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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 21 Jun 2026
48+
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Cornerstone Growth
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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
BAP NYSE
Credicorp Ltd
0.990
Financial Services Banks - Regional LARGE
Value%
0.970
Quality%
0.960
Mom%
0.890
P/E
4.2×
F-Score
8/9
E/Y
0.5496
EBITDA/EV
0.5848
SH Yield
0.0412
ROE
0.1856
Margin
0.2503
Vol
0.2909
RAM
2.07
QV
0.965
Conf
1.000
DAL NYSE
Delta Air Lines Inc
0.960
Industrials Airlines LARGE
Value%
0.850
Quality%
0.800
Mom%
0.890
P/E
12.4×
F-Score
6/9
E/Y
0.0934
EBITDA/EV
0.1412
SH Yield
0.0089
ROE
0.2197
Margin
0.0687
Vol
0.3734
RAM
1.69
QV
0.825
Conf
1.000
PSMT NASDAQ
PriceSmart Inc
0.270
Consumer Defensive Discount Stores MID
Value%
0.180
Quality%
0.280
Mom%
0.880
P/E
36.8×
F-Score
5/9
E/Y
0.0403
EBITDA/EV
0.0565
SH Yield
0.0090
ROE
0.1147
Margin
0.0277
Vol
0.2341
RAM
2.73
QV
0.224
Conf
0.964
MRBK NASDAQ
Meridian Bank
0.830
Financial Services Banks - Regional MICRO
Value%
0.780
Quality%
0.290
Mom%
0.870
P/E
9.5×
F-Score
6/9
E/Y
0.0844
EBITDA/EV
0.0816
SH Yield
-0.0053
ROE
0.1190
Margin
0.1168
Vol
0.3108
RAM
1.86
QV
0.476
Conf
1.000
OPY NYSE
Oppenheimer Holdings Inc
0.850
Financial Services Capital Markets SMALL
Value%
0.810
Quality%
0.320
Mom%
0.870
P/E
11.8×
F-Score
7/9
E/Y
0.0889
EBITDA/EV
0.1037
SH Yield
0.0187
ROE
0.1020
Margin
0.0566
Vol
0.3728
RAM
1.41
QV
0.509
Conf
1.000
SENEA NASDAQ
Seneca Foods Corp A
0.980
Consumer Defensive Packaged Foods SMALL
Value%
0.950
Quality%
0.810
Mom%
0.860
P/E
9.2×
F-Score
8/9
E/Y
0.1151
EBITDA/EV
0.1493
SH Yield
0.0153
ROE
0.1516
Margin
0.0691
Vol
0.4059
RAM
1.33
QV
0.877
Conf
1.000
SENEB NASDAQ
Seneca Foods Corp B
0.980
Consumer Defensive Packaged Foods SMALL
Value%
0.950
Quality%
0.810
Mom%
0.860
P/E
9.4×
F-Score
8/9
E/Y
0.1135
EBITDA/EV
0.1472
SH Yield
0.0150
ROE
0.1516
Margin
0.0691
Vol
0.3764
RAM
1.44
QV
0.877
Conf
1.000
WS NYSE
Worthington Steel Inc
0.840
Basic Materials Steel MID
Value%
0.830
Quality%
0.240
Mom%
0.870
P/E
17.1×
F-Score
5/9
E/Y
0.0754
EBITDA/EV
0.1099
SH Yield
0.0118
ROE
0.1078
Margin
0.0362
Vol
0.4384
RAM
1.51
QV
0.446
Conf
0.964
MRX NASDAQ
Marex Group plc Ordinary Shares
0.970
Financial Services Capital Markets MID
Value%
0.920
Quality%
0.820
Mom%
0.840
P/E
9.4×
F-Score
5/9
E/Y
0.4201
EBITDA/EV
0.4359
SH Yield
0.0189
ROE
0.3661
Margin
0.0906
Vol
0.4327
RAM
0.88
QV
0.869
Conf
1.000
OII NYSE
Oceaneering International Inc
0.930
Energy Oil & Gas Equipment & Services MID
Value%
0.790
Quality%
0.760
Mom%
0.880
P/E
10.6×
F-Score
7/9
E/Y
0.0802
EBITDA/EV
0.1075
SH Yield
0.0084
ROE
0.3068
Margin
0.1212
Vol
0.3333
RAM
2.45
QV
0.775
Conf
0.970
GVA NYSE
Granite Construction Incorporated
0.480
Industrials Engineering & Construction MID
Value%
0.160
Quality%
0.720
Mom%
0.850
P/E
34.7×
F-Score
6/9
E/Y
0.0443
EBITDA/EV
0.0674
SH Yield
0.0116
ROE
0.1792
Margin
0.0399
Vol
0.2916
RAM
1.60
QV
0.339
Conf
1.000
IFS NYSE
Intercorp Financial Services Inc
0.990
Financial Services Banks - Regional MID
Value%
0.980
Quality%
0.940
Mom%
0.850
P/E
3.1×
F-Score
9/9
E/Y
0.3999
EBITDA/EV
