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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 21 Jun 2026
48+
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Alpha Within Value
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Preset: alpha_within_value ×
Preset Screens ▾
⭐
OS Top Picks
Highest OS composite — balanced value, quality, momentum
🏅
Trending Value (VC2)
O'Shaughnessy's #1 strategy — cheapest VC2 decile + 6M momentum
💎
Deep Value
Low P/E, high earnings yield, strong F-Score
📐
VC2 Cheapest Decile
Top 10% by Value Composite 2 — O'Shaughnessy multi-factor value
🏆
Quality at a Price
High QV composite — avoids value traps via quality gate
🏛️
Cornerstone Value
O'Shaughnessy Market Leaders (ex-utilities) ranked by dividend yield
🌿
Cornerstone Growth
All Stocks universe, P/S < 1.5, 5yr earnings consistency, strongest momentum
🌱
GARP
Growth at a reasonable price — revenue growth + moderate P/E
🔄
Shareholder Yield
Dividends + net buybacks — O'Shaughnessy's shareholder cash return
📐
EBITDA/EV Value
Highest EBITDA/EV (positive only) — O'Shaughnessy's strongest value signal
📈
Trending Value (Classic)
Cheapest decile by value + 6M momentum overlay
🔬
Quality Compounders
High ROE, margins, low debt — long-term compounders
📊
Piotroski Bargains
F-Score ≥7 with top-half value
🧠
Alpha Within Value
Cheap + internally funded buybacks + good capital allocation
🎭
Veiled Value
OSAM insight: expensive by P/B but cheap by everything else
📈
Consistent Earners
5+ years of consecutive EPS growth — O'Shaughnessy growth signal
🚀
Momentum Leaders
Strongest 12-1 momentum with controlled risk
⚡
Risk-Adjusted Momentum
Highest 12-1 momentum per unit of volatility
🏢
Market Leaders
O'Shaughnessy Market Leaders ranked by OS composite
🏢
Market Leaders Value
OSAM production strategy — market leaders + shareholder yield
🔍
Small Cap Value
Small/micro caps with strong value — higher alpha potential
⚡
Tiny Titans
O'Shaughnessy micro-caps (~25M-250M local currency), low P/S, momentum
🛡️
Low Volatility
Defensive picks — lowest vol with positive momentum
📈
OS Score Improvers
Biggest positive change in composite score vs prior snapshot
🏷️
Cheapest in Sector
Sector-relative bargains (fallback: top value cohort when sector score unavailable)
💰
High Yield
Top dividend and FCF yields for income investors
48+ tickers match · Page 2 of 3
DH NASDAQ
Definitive Healthcare Corp
0.770
Healthcare Health Information Services MICRO
Value%
0.880
Quality%
0.740
Mom%
0.000
F-Score
5/9
EBITDA/EV
0.0848
SH Yield
0.3921
ROE
-1.1647
Margin
-0.7149
Vol
0.5309
RAM
-1.46
QV
0.807
Conf
0.879
TLF NASDAQ
Tandy Leather Factory Inc
0.800
Consumer Cyclical Specialty Retail NANO
Value%
0.640
Quality%
0.630
Mom%
0.650
F-Score
5/9
EBITDA/EV
0.0990
SH Yield
0.3904
ROE
-0.0486
Margin
-0.0294
