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★ OS Composite Score

As of 7 Jun 2026· 5315 passing· 5315 in universe

Strict O'Shaughnessy composite ranking: 50% value, 25% momentum, and 25% quality. The highest-ranked names combine cheapness, trend support, and business quality in a single disciplined signal.

5315
Passing
0.9854
Avg OS
0.9522
Value
0.8964
Quality
0.8814
Momentum
5315
Universe

Opportunity Map

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Axes show percentile rank within holdings. Bubble size = . Colour = . Hover for detail, click to open ticker.

Strategy Insights

Factor analysis · Risk profile · Composition▾

Factor Pillars

Holdings vs Universe

Standouts

Highest & lowest OS

Sector Concentration

Allocation risk

Risk Profile

Volatility distribution

Quality Gate

Piotroski F-Score

Size Profile

Market cap distribution

Performance Analytics

Awaiting strategy performance history▾
Performance Analytics
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Top OS Composite Score Picks

Top 10 of 5315▾

All OS Composite Score Holdings

5315 names⊞ Open in Screener▾

OS Composite Score — Top 5315

# Ticker Company Sector OS Score Value % Quality % Mom % P/E ROE Vol
1 BWMX Betterware de México, S.A.P… Consumer Cyclical 0.990 0.980 0.930 0.950 0.6 0.809 0.44
2 ASX ASE Industrial Holding Co L… Technology 0.990 0.990 0.890 0.970 1.6 0.134 0.47
3 UMC United Microelectronics Technology 0.990 0.990 0.820 0.950 1.0 0.123 0.49
4 IAG IAMGold Corporation Basic Materials 0.990 0.910 0.980 0.940 9.1 0.233 0.64
5 PBR Petroleo Brasileiro Petrobr… Energy 0.990 0.950 0.930 0.890 5.6 0.239 0.33
6 CPAC Cementos Pacasmayo SAA ADR Basic Materials 0.990 0.980 0.830 0.920 4.9 0.144 0.56
7 PBR-A Petróleo Brasileiro S.A. - … Energy 0.990 0.960 0.930 0.880 5.0 0.239 0.30
8 TIMB TIM Participacoes SA Communication Services 0.990 0.980 0.980 0.790 2.4 0.177 0.33
9 AMX America Movil SAB de CV ADR Communication Services 0.990 0.980 0.980 0.860 0.9 0.238 0.27
10 UVE Universal Insurance Holding… Financial Services 0.990 0.960 0.940 0.820 5.5 0.335 0.36
11 NBR Nabors Industries Ltd. Energy 0.990 0.960 0.950 0.970 6.6 0.366 0.62
12 HG Hamilton Insurance Group, L… Financial Services 0.990 0.970 0.940 0.850 4.9 0.231 0.24
13 GSL Global Ship Lease Inc Industrials 0.990 0.980 0.890 0.880 3.6 0.206 0.29
14 ESEA Euroseas Ltd Industrials 0.990 0.970 0.960 0.890 3.5 0.270 0.40
15 ABEV Ambev SA ADR Consumer Defensive 0.990 0.980 0.970 0.800 3.1 0.173 0.32
16 ERIC Telefonaktiebolaget LM Eric… Technology 0.990 0.980 0.920 0.840 1.7 0.243 0.29
17 APA APA Corporation Energy 0.990 0.950 0.960 0.920 8.4 0.237 0.42
18 IRWD Ironwood Pharmaceuticals Inc Healthcare 0.990 0.930 0.860 0.980 5.4 -0.471 0.99
19 NEXA Nexa Resources SA Basic Materials 0.990 0.960 0.850 0.960 8.2 0.184 0.70
20 BODI The Beachbody Company, Inc. Communication Services 0.990 0.920 0.910 0.970 14.9 0.151 0.91
21 BFH Bread Financial Holdings, I… Financial Services 0.990 0.970 0.970 0.900 7.0 0.169 0.39
22 BAP Credicorp Ltd Financial Services 0.990 0.980 0.930 0.840 3.6 0.186 0.24
23 CARE Carter Bank and Trust Financial Services 0.990 0.960 0.980 0.880 5.8 0.214 0.27
24 JFU 9F Inc Technology 0.990 0.980 0.820 0.930 4.1 0.044 1.48
25 MCY Mercury General Corporation Financial Services 0.990 0.950 0.930 0.860 6.7 0.324 0.25
26 ZTO ZTO Express (Cayman) Inc Industrials 0.990 0.980 0.930 0.810 1.9 0.147 0.24
27 CMRE Costamare Inc Industrials 0.990 0.950 0.870 0.910 5.6 0.160 0.31
28 B Barrick Mining Corporation Basic Materials 0.980 0.860 0.980 0.930 10.8 0.222 0.44
29 VFF Village Farms International… Consumer Defensive 0.980 0.970 0.780 0.910 6.0 0.143 0.85
30 HAFC Hanmi Financial Corporation Financial Services 0.980 0.940 0.900 0.790 11.2 0.101 0.31
31 FSM Fortuna Silver Mines Inc Basic Materials 0.980 0.940 0.970 0.760 8.5 0.192 0.61
32 PLAB Photronics Inc Technology 0.980 0.940 0.870 0.900 10.7 0.128 0.75
33 HTHT Huazhu Group Ltd Consumer Cyclical 0.980 0.960 0.940 0.790 3.0 0.457 0.27
34 STNG Scorpio Tankers Inc Energy 0.980 0.940 0.840 0.930 7.6 0.147 0.39
35 GFI Gold Fields Ltd ADR Basic Materials 0.980 0.900 0.990 0.880 6.8 0.572 0.52
36 UGP Ultrapar Participacoes SA A… Energy 0.980 0.970 0.720 0.910 1.8 0.906 0.36
37 CVE Cenovus Energy Inc Energy 0.980 0.920 0.800 0.940 11.4 0.142 0.33
38 RIO Rio Tinto ADR Basic Materials 0.980 0.920 0.850 0.910 7.7 0.345 0.24
39 VIV Telefonica Brasil SA ADR Communication Services 0.980 0.980 0.910 0.810 3.2 0.093 0.32
40 IMPP Imperial Petroleum Inc Energy 0.980 0.980 0.740 0.880 3.5 0.119 0.55
41 SSL Sasol Ltd Basic Materials 0.980 0.990 0.680 0.970 0.5 0.106 0.57
42 KSS Kohl's Corporation Consumer Cyclical 0.980 0.980 0.740 0.900 6.5 0.068 0.88
43 BVN Compania de Minas Buenavent… Basic Materials 0.980 0.880 0.920 0.920 7.9 0.236 0.51
44 RM Regional Management Corp Financial Services 0.980 0.950 0.900 0.790 7.1 0.130 0.36
45 SYF Synchrony Financial Financial Services 0.980 0.960 0.970 0.720 6.8 0.218 0.28
46 PKBK Parke Bancorp Inc Financial Services 0.980 0.910 0.860 0.880 8.9 0.125 0.22
47 FLXS Flexsteel Industries Inc Consumer Cyclical 0.980 0.930 0.790 0.910 10.3 0.168 0.65
48 FLOC Flowco Holdings Inc. Energy 0.980 0.890 0.960 0.820 17.8 0.127 0.37
49 SU Suncor Energy Inc Energy 0.980 0.910 0.940 0.900 11.7 0.138 0.26
50 RIGL Rigel Pharmaceuticals Inc Healthcare 0.980 0.940 0.920 0.760 1.6 0.911 0.75

OS Composite Score — Sector Overview

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Sector Allocation

SectorWt%Avg OS#

Sector Factor Profile

Average factor percentile per sector within this strategy's holdings.