Most shorted stocks reporting earnings this week

Many investors are hoping for their big bets to pay off this week with earnings beats, but others are wagering that companies will disappoint.

Swift Energy, an oil and gas company primarily working in Texas and Louisiana, is the most shorted stock reporting earnings this week—almost 39 percent of its shares outstanding are on loan, according to Markit. The stock is down almost 14 percent year-to-date, but is well above its lows from the beginning of March.

KEYW Holding, a cyber security firm that Reuters reports has worked with the U.S. government, is also heavily shorted—the second-most of any stock announcing earnings this week with 32 percent of shares outstanding on loan. Markit analyst Simon Colvin notes that KEYW's bears have stuck to their guns, driving up short interest to an all-time high despite the stock recovering off of recent lows.

Read MoreMost shorted stocks that announced earnings last week

But while many of the most shorted stocks announcing earnings this week are less well-known companies, several consumer-facing firms make Markit's list this week: gun maker Sturm Ruger & Co, SodaStream, and Herbalife all have more than 20 percent of outstanding shares on loan.

Here's Markit's full list of the most shorted U.S. stocks reporting earnings this week:

% Shares Outstanding on Loan
1 Month % Change
Earnings Date
Swift Energy SFY 38.9 -5% Oil, Gas & Consumable Fuels 7/31/2014
KEYW Holding KEYW 32.3 6% Aerospace & Defense 7/31/2014
Walter Energy WLT 32.2 -10% Metals & Mining 7/31/2014
Invensense INVN 28.8 12% Electronic Equipment, Instruments & Components 7/29/2014
Outerwall OUTR 28.5 7% Specialty Retail 7/31/2014
Exelixis EXEL 26.9 8% Biotechnology 7/31/2014
Veeco Instruments VECO 23.4 27% Semiconductors & Semiconductor Equipment 7/30/2014
Abiomed ABMD 22.0 6% Health Care Equipment & Supplies 7/31/2014
Quebecor QBR.B 21.8 21% Media 7/31/2014
Cbiz CBZ 21.2 -8% Professional Services 7/29/2014
La Jolla Pharmaceutical LJPCD 21.2 6% Biotechnology 8/1/2014
Cgi Group GIB.A 21.1 0% IT Services 7/30/2014
Herbalife HLF 20.5 14% Personal Products 7/28/2014
Sturm Ruger & Co RGR 20.3 19% Leisure Products 7/29/2014
Sodastream International SODA 20.2 8% Household Durables 7/30/2014
Keryx Biopharmaceuticals KERX 20.0 1% Biotechnology 8/1/2014
Arch Coal ACI 19.7 4% Oil, Gas & Consumable Fuels 7/29/2014
Iridium Communications IRDM 19.6 3% Diversified Telecommunication Services 7/31/2014
Affymetrix AFFX 19.2 4% Life Sciences Tools & Services 7/31/2014
3D Systems DDD 19.1 4% Technology Hardware, Storage & Peripherals 7/31/2014
Markit Equities Research

—By CNBC's Everett Rosenfeld