{"id":17386,"date":"2012-01-17T15:38:30","date_gmt":"2012-01-17T20:38:30","guid":{"rendered":"http:\/\/www.thedisciplinedinvestor.com\/blog\/?p=17386"},"modified":"2012-01-17T15:38:30","modified_gmt":"2012-01-17T20:38:30","slug":"screen-short-squeeze-candidates","status":"publish","type":"post","link":"https:\/\/thedisciplinedinvestor.com\/blog\/2012\/01\/17\/screen-short-squeeze-candidates\/","title":{"rendered":"Screen: Short Squeeze Candidates"},"content":{"rendered":"<p><strong>US and Canada Short Interest Squeeze: Idea Generation<\/strong><\/p>\n<p>I asked my friend Constantin over at the Bloomberg headquarters if he had any thoughts on what would be an interesting screen to work up &#8211; looking for short-squeeze candidates. Here is what he wrote today:<\/p>\n<p>Companies with high short interest tend to exhibit positive returns when the investors that have sold the shares short start buying back the shares to cover their short<!--more--> positions.<\/p>\n<p style=\"text-align: center;\"><a class=\"twitter-follow-button\" href=\"https:\/\/twitter.com\/andrewhorowitz\" data-show-count=\"false\">Follow @andrewhorowitz<\/a><script type=\"text\/javascript\" src=\"\/\/platform.twitter.com\/widgets.js\"><\/script><\/p>\n<p>Here is a stock screen identifying companies in the US and Canada with high Short Interest as a % of float where volume has increased by at least 30 % over the past 5 days and the % change in price is greater than 5% over the past 5 <strong><\/strong><\/p>\n<p><strong>Criteria:<\/strong><\/p>\n<ul>\n<li>US and Canadian Companies with market cap &gt; $ 100mil USD.<\/li>\n<li>Price change over the past 5 days &gt; 5%<\/li>\n<li>Volume 1 day ago is 30% higher than volume 5 days ago<\/li>\n<li>Short Interest as a % of float in the top 10 percentile. Higher is better.<\/li>\n<li>Sort by column called: Short Interest as a % of float.<\/li>\n<\/ul>\n<p>Here are the results&#8230;<\/p>\n<p><a href=\"http:\/\/www.thedisciplinedinvestor.com\/blog\/wp-content\/uploads\/2012\/01\/shortinterestscreen.jpg\"><img loading=\"lazy\" decoding=\"async\" class=\"aligncenter  wp-image-17403\" title=\"shortinterestscreen\" src=\"\/blog\/wp-content\/uploads\/2012\/01\/_d_improd_\/shortinterestscreen_f_improf_616x1460.jpg\" alt=\"\" width=\"616\" height=\"1460\" \/><\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>US and Canada Short Interest Squeeze: Idea Generation I asked my friend Constantin over at the Bloomberg headquarters if he had any thoughts on what would be an interesting screen to work up &#8211; looking for short-squeeze candidates. Here is what he wrote today: Companies with high short interest tend to exhibit positive returns when [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"_et_pb_use_builder":"","_et_pb_old_content":"","_et_gb_content_width":"","footnotes":""},"categories":[34],"tags":[245],"class_list":["post-17386","post","type-post","status-publish","format-standard","hentry","category-stock-screens","tag-screens","et-doesnt-have-format-content","et_post_format-et-post-format-standard"],"acf":[],"_links":{"self":[{"href":"https:\/\/thedisciplinedinvestor.com\/blog\/wp-json\/wp\/v2\/posts\/17386","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/thedisciplinedinvestor.com\/blog\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/thedisciplinedinvestor.com\/blog\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/thedisciplinedinvestor.com\/blog\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/thedisciplinedinvestor.com\/blog\/wp-json\/wp\/v2\/comments?post=17386"}],"version-history":[{"count":0,"href":"https:\/\/thedisciplinedinvestor.com\/blog\/wp-json\/wp\/v2\/posts\/17386\/revisions"}],"wp:attachment":[{"href":"https:\/\/thedisciplinedinvestor.com\/blog\/wp-json\/wp\/v2\/media?parent=17386"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/thedisciplinedinvestor.com\/blog\/wp-json\/wp\/v2\/categories?post=17386"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/thedisciplinedinvestor.com\/blog\/wp-json\/wp\/v2\/tags?post=17386"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}