Vanguard Mortgage-Backed Securities Index Fund - VMBS Short Interest Ratio & Short Volume

Short interest is the volume of Vanguard Mortgage-Backed Securities Index Fund shares that have been sold short but have not yet been covered or closed out. As of February 28th, traders have sold 1,430,000 shares of VMBS short. Learn More on Vanguard Mortgage-Backed Securities Index Fund's current short interest.

The short interest ratio, also known as the "days to cover ratio", is calculated by dividing the number of shares of a stock sold short divided by its average trading volume. A short interest ratio ranging between 1 and 4 generally indicates strong positive sentiment about a stock and a lack of short sellers. A short interest ratio of 10 or greater indicates strong pessimism about a stock. VMBS shares currently have a short interest ratio of 1.0. Learn More on Vanguard Mortgage-Backed Securities Index Fund's short interest ratio.

As of the most recent reporting period, the following institutional investors, funds, and major shareholders have reported short positions of Vanguard Mortgage-Backed Securities Index Fund: Susquehanna International Group LLP. These positions are disclosed in Form 13F filings with the Securities and Exchange Commission.

Vanguard Mortgage-Backed Securities Index Fund saw a increase in short interest in the month of February. As of February 28th, there was short interest totaling 1,430,000 shares, an increase of 117.3% from the previous total of 658,000 shares. Changes in short volume can be used to identify positive and negative investor sentiment. Investors that short sell a stock are betting that its price will decline in the future. An increase in short sale volume suggests bearish (negative) sentiment among investors. A decrease on short sale volume suggests bullish (positive) sentiment.

Here is how the short interest of companies compare to Vanguard Mortgage-Backed Securities Index Fund: First Trust Low Duration Opportunities ETF (1.29%), iShares GNMA Bond ETF (0.08%), and iShares MBS ETF (2.70%).

As of the most recent reporting period, the following stocks had the largest short interest positions: Suncor Energy Inc. ($3.27 billion), Occidental Petroleum Co. ($2.77 billion), Coinbase Global, Inc. ($2.25 billion), T. Rowe Price Group, Inc. ($2.23 billion), Paramount Global ($1.92 billion), Etsy, Inc. ($1.75 billion), Voya Financial, Inc. ($1.74 billion), CarMax, Inc. ($1.62 billion), Old Dominion Freight Line, Inc. ($1.62 billion), and Royal Caribbean Cruises Ltd. ($1.39 billion). View all of the most shorted stocks.

Short selling VMBS is an investing strategy that aims to generate trading profit from Vanguard Mortgage-Backed Securities Index Fund as its price is falling. VMBS shares are trading down $0.01 today. To short a stock, an investor borrows shares, sells them and buys the shares back on the public market later to return it to the lender. Short sellers are betting that a stock will decline in price. If the stock does drop after selling, the short seller buys it back at a lower price and returns it to the lender. The difference between the sell price and the buy price is the trader's profit.

A short squeeze for Vanguard Mortgage-Backed Securities Index Fund occurs when it has a large amount of short interest and its stock increases in price. This forces short sellers to cover their short interest positions by buying actual shares of VMBS, which in turn drives the price of the stock up even further.

Short interest is typically published by a stock exchange once per month. However, NASDAQ publishes a report for U.S. stocks, including VMBS, twice per month. The most recent reporting period available is February, 28 2023.