0.4693
SH Yield
0.0506
ROE
0.1729
Margin
0.2110
Vol
0.3283
RAM
1.27
QV
0.960
Conf
1.000
UGP NYSE
Ultrapar Participacoes SA ADR
0.980
Energy Oil & Gas Refining & Marketing MID
Value%
0.970
Quality%
0.790
Mom%
0.880
P/E
1.7×
F-Score
6/9
E/Y
0.8675
EBITDA/EV
1.0664
SH Yield
0.2606
ROE
0.9065
Margin
0.0206
Vol
0.3566
RAM
2.64
QV
0.875
Conf
1.000
DLX NYSE
Deluxe Corporation
0.980
Industrials Conglomerates SMALL
Value%
0.940
Quality%
0.870
Mom%
0.870
P/E
10.1×
F-Score
6/9
E/Y
0.1072
EBITDA/EV
0.1637
SH Yield
0.0523
ROE
0.1491
Margin
0.0487
Vol
0.4530
RAM
1.53
QV
0.904
Conf
0.970
MCY NYSE
Mercury General Corporation
0.980
Financial Services Insurance - Property & Casualty MID
Value%
0.950
Quality%
0.840
Mom%
0.860
P/E
6.8×
F-Score
6/9
E/Y
0.2173
EBITDA/EV
0.2331
SH Yield
0.0124
ROE
0.3242
Margin
0.1368
Vol
0.2519
RAM
2.36
QV
0.893
Conf
1.000
DSWL NASDAQ
Deswell Industries Inc
0.910
Technology Electronic Components MICRO
Value%
0.980
Quality%
0.270
Mom%
0.850
P/E
2.9×
F-Score
4/9
E/Y
0.3508
EBITDA/EV
0.4032
SH Yield
0.0540
ROE
0.1877
Margin
0.1627
Vol
0.4173
RAM
1.20
QV
0.514
Conf
0.970
TILE NASDAQ
Interface Inc
0.910
Consumer Cyclical Furnishings, Fixtures & Appliances SMALL
Value%
0.740
Quality%
0.770
Mom%
0.840
P/E
14.9×
F-Score
5/9
E/Y
0.0791
EBITDA/EV
0.0985
SH Yield
0.0190
ROE
0.1997
Margin
0.0892
Vol
0.3715
RAM
1.17
QV
0.755
Conf
1.000
VMD NASDAQ
Viemed Healthcare Inc
0.920
Healthcare Medical Devices SMALL
Value%
0.730
Quality%
0.870
Mom%
0.840
P/E
27.4×
F-Score
4/9
E/Y
0.0567
EBITDA/EV
0.1285
SH Yield
0.0364
ROE
0.1035
Margin
0.0520
Vol
0.3586
RAM
1.28
QV
0.797
Conf
0.970
FRST NASDAQ
Primis Financial Corp
0.840
Financial Services Banks - Regional SMALL
Value%
0.810
Quality%
0.310
Mom%
0.840
P/E
8.3×
F-Score
6/9
E/Y
0.0775
EBITDA/EV
0.0915
SH Yield
0.0277
ROE
0.1080
Margin
0.1577
Vol
0.2674
RAM
1.81
QV
0.501
Conf
0.970
HCSG NASDAQ
Healthcare Services Group Inc
0.700
Healthcare Medical Care Facilities SMALL
Value%
0.350
Quality%
0.820
Mom%
0.840
P/E
23.2×
F-Score
7/9
E/Y
0.0548
EBITDA/EV
0.0663
SH Yield
0.0499
ROE
0.1321
Margin
0.0367
Vol
0.4271
RAM
0.99
QV
0.536
Conf
0.970
HG NYSE
Hamilton Insurance Group, Ltd.
0.990
Financial Services Insurance - Reinsurance MID
Value%
0.970
Quality%
0.870
Mom%
0.860
P/E
4.9×
F-Score
7/9
E/Y
0.3758
EBITDA/EV
0.3826
SH Yield
0.1051
ROE
0.2312
Margin
0.2171
Vol
0.2429
RAM
2.53
QV
0.919
Conf
1.000
AMX NYSE
America Movil SAB de CV ADR
0.990
Communication Services Telecom Services LARGE
Value%
0.980
Quality%
0.970
Mom%
0.860
P/E
0.9×
F-Score
8/9
E/Y
0.2742
EBITDA/EV
0.4965
SH Yield
0.1608
ROE
0.2378
Margin
0.0923
Vol
0.2983
RAM
1.94
QV
0.975
Conf
1.000
UAL NASDAQ
United Airlines Holdings Inc
0.980
Industrials Airlines LARGE
Value%
0.910
Quality%
0.940
Mom%
0.830
P/E
10.5×
F-Score
8/9
E/Y
0.0931
EBITDA/EV
0.1413
SH Yield
0.0082
ROE
0.2309
Margin
0.0606
Vol
0.4388
RAM
0.79
QV
0.925
Conf
0.970
CHEF NASDAQ
The Chefs Warehouse Inc
0.150
Consumer Defensive Food Distribution MID
Value%
0.090
Quality%
0.320
Mom%
0.790
P/E
49.0×
F-Score
8/9
E/Y
0.0328
EBITDA/EV
0.0866
SH Yield
0.0064
ROE
0.1305
Margin
0.0187
Vol
0.4048
RAM
0.60
QV
0.170
Conf
0.970
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