Information is based on accurate and timely financial data. ORTEX portfolio tracks and evaluates your portfolio and can sync to your brokerage account. Full data, including history older than 9 months and the most up-to-date information, is only available with an ORTEX Advanced Subscription. Today's top Trading Signals are: SPTN has a EPS (Type 1) Buy Signal today. Users can then see upcoming dividend schedules and annualised yields in a clear and concise way. The lowest cost to borrow agreed on any loan today. 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. Users can then see upcoming dividend schedules and annualised yields in a clear and concise way. 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. 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. 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 has been providing short interest estimates for several years, but we are now changing the methodology of how we do this. The scoring model uses a combination of short interest, float, short borrow fee rates, ORTEX short interest data is sourced from the worlds largest combined pool of agent lenders, prime brokers, and broker-dealers who submit their inventory. On Loan New/ReturnedThe current number of new shares out on loan, and the current number of shares on loan that have been returned. 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. Days To Cover (DTC) is also know as Short Interest Ratio. 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. We continue to monitor and investigate what is going on with the lending data, which has thrown a wrench in our SI estimation model. Daily Short Interest. with higher numbers indicating a higher risk of a short squeeze relative to its peers, This often highlights alpha generating ideas as it enables you to analyse how much earnings estimates determine a stock price. ", "Thank you! 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. 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. Short Sale volume shows the number of trades marked as short sales in various trading venues. Stock Lending is not restricted to market trading times and may take place in a different timezone than the primary listing of the company. Estimated Current SI % of FF For Canadian, Australian, and Hong Kong markets, the short interest is published by the regulatory agencies of those countries. 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. To provide transparency and allow people to compare the new algorithm with the historic algorithm, the old estimation method has moved to the Advanced chart (accessible by clicking Show Advanced in the top right corner of the chart). ORTEX brings you live global equity prices, global index prices, live ETF, currency and commodity prices. 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. 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. So if you combine the previous exchange release, with the latest daily percentage change, you can usually predict what future exchange releases will be. Specifically, investors are reacting to news from ORTEX that GameStop's. Dec 26. Are my stocks entering or exiting an index and what could this mean? In addition, all the data on the chart can be exported. We start by statistically determining rare events, and on top of this we use a machine learning algorithm to determine the likelihood of success. ORTEX back-test commodity data in infinite combinations to suggest various trading signals with very strong return track records. Macro data points can be important leading indicators for a stock. Whereas the former is still called Estimated Short Interest and Estimated SI % of FF, the new algorithm is called ORTEX Estimated Short Interest and ORTEX Estimated SI % of FF. Dec 12. We have ranked insiders on past performance, so you can understand how effectively they typically trade. Short Interest Charts for NYSE:AMC. This data is the official short interest data, as provided by NYSE. #GME - Short Interest Update $GME announced today it has completed its previously announced equity offering program, raising $1.126bn. We also enable users to filter for company-specific news as required. The number of shares that have been returned today. Main Menu. Number of Buy Recs. This article explains the background to this change and to short interest estimation. 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. Note that This fee is shown as an annual percentage rate (APR). What commodities, currencies and peers are most correlated to my stocks? information notice provided by FINRA. ortex_data_post_split_gme_shows Reply . We source our short interest data from a variety of providers. ORTEX provides timely and accurate, up to the minute analyst recommendation changes and Target price/estimate changes. The Short Interest 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. ORTEX provides timely and accurate, up to the minute analyst recommendation changes and Target price/estimate changes. and 50 being the average. 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). 18th of May 2021 Since the Short Squeeze events in GameStop, NYSE:GME and many other stocks at the beginning . ORTEX back-test Index data in infinite combinations to suggest various trading signals with very strong return track records. Lamar Advertising ( Nasdaq:LAMR ): ORTEX Events Data for LAMR. Edit Portfolios. Significant index additions and deletions have important implications for trading dynamics, as index funds are obligated to track the changes. If all shares were delivered on a particular day, then there will be no entry in the table. Macro data points can be important leading indicators for a stock. Intuitive boxes that summarise each data set at a glance for your stocks and highlight interesting developments and changes. Anyone with queries is welcome to direct them to [email protected], 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. Yesterday alone, short-sellers lost over $200 million each in . ORTEX short interest data is sourced from the worlds largest combined pool of agent lenders, prime brokers, and broker-dealers who submit their inventory. WE LOVE YOU!!! Hence, we have a two-pronged approach to our signals. The number ranges from 0 to 100, What is current sentiment of Stock options in my stocks? Markets Overview. 