The long / short report January 2023

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Short interest across global equities decreased by 4bps over the month. Short interest did increase across several sectors when compared with December 2022 despite this decline. The largest increases were experienced in the semiconductor, transport, commercial and professional services, software and automobile and component sectors.

Short interest in North America increased by 11bps over the month. Consumer durables continued to be the most shorted sector and increases were seen within the auto (+21bps), software (+16bps) and commercial services sectors (+14bps).

Household and Personal Products remained the most shorted sector across APAC equities and in line with North America, the software sector experienced the largest increase in short interest over the month (+23bps).

Food retail continued to be the most shorted sector across European equities over the past month. Short interest as a percentage of market capitalization increased 6bps to 2.1%. The largest declines in short interest were in the insurance (-13bps) and consumer services (-15bps) sectors.

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This article was published by S&P Global Market Intelligence and not by S&P Global Ratings, which is a separately managed division of S&P Global.