Vol
0.2177
RAM
0.16
QV
0.635
Conf
0.939
GSHD NASDAQ
Goosehead Insurance Inc
0.350
Financial Services Insurance Brokers SMALL
Value%
0.340
Quality%
0.960
Mom%
0.020
P/E
28.7×
F-Score
7/9
E/Y
0.0636
EBITDA/EV
0.0730
SH Yield
0.3862
ROE
-0.2505
Margin
0.0794
Vol
0.5828
RAM
-0.99
QV
0.571
Conf
0.939
XIFR NYSE
XPLR Infrastructure LP Unit
0.840
Utilities Utilities - Renewable SMALL
Value%
0.880
Quality%
0.190
Mom%
0.810
P/E
10.7×
F-Score
4/9
E/Y
0.0271
EBITDA/EV
0.1271
SH Yield
0.3814
ROE
0.0325
Margin
0.0882
Vol
0.3376
RAM
1.28
QV
0.409
Conf
0.939
BRBR NYSE
Bellring Brands LLC
0.610
Consumer Defensive Packaged Foods SMALL
Value%
0.920
Quality%
0.310
Mom%
0.000
P/E
7.0×
F-Score
5/9
E/Y
0.1295
EBITDA/EV
0.1380
SH Yield
0.3793
ROE
-0.3178
Margin
0.0678
Vol
0.6656
RAM
-1.27
QV
0.534
Conf
0.909
GHG NYSE
GreenTree Hospitality Group Ltd
0.840
Consumer Cyclical Lodging MICRO
Value%
0.980
Quality%
0.760
Mom%
0.050
F-Score
7/9
E/Y
1.3325
EBITDA/EV
1.2980
SH Yield
0.3672
ROE
-0.0110
Margin
-0.0170
Vol
0.3528
RAM
-1.26
QV
0.863
Conf
0.970
IMOS NASDAQ
ChipMOS Technologies Inc
0.930
Technology Semiconductors MID
Value%
0.990
Quality%
0.280
Mom%
0.970
P/E
2.8×
F-Score
6/9
E/Y
0.3018
EBITDA/EV
0.3029
SH Yield
0.3646
ROE
0.0336
Margin
0.0325
Vol
0.8894
RAM
2.10
QV
0.526
Conf
1.000
BCIC NASDAQ
BCP Investment Corp.
0.660
Financial Services Asset Management MICRO
Value%
0.710
Quality%
0.760
Mom%
0.080
P/E
64.1×
F-Score
5/9
E/Y
0.0323
EBITDA/EV
0.0526
SH Yield
0.3436
ROE
0.0073
Margin
0.0233
Vol
0.2935
RAM
-1.07
QV
0.735
Conf
0.970
FLX NASDAQ
BingEx Ltd
0.860
Industrials Integrated Freight & Logistics MICRO
Value%
0.990
Quality%
0.730
Mom%
0.110
P/E
2.1×
F-Score
7/9
E/Y
0.5533
EBITDA/EV
0.3641
SH Yield
0.3421
ROE
0.0980
Margin
0.0194
Vol
0.6289
RAM
-0.33
QV
0.850
Conf
0.939
HOG NYSE
Harley-Davidson Inc
0.730
Consumer Cyclical Recreational Vehicles MID
Value%
0.930
Quality%
0.250
Mom%
0.310
P/E
11.7×
F-Score
8/9
E/Y
0.1131
EBITDA/EV
0.1692
SH Yield
0.3322
ROE
0.0752
Margin
0.0534
Vol
0.3704
RAM
0.11
QV
0.482
Conf
1.000
JCSE NASDAQ
JE Cleantech Holdings Ltd
0.780
Industrials Specialty Industrial Machinery NANO
Value%
0.630
Quality%
0.620
Mom%
0.640
P/E
2.2×
F-Score
7/9
E/Y
2.5625
EBITDA/EV
3.1423
SH Yield
0.3321
ROE
0.1637
Margin
0.1594
Vol
1.6446
RAM
0.29
QV
0.625
Conf
0.939
TRIP NASDAQ
TripAdvisor Inc
0.810
Consumer Cyclical Travel Services SMALL
Value%
0.810
Quality%
0.790
Mom%
0.180
P/E
81.1×
F-Score
7/9
E/Y
0.0778
EBITDA/EV
0.1369
SH Yield
0.3321
ROE
0.0298
Margin
0.0099
Vol
0.6004
RAM
-0.37
QV
0.800
Conf
0.939
DSP NASDAQ
Viant Technology Inc
0.780
Technology Software - Application MICRO
Value%
0.750
Quality%
0.860
Mom%
0.160
P/E
24.8×
F-Score
7/9
E/Y
0.0411
EBITDA/EV
0.1152
SH Yield
0.3305
ROE
0.1065
Margin
0.0251
Vol
0.6438
RAM
-0.18
QV
0.803
Conf
0.939
