By the Numbers

S&P 500's Most Shorted Stocks

Short interest in Teradyne and R.R. Donnelley & Sons increased 34 percent and 16 percent, respectively, in thepast month, with more than 10 percent of their float sold short. 

Among the 20 most shortedstocks in the S&P 500 Index, Vulcan Materials had the largest decrease in short interest, down 7 percent in a month, while the ratio in Urban Outfitters increased the most, up 7 percent.

First Solar continues to have the highest short-interest ratio, standing at 36.6 percent, according to the latest figures compiled by CNBC. 

Short interest measures the total number of shares of a security that have been sold short, expressed as a percent of total tradable shares.  

Investors track short-interest levels to gain a sense of where a stock might be headed, along with some insight into whether any positive news might force short traders to cover their positions, pushing stocks higher.

Additionally, Harris joined the top 20 most shorted companies since late October, while Best Buy has fallen off the list.

Below is a list of the most heavily shorted stocks of the S&P 500, along with the percent change in stock price and short interest in the past month.

Data source: CNBC Analytics and Capital IQ

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