EquiLend Short Squeeze Score
EquiLend Short Squeeze Score: A New Era in Risk Mitigation
The EquiLend Data & Analytics Short Squeeze Score is a groundbreaking metric designed to provide early warning signals of potential short squeezes, enabling short sellers and market participants to proactively mitigate risk and protect their portfolios. By integrating traditional market data with proprietary securities lending insights and social sentiment analysis, this score empowers investors to stay ahead of market disruptions.
The signal enables traders, portfolio managers and risk teams to proactively mitigate risk in their portfolios by identifying the likelihood that a given security may be vulnerable to a short squeeze. The score is built on our transaction-based securities finance data bringing greater transparency to the global short sale marketplace.
The Short Squeeze Score is available across more than 50,000 unique equities in EquiLend’s suite of Data & Analytics Solutions, including DataLend, Orbisa and the Orbisa app on Bloomberg.
The Short Squeeze Score is a proprietary metric that identifies the likelihood that a given security may be vulnerable to a short squeeze. The score is daily and based on a range of 0 to 100, where:
0
Indicates a low probability of a short squeeze
100
Indicates a high probability of a short squeeze
The Short Squeeze Score leverages three critical data pillars to provide a robust risk assessment:
Market Dynamics:
Price and volume anomalies signaling potential short squeeze events.
Securities Finance Data:
Liquidity pressures and rising costs impacting short positions.
Social Sentiment:
Monitors social media for retail-driven volatility.