Factor Intelligence

US (NYSE + NASDAQ) As of 7 Jun 2026 0d old

Live

Scored5315

Med P/E19.4×

Med EY5.13%

Mom Breadth50.5%

Confidence0.874

Coverage0.89

Avg Vol78.6%

5315

All Stocks (>$200M)

Market Leaders

Tiny Titans

306

Veiled Value

1281

5yr+ Earners

506

Trending Value

740

Quality Bargains

511

Deep Value

1354

High Conviction

2216

Dividend Payers

982

Yield ≥ 3%

Value × Quality Scatter

Top-right = cheap + high quality. Click any dot to open its page. Showing 1585 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

↕Factor Dispersion (P10–P90)

Wider spread = factors differentiate stocks well = more stock-picking opportunity.

✗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=-0.064

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

Anti-correlated → Screen This Strategy

Quality at a Price ρ=0.05

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

Low overlap → Screen This Strategy

EBITDA/EV + Piotroski ρ=0.086

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

Low overlap → Screen This Strategy

SH Yield + Momentum ρ=0.181

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

Moderate → Screen This Strategy

△ Top Factor Triples — Maximum Independence

Momentum 6M + Quality% + VC2

Avg |ρ|0.055

Max |ρ|0.064

Momentum 6M ↔ Quality%: -0.039 · Momentum 6M ↔ VC2: -0.064 · Quality% ↔ VC2: -0.063

★ Optimal

Momentum 6M + Quality% + Value%

Avg |ρ|0.058

Max |ρ|0.084

Momentum 6M ↔ Quality%: -0.039 · Momentum 6M ↔ Value%: 0.084 · Quality% ↔ Value%: 0.05

★ Optimal

EBITDA/EV + Momentum 6M + Quality%

Avg |ρ|0.102

Max |ρ|0.146

EBITDA/EV ↔ Momentum 6M: -0.146 · EBITDA/EV ↔ Quality%: -0.122 · Momentum 6M ↔ Quality%: -0.039

★ Strong

F-Score + Momentum 6M + Value%

Avg |ρ|0.113

Max |ρ|0.21

F-Score ↔ Momentum 6M: 0.21 · F-Score ↔ Value%: -0.044 · Momentum 6M ↔ Value%: 0.084

★ Strong

F-Score + Momentum 6M + VC2

Avg |ρ|0.119

Max |ρ|0.21

F-Score ↔ Momentum 6M: 0.21 · F-Score ↔ VC2: 0.084 · Momentum 6M ↔ VC2: -0.064

★ Strong

◉

Value

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

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

1104

837

908

P/E <15 (cheap) P/E 15-30 (fair) P/E >30 (expensive) Med EY: 5.13%

%Earnings Yield

▓VC2 Composite

≡P/E Histogram

19.4×

Med P/E

2.0×

Med P/S

1.7×

Med P/B

11.1×

Med P/CF

8.4%

EBITDA/EV

1104

P/E < 15

1347

P/B < 1

1393

P/S < 1

908

P/E > 30

0.0%

Med SH Yield

5.64%

Med FCF Yield

2.66%

Med Div Yield

★

Quality

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

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

884

2770

1656

F-Score ≥7 (strong) F-Score 4-6 (neutral) F-Score ≤3 (weak) Profitable: 2839 / 5234

RROE Distribution

⚑F-Score Distribution

Strong (≥7): 884 Weak (≤3): 1656

◎Signal Confidence

4632

553

130

High: 4632Med: 553Low: 130

≤30 days

31–60 days

113

61–90 days

5192

>90 days

Median data age: 158d

4.7%

Med ROE

0.9%

Med ROA

6.8%

Med Op Margin

3.3%

Med Net Margin

2839

Profitable

1943

Unprofitable

1.16×

Med D/E

1.76×

Current Ratio

-4.6%

Accrual Ratio

⚡

Momentum

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

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

2731

2169

12M positive (55.7%) 12M negative 6M Breadth: 50.5%

≡12M Return Distribution

∿Volatility Distribution

▧Sector Breakdown

55.7%

12M Breadth

50.5%

6M Breadth

6.3%

12M Med Return

0.4%

6M Med Return

0.21

Risk-Adj Mom

106.1%

60d Vol

49.0%

252d Vol

5066

Vol Expanding

2928

Severe DD >30%

6.5%

Rev Growth Med

11.0%

Earn Growth Med

1026

Rev > 20%

◉

OS Composite

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

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

449

1632

1105

2068

Vol <20% (low risk) 20-40% 40-60% 60%+ (high risk) Med Vol: 49.0%

≡Sector 12M Returns

◔Market Cap Mix

▥Factor Scores by Cap

49.0%

Med Vol

-100.0%

Worst DD

449

Vol <20%

1632

Vol 20-40%

1105

Vol 40-60%

2068

Vol 60%+

Net Repurchasers

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

Healthcare

1038

42.2%

43.4%

48.1%

41.0%

23.3

2.51

-32.1%

0.0%

-8.01%

0.52

3.0

0.6%

113.5%

-46.5%

-1.2

Financial Services

1002

62.0%

56.9%

50.3%

62.7%

13.1

1.21

9.0%

1.51%

6.93%

4.56

5.0

10.2%

40.2%

-16.0%

132

+5.1

Technology

745

37.3%

51.4%

48.2%

39.6%

31.1

3.18

3.0%

0.0%

3.91%

0.79

5.0

-8.2%

96.7%

-46.1%

-14.1

Industrials

665

41.1%

46.6%

53.1%

42.6%

27.5

2.65

7.7%

0.0%

5.24%

1.19

5.0

11.0%

102.4%

-33.3%

-5.5

Consumer Cyclical

536

55.7%

46.3%

43.3%

51.4%

19.6

1.59

4.6%

0.0%

9.41%

1.52

5.0

-5.2%

73.1%

-39.9%

+9.4

Communication Services

265

56.4%

52.2%

45.8%

54.9%

14.8

1.32

4.5%

0.0%

7.79%

1.05

5.0

-10.3%

83.9%

-44.3%

+4.2

Real Estate

253

42.0%

44.3%

47.5%

40.7%

25.6

1.28

4.7%

4.85%

5.75%

1.44

5.0

8.7%

40.4%

-18.6%

-2.3

Consumer Defensive

237

55.5%

47.7%

39.2%

50.1%

17.2

1.65

6.4%

0.0%

8.83%

1.26

5.0

-15.2%

73.5%

-37.0%

+7.8

Energy

227

65.6%

57.9%

66.5%

71.9%

15.7

1.76

10.8%

2.34%

16.79%

1.09

5.0

39.2%

48.0%

-19.5%

+7.7

Basic Materials

225

53.4%

47.9%

59.0%

54.9%

18.0

1.86

6.1%

0.32%

9.09%

0.85

5.0

23.7%

67.4%

-32.0%

+5.5

Utilities

110

53.3%

54.9%

53.1%

57.0%

19.8

1.8

8.9%

2.92%

14.67%

2.2

5.0

16.5%

39.8%

-13.9%

-1.6