{"id":37723,"date":"2013-08-29T09:26:16","date_gmt":"2013-08-29T13:26:16","guid":{"rendered":"http:\/\/www.hedgeco.net\/news\/?p=37723"},"modified":"2013-08-29T09:26:16","modified_gmt":"2013-08-29T13:26:16","slug":"hedge-funds-great-with-small-caps-not-shorts","status":"publish","type":"post","link":"https:\/\/hedgeco.net\/news\/08\/2013\/hedge-funds-great-with-small-caps-not-shorts.html","title":{"rendered":"Hedge Funds: Great with small caps, not shorts"},"content":{"rendered":"<p>MarketWatch &#8211; So far this year, the 30 most widely shorted stocks from the beginning of 2013 \u2014 as measured by the number of shares short as a percentage of the float \u2014 have returned 34%, outperforming the S&amp;P 500 by a considerable margin.<\/p>\n<p>While in our analysis these stocks do have an average beta a bit higher than 1 \u2014 about 1.2, judging from daily returns this year \u2014 this isn&#8217;t high enough to account for their superior returns. In other words, so far this year heavily shorted stocks have, on average been good sources of alpha.<\/p>\n<p style=\"text-align: left;\"><a href=\"http:\/\/www.marketwatch.com\/story\/hedge-funds-great-with-small-caps-not-shorts-2013-08-28\" target=\"_blank\"><strong>Read Complete Article<\/strong><\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>MarketWatch &#8211; So far this year, the 30 most widely shorted stocks from the beginning of 2013 \u2014 as measured by the number of shares short as a percentage of the float \u2014 have returned 34%, outperforming the S&amp;P 500 [&hellip;]<\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"open","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[4],"tags":[],"class_list":["post-37723","post","type-post","status-publish","format-standard","hentry","category-syndicated"],"_links":{"self":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/37723","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/comments?post=37723"}],"version-history":[{"count":1,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/37723\/revisions"}],"predecessor-version":[{"id":37724,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/37723\/revisions\/37724"}],"wp:attachment":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/media?parent=37723"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/categories?post=37723"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/tags?post=37723"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}