Key facts for StarMine Short Interest Model
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Overview of StarMine Short Interest Model
Description of the dataset
• For equity sentiment analysis, LSEG provides the StarMine Short Interest Model as a 1-100 stock ranking based on short interest reported by US exchanges. We translate short positioning into a structured signal that reflects the market view of sophisticated short sellers.
• LSEG builds the model on the empirically supported insight that elevated short interest can indicate negative investor sentiment and weaker future return potential. We also identify bullish opportunities where the absence of short interest suggests limited negative sentiment.
• Our methodology incorporates short interest levels together with cost-to-borrow considerations and arbitrage-related effects. We rank securities so that 100 represents the most favorable signal, helping investors integrate short interest intelligence into long and short equity strategies.
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