CEO & IR Weekly Digest
A weekly, per-company short-side intelligence report built for company leadership and Investor Relations teams — not traders. Track how the market is positioned against your stock, before it becomes a question on the earnings call.
Composite scores, explained
Every digest opens with six 0–100 composite scores, each a relative indicator for that company's own history — not an industry-wide benchmark. Bands: Low (0–39), Moderate (40–69), Elevated (70+); IR Response uses a five-tier scale from Quiet to Board Notify.
How concentrated short positioning is relative to typical levels for this name.
Overall pressure from short interest and borrow-market tightness.
Signals of settlement/delivery friction (e.g. fails-to-deliver activity).
How concentrated institutional ownership is among a small number of holders.
Likelihood of a short-covering squeeze based on positioning and liquidity.
How urgently Investor Relations should be engaging given this week's combined signals.
What's in every report
- Composite score strip + 12-week regime trend (are pressures building or easing over time)
- Executive summary — plain-English read of the week, not just numbers
- Market-wide loan estimate — shares on loan, estimated total supply, utilization (sourced + heuristic, clearly labeled)
- 30-day borrow rate history
- Ownership base analysis — institutional holder roster, concentration, activist flags
- Peer comparison — SI%, days-to-cover, HHI, and activist positioning across 12 comparable names
- Settlement stress monitoring — fails-to-deliver trend
- Delivered as a branded PDF, generated on demand
A note on estimates
The market-wide loan estimate combines sourced figures where available with a market-cap-tiered heuristic fallback — every figure is clearly labeled as sourced or estimated, never presented as more precise than it is. Reported short interest is used as the standard industry proxy for shares on loan, since no direct feed exists for actual lent-share quantity across all lenders.