Factor Intelligence

US (NYSE + NASDAQ) As of 19 Jul 2026 Prior 12 Jul 2026 4d old

Live

Scored5070

Med P/E19.6×

Med EY5.61%

Mom Breadth52.2%

Confidence0.846

Coverage0.877

Avg Vol66.8%

5070

All Stocks (>$200M)

Value × Quality Scatter

Top-right = cheap + high quality. Click any dot to open its page. Showing 1510 names.

Top 50%

High Momentum

Medium Momentum

◆

Factor Combinations

Which factors to combine for maximum edge — and which to avoid doubling up

🏅 Trending Value 🏆 Quality × Value

Diversifying Pairs

Redundant Pairs

Anti-Correlated

Correlation Intelligence

▓Correlation Heatmap

Blue = uncorrelated (combine). Red = redundant (pick one).

↔Strategy Pair Correlations

Lower bar = less overlap = more diversification benefit.

△Best Factor Triples

Avg pairwise |ρ|. Lower = more independent = higher alpha potential.

Signal Dispersion & Pair Analysis

↕Signal Dispersion Score

Higher score = the signal is separating stocks more strongly. Tooltips show P10, median, and P90.

✗Redundant Pairs

High correlation = overlapping signals. Using both adds little edge.

✓Diversifying Pairs

Near-zero or negative correlation = independent signals. These combos add real alpha.

O'Shaughnessy Factor Strategies — What the Correlations Tell Us

Trending Value ρ=-0.067

Strict O'Shaughnessy construction: cheapest VC2 cohort paired with 6M momentum leadership.

Anti-correlated → Screen This Strategy

Quality at a Price ρ=0.101

Low correlation: cheap stocks aren't high quality — combining filters value traps.

Low overlap → Screen This Strategy

EBITDA/EV + Piotroski ρ=0.128

Best single value factor + health screen. Low overlap = genuine signal combination.

Low overlap → Screen This Strategy

SH Yield + Momentum ρ=0.115

Cash return + price confirmation. Different signals, powerful combination.

Low overlap → Screen This Strategy

△ Top Factor Triples — Maximum Independence

Momentum 6M + Quality% + VC2

Avg |ρ|0.076

Max |ρ|0.094

Momentum 6M ↔ Quality%: 0.094 · Momentum 6M ↔ VC2: -0.067 · Quality% ↔ VC2: 0.066

★ Optimal

→ Screen This Triple

Momentum 6M + Quality% + Value%

Avg |ρ|0.091

Max |ρ|0.101

Momentum 6M ↔ Quality%: 0.094 · Momentum 6M ↔ Value%: -0.077 · Quality% ↔ Value%: 0.101

★ Optimal

→ Screen This Triple

F-Score + Momentum 6M + Value%

Avg |ρ|0.116

Max |ρ|0.211

F-Score ↔ Momentum 6M: 0.211 · F-Score ↔ Value%: 0.06 · Momentum 6M ↔ Value%: -0.077

★ Strong

→ Screen This Triple

F-Score + Momentum 6M + VC2

Avg |ρ|0.118

Max |ρ|0.211

F-Score ↔ Momentum 6M: 0.211 · F-Score ↔ VC2: 0.077 · Momentum 6M ↔ VC2: -0.067

★ Strong

→ Screen This Triple

EBITDA/EV + Momentum 6M + Quality%

Avg |ρ|0.12

Max |ρ|0.153

EBITDA/EV ↔ Momentum 6M: -0.113 · EBITDA/EV ↔ Quality%: 0.153 · Momentum 6M ↔ Quality%: 0.094

★ Strong

→ Screen This Triple

⚡ Factor Momentum — Expanding or Contracting?

Value%

↑ Expanding

Δ +0.0004

Quality%

↑ Expanding

Δ +0.0011

Momentum%

↓ Contracting

Δ -0.0127

OS Blend

↓ Contracting

Δ -0.0016

Expanding value = median value yields improving. Expanding momentum = trends working.

◉

Value

P/E · P/S · P/B · P/CF · EBITDA/EV · Shareholder Yield · VC2

💎 Deep Value 🏅 Trending Value 📐 EBITDA/EV 📊 VC2 Cheapest 💰 High Yield ▾

1058

829

937

P/E <15 (cheap) P/E 15-30 (fair) P/E >30 (expensive) Med EY: 5.61%

%Earnings Yield

▓VC2 Composite

≡P/E Histogram

19.6×

Med P/E

2.0×

Med P/S

1.8×

Med P/B

11.4×

Med P/CF

7.8%

EBITDA/EV

1058

P/E < 15

1101

P/B < 1

1339

P/S < 1

937

P/E > 30

0.74%

Med SH Yield

5.44%

Med FCF Yield

2.33%

Med Div Yield

★

Quality

ROE · ROA · Margins · F-Score · Accruals · D/E · Stability

🔬 Compounders 🏆 Quality @ Price 📊 F-Score Bargains 📈 Consistent Earners ▾

944

2661

1460

F-Score ≥7 (strong) F-Score 4-6 (neutral) F-Score ≤3 (weak) Profitable: 2794 / 4969