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. BEST ANALYTICS OUT THERE! ORTEX portfolio tracks and evaluates your portfolio and can sync to your brokerage account. Days to Cover 1w/2w/1m/3m (estimated SI)How many days of average volume the current estimated short interest equate to. See 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. and the slowest updated data (short interest) at the bottom. - Shares Outstanding and Shares Float dated provided by Capital IQ. The Days to Cover listed here is the official value provided by the NYSE and may differ This short interest tracker provides a variety of short interest related data, sourced from a variety of partners. 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. How is the short interest in my stocks developing? vs. both the 2-year industry average and the companies own 5-year historical valuation. Saves you hours of searching. These attributes which are associated with higher returns are; Value, Quality, Momentum & Growth. This table shows the number of shares of US:GME available Security Lending VolumeThis is the security lending volume and the sum of all shares returned to lenders and all shares lent. 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). off-exchange short sale volume is shown in the Just prior to Dec 15th, there was a marked increase in Shares On Loan. CTB AVG/MIN/MAX/STD ReturnedThe average, minimum, maximum and standard deviation annualised % of interest on loans returned that day. 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 also now provide global order book data and live US pre-market pricing. Days to Cover is the short interest divided by the average volume. 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. Perhaps somewhat counterintuitively,, November was a choppy month, dipping in the first week of trading before staging a broad-based rebound to close higher. The stock with the highest ORTEX Short Score today is EVGO at 97.99. 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. Additions lead to significant buying activity for a stock getting included in an index, while deletions will result in selling pressure. Dec 2. The Short Interest chart highlights the share price versus various Short interest metrics. You can analyse historical data and see all key dividend dates. We also help you visualize this with star ratings, success bars and charts. New to Shacknews? Conversely, a borrower may borrow shares with the intention of shorting, and then delay the short sale. hedge funds. New ORTEX Estimated Short Interest example for AMC. Borrowed Change Here are nine stocks that have high enough short interest to be primed for the next big short squeezes, according to Ortex Analytics. Our vast data library is available to download. We get this data directly from those agencies on a daily or twice-weekly basis. 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. This helps users to determine how relatively safe an investment may be. Index rebalances. The stocks with the most highlighted boxes default to the top. 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. 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. 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. Ortex data shows short-sellers lost $618 . 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 ARE APPRECIATED", "Love you ortex keeping us in the loop best you can". 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. Predictions can be ranked based on Conviction levels, among other variables. 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. 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. This website is provided as is without any representations or warranties, express or implied. DTC 1m (on loan)This DTC figure is based on the average 1 month daily volume for the given security across exchanges. ORTEX provides real-time Options data displayed in an intuitive way with an easy filter to help users discover interesting activity. This is important because it means the aggregate short and total volume columns do not 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.. O R T E X EPS momentum tracks analyst's upgrades and downgrades of stock estimates, using the most accurate intra-day data. Short Interest What It Is, What It Is Not. Our new model is a machine learning model that is constantly learning and adjusting as new data is released. 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. All love and credit", "ORTEX! ORTEX provide intra-day day on ETFs such as pricing, short interest and holdings changes. 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. This number is reported delayed by the exchange and is only reported twice a month. 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. 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. The numbers are reset at 6 am ET, and new numbers start coming in after 7 am ET. O R T E X Ownership Changes highlights the latest, most substantial holdings changes in your region. 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. Are my stocks entering or exiting an index and what could this mean? Source: Short Interest provided by NYSE At present, ORTEX is still investigating the matter and aims to share more information as soon as feasible.. 