A short sale is generally the sale of a stock you do not own. Investors who sell short believe the price of the stock will fall. If the price drops, you can buy the stock at the lower price and make a profit. If the price of the stock rises and you buy it back later at the higher price, you will incur a loss.
Firms are required to report their short positions as of settlement on the 15th of each month. A compilation is published eight business days later.
Listed below are key resources for finding short-interest data:
COMPUSTAT, a subscription source available to SLU users via WRDS You can access mid-month and month-end short interest data in COMPUSTAT database via WRDS. Coverage is from 2003 to present. All trades are reported based on short positions as of the close of business on the settlement date closest to the 15th of the month. Includes the New York Stock Exchange, American Stock Exchange, and NASDAQ.
Global Financial Data, a subscription source available to SLU users Relevant data series include NYSE Short Interest Ratio and NYSE Short Interest Shares (monthly, 1931-current)
NASDAQ (freely available) Enter up to 25 symbols separated by commas or spaces in the text box to the right.
Wall Street Journal: Short Interest Tables (freely available) Provides highlights from NYSE, NASDAQ, and Amex. You can browse largest positive positions, negative positions, increases, decreases, and shorts as % change.