Being able to accurately predict these changes can yield profitable short-term returns for investors and traders. At present, ORTEX is still investigating the matter and aims to share more information as soon as feasible.. 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. All love and credit", "ORTEX! ORTEX highlight Ex-dividend dates on the chart so users can identify how a dividend usually affects the shares on loan. The stock with the highest ORTEX Short Score today is EVGO at 97.99. You can analyse historical data and see all key dividend dates. 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. ORTEX back-test commodity data in infinite combinations to suggest various trading signals with very strong return track records. 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). 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 . Macro data points can be important leading indicators for a stock. 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 back-test Index data in infinite combinations to suggest various trading signals with very strong return track records. O R T E X Ownership Changes highlights the latest, most substantial holdings changes in your 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. 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. DTC (Now) Cost to Borrow. Confidence limits allow us to express this range of values more effectively and also highlight that significant changes in stock lending, for example, will reduce the confidence in our estimates until we get more data. Jan 30. ORTEX has live pricing for all major commodities and also flags all relevant news. Short interest is not self-reported. Perhaps somewhat counterintuitively,, November was a choppy month, dipping in the first week of trading before staging a broad-based rebound to close higher. This is weighted by the number of shares in each loan. Click in for an intuitive calendar view of all events. ORTEX provides real-time Options data displayed in an intuitive way with an easy filter to help users discover interesting activity. Above is an example of how this works. 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. Dec 2. DTC 1w (on loan)This DTC figure is based on the average 1 week daily volume for the given security across exchanges. This article explains the background to this change and to short interest estimation. ORTEX brings you the most timely and accurate Short interest data available. Every day ORTEX identifies alpha-generating opportunities. Source: Short Interest provided by NYSE ", "Thank you! is provided in the table below. Keep being awesome! ORTEX provide intra-day day on ETFs such as pricing, short interest and holdings changes. This helps users to determine how relatively safe an investment may be. Morgan is a writer from the frozen wastelands of Maine who enjoys metal music, kpop, horror, and indie games. Security Lending VolumeThis is the security lending volume and the sum of all shares returned to lenders and all shares lent. In addition to seeing how many shares are out on loan (both as the actual numbers of shares, as a percentage of free-float and as a ratio of average volume (DTC)), this dataset also shows the average interest rate for current loans (Cost to Borrow) as well as the utilization. We have developed a model that attempts to predict index changes in advance, based on public information about an indexs methodology and other factors. 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. 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. to be shorted at a leading prime brokerage. 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. Live Short Interest. This average daily volume is based on the 3 month daily volume for the given security across exchanges. . Unless otherwise specified, this is given in decimal format. 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. 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. 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. ORTEX back-test ETF data in infinite combinations to suggest various trading signals with very strong return track records. -Shares Outstanding and Shares Float provided by Capital IQ. We also now provide global order book data and live US pre-market pricing. Estimated Short InterestThe ORTEX estimate of the number of shares that are shorted. So, for example, daily data for the month of March would arrive on our around mid April. Yes, they are. WE LOVE YOU!!! See current, future and historical corporate action data of all types for your stocks. What commodities, currencies and peers are most correlated to my stocks? The width of the confidence limits reflects the reliability of the estimate for that stock on that day. @ortex Utilization of 100% means that, at the start of trading this morning, all available shares were lent. 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. With this new model, we are also introducing the confidence limits for our estimates. The most prominent reasons are: Settlement certainty: . 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. Users can add more data to this chart by clicking on the green icon above the chart options. Source: Short Interest provided by NYSE Macro data points can be important leading indicators for a stock. The Live Short interest box provides you with updates throughout the day based on the latest lending data. Feb 0 640M Estimated Short Interest % of Freefloat 56.83 N/A ( 118.86 %) Values 28. All love and credit", "ORTEX! ORTEX Factor scores are designed to help investors capture the return of factors which have historically shown excess market returns. Are dark pool trades counted in short interest figures? We also now provide global orderbook data and live US pre-market pricing from new CBOE EdGX exchange. 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. New to Shacknews? to the lender of that security. The old data will continue to be shown for at least one month before it is retired and removed from the system. Stock Lending is not restricted to market trading times and may take place in a different timezone than the primary listing of the company. that have the highest risk of experiencing a short squeeze. This is an experimental feature. Explanation: If two companies both The combined on-exchange and off-exchange short sale volume for GME / GameStop Corp. These attributes which are associated with higher returns are; Quality, Momentum and Value. We have ranked insiders on past performance, so you can understand how effectively they typically trade. We have analysed historical holder, so you can understand the likely impact individual holder transactions will have. 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. Every day ORTEX identifies alpha-generating opportunities. GME Short Interest 56.34M (21.65%) Changed By +0.32M - Shares On Loan 93.16M Changed By -0.12M for 01/26/23 - Ortex. 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. 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 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 O R T E X provides a unique insight into corporate EPS growth to show acceleration and deceleration vs. the share. Number of Hold Recs. ORTEX provides real-time Options data displayed in an intuitive way with an easy filter to help users discover interesting activity. The primary difference between a dark pool and a lit exchange is that pre-trade information Note that For GME stock specifically, the data that ORTEX was displaying was confusing for investors, particularly because short interest was shown as having declined to 20 percent from 220 percent in early 2021 without the accompanying volume ever shown by the SEC. 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. What is current sentiment of Stock options in my stocks? Feb 20. They're also a Tetris fanatic who's fiercely competitive in games like Tetris 99 and all games in general. Access to some data is restricted for this account tier. Short Interest has recently been a topic of active discussion. 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. This provides valuable and timely additional data but only on positions above the reporting threshold. XRT Short Interest 19.53M shares (300.43% of Free Float) Changed By -0.20M Shares for 02/07/23 - Ortex. 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. An Introduction to ORTEX Short Interest data . with higher numbers indicating a higher risk of a short squeeze relative to its peers, Short Interest Estimates Updates - ORTEX Changing the way ORTEX presents Short Interest Estimates From Monday February 14 th, 2022, ORTEX is changing the methodology it uses to calculate Estimated Short Interest. 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. Thus, it is important to note that the age of fails cannot be determined by looking at these numbers. 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. "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. Update Frequency: Short Interest - Twice Monthly. Is short interest self-reported, and therefore unreliable? CTB AVG/MIN/MAX/STD ReturnedThe average, minimum, maximum and standard deviation annualised % of interest on loans returned that day. ", "ORTEX is awesome. Information is based on accurate and timely financial data. No other market data providers have reported this anomaly. FreeFloat on Loan. The most relevant valuation metric for each sector is used on the overview screen and further analysis for historic and forecast years and a variety of other valuation metrics in both table and chart format are available. Keep being awesome! You can evaluate current levels on the chart and see where previous triggers have fired our ALPHA signals. 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. New ORTEX Estimated Short Interest example for AMC. 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