RROE Distribution

⚑F-Score Distribution

Strong (≥7): 944 Weak (≤3): 1460

◎Signal Confidence

4383

572

115

High: 4383Med: 572Low: 115

≤30 days

31–60 days

61–90 days

5012

>90 days

Median data age: 200d

5.3%

Med ROE

1.1%

Med ROA

7.2%

Med Op Margin

3.8%

Med Net Margin

2794

Profitable

1766

Unprofitable

1.2×

Med D/E

1.75×

Current Ratio

-4.5%

Accrual Ratio

⚡

Momentum

6M · 12M · 12-1 · Risk-Adjusted · Breadth · Growth

🚀 Mom Leaders 📈 Trending Value 🛡️ Low Vol 🌱 GARP ▾

2689

2020

12M positive (57.1%) 12M negative 6M Breadth: 52.2%

≡12M Return Distribution

∿Volatility Distribution

▧Sector Breakdown

57.1%

12M Breadth

52.2%

6M Breadth

7.0%

12M Med Return

1.3%

6M Med Return

0.15

Risk-Adj Mom

104.6%

60d Vol

48.1%

252d Vol

4904

Vol Expanding

2797

Severe DD >30%

6.7%

Rev Growth Med

11.7%

Earn Growth Med

968

Rev > 20%

◉

OS Composite

Value × Quality × Momentum — the unified O’Shaughnessy score

⭐ Top Picks 🔄 SH Yield 🧠 Alpha Within 🎭 Veiled Value ▾

419

1616

1103

1891

Vol <20% (low risk) 20-40% 40-60% 60%+ (high risk) Med Vol: 48.1%

≡Sector 12M Returns

◔Market Cap Mix

▥Factor Scores by Cap

48.1%

Med Vol

-100.0%

Worst DD

419

Vol <20%

1616

Vol 20-40%

1103

Vol 40-60%

1891

Vol 60%+

2063

Net Repurchasers

1571

Net Issuers

⚠

25 Value Traps Detected

Cheap stocks with deteriorating fundamentals

View Full Analysis →

▦

Sector Intelligence

Factor tilts, valuation, quality, and risk by sector — where the opportunities concentrate

🏷️ Cheapest in Sector 🔍 Small Cap Value 🏛️ Cornerstone Value ▾

Value vs Quality by Sector (higher = better)

Risk vs Return by Sector

Valuation by Sector (P/E)

Profitability (ROE) by Sector

Shareholder Yield by Sector

Leverage (D/E) by Sector

Sector

Value %

Quality %

Mom %

OS %

P/E

P/B

ROE

SH Yield

FCF Yield

D/E

F-Score

12M Mom

Vol

Max DD

V-Q Gap

Financial Services

990

61.6%

56.3%

51.4%

62.4%

14.0

1.33

9.1%

2.55%

6.39%

4.54

5.0

13.7%

32.9%

-15.2%

103

+5.3

Healthcare

958

42.1%

44.5%

51.5%

43.2%

25.2

3.1

-30.6%

-0.41%

-6.4%

0.53

4.0

8.8%

85.8%

-45.1%

-2.4

Technology

702

37.8%

51.2%

46.1%

39.4%

30.5

3.3

3.4%

0.16%

4.16%

0.82

5.0

-9.6%

84.7%

-46.5%

-13.4

Industrials

636

41.7%

47.6%

51.4%

43.0%

28.3

2.7

8.1%

0.81%

5.26%

1.22

5.0

6.9%

94.0%

-33.4%

-5.9

Consumer Cyclical

498

53.8%

45.3%

44.3%

50.1%

20.7

1.74

5.7%

2.11%

8.14%

1.54

5.0

-2.4%

66.5%

-38.5%

+8.5

Communication Services

248

54.9%

51.8%

41.8%

51.6%

14.9

1.43

4.6%

0.97%

7.96%

1.11

5.0

-6.8%

72.8%

-40.6%

+3.1

Real Estate

247

39.4%

44.4%

48.8%

38.9%

26.1

1.26

4.9%

3.46%

5.35%

1.44

5.0

12.7%

38.3%

-18.2%

-5.0

Energy

226

66.4%

54.5%

63.5%

69.7%

15.9

1.75

10.9%

3.33%

15.58%

1.11

5.0

33.0%

48.3%

-23.6%

+11.9

Basic Materials

224

56.0%

46.9%

55.6%

54.3%

18.0

1.76

6.0%

1.07%

9.22%

0.85

5.0

11.6%

64.8%

-35.4%

+9.1

Consumer Defensive

218

56.5%

48.9%

37.9%

50.5%

17.2

1.99

6.6%

2.4%

8.79%

1.27

5.0

-7.8%

63.8%

-35.4%

+7.6

Utilities

109

51.3%

51.4%

51.1%

51.9%

21.2

1.9

9.0%

1.82%

14.02%

2.2

5.0

14.1%

38.4%

-14.4%

-0.1

Score Movers

Biggest OS score changes — who's improving, who's declining

⬆ Improvers

↑ Score Improving

Top 10

Ticker	Sector	OS Score	Δ Change
SLSN	Consumer Defensive	0.0%	+73.000
ABTC	Financial Services	10.0%	+70.000
ABEO	Healthcare	7.0%	+70.000
STG	Consumer Defensive	19.0%	+69.000
INR	Energy	23.0%	+66.000
IFRX	Healthcare	13.0%	+64.000
EARN	Financial Services	24.0%	+59.000
SSSS	Financial Services	33.0%	+55.000
SSMR	Basic Materials	19.0%	+51.000
SMFG	Financial Services	19.0%	+51.000

↓ Score Declining

Top 10

Ticker	Sector	OS Score	Δ Change
TC	Communication Services	77.0%	-73.000
AHG	Healthcare	73.0%	-72.000
ATGL	Technology	73.0%	-71.000
ARQQ	Technology	72.0%	-71.000
FEAM	Basic Materials	75.0%	-70.000
CIG	Utilities	95.0%	-69.000
TXNM	Utilities	74.0%	-68.000
ATHE	Healthcare	80.0%	-64.000
ABLV	Consumer Cyclical	74.0%	-64.000
AXIN	Financial Services	71.0%	-64.000