The values of total fails-to-deliver shares represent the aggregate net balance of shares that failed to be delivered as of a particular settlement date. ORTEX short interest data is sourced from the worlds largest combined pool of agent lenders, prime brokers, and broker-dealers who submit their inventory. Official Reports. that have the highest risk of experiencing a short squeeze. If all shares were delivered on a particular day, then there will be no entry in the table. All rights reserved. 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. Are my stocks entering or exiting an index and what could this mean? Live Short Interest. The float and shares outstanding ORTEX back-test Index data in infinite combinations to suggest various trading signals with very strong return track records. What are the institutional holdings changes in my stocks? ORTEX - Global Financial Analytics with live short interest, options, analyst data and much more . Click on a company to understand how the stock has historically traded before, during, and after a specific event. 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 26. O R T E X Ownership Changes highlights the latest, most substantial holdings changes in your region. Short Interest What It Is, What It Is Not. This often highlights alpha generating ideas as it enables you to analyse how much earnings estimates determine a stock price. 0% means that no shares have been borrowed or lent at these lending programs; 100% means that all shares available to borrow or lend at a lending program have, in fact, been lent. ORTEX provides intra-day Credit Default Swap (CDS) data so users can identify the risk of default for individual stocks. read this 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. CMC has a RSI (Type 1) 10 to 20 Buy Signal 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. When it is time to report, any open 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. The number of shares that have been returned today. This is the official data and covers a broad spectrum of the market. 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 provides real-time Options data displayed in an intuitive way with an easy filter to help users discover interesting activity. What is current sentiment of Stock options in my stocks? Unless otherwise specified, this is given in decimal format. ORTEX provide intra-day day on ETFs such as pricing, short interest and holdings changes. Main Menu. From Monday February 14th, 2022, ORTEX is changing the methodology it uses to calculate Estimated Short Interest. figures We have spent years coding the index rules so we can highlight index changes before they happen. ORTEX approach to trading signals is rather cautious, markets can be volatile, and history doesnt always repeat itself. This article explains the background to this change and to short interest estimation. 18th of May 2021 Since the Short Squeeze events in GameStop, NYSE:GME and many other stocks at the beginning . Source: Short Interest provided by NYSE We are very conscious of the fact that the new estimate will be replacing historic estimates with revised estimates using the new methodology and that changes to past data are sensitive. Days to Cover is the short interest divided by the average volume. See current, future and historical corporate action data of all types for your stocks. Short interest in GameStop fell to 39% from 114% in mid-January, according to data from IHS Markit. If you require advice in relation to any financial matter you should consult an appropriate professional. These attributes which are associated with higher returns are; Value, Quality, Momentum & Growth. 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. 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. ORTEX provides real-time Options data displayed in an intuitive way with an easy filter to help users discover interesting activity. Who are the most accurate and influential company insiders? ORTEX brings you the most timely and accurate Short interest data available. AMC short interest is. ORTEX provides intra day and historical data for days to cover, shares on loan, utilisation rate, cost of borrow and freefloat on loan. Flagged Shorts (Europe) In Europe users can also chart the aggregated total FLAGGED shorts. 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 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. The highest cost to borrow agreed on any loan today. Dec 12. Keep it real always 100! Who are the most accurate and influential company insiders? 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. We have developed a model that attempts to predict index changes in advance, based on public information about an indexs methodology and other factors. We have analysed historical holder, so you can understand the likely impact individual holder transactions will have. 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. On LoanThe current number of shares out on loan. 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. . All the above combine to give an overall ORTEX Stock Score. . Short Interest What It Is, What It Is Not. Fintel makes no representations or warranties in relation to this website or the information and materials provided on this website. How is the short interest in my stocks developing? On Loan Utilization. The Short Interest chart highlights the share price versus various Short interest metrics. Live Short Interest data, Utilization, Cost to borrow and much more for Geratherm Medical AG, XTRA:GME See our Short Squeeze Leaderboards for US, Live Short Interest Official Reports Updated: Monday Short Score 83 Short Interest Value Estimate ($) 99.1m N/A ( 9.79 %) Values 28. Keep being awesome! Cost to borrowThe average annualised % of interest on loans from Prime brokers to their clients, i.e. For more information on how to interpret this data, 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. 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. Additions lead to significant buying activity for a stock getting included in an index, while deletions will result in selling pressure. 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. Today's top Trading Signals are: SPTN has a EPS (Type 1) Buy Signal today. ORTEX brings you live global equity prices, global index prices, live ETF, currency and commodity prices. Beyond short selling, there are several reasons why investors seek to borrow stock. Jan 9. The number ranges from 0 to 100, You can evaluate current levels on the chart and see where previous triggers have fired our ALPHA signals. Dec 19. Our vast data library is available to download. Unusual Options Activity identifies options contracts trading at a higher volume relative to the contract's open interest. vs. both the 2-year industry average and the companies own 5-year historical valuation. The stocks with the most highlighted boxes default to the top. Days To Cover (DTC) is also know as Short Interest Ratio. Are dark pool trades counted in short interest figures? In addition, in Europe, financial institutions are only required to flag to the local regulator whenever they go over or back under certain thresholds. But mostly Tetris. Jan 6. 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. 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. We welcome your suggestions for improvement. However, as we only see a point in time our estimates may be correct for the day before, or after the exchange reported days as large trades settle, but we can not know that. Edit Portfolios. 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. by frequency of updates, with intraday data at the top (short shares availability, short borrow fee rate), Update Frequency: Intraday every 30 minutes. ORTEX offers you flexible screening on vast unique data sets to help you find opportunities. We update our database every 30 minutes but only 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. O R T E X macro events include all relevant Macro data points that may affect stocks in your selected region. Utilization shows how many percent of the lendable shares are currently lent out. Dec 19. Returned Shares This data is updated by 7.30am EST each day with current stock borrows, meaning you wont find more timely or accurate data. ORTEX back-test ETF data in infinite combinations to suggest various trading signals with very strong return track records. 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. At the start of February again, the GME stock value declined and increased by the last week of February. 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. CTB AVG/MIN/MAX/STD ReturnedThe average, minimum, maximum and standard deviation annualised % of interest on loans returned that day. What commodities, currencies and peers are most correlated to my stocks? 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. hedge funds. Based on analytics data from Ortex, shorting shares in GameStop cost hedge funds a total of $12.5 billion in January 2021. YOU ARE APPRECIATED", "Love you ortex keeping us in the loop best you can". Being able to accurately predict these changes can yield profitable short-term returns for investors and traders. we provide are sourced directly from the stock exchanges (NASDAQ, NYSE, NYSE American, NYSE Arca, CBOE, and IEX) and FINRA. For example, the excessive short interest of GME (Gamestop) in the initial times led to a price surge. ORTEX has live pricing for all major commodities and also flags all relevant news. As we now have data that is only more recent, and as Shares On Loan have dropped, the width of the confidence band decreases, as we are more certain about the estimate at that point. Unusual Options Activity identifies options contracts trading at a higher volume relative to the contract's open interest. with higher numbers indicating a higher risk of a short squeeze relative to its peers, You can evaluate current levels on the chart and see where previous triggers have fired our ALPHA signals. 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.. It enables you to analyse how much earnings estimates determine a stock price should an. Been returned today to 39 % from 114 % in mid-January, according to from... A broad spectrum of the market are currently lent out It enables you analyse... Strong return track records what are the institutional holdings changes in your selected region reasons... For individual stocks currencies and peers are most correlated to my stocks when It is what. Cost to borrowThe average annualised % of interest on loans returned that day are APPRECIATED '' ``. 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