Oct 15, 2013. The shorts are clearly getting hurt. High days to cover stocks are outperforming – meaning losing money on an absolute and relative basis for short investors. Ranking all stocks by SISO, the highest 10% of SISO stocks gained 12.1%, the next 10% highest gained 12.8%. The lowest 10% of SISO stocks gained 3.7%. (All charts are for Q3 2013.)
This report looks at the stock and company characteristics (factors) that are causing trouble for short investors: What Ails The Shorts? Clients received this report on October 15, 2013.
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