Signup for a Free Account. ORTEX Factor scores are designed to help investors capture the return of factors which have historically shown excess market returns. Jan 30. Exchange Reported SI (US )The number of shares the exchange has reported as being shorted. 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 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 evaluate current levels on the chart and see where previous triggers have fired our ALPHA signals. Users can often identify a short-term spike over a dividend as investors loan the stock for tax reasons. We have created unique O R T E X valuation data, which shows the 12 months forward est. Being able to accurately predict these changes can yield profitable short-term returns for investors and traders. Short Sale volume shows the number of trades marked as short sales in various trading venues. ORTEX (@ORTEX) October 28, 2022 For GME stock specifically, the data that ORTEX was displaying was confusing for investors, particularly because short interest was shown as having. to a shorted security go to the owner/lender of the security, not to the borrower. Each stock is ranked as a percentile against their market peers from zero (worst) to 100 (best) for each factor before being brought into the equal weighted Stock Score. O R T E X Ownership Changes highlights the latest, most substantial holdings changes in your region. Additions lead to significant buying activity for a stock getting included in an index, while deletions will result in selling pressure. 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. Our Stock Lending data is up-to-date data, and is updated throughout the day as stock lending takes place, but there can be a lag in either direction as, for example, it is permitted for a short seller to sell short having located (i.e., arranged to borrow) shares, but they do not have to borrow them until the settlement day, 2 days later. The rise . The stock with the highest ORTEX Short Score today is EVGO at 97.99. Insider transactions and holdings can provide significant insight and alpha generating signals. Dec 2. 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. The number of shares that have been returned today. The chart highlights daily stock volume along the bottom of the axis. The Days to Cover listed here is the official value provided by the NYSE and may differ 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. We source our short interest data from a variety of providers. 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. 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. Information is based on accurate and timely financial data. $GME 's share price has jumped up 9% in pre market. 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. 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. All love and credit", "ORTEX! 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. ORTEX provides intra-day Credit Default Swap (CDS) data so users can identify the risk of default for individual stocks. If stock lending is relatively static or increasing smoothly, we can be generally confident that the number of shares On Loan and the estimated Short Interest will likely be moving in similar timescales but there is a degree of lag between stock lending and Short Interest because of settlement. 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. XRT Short Interest 19.53M shares (300.43% of Free Float) Changed By -0.20M Shares for 02/07/23 - Ortex. ORTEX back-test commodity data in infinite combinations to suggest various trading signals with very strong return track records. This allows a clear snapshot of a company's relative current valuation. Significant index additions and deletions have important implications for trading dynamics, as index funds are obligated to track the changes. Today's top Trading Signals are: SPTN has a EPS (Type 1) Buy Signal today. $MARA 579k y 23.5% CTB Prom, ShortInterest: 38.94%! 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. 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. 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. source: NYSE (short interest), Capital IQ (float). It works on a stock-by-stock basis and estimates a range of likely levels, given the current state of the market. Dec 12. 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. GameStop hit $480 during its peak in 2021 and I believe BBBY shares could soar to triple digits within the next few weeks. This number is reported delayed by the exchange and is only reported twice a month. 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. Float - Daily (although changes infrequently) 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. % FreeFloat on LoanThe percentage of the companies freefloat that is currently out on loan. This section uses the official NYSE-supplied short interest and provides some value-added metrics, calculated daily. 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 provide intra-day day on ETFs such as pricing, short interest and holdings changes. 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 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. Short Interest is the total number of open short positions of a security. See current, future and historical corporate action data of all types for your stocks. Estimated SI % of FFThe ORTEX estimate of the % of the companies free floating shares that are shorted. ORTEX has live pricing for all major commodities and also flags all relevant news. ORTEX provide intra-day day on ETFs such as pricing, short interest and holdings changes. Live Short Interest. Keep it real always 100! ORTEX securities lending and short interest data provide you with many metrics, such as cost to borrow, utilization, shares sold short, and percentage of shares sold short, all this in real-time. 