For the uninitiated, short-selling involves selling an asset that you don't actually own, in the hope that the price declines and you can buy it back at a cheaper price and make a profit. So the best-returning shorts will be those where shares decline sharply subsequently — like the ones mentioned below. Markit measures the short interest in a stock by calculating the amount of shares that are out on loan.
2015 proved a bumper year for short-selling around the world, with shorted stocks in Asia and Europe going on to fall by an average of 9 percent and 6 percent respectively, Markit said.
"I think there are several factors really driving that," Simon Colvin, an analyst at Markit, told CNBC on Tuesday.
"The first factor is that the market does not really have this bull run that we have seen in previous years. So when the market is up 20, 25 percent, it is very hard for a short seller to have a really high conviction about it, just because you can make so much money on the long side. I think when the market does lose momentum you do see a prevalence of rising short interest and so we've seen that really kick into high gear in the U.S. and the U.K.," he explained.