and Lionsgate have teamed up on SAW game NFTs released to the GameStop NFT Marketplace. Macro data points can be important leading indicators for a stock. Shares On Loan Percentile. Ortex data points out that there are about $746.4 million worth of AMC short positions. Short interest is not self-reported. We also now provide global orderbook data and live US pre-market pricing from new CBOE EdGX exchange. Short Interest Charts for NYSE:AMC. CTB Min Once again you are going out of your way to provide us with the most accurate info you can! Clearly, SI did not increase by tens of millions of shares when todays volume was 2.3 million. Fintel is a registered trademark. Short Interest What It Is, What It Is Not. See times of release and details, including consensus expectations. Current (daily) and accurate valuation using efficient and logical methodology is a crucial metric in understanding a stock. Short Interest has recently been a topic of active discussion. 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 ORTEX back-test ETF data in infinite combinations to suggest various trading signals with very strong return track records. See times of release and details, including consensus expectations. 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. GME / GameStop Corp. As brokerages limit trading in the name, it's getting more difficult for traders to keep up. short positions are reported, no matter what type of trading venue those shares were acquired on. 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. 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. ", "I subscribed last week and it's been worth every penny! Updated: Wednesday. 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.. off-exchange short sale volume is shown in the Short Interest has recently been a topic of active discussion. 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. Here are nine stocks that have high enough short interest to be primed for the next big short squeezes, according to Ortex Analytics. 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. Borrowed Change Beyond short selling, there are several reasons why investors seek to borrow stock. The current estimate of Short Interest as a percentage of free float, taking account for intraday data. The different types of signal look at different aspects of the metric that is the main base for that signal. 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. 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. Full data, including history older than 9 months and the most up-to-date information, is only available with an ORTEX Advanced Subscription. This is an experimental feature. Days To Cover (DTC) is also know as Short Interest Ratio. ORTEX back-test commodity data in infinite combinations to suggest various trading signals with very strong return track records. ORTEX provides intra-day Credit Default Swap (CDS) data so users can identify the risk of default for individual stocks. Dec 26. Predictions can be ranked based on Conviction levels, among other variables. ", "That's it I'm getting a year subscription. On LoanThe current number of shares out on loan. ORTEX Stock Stamps highlight a data box with significant events or changes worth exploring. Daily Short Interest. News. 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. ", "Thank you! Days to Cover is the short interest divided by the average volume. 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. Conversely, a borrower may borrow shares with the intention of shorting, and then delay the short sale. Exchange Reported SI (US )The number of shares the exchange has reported as being shorted. In addition to these more traditional baskets, ORTEX also have a score for Insider activity, Short analysis score and Relative correlation diversion. ORTEX brings you live global equity prices, global index prices, live ETF, currency and commodity prices. Predictions can be ranked based on Conviction levels, among other variables. 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. We have created unique O R T E X valuation data, which shows the 12 months forward est. How is the short interest in my stocks developing? The Short Interest chart highlights the share price versus various Short interest metrics. updates of the Short Interest % Float for the last fifteen days. The highest cost to borrow agreed on any loan today. The Short Squeeze Score is the result of a sophisticated, multi-factor quantitative model that identifies companies Macro data points can be important leading indicators for a stock. vs. both the 2-year industry average and the companies own 5-year historical valuation. The lowest cost to borrow agreed on any loan today. Hence, we have a two-pronged approach to our signals. Who are the most accurate and influential company insiders? ORTEX has five families of trading signals: Short Squeeze, EPS, RSI, MACD and Company Events. that have the highest risk of experiencing a short squeeze. This is the official data and covers a broad spectrum of the market. Estimated Short Interest % FF. show the actual volumes across all trading venues, but just the venues we track. ORTEX portfolio tracks and evaluates your portfolio and can sync to your brokerage account. and 50 being the average. Full data, including history older than 9 months and the most up-to-date information, is only available with an ORTEX Advanced Subscription. 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. 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. that have the highest risk of experiencing a gamma squeeze. On Loan Number of LoansThe number of loans that are outstanding on the given date. 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 number of new shares that have been borrowed today. ORTEX also send and display a daily morning note for Europe and US which aims to highlight the main themes and news items for the upcoming session. 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. Explanation: If two companies both The truly real-time Short Interest data for a stock isnt available in any market. The average cost to borrow agreed on all loans today. ORTEX brings you the most timely and accurate Short interest data available. O R T E X EPS momentum tracks analyst's upgrades and downgrades of stock estimates, using the most accurate intra-day data. Ortex has been providing short interest estimates for several years, but we are now changing the methodology of how we do this. The speed of this increase also increases the prediction uncertainty and, as such, the width of the confidence interval also increases. 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. is provided in the table below. The dataset will also include an estimate for the total traded value potential, which represents the dollar value of stock that may need to be bought or sold. Jan 6. 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. CMC has a RSI (Type 1) 10 to 20 Buy Signal today. 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). The scoring model uses a combination of short interest, float, short borrow fee rates, Anyone with queries is welcome to direct them to support@ortex.com, 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. See In addition, all the data on the chart can be exported. 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. For example, AMC Entertainment Holdings, Inc. (AMC) and Blackberry (BB), are also two very interesting recent cases. ", "That's it I'm getting a year subscription. O R T E X Ownership Changes highlights the latest, most substantial holdings changes in your region. Short Interest is updated twice monthly on set schedule, but float can be updated more frequently (although it does not change every day), so we provide daily 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. Security Lending VolumeThis is the security lending volume and the sum of all shares returned to lenders and all shares lent. This is what a company like ORTEX is supposed to be. 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. We have created unique O R T E X valuation data, which shows the 12 months forward est. BEST ANALYTICS OUT THERE! ORTEX provide intra-day day on ETFs such as pricing, short interest and holdings changes. Click on a company to understand how the stock has historically traded before, during, and after a specific event. ORTEX use cutting edge AI algorithms to identify relevant patterns in stocks using infinite combinations of our vast data library. My Universe. Currently, this data is only published twice a month, and the data is delayed by 7 trading days, and this lack of up-to-date Short Interest data disadvantages the investor. You can analyse historical data and see all key dividend dates. with higher numbers indicating a higher risk of a short squeeze relative to its peers, ORTEX provided examples of other stocks that have shown similar patterns of extreme increases of booked stock loans that subsequently disappear. Among these are Mullen Automotive (MULN), Schlumberger Limited (SLB), Nio Inc. (NIO), Open Orphan PLC (CRO), GameStop (GME), Baker Hughes (BKR), and Intuitive Surgical (ISRG) stock. 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. 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. We have developed a model that attempts to predict index changes in advance, based on public information about an indexs methodology and other factors. For Canadian, Australian, and Hong Kong markets, the short interest is published by the regulatory agencies of those countries. What commodities, currencies and peers are most correlated to my stocks? This end-of-day data will also contain information from some securities lenders that do not report data live throughout the day. Are dark pool trades counted in short interest figures? On Monday Feb 14th 2022, the new methodology has replaced the existing one on the Short Interest chart. Dec 2. 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. See companies with highest Short Borrow Fee Rate. The exchange reports short sales that have settled or reached settlement date by the close of the reporting settlement date (FINRA regulation 4560). $GME 3.47 MILL y 13.45% CTB! Dec 12. 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.
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