New annual short interest highs and lows: 30 August 2011

Tue, 2011-08-30 11:21

Listed below are the top stocks across North America, Europe, Asia (excluding Japan) and Japan reaching new annual highs and lows in short interest (as a percentage of shares outstanding on loan) over the past week.

North America

Recent 52 Week High

Recent 52 Week Low


Europe

Recent 52 Week High

Recent 52 Week Low


Asia (excluding Japan)

Recent 52 Week High

Recent 52 Week Low


Japan

Recent 52 Week High

Recent 52 Week Low

Selection Criteria:

• 52 week high: Stock has reached a new 52 week high in short interest (percentage of shares outstanding on loan)
• 52 week low: Stock has reached a new 52 week low in short interest (percentage of shares outstanding on loan) – denoting short covering
• Date range: 7 calendar days up to the report publish date. Published weekly
• Ranking: Stocks are ranked by market capitalilzation
• Minimum value of short interest (percentage of shares outstanding on loan): 3%
• Qualifying stocks report no dividend record date with 21 days.
• Stocks may have convertible bonds in issue, which can inflate the quantity of stock on loan due to convertible arbitrage.
• The report aims to highlight new stocks meeting the qualifying criteria. Stocks listed will not be included again within a 30 day period.