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Earnings could trigger Charter short squeeze - S3 Partners

Published 01/11/2024, 16:14
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CHTR
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Investing.com -- Charter Communications (NASDAQ:CHTR) could face a short squeeze following its upcoming earnings report, with high short interest and a significant squeeze risk, according to analysts at S3 Partners.

The firm explained in a note that with over 10% of Charter’s shares shorted, the stock is in a unique position within the S&P 500, where only 63% of shares are free-floating. This setup creates a potential for gains if earnings positively surprise.

The short position in Charter, which expanded in February as the stock lost nearly a third of its value, has remained stable even as the stock fluctuated, S3 reports.

Charter’s “crowded score,” which reflects the volume of short interest, is near 70—a high level that intensifies the squeeze risk indicator. As S3 notes, “the score reached as high as 100 when the stock rallied in June and July,” suggesting previous short squeeze events.

According to S3, Charter has displayed a pattern of “negative sensitivity to earnings,” which historically includes both stock price and short position shifts.

Despite this pattern, the analysts argue that the stock’s “short position and stock return are both negative, which is generally bullish, as the stock tends to revert.”

They believe positive earnings could push Charter’s squeeze score higher, potentially forcing short sellers to cover their positions if the stock rallies.

Charter’s recent price movements, which have fluctuated up to 16% around earnings announcements, add another layer of risk for short sellers.

S3 concludes that any significant upward movement in the stock could trigger a squeeze score spike, signaling a possible short squeeze.

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