Today's (7/8/08) Rally Led By Heavily Shorted Stocks

爱逛胡同

http://bespokeinvest.typepad.com/bespoke/2008/07/todays-rally-le.html

The average stock in the Russell 1,000 was up 2.42% today.  We broke the index into deciles (100 stocks in each decile) based on each stock's short interest as a percentage of float to see how the most and least heavily shorted shares performed today.  As shown below, the decile of the most heavily shorted stocks was up an average of 4.42% today, while the decile of the least heavily shorted shares was up 2.02%.  The market definitely saw its fair share of short covering today.

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July 08, 2008 at 05:12 PM i

大泡泡

有意思。 做熊最怕short cover。