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. CTB Avg 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. Logout. Update Frequency: Short Interest - Twice Monthly. This article explains the background to this change and to short interest estimation. And a new Post-Split follow up post showing the number is over 100% now: ortex_data_post_split_gme_shows Reply enfiniti27 Financial Errorists Llc Additional comment actions . with higher numbers indicating a higher risk of a short squeeze relative to its peers, 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. Are dark pool trades counted in short interest figures? ", "That's it I'm getting a year subscription. Lenders are funds or individuals You can read more about ORTEX Index Rebalance Predictions here. On LoanThe current number of shares out on loan. GME / GameStop Corp. short borrow fee rates are shown in the The average cost to borrow agreed on all loans today. This average daily volume is based on the 3 month daily volume for the given security across exchanges. We also now provide global orderbook data and live US pre-market pricing from new CBOE EdGX exchange. 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. Short Interest has recently been a topic of active discussion. Live Short Interest. Short interest is not self-reported. 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. You can find definitions for these terms at the bottom of this help window. The current estimate of Short Interest, taking account for intraday data. schedule a set by FINRA. ORTEX Stock Stamps highlight a data box with significant events or changes worth exploring. 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. ORTEX brings you the most timely and accurate Short interest data available. 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. Once again you are going out of your way to provide us with the most accurate info you can! Short Interest Charts for ASX:GME Access to some data is restricted for this account tier. Is short interest self-reported, and therefore unreliable? Short Interest What It Is, What It Is Not. ORTEX Deal data identifies all active and upcoming equity deals and details including IPO's, SPACs, Placings, Block deals and more. 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. Information is based on accurate and timely financial data. 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. ORTEX already had the most up to date data there was, based on all outstanding loans in any security at the close of the US markets. This is what a company like ORTEX is supposed to be. Short interest is not self-reported. 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. It is crucial to understand the views of analysts specialising in your stocks. In addition, in Europe, financial institutions are only required to flag to the local regulator whenever they go over or back under certain thresholds. Days to Cover 3m (on loan)How many days of average volume the current shares on loan equate too. What are the institutional holdings changes in my stocks? ORTEX has five families of trading signals: Short Squeeze, EPS, RSI, MACD and Company Events. Jan 6. AMC short interest is. We have developed a model that attempts to predict index changes in advance, based on public information about an indexs methodology and other factors. Dec 12. Stay ahead of markets with ORTEX Trading Signals. 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. The Short Squeeze Score is the result of a sophisticated, multi-factor quantitative model that identifies companies 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. Our flexible charting allows you to access our vast data library. Update Frequency: Intraday every 30 minutes. Insider transactions and holdings can provide significant insight and alpha generating signals. We welcome your suggestions for improvement. Fintel is a registered trademark. Jan 23. Users can add more data to this chart by clicking on the green icon above the chart options. Last year alone, with the 50% drop in AMC's share price, short sellers had pocketed about $1.73 billion in . See times of release and details, including consensus expectations. On trading days, this data is updated from 7am ET, before the markets open, and continues to be updated until 5am ET the following day. 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. ORTEX provide intra-day day on ETFs such as pricing, short interest and holdings changes. Short Interest Chart ORTEX Short Interest Chart The Short Interest chart highlights the share price versus various Short interest metrics. ", "I subscribed last week and it's been worth every penny! 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. XRT Short Interest 19.53M shares (300.43% of Free Float) Changed By -0.20M Shares for 02/07/23 - Ortex. These attributes which are associated with higher returns are; Quality, Momentum and Value. Dividends paid Signup for a Free Account. Borrowed Shares short interest is published twice-monthly, on a 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. GME Short Interest 64% according to ORTEX Why are majority of the users in WSB ignoring the ORTEX Short Interest estimate of 64%? These attributes which are associated with higher returns are; Value, Quality, Momentum & Growth. updates of the Short Interest % Float for the last fifteen days. ORTEX back-test commodity data in infinite combinations to suggest various trading signals with very strong return track records. ORTEX approach to trading signals is rather cautious, markets can be volatile, and history doesnt always repeat itself. 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. All rights reserved. Feb 13. ORTEX Factor scores are designed to help investors capture the return of factors which have historically shown excess market returns. Full data, including history older than 9 months and the most up-to-date information, is only available with an ORTEX Advanced Subscription. Ortex data points out that there are about $746.4 million worth of AMC short positions. is provided in the table below. by frequency of updates, with intraday data at the top (short shares availability, short borrow fee rate), ORTEX Factor scores can be further filtered to suit Geography, Sector, Size, Liquidity and Yield. Number of Hold Recs. -Shares Outstanding and Shares Float provided by Capital IQ. Where does Fintel get its data? 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. 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.
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