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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 21 Jun 2026
48+
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Deep Value
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⭐
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
OMAB NASDAQ
Grupo Aeroportuario del Centro Norte SAB de CV
0.940
Industrials Airports & Air Services MID
Value%
0.980
Quality%
0.980
Mom%
0.320
P/E
1.0×
F-Score
6/9
E/Y
0.5834
EBITDA/EV
0.6412
SH Yield
0.0477
ROE
0.4234
Margin
0.3263
Vol
0.3345
RAM
0.15
QV
0.980
Conf
0.970
SSSS NASDAQ
SuRo Capital Corp
0.960
Financial Services Asset Management SMALL
Value%
0.890
Quality%
0.760
Mom%
0.910
P/E
1.7×
F-Score
6/9
E/Y
0.5567
EBITDA/EV
0.5574
SH Yield
0.0070
ROE
0.5677
Margin
3.1446
Vol
0.3366
RAM
3.01
QV
0.822
Conf
0.939
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
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
AII NYSE
American Integrity Insurance Group, Inc.
0.920
Financial Services Insurance - Property & Casualty SMALL
Value%
0.970
Quality%
0.960
Mom%
0.280
P/E
4.0×
F-Score
9/9
E/Y
0.5223
EBITDA/EV
0.5358
SH Yield
-0.2224
ROE
0.2427
Margin
0.2756
Vol
0.3882
RAM
0.20
QV
0.965
Conf
1.000
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
WETH NASDAQ
Wetouch Technology Inc. Common Stock
0.540
Technology Electronic Components NANO
Value%
0.510
Quality%
0.490
Mom%
0.510
P/E
2.5×
F-Score
6/9
E/Y
0.5056
EBITDA/EV
0.5393
SH Yield
0.0000
ROE
0.0442
Margin
0.1694
Vol
0.8472
RAM
0.92
QV
0.500
Conf
0.909
NTB NYSE
Bank of N.T. Butterfield & Son Ltd
0.970
Financial Services Banks - Diversified MID
Value%
0.920
Quality%
0.860
Mom%
0.800
P/E
9.6×
F-Score
8/9
E/Y
0.4836
EBITDA/EV
0.5576
SH Yield
0.0893
ROE
0.2120
Margin
0.3179
Vol
0.1797
RAM
2.08
QV
0.889
Conf
0.970
CYD NYSE
China Yuchai International Limited
0.980
Consumer Cyclical Auto Manufacturers SMALL
Value%
0.990
Quality%
0.700
Mom%
0.950
P/E
3.3×
F-Score
8/9
E/Y
0.4768
EBITDA/EV
1.0423
SH Yield
0.0109
ROE
0.0586
Margin
0.0163
Vol
0.5674
RAM
3.12
QV
0.832
Conf
1.000
STEM NYSE
Stem Inc
0.650
Utilities Utilities - Renewable MICRO
Value%
0.900
Quality%
0.170
Mom%
0.260
P/E
0.5×
F-Score
6/9
E/Y
0.4681
EBITDA/EV
0.5997
SH Yield
0.0000
ROE
-0.5410
Margin
0.9416
Vol
1.0979
RAM
0.12
QV
0.391
Conf
0.848
BWMX NYSE
Betterware de México, S.A.P.I. de C.V.