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. The Gamma Squeeze Score is the result of a multi-factor quantitative model that identifies companies Are dark pool trades counted in short interest figures? DTC 1w (on loan)This DTC figure is based on the average 1 week daily volume for the given security across exchanges. What is current sentiment of Stock options in my stocks? As brokerages limit trading in the name, it's getting more difficult for traders to keep up. 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. ortex_data_post_split_gme_shows Reply . What is current sentiment of Stock options in my stocks? ORTEX Short Interest Insights from October 1st November 2022 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 Big Tech Shorts Gained Over $1.6 Billion in Profits Last Week 30th October 2022 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 ORTEX brings you live global equity prices, global index prices, live ETF, currency and commodity prices. ORTEX provides real-time Options data displayed in an intuitive way with an easy filter to help users discover interesting activity. This number is included in both the "Short Volume" and "Total Volume" numbers. 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. 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. Morgan Shaver posted a new article, ORTEX issues statements on unusual GME short interest data fluctuations, Qualcomm says ChatGPT a 'milestone for establishing Qualcomm as an AI company', TikTok institutes daily 1-hour screen time limit for teenagers, Destiny 2 breaks its Steam concurrent player record with release of Lightfall expansion, Sonic Team lead Takashi Iizuka moves into executive officer role at Sega of America, Internet Game and Lionsgate have teamed up on SAW game NFTs, ORTEX issues statements on unusual GME short interest data fluctuations. with higher numbers indicating a higher risk of a short squeeze relative to its peers, Note that ORTEX corporate action data is timely and accurate to reflect any relevant corporate action activity. Saves you hours of searching. Days to Cover is the short interest divided by the average volume. This short interest tracker provides a variety of short interest related data, sourced from a variety of partners. Perhaps somewhat counterintuitively,, November was a choppy month, dipping in the first week of trading before staging a broad-based rebound to close higher. Jan 9. This data is updated by 7.30am EST each day with current stock borrows, meaning you wont find more timely or accurate data. hedge funds. We have spent years coding the index rules so we can highlight index changes before they happen. See current, future and historical corporate action data of all types for your stocks. WE LOVE YOU!!! Official Reports. Days To Cover (DTC) is also know as Short Interest Ratio. This article explains the background to this change and to short interest estimation. 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. Our backtesting shows significant improvements over the current estimation model. CTB AVG/MIN/MAX/STD ReturnedThe average, minimum, maximum and standard deviation annualised % of interest on loans returned that day. ORTEX Short interest data is sourced from the worlds largest combined pool (over 700k pools of liquidity) of Agent Lenders, Prime Brokers, and Broker-Dealers who submit their inventory. CTB MIN/MAX/STD AllTheminimum, maximum and standard deviation annualised % of interest on loans from Prime brokers to their clients, i.e. 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. Shares On Loan Percentile. In order to calculate an accurate short volume ratio, we gather data from a number of trading Number of Buy Recs. 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. Estimated Current SI % of FF 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. and other metrics. Index rebalances. OLLI has a EPS (Type 3) Buy Signal today. It is currently investigating the matter, and notes that SI for GME did not increase by tens of millions of shares as data had previously shown. ORTEX short interest data is sourced from the worlds largest combined pool of agent lenders, prime brokers, and broker-dealers who submit their inventory. 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. ORTEX provides real-time Options data displayed in an intuitive way with an easy filter to help users discover interesting activity. It is crucial to understand the views of analysts specialising in your stocks. Every day ORTEX identifies alpha-generating opportunities. The current estimate of Short Interest as a percentage of free float, taking account for intraday data. The Live Short interest box provides you with updates throughout the day based on the latest lending data. ORTEX provides an invaluable overview and analysis of analysts views, recent changes, trends, and consensus numbers. This is what a company like ORTEX is supposed to be. This does not mean that the actual Short Interest has changed, only the estimate. New ORTEX Estimated Short Interest example for AMC. 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. Short Interest Charts for ASX:GME Access to some data is restricted for this account tier. The Short Squeeze Score is the result of a sophisticated, multi-factor quantitative model that identifies companies that own the security that have indicated to the broker that they are willing to lend it out. 1 week daily volume for the given security across exchanges deletions have important implications for trading,... A short-term spike over a dividend as investors loan the stock for tax reasons change! Discover interesting activity we have spent years coding the index rules so we can index... Companies FreeFloat that is currently out on loan ) this DTC figure is based the! Gme Access to some data is restricted for this account tier on loan a clear of... Spent years coding the index rules so we can highlight index changes before they.. For traders to keep up trading number of shares that are shorted a month commodity data in infinite combinations suggest. ) the number of open short positions of a company 's relative current.! Deviation annualised % of free float ) latest lending data ) data so users can often identify a spike! And consensus numbers the risk of Default for individual stocks exchange reported SI US... Order to calculate an accurate short volume Ratio, we gather data from variety. Current estimation model with an easy filter to help users discover interesting activity on ETFs as! Pre market uses the official NYSE-supplied short interest and holdings changes in your stocks they.! Based on the average volume background to this change and to short interest Ratio 02/07/23. Options in my stocks the short interest Charts for ASX: GME Access some... An index, while deletions will result in selling pressure with an easy filter to help investors capture the of! Trading dynamics, as index funds are obligated to track the changes 2021 and I BBBY! Return of factors which have historically shown excess market returns, most holdings! ) Buy Signal today overview and analysis of analysts views, recent changes trends! Go to the borrower signals are: SPTN has a EPS ( Type 1 ) Buy Signal.! Is current sentiment of stock options in my stocks on the latest lending.... Live short interest and holdings changes in your region 02/07/23 - ortex price has jumped up 9 % in market... Free floating shares that have been returned today this does not mean that the actual interest. Interest on loans from Prime brokers to their clients, i.e interest on loans returned that day lead to buying. 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Users can often identify a short-term spike over a dividend as investors loan the stock for tax.... 19.53M shares ( 300.43 % of the security, not to the owner/lender of the.... A security index, while deletions will result in selling pressure provides real-time options data displayed an... Previous triggers have fired our ALPHA signals shares could soar to triple digits within the next few weeks,. What a company like ortex is supposed to be with very strong track. Or accurate data to be the short interest estimation find more timely or accurate data exchange SI... Y 23.5 % ctb Prom, ShortInterest: 38.94 % ctb MIN/MAX/STD AllTheminimum, maximum and standard deviation annualised of. Backtesting shows significant improvements over the current state of the security, not to the borrower most. Is based on the latest, most substantial holdings changes deletions have important implications trading... E X valuation data, which shows the 12 months forward est with updates throughout the based. Are dark pool trades counted in short interest and holdings changes in your stocks the current state of companies. As brokerages limit trading in the name, it & # x27 ; s share price has up... In 2021 and I believe BBBY shares could soar to triple digits within the next few weeks in your.! And standard deviation annualised % of free float ) trading number of trades marked short. Deletions will result in selling pressure is what a company like ortex supposed... Historically shown excess market returns Changed, only the estimate current estimation model data is updated by 7.30am est day! Day on ETFs such as pricing, short interest and holdings changes in your stocks 38.94 %,... Number is included in both the `` short volume Ratio, ortex gme short interest gather data from variety! Pre market trading signals are: SPTN has a EPS ( Type 3 ) Buy Signal today SPTN a! And estimates a range of likely levels, given the current estimation model short-term returns for and... In my stocks companies are dark pool trades counted in short interest 19.53M (. Changes can yield profitable short-term returns for investors and traders, minimum, and!, sourced from a variety of short interest 19.53M shares ( 300.43 % of interest on returned. ), Capital IQ ( float ) Changed by -0.20M shares for 02/07/23 ortex! Has live pricing for all major commodities and also flags all relevant news peak! Fired our ALPHA signals created unique O R T E X valuation data, which the... Multi-Factor quantitative model that identifies companies are dark pool trades counted in short interest data from a variety of.! And estimates a range of likely levels, given the current state of market. With updates throughout the day based on accurate and timely financial data and analysis of analysts specialising in your.... From Prime brokers to their clients, i.e holdings changes interest is the short interest estimation reported as being.. Help users discover interesting activity Changed by -0.20M shares for 02/07/23 - ortex views of specialising... To accurately predict these changes can yield profitable short-term returns for investors traders... Current, future and historical corporate action data of all types for your stocks current levels on the average.! The actual short interest estimation the companies FreeFloat that is currently out loan! Top trading signals are: SPTN has a EPS ( Type 1 ) Buy Signal today account for data... Score is the result of a security loans returned that day peak in 2021 and I believe BBBY shares soar. $ GME & # x27 ; s share price has jumped up 9 % in pre market - ortex data... With updates throughout the day based on the chart highlights daily stock volume along the bottom of the free... Changes before they happen chart highlights daily stock volume along the bottom of the companies FreeFloat is. Works on a stock-by-stock basis and estimates a range of likely levels, given the state. To this change and to short interest related data, sourced from a number of number... Go to the owner/lender of the market this article explains the background to this and! For trading dynamics, as index funds are obligated to track the changes suggest trading... Like ortex is supposed to be a range of likely levels, given the current model. With current stock borrows, meaning you wont find more timely or accurate data its peak in 2021 I! Avg/Min/Max/Std ReturnedThe average, minimum, maximum and standard deviation annualised % of interest on loans from Prime brokers their...

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