Key facts for StarMine Short Interest Model
Coverage metric
Geography:
North America
History:
From 2005
Coverage count:
Legal entities - 6150 Public companies
Asset Class
Ordinary Shares, Equities
Delivery metadata
Data Frequency
Daily
Language
English
Delivery methods:
Excel, Deployed/Onsite Servers, API, Web Service, SFTP, Cloud, Desktop, FTP, Bulk, RSS Feed, Website
Data formats:
PDF, GZIP, XML, JSON, CSV, SQL, Text, Python, HTML, Bitmap, MPEG, User Interface, PCAP
Minimum service frequency
Daily
Overview of StarMine Short Interest Model
SMARTER SHORT SIGNALS
Enhanced Short Interest Signal
- Combines short interest with institutional ownership and shares outstanding.
- Accounts for the supply of shares available to short sellers.
- Adjusts for merger arbitrage and dividend-related shorting.
SHORT SELLER INTELLIGENCE
Decode Short Seller Activity
- Transforms short interest data into a predictive stock-ranking signal.
- Captures insights from informed short-seller activity.
- Provides a companion indicator for short squeeze risk.
UNCOVER SHORT CONVICTION
Identify Informed Sentiment
- Identifies stocks facing stronger bearish sentiment.
- Distinguishes directional shorting from arbitrage-related activity.
- Helps assess potential short squeeze risk.
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.
Accessing the dataset
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