0.990
Consumer Cyclical Specialty Retail SMALL
Value%
0.980
Quality%
0.940
Mom%
0.930
P/E
0.6×
F-Score
7/9
E/Y
0.4597
EBITDA/EV
0.5631
SH Yield
0.0506
ROE
0.7298
Margin
0.0770
Vol
0.4286
RAM
2.43
QV
0.960
Conf
0.970
UVE NYSE
Universal Insurance Holdings Inc
0.980
Financial Services Insurance - Property & Casualty SMALL
Value%
0.960
Quality%
0.860
Mom%
0.830
P/E
5.4×
F-Score
8/9
E/Y
0.4594
EBITDA/EV
0.4797
SH Yield
0.0202
ROE
0.3348
Margin
0.1225
Vol
0.3534
RAM
1.45
QV
0.909
Conf
1.000
CFBK NASDAQ
CF Bankshares Inc
0.950
Financial Services Banks - Regional MICRO
Value%
0.960
Quality%
0.690
Mom%
0.710
P/E
11.0×
F-Score
7/9
E/Y
0.4432
EBITDA/EV
0.4530
SH Yield
0.0189
ROE
0.0942
Margin
0.1427
Vol
0.3002
RAM
0.71
QV
0.814
Conf
1.000
GTEC NASDAQ
Greenland Acquisition Corp
0.640
Consumer Cyclical Auto Parts NANO
Value%
0.560
Quality%
0.540
Mom%
0.560
P/E
2.7×
F-Score
7/9
E/Y
0.4322
EBITDA/EV
0.5089
SH Yield
0.2406
ROE
0.0704
Margin
0.0627
Vol
0.9084
RAM
-0.80
QV
0.550
Conf
1.000
PAC NYSE
Grupo Aeroportuario del Pacifico SAB De CV ADR
0.980
Industrials Airports & Air Services LARGE
Value%
0.970
Quality%
0.970
Mom%
0.670
P/E
1.4×
F-Score
7/9
E/Y
0.4267
EBITDA/EV
0.5239
SH Yield
0.0176
ROE
0.4208
Margin
0.3293
Vol
0.3395
RAM
0.40
QV
0.970
Conf
0.970
AFYA NASDAQ
Afya Ltd
0.910
Consumer Defensive Education & Training Services SMALL
Value%
0.980
Quality%
0.970
Mom%
0.140
P/E
1.7×
F-Score
7/9
E/Y
0.4221
EBITDA/EV
0.5256
SH Yield
0.0264
ROE
0.1612
Margin
0.2004
Vol
0.2936
RAM
-0.52
QV
0.975
Conf
0.970
RLX NYSE
RLX Technology Inc
0.860
Consumer Defensive Tobacco MID
Value%
0.980
Quality%
0.670
Mom%
0.210
P/E
2.3×
F-Score
7/9
E/Y
0.4125
EBITDA/EV
0.5547
SH Yield
0.0407
ROE
0.0618
Margin
0.2247
Vol
0.3089
RAM
0.10
QV
0.810
Conf
1.000
ACGLO NASDAQ
Arch Capital Group Ltd
0.910
Financial Services Insurance - Diversified LARGE
Value%
0.980
Quality%
0.880
Mom%
0.240
P/E
2.3×
F-Score
8/9
E/Y
0.4073
EBITDA/EV
0.4199
SH Yield
0.2874
ROE
0.2014
Margin
0.2473
Vol
0.0904
RAM
0.31
QV
0.929
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
ZTO NYSE
ZTO Express (Cayman) Inc
0.980
Industrials Integrated Freight & Logistics LARGE
Value%
0.980
Quality%
0.910
Mom%
0.760
P/E
1.8×
F-Score
7/9
E/Y
0.3976
EBITDA/EV
0.4822
SH Yield
0.0177
ROE
0.1474
Margin
0.1787
Vol
0.2414
RAM
1.57
QV
0.944
Conf
1.000
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
VINP NASDAQ
Vinci Partners Investments Ltd
0.920
Financial Services Asset Management SMALL
Value%
0.980
Quality%
0.910
Mom%
0.280
P/E
1.4×
F-Score
8/9
E/Y
0.3735
EBITDA/EV
0.4102
SH Yield
0.1455
ROE
0.2206
Margin
0.2702
Vol
0.2519
RAM
0.41
QV
0.944
Conf
1.000
HCI NYSE
HCI Group Inc
0.930
Financial Services Insurance - Property & Casualty MID
Value%
0.950
Quality%
0.990
Mom%
0.310
P/E
6.9×
F-Score
7/9
E/Y
0.3675
EBITDA/EV
0.3769
SH Yield
0.0186
ROE
0.2780
Margin
0.3264
Vol
0.3502
RAM
0.24
QV
0.970
Conf
1.000
DCOM NYSE
Dime Community Bancshares, Inc.
0.970
Financial Services Banks - Regional SMALL
Value%
0.940
Quality%
0.790
Mom%
0.830
P/E
13.9×
F-Score
8/9
E/Y
0.3635
EBITDA/EV
0.3749
SH Yield
0.0251
ROE
0.0827
Margin
0.1665
Vol
0.2420
RAM
1.85
QV
0.862
Conf
1.000
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