Bronte Capital notes that since Zion can claim that it is making its decisions based on constitutionally protected religious belief, that may be a defense against accusations of stock fraud.
Zion's stock trades on the American Exchange under stock symbol ZN. It has a market capitalization of $85.17 million, and closed last week at $8.00/share, near the bottom of its 52-week range ($5.07-$17.68). The company formed in 2000 and has offices in Texas and Israel.
The company's stock is, unfortunately, not available for shorting.
Here's a Zion promotional video: