But do you know what a short squeeze actually is? A short squeeze occurs when very specific conditions are met by a stock. Shares Outstanding and Shares Float dated provided by Capital IQ.If you’ve followed the markets at all over the past couple of years, you’ve probably heard of traders looking for a stock to short squeeze. See companies with highest Short Interest as a Percent of Float So, for example, daily data for the month of March would arrive on our around mid April.
#Amc short squeeze update
Update Frequency: SEC publishes daily data in batches that are delivered twice monthly and lagged about two weeks. If all shares were delivered on a particular day, then there will be no entry in the table. Thus, it is important to note that the age of fails cannot be determined by looking at these numbers. 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.
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.
#Amc short squeeze plus
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.įails to deliver on a given day are a cumulative number of all fails outstanding until that day, plus new fails that occur that day, less fails that settle that day. FINRA Total Volume Total shares traded off exchange reported by FINRA FINRA Short Volume Ratio FINRA Short Volume / FINRA Total Volume Market Date This includes both the exempt and non-exempt. Number of short shares traded reported by FINRA. See our Short Squeeze Leaderboards for US, The effect of this change is that the updated model will favor low-float companies over others, all other things being equal.
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. It can be thought of as a "utilization" metric. This is the raw number of shares available to trade that have not been shorted. JWe have updated our scoring model to include (Float - Short Interest) as a ranking factor. With higher numbers indicating a higher risk of a short squeeze relative to its peers, The scoring model uses a combination of short interest, float, short borrow fee rates,Īnd other metrics. That have the highest risk of experiencing a short squeeze. The Short Squeeze Score is the result of a sophisticated, multi-factor quantitative model that identifies companies Short positions are reported, no matter what type of trading venue those shares were acquired on. However, once a trade is made, dark pool trades are published on the tape and tracked like every other trade. The primary difference between a dark pool and a lit exchange is that pre-trade information for more information.Īre dark pool trades counted in short interest figures? Short Interest - What It Is, What It Is Not. 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. Is short interest self-reported, and therefore unreliable?įINRA and U.S. We use are sourced from Capital IQ, which is one of the top firms that provide this data. We get this data directly from those agencies on a daily or twice-weekly basis. We do not source short interest from a single broker.įor Canadian, Australian, and Hong Kong markets, the short interest is published by the regulatory agencies of those countries. This is the official data and covers a broad spectrum of the market. We provide are sourced directly from the stock exchanges (NASDAQ, NYSE, NYSE American, NYSE Arca, CBOE, and IEX) and FINRA. We source our short interest data from a variety of providers. Short interest is published twice-monthly, on a The data is organizedīy frequency of updates, with intraday data at the top (short shares availability, short borrow fee rate),ĭaily data (short volume, fails-to-deliver) in the middle,Īnd the slowest updated data (short interest) at the bottom. This short interest tracker provides a variety of short interest related data, sourced from a variety of partners.
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