Go to Jeff Salisbury LWGate Home Page.From: "Winston Little" <wlittle1@peoplepc.com>
Subject: Re: [CANSLIM] Shorting & Dividends
Date: Sun, 24 Nov 2002 21:43:24 -0500
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A larger payout may result if one becomes the object of a "short =
SQUEEZE".=20
That could really hurt!=20
----- Original Message -----=20
From: Charles & Lois Layne=20
To: canslim@lists.xmission.com=20
Sent: Sunday, November 24, 2002 9:30 PM
Subject: Re: [CANSLIM] Shorting & Dividends
In theory, perhaps. But there are several factors to consider. Can =
one cover at the x-div price? Will there even be an x-div price in a =
rising market (whether short or long term)? Will the short seller even =
be paying attention to x-div information?
All of these are imponderables; what is a certainty is that the short =
seller must cover the dividends. Personally, with so many non-dividend =
paying short candidates, why bother with stocks that carry a dividend?
Charles Layne
----- Original Message -----=20
From: Inn Ooi=20
To: canslim@lists.xmission.com=20
Sent: Sunday, November 24, 2002 2:49 PM
Subject: Re: [CANSLIM] Shorting & Dividends
Someone mentioned about short sellers having to pay dividends, =
wouldn't stock price trading down at x-dividend date take care of this =
to a certain degree, so the net effect would be nil (assuming one covers =
that same day?)
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<DIV><FONT size=3D2>A larger payout may result if one becomes the =
object=20
of a "short SQUEEZE". </FONT></DIV>
<DIV><FONT size=3D2>That could really hurt! </FONT></DIV>
<BLOCKQUOTE dir=3Dltr=20
style=3D"PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; =
BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
<DIV style=3D"FONT: 10pt arial">----- Original Message ----- </DIV>
<DIV=20
style=3D"BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: =
black"><B>From:</B>=20
<A title=3Dlelayne@earthlink.net =
href=3D"mailto:lelayne@earthlink.net">Charles=20
& Lois Layne</A> </DIV>
<DIV style=3D"FONT: 10pt arial"><B>To:</B> <A =
title=3Dcanslim@lists.xmission.com=20
=
href=3D"mailto:canslim@lists.xmission.com">canslim@lists.xmission.com</A>=
</DIV>
<DIV style=3D"FONT: 10pt arial"><B>Sent:</B> Sunday, November 24, 2002 =
9:30=20
PM</DIV>
<DIV style=3D"FONT: 10pt arial"><B>Subject:</B> Re: [CANSLIM] Shorting =
&=20
Dividends</DIV>
<DIV><BR></DIV>
<DIV><FONT face=3DArial size=3D2>In theory, perhaps. But there =
are several=20
factors to consider. Can one cover at the x-div price? =
Will there=20
even be an x-div price in a rising market (whether short or long =
term)? =20
Will the short seller even be paying attention to x-div=20
information?</FONT></DIV>
<DIV><FONT face=3DArial size=3D2></FONT> </DIV>
<DIV><FONT face=3DArial size=3D2>All of these are imponderables; what =
is a=20
certainty is that the short seller must cover the dividends. =
Personally,=20
with so many non-dividend paying short candidates, why bother with =
stocks that=20
carry a dividend?</FONT></DIV>
<DIV><FONT face=3DArial size=3D2></FONT> </DIV>
<DIV><FONT face=3DArial size=3D2></FONT> </DIV>
<DIV><FONT face=3DArial size=3D2>Charles Layne</FONT></DIV>
<DIV><FONT face=3DArial size=3D2></FONT> </DIV>
<DIV><FONT face=3DArial size=3D2></FONT> </DIV>
<BLOCKQUOTE dir=3Dltr=20
style=3D"PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; =
BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
<DIV style=3D"FONT: 10pt arial">----- Original Message ----- </DIV>
<DIV=20
style=3D"BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: =
black"><B>From:</B>=20
<A title=3Diooi@everestkc.net href=3D"mailto:iooi@everestkc.net">Inn =
Ooi</A>=20
</DIV>
<DIV style=3D"FONT: 10pt arial"><B>To:</B> <A =
title=3Dcanslim@lists.xmission.com=20
=
href=3D"mailto:canslim@lists.xmission.com">canslim@lists.xmission.com</A>=
=20
</DIV>
<DIV style=3D"FONT: 10pt arial"><B>Sent:</B> Sunday, November 24, =
2002 2:49=20
PM</DIV>
<DIV style=3D"FONT: 10pt arial"><B>Subject:</B> Re: [CANSLIM] =
Shorting &=20
Dividends</DIV>
<DIV><FONT face=3DArial size=3D2></FONT><BR></DIV>
<DIV><FONT face=3DArial size=3D2>Someone mentioned about short =
sellers having to=20
pay dividends, wouldn't stock price trading down at x-dividend =
date=20
take care of this to a certain degree, so the net effect would =
be nil=20
(assuming one covers that same day?)</FONT></DIV>
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