REUTERS/Luke MacGregor
But it can be a sure way to avoid burning cash when a company's shares crash, making it worth the bet.
Several Chinese online retailers have a significant amount of short interest on this list.
And Bill Ackman says he is doing "God's work" by crusading against Herbalife, as more investors bet the company's shares will continue to tumble.
To find the stocks, we screened for companies with market caps over $2 billion and ranked the stock from least shorted to most shorted.