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StarMine Short Interest Model

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  1. Overview
  2. Features & benefits
  3. How it works

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 

  • Geographical coverage
    United States
  • History
    From 2005
  • Data format
    CSV
    JSON
    Python
    Text
    User Interface
    XML
  • Delivery mechanism
    API
    Desktop
    Excel
    FTP
    SFTP
  • Data frequency
    Daily

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.

RELEVANT USE CASES

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How it works

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