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🏛 Cornerstone Value

As of 7 Jun 2026· 29 passing· 5315 in universe

O'Shaughnessy's conservative strategy. Start with Market Leaders (large, profitable, liquid) and select the highest dividend yield. Conservative but consistent — the pension fund strategy.

29
Passing
0.6303
Avg OS
0.5659
Value
0.6393
Quality
0.6231
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
Performance history is being prepared in the background. This section will refresh automatically when it is ready.

Top Cornerstone Value Picks

Top 10 of 29▾

All Cornerstone Value Holdings

29 names⊞ Open in Screener▾

Cornerstone Value — Top 29

# Ticker Company Sector OS Score Value % Quality % Mom % P/E ROE Vol
1 KOF Coca-Cola Femsa SAB de CV A… Consumer Defensive 0.900 0.730 0.910 0.670 11.2 2.083 0.24
2 IBN ICICI Bank Limited Financial Services 0.800 0.640 0.640 0.650 — 0.150 0.22
3 UMC United Microelectronics Technology 0.990 0.990 0.820 0.950 1.0 0.123 0.49
4 AMX America Movil SAB de CV ADR Communication Services 0.990 0.980 0.980 0.860 0.9 0.238 0.27
5 ITUB Itau Unibanco Banco Holding… Financial Services 0.960 0.970 0.660 0.780 1.8 0.212 0.32
6 BBD Banco Bradesco SA ADR Financial Services 0.860 0.920 0.170 0.770 1.6 0.662 0.34
7 ASX ASE Industrial Holding Co L… Technology 0.990 0.990 0.890 0.970 1.6 0.134 0.47
8 NVO Novo Nordisk A/S Healthcare 0.880 0.970 0.930 0.060 1.6 0.601 0.60
9 JD JD.com Inc Adr Consumer Cyclical 0.510 0.490 0.480 0.480 — 0.064 0.30
10 BSBR Banco Santander Brasil SA A… Financial Services 0.770 0.980 0.230 0.320 1.4 0.230 0.34
11 TSM Taiwan Semiconductor Manufa… Technology 0.770 0.630 0.620 0.630 — 0.328 0.28
12 ERIC Telefonaktiebolaget LM Eric… Technology 0.990 0.980 0.920 0.840 1.7 0.243 0.29
13 BBDO Banco Bradesco S/A ADR Financial Services 0.960 0.930 0.770 0.770 1.3 0.675 0.34
14 STLA Stellantis NV Consumer Cyclical 0.490 0.890 0.010 0.110 — -0.024 0.58
15 BABA Alibaba Group Holding Ltd Consumer Cyclical 0.720 0.980 0.150 0.290 2.8 0.098 0.42
16 SHEL Shell PLC ADR Energy 0.880 0.920 0.290 0.760 13.0 0.108 0.19
17 CVS CVS Health Corp Healthcare 0.250 0.250 0.130 0.860 41.8 0.038 0.29
18 XOM Exxon Mobil Corp Energy 0.330 0.280 0.230 0.840 24.8 0.100 0.26
19 UNH UnitedHealth Group Incorpor… Healthcare 0.210 0.190 0.240 0.780 30.2 0.116 0.45
20 CI Cigna Corp Healthcare 0.630 0.860 0.270 0.200 12.2 0.149 0.33
21 JPM JPMorgan Chase & Co Financial Services 0.580 0.290 0.810 0.690 14.8 0.162 0.22
22 MSFT Microsoft Corporation Technology 0.150 0.090 0.980 0.160 24.8 0.302 0.27
23 WMT Walmart Inc. Consumer Defensive 0.370 0.070 0.840 0.730 41.2 0.244 0.25
24 COST Costco Wholesale Corp Consumer Defensive 0.100 0.050 0.810 0.210 49.6 0.260 0.20
25 META Meta Platforms Inc. Communication Services 0.250 0.180 0.980 0.150 21.5 0.290 0.37
26 AAPL Apple Inc Technology 0.460 0.020 0.980 0.840 37.0 1.151 0.25
27 GOOG Alphabet Inc Class C Communication Services 0.540 0.060 0.960 0.930 27.9 0.335 0.32
28 GOOGL Alphabet Inc Class A Communication Services 0.540 0.050 0.960 0.940 28.2 0.335 0.32
29 NVDA NVIDIA Corporation Technology 0.410 0.030 0.880 0.830 31.3 0.817 0.30

Cornerstone Value — Sector Overview

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Sector Allocation

SectorWt%Avg OS#

Sector Factor Profile

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