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Analytics

StarMine Short Interest Model

An overview of StarMine Short Interest Model 

The Short Interest (SI) model is a percentile (1-100) ranking of stocks based on investor sentiment using the short interest data collected by the US exchanges twice a month. The SI model uses the widely accepted and empirically verified intuition that high levels of short interest reflect negative sentiment on the part of sophisticated investors and are associated with negative future returns. The model is not only a way to identify short candidates, but also identifies long candidates since the absence of short interest shows a lack of negative sentiment. The SI model also intelligently accounts for cost to borrow and arbitrage strategies in its ranking methodology, with 100 representing the highest rank, or a bullish signal.

Key facts 

  • Data format
    CSV
    JSON
    Python
    User Interface
    XML
  • Delivery mechanism
    API
    Desktop
    Excel
  • Publishing frequency
    Daily
    Hourly

Features & Benefits

What you get with StarMine Short Interest Model 

  • The SI model intelligently identifies arbitrage-related shorts and separates them from ‘value shorts’ that represent directional bets by informed market participants.
  • The SI model is conditioned to mitigate the effect of investors leaving short positions to avoid covering dividend payments and investors entering short positions to capitalize on an arbitrage opportunity due to an ongoing merger or acquisition.

How it works

 Accessing the dataset

This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.

Eikon

Refinitiv Eikon delivers a powerful combination of information, analytics and exclusive news on financial markets – delivered in an elegant and intuitive desktop and mobile interface.
Data Formats:
CSV
XML
JSON
User Interface
Python
Delivery Mechanisms:
API
Desktop
Excel
Publishing Frequencies:
Daily

Workspace

Refinitiv Workspace delivers a powerful combination of information, analytics and exclusive news on financial markets – delivered in an elegant and intuitive desktop and mobile interface.
Data Formats:
CSV
XML
JSON
User Interface
Python
Delivery Mechanisms:
API
Desktop
Excel
Publishing Frequencies:
Hourly

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