Quantitative Partners

Phil Erlanger Research Co.

Data Points

Short Interest

Short Interest Ratio (days to cover)

Short interest data is normalized by dividing current short interest by one-month average daily volume (this is known as the short interest ratio). Phil Erlanger Research divides current short interest by 12-month average daily volume - this gives us a truer measure of short selling. We also split adjust our historical data.

Short Intensity Rank

Normalized Short Interest Ratio by taking the latest value, and then calculate that ratio's position within the range of short ratios over the past five (5) years.

Technical Rank

The Erlanger Technical Rank, available daily on over 5000 issues via our Erlanger 2000 product, is a normalized expression of relative strength.

Power Rank

The Erlanger Power Rank is a combination of the Technical Rank (our measure of relative strength) and the Short Rank (our measure of short selling intensity).

Type Classifications

Use the Erlanger Type Classifications to Buy, Hold, Sell and Sell Short stocks:

Options Data

Put/Call and Call/Put Ratios

Erlanger Research measures are designed to highlight those times bearish and bullish expectations are excessive. Volume put/call ratios, open interest put/call ratios, and proprietary measure of volume weighted average premiums - Erlanger Premium Put/Call ratios are just a few included.

Erlanger Trading Rank

A composite variable that observes the excess sentiment and speculation on the part of equity options traders.

Seasonal Data

Seasonal Ranks

Seasonality is the only indicator for stocks that reaches back into the past to guide you through the year ahead. Seasonal patterns in stocks are guidelines, showing you how a stock tends to move through the calendar year.