NMFC NASDAQ
New Mountain Finance Corporation
0.720
Financial Services Asset Management SMALL
Value%
0.720
Quality%
0.840
Mom%
0.130
F-Score
6/9
E/Y
0.0273
EBITDA/EV
0.0425
SH Yield
0.3295
ROE
-0.0554
Margin
-0.2563
Vol
0.2317
RAM
-0.65
QV
0.778
Conf
0.970
ACR NYSE
Acres Commercial Realty Corp
0.470
Real Estate Reit - Mortgage MICRO
Value%
0.660
Quality%
0.310
Mom%
0.250
P/E
4.7×
F-Score
6/9
E/Y
0.0170
EBITDA/EV
0.0207
SH Yield
0.3218
ROE
0.0617
Margin
0.1441
Vol
0.3218
RAM
0.42
QV
0.452
Conf
1.000
FMX NYSE
Fomento Economico Mexicano
0.470
Consumer Defensive Beverages - Brewers LARGE
Value%
0.160
Quality%
0.780
Mom%
0.780
P/E
27.2×
F-Score
6/9
E/Y
0.0297
EBITDA/EV
0.0494
SH Yield
0.3167
ROE
0.1342
Margin
0.0339
Vol
0.2578
RAM
1.24
QV
0.353
Conf
1.000
IH NYSE
Ihuman Inc
0.670
Consumer Defensive Education & Training Services MICRO
Value%
0.990
Quality%
0.230
Mom%
0.080
P/E
0.8×
F-Score
6/9
E/Y
0.7668
EBITDA/EV
1.1504
SH Yield
0.3164
ROE
0.0844
Margin
0.1072
Vol
0.5395
RAM
-0.52
QV
0.477
Conf
0.970
TCBIO NASDAQ
Texas Capital Bancshares, Inc.
0.910
Financial Services Banks - Regional SMALL
Value%
0.980
Quality%
0.870
Mom%
0.260
P/E
2.6×
F-Score
8/9
E/Y
0.5105
EBITDA/EV
0.5701
SH Yield
0.3154
ROE
0.0990
Margin
0.1771
Vol
0.1295
RAM
0.46
QV
0.923
Conf
1.000
CRM NYSE
Salesforce.com Inc
0.710
Technology Software - Application LARGE
Value%
0.690
Quality%
0.920
Mom%
0.070
P/E
15.5×
F-Score
7/9
E/Y
0.0650
EBITDA/EV
0.0890
SH Yield
0.3028
ROE
0.2344
Margin
0.1873
Vol
0.3841
RAM
-0.79
QV
0.797
Conf
0.970
CHTR NASDAQ
Charter Communications Inc
0.870
Communication Services Telecom Services LARGE
Value%
0.960
Quality%
0.950
Mom%
0.010
P/E
3.6×
F-Score
7/9
E/Y
0.1065
EBITDA/EV
0.1717
SH Yield
0.3003
ROE
0.3011
Margin
0.0903
Vol
0.4893
RAM
-1.28
QV
0.955
Conf
0.939
IIIV NASDAQ
i3 Verticals Inc
0.080
Technology Software - Infrastructure SMALL
Value%
0.280
Quality%
0.330
Mom%
0.130
P/E
21.6×
F-Score
4/9
E/Y
0.0164
EBITDA/EV
0.0656
SH Yield
0.2958
ROE
0.0565
Margin
0.0826
Vol
0.4191
RAM
-0.45
QV
0.304
Conf
0.939
FPI NYSE
Farmland Partners Inc
0.710
Real Estate Reit - Specialty SMALL
Value%
0.670
Quality%
0.840
Mom%
0.190
P/E
14.1×
F-Score
6/9
E/Y
0.0628
EBITDA/EV
0.0689
SH Yield
0.2956
ROE
0.0655
Margin
0.5600
Vol
0.2588
RAM
-0.12
QV
0.750
Conf
1.000
RWAY NASDAQ
Runway Growth Finance Corp
0.780
Financial Services Asset Management MICRO
Value%
0.810
Quality%
0.850
Mom%
0.070
F-Score
7/9
EBITDA/EV
0.0134
SH Yield
0.2952
ROE
-0.0060
Margin
-0.0260
Vol
0.2587
RAM
-1.08
QV
0.830
Conf
0.939
NGL NYSE
NGL Energy Partners LP
0.860
Energy Oil & Gas Midstream SMALL
Value%
0.780
Quality%
0.300
Mom%
0.970
F-Score
5/9
E/Y
0.0717
EBITDA/EV
0.1204
SH Yield
0.2938
ROE
-6.9548
Margin
-0.0571
Vol
0.5980
RAM
4.81
QV
0.484
Conf
0.909
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