Factor families

Short interest (Asquith)

In plain English

Stocks heavily shorted by institutions tend to underperform — the shorts are usually right on average.

How it works

Asquith-Pathak-Ritter 2005: short interest above 5% of float predicts negative future returns. But there's a flip side — extreme crowded shorts can squeeze higher. We use short-interest-to-float ratio + days-to-cover. Score is INVERTED: low short interest = high score (bullish), high short interest = low score (bearish). The "SHORT_SQUEEZE_SETUP" pattern flags potential squeezes.

Where you see this in Framler
Short factor card. "SHORT_SQUEEZE_SETUP" pattern.
Primary citation
Asquith-Pathak-Ritter 2005, Short interest and stock returns

Related — Factor families

Quality factor (Novy-Marx)Value factor (Fama-French)Momentum factorPEAD (Post-earnings drift)Accruals signal (Sloan)Insider flow (Seyhun)

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Short interest (Asquith) — Framler glossary | Framler