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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 21 Jun 2026
48+
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Consistent Earners
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Preset: earnings_consistency ×
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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
BCO NYSE
Brinks Company
0.930
Industrials Security & Protection Services MID
Value%
0.810
Quality%
0.920
Mom%
0.670
P/E
22.3×
F-Score
7/9
E/Y
0.0894
EBITDA/EV
0.1354
SH Yield
0.0587
ROE
0.6878
Margin
0.0334
Vol
0.3663
RAM
0.62
QV
0.863
Conf
0.970
LRN NYSE
Stride Inc
0.830
Consumer Defensive Education & Training Services MID
Value%
0.880
Quality%
0.900
Mom%
0.060
P/E
11.4×
F-Score
7/9
E/Y
0.1195
EBITDA/EV
0.1551
SH Yield
0.0094
ROE
0.1877
Margin
0.1215
Vol
0.6944
RAM
-0.57
QV
0.890
Conf
0.970
PJT NYSE
PJT Partners Inc
0.810
Financial Services Capital Markets MID
Value%
0.690
Quality%
0.980
Mom%
0.240
P/E
21.5×
F-Score
7/9
E/Y
0.0932
EBITDA/EV
0.0999
SH Yield
0.0064
ROE
0.6842
Margin
0.1032
Vol
0.2808
RAM
0.06
QV
0.822
Conf
1.000
ATAT NASDAQ
Atour Lifestyle Holdings Limited American Depositary Shares
0.930
Consumer Cyclical Lodging MID
Value%
0.980
Quality%
0.970
Mom%
0.300
P/E
2.5×
F-Score
7/9
E/Y
1.1581
EBITDA/EV
1.1815
SH Yield
0.0942
ROE
0.5006
Margin
0.1722
Vol
0.3259
RAM
0.35
QV
0.975
Conf
1.000
NMR NYSE
Nomura Holdings Inc ADR
0.710
Financial Services Capital Markets LARGE
Value%
0.600
Quality%
0.580
Mom%
0.600
F-Score
4/9
ROE
0.0977
Margin
0.0761
Vol
0.2995
RAM
1.25
QV
0.590
Conf
0.939
AVAL NYSE
Grupo Aval
0.700
Financial Services Banks - Regional MID
Value%
0.590
Quality%
0.580
Mom%
0.590
F-Score
8/9
SH Yield
0.0235
ROE
0.0951
Margin
0.0424
Vol
0.3723
RAM
1.45
QV
0.585
Conf
0.970
BOW NYSE
Bowhead Specialty Holdings Inc.
0.810
Financial Services Insurance - Property & Casualty SMALL
Value%
0.870
Quality%
0.780
Mom%
0.110
P/E
15.3×
F-Score
4/9
E/Y
0.0870
EBITDA/EV
0.0892
SH Yield
0.0000
ROE
0.1275
Margin
0.1000
Vol
0.3411
RAM
-0.66
QV
0.824
Conf
0.970
FRBA NASDAQ
First Bank
0.870
Financial Services Banks - Regional SMALL
Value%
0.890
Quality%
0.810
Mom%
0.310
P/E
10.0×
F-Score
7/9
E/Y
0.0851
EBITDA/EV
0.0915
SH Yield
0.0260
ROE
0.0933
Margin
0.1689
Vol
0.2503
RAM
0.33
QV
0.849
Conf
1.000
UHS NYSE
Universal Health Services Inc
0.890
Healthcare Medical Care Facilities MID
Value%
0.960
Quality%
0.890
Mom%
0.160
P/E
5.6×
F-Score
7/9
E/Y
0.1602
EBITDA/EV
0.2064
SH Yield
0.0043
ROE
0.2019
Margin
0.0856
Vol
0.3245
RAM
-0.24
QV
0.924
Conf
1.000
CZFS NASDAQ
Citizens Financial Services Inc. Common Stock
0.840
Financial Services Banks - Regional SMALL
Value%
0.890
Quality%
0.300
Mom%
0.680
P/E
8.3×
F-Score
5/9
E/Y
0.0991
EBITDA/EV
0.1006
SH Yield
0.0316
ROE
0.1145
Margin
0.2250
Vol
0.3258
RAM
0.48
QV
0.517
Conf
1.000
TSM NYSE
Taiwan Semiconductor Manufacturing
0.730
Technology Semiconductors MEGA
Value%
0.610
Quality%
0.600
Mom%
0.610
F-Score
8/9
SH Yield
0.0057
ROE
0.3283
Margin
