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Float

market structure
Definition
The number of shares available for public trading, excluding restricted shares, insider holdings, and closely held blocks.

Explanation

Float determines a stock's liquidity and volatility. Low-float stocks (under 10 million shares) can experience extreme price moves because small amounts of buying or selling have outsized price impact. Stocks with float below 20% of shares outstanding are considered 'low float.' Short interest as a percentage of float is a key metric — when short interest exceeds 20% of float, a short squeeze becomes more likely because shorts would need multiple days of volume to cover their positions.

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