0.4700
Vol
0.2797
RAM
3.39
QV
0.605
Conf
1.000
SFM NASDAQ
Sprouts Farmers Market LLC
0.630
Consumer Defensive Grocery Stores MID
Value%
0.700
Quality%
0.760
Mom%
0.030
P/E
14.9×
F-Score
5/9
E/Y
0.0725
EBITDA/EV
0.1061
SH Yield
0.0516
ROE
0.3538
Margin
0.0570
Vol
0.4173
RAM
-1.14
QV
0.729
Conf
0.970
VEL NYSE
Velocity Financial Llc
0.390
Financial Services Mortgage Finance SMALL
Value%
0.670
Quality%
0.190
Mom%
0.200
P/E
6.3×
F-Score
6/9
E/Y
0.0493
EBITDA/EV
0.0495
SH Yield
0.0000
ROE
0.1558
Margin
0.1576
Vol
0.2393
RAM
-0.32
QV
0.357
Conf
0.970
NGVC NYSE
Natural Grocers by Vitamin Cottage Inc
0.740
Consumer Defensive Grocery Stores SMALL
Value%
0.800
Quality%
0.760
Mom%
0.100
P/E
14.4×
F-Score
7/9
E/Y
0.0641
EBITDA/EV
0.0963
SH Yield
0.0189
ROE
0.2086
Margin
0.0360
Vol
0.3994
RAM
-0.73
QV
0.780
Conf
1.000
YMM NYSE
Full Truck Alliance Co Ltd ADR
0.860
Technology Software - Application MID
Value%
0.980
Quality%
0.780
Mom%
0.090
P/E
2.0×
F-Score
5/9
E/Y
2.9776
EBITDA/EV
2.9834
SH Yield
0.0108
ROE
0.1035
Margin
0.3269
Vol
0.3762
RAM
-0.72
QV
0.874
Conf
1.000
TCBX NYSE
Third Coast Bancshares, Inc.
0.920
Financial Services Banks - Regional SMALL
Value%
0.870
Quality%
0.680
Mom%
0.720
P/E
9.4×
F-Score
7/9
E/Y
0.2286
EBITDA/EV
0.2429
SH Yield
0.0073
ROE
0.1062
Margin
0.1795
Vol
0.2489
RAM
0.97
QV
0.769
Conf
1.000
SKWD NASDAQ
Skyward Specialty Insurance Group, Inc. Common Stock
0.630
Financial Services Insurance - Property & Casualty MID
Value%
0.880
Quality%
0.300
Mom%
0.150
P/E
11.5×
F-Score
5/9
E/Y
0.1056
EBITDA/EV
0.1101
SH Yield
-0.0001
ROE
0.1451
Margin
0.1197
Vol
0.3006
RAM
-0.57
QV
0.514
Conf
0.970
MMS NYSE
Maximus Inc
0.850
Industrials Specialty Business Services MID
Value%
0.920
Quality%
0.800
Mom%
0.170
P/E
7.8×
F-Score
8/9
E/Y
0.1355
EBITDA/EV
0.1670
SH Yield
0.1237
ROE
0.2200
Margin
0.0702
Vol
0.3772
RAM
-0.19
QV
0.858
Conf
0.970
BMO NYSE
Bank of Montreal
0.950
Financial Services Banks - Diversified LARGE
Value%
0.800
Quality%
0.850
Mom%
0.870
P/E
12.3×
F-Score
7/9
E/Y
0.0586
EBITDA/EV
0.0685
SH Yield
0.0509
ROE
0.1138
Margin
0.1263
Vol
0.1659
RAM
3.55
QV
0.825
Conf
1.000
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
FSLR NASDAQ
First Solar Inc
0.920
Technology Solar LARGE
Value%
0.660
Quality%
0.940
Mom%
0.880
P/E
16.6×
F-Score
7/9
E/Y
0.0684
EBITDA/EV
0.0897
SH Yield
0.0000
ROE
0.1686
Margin
0.3073
Vol
0.5174
RAM
1.50
QV
0.788
Conf
0.970
STRA NASDAQ
Strategic Education Inc
0.850
Consumer Defensive Education & Training Services SMALL
Value%
0.870
Quality%
0.860
Mom%
0.180
P/E
13.2×
F-Score
7/9
E/Y
0.1082
EBITDA/EV
0.1370
SH Yield
0.1176
ROE
0.0793
Margin
0.1021
Vol
0.2908
RAM
-0.21
QV
0.865
Conf
1.000
NICE NASDAQ
Nice Ltd ADR
0.840
Technology Software - Application MID
Value%
0.900
Quality%
0.910
Mom%
0.040
P/E
9.4×
F-Score
6/9
E/Y
0.1433
EBITDA/EV
0.1887
SH Yield
0.0986
ROE
0.1440
Margin
0.1758
Vol
0.5098
RAM
-0.82
QV
0.905
Conf
0.970
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
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