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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 21 Jun 2026
48+
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Low Volatility
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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
ALDF NASDAQ
Aldel Financial II Inc. Class A Ordinary Shares
0.770
Financial Services Shell Companies SMALL
Value%
0.630
Quality%
0.620
Mom%
0.640
P/E
35.9×
F-Score
4/9
EBITDA/EV
0.0134
SH Yield
0.0000
ROE
20.5652
Vol
0.0190
RAM
0.78
QV
0.625
Conf
0.697
TACH NASDAQ
Titan Acquisition Corp
0.250
Financial Services Shell Companies SMALL
Value%
0.380
Quality%
0.370
Mom%
0.370
P/E
39.5×
F-Score
3/9
SH Yield
-0.7926
ROE
0.0331
Vol
0.0193
RAM
1.70
QV
0.375
Conf
0.636
DRDB NASDAQ
Roman DBDR Acquisition Corp. II Ordinary shares
0.580
Financial Services Shell Companies SMALL
Value%
0.530
Quality%
0.510
Mom%
0.530
P/E
58.9×
F-Score
3/9
SH Yield
0.0000
ROE
0.0228
Vol
0.0193
RAM
0.85
QV
0.520
Conf
0.667
SVCC NASDAQ
Stellar V Capital Corp. Class A Ordinary Shares
0.550
Financial Services Shell Companies MICRO
Value%
0.510
Quality%
0.500
Mom%
0.510
P/E
41.2×
F-Score
3/9
SH Yield
0.0000
ROE
0.0361
Vol
0.0194
RAM
1.51
QV
0.505
Conf
0.636
PLMK NASDAQ
Plum Acquisition Corp. IV Class A Ordinary Shares
0.750
Financial Services Shell Companies MICRO
Value%
0.620
Quality%
0.610
Mom%
0.620
P/E
42.6×
F-Score
4/9
SH Yield
0.0000
ROE
0.0346
Vol
0.0195
RAM
1.84
QV
0.615
Conf
0.697
FVN NASDAQ
Future Vision II Acquisition Corporation Ordinary shares
0.640
Financial Services Shell Companies MICRO
Value%
0.560
Quality%
0.540
Mom%
0.560
P/E
68.9×
F-Score
2/9
E/Y
0.0012
EBITDA/EV
0.0056
SH Yield
0.0000
ROE
0.1327
Vol
0.0197
RAM
2.36
QV
0.550
Conf
0.758
TDAC NASDAQ
Translational Development Acquisition Corp. Ordinary Shares
0.560
Financial Services Shell Companies MICRO
Value%
0.520
Quality%
0.500
Mom%
0.520
P/E
33.4×
F-Score
2/9
SH Yield
0.0609
ROE
0.0352
Margin
-27.7515
Vol
0.0203
RAM
1.78
QV
0.510
Conf
0.879
GSHR NASDAQ
Gesher Acquisition Corp. II
0.630
Financial Services Shell Companies MICRO
Value%
0.550
Quality%
0.540
Mom%
0.560
P/E
49.1×
F-Score
2/9
SH Yield
0.0000
ROE
0.0298
Vol
0.0206
RAM
1.45
QV
0.545
Conf
0.667
SDHI NASDAQ
Siddhi Acquisition Corp Class A Common stock
0.500
Financial Services Shell Companies SMALL
Value%
0.490
Quality%
0.470
Mom%
0.490
P/E
176.1×
F-Score
2/9
SH Yield
-0.0093
ROE
0.0076
Vol
0.0216
RAM
1.28
QV
0.480
Conf
0.636
IPCX NASDAQ
Inflection Point Acquisition Corp. III Class A Ordinary Shares
0.280
Financial Services Shell Companies SMALL
Value%
0.390
Quality%
0.380
Mom%
0.390
P/E
157.6×
F-Score
3/9
SH Yield
-0.6927
ROE
0.0091
Vol
0.0220
RAM
0.81
QV
0.385
Conf
0.697
ALF NASDAQ
Centurion Acquisition Corp.
0.770
Financial Services Shell Companies SMALL
Value%
0.630
Quality%
0.610
Mom%
0.630
P/E
45.6×
F-Score
2/9
SH Yield
0.0389
ROE
-0.6172
Vol
0.0226
RAM
1.56
QV
0.620
Conf
0.636
POLE NASDAQ
Andretti Acquisition Corp. II Class A Ordinary Shares
0.670
Financial Services Shell Companies SMALL
Value%
0.580
Quality%
0.560
Mom%
0.580
P/E
40.0×
F-Score
2/9
SH Yield
0.0000
ROE
0.0336
Vol
0.0242
RAM
1.32
QV
0.570
Conf
0.667
FGMC NASDAQ
FG Merger II Corp. Common stock
0.770
Financial Services Shell Companies MICRO
Value%
0.630
Quality%
0.610
Mom%
0.630
P/E
75.8×
F-Score
6/9
SH Yield
0.0000
ROE
0.0169
Vol
0.0244
RAM
1.86
QV
0.620
Conf
0.667
NOEM NASDAQ
CO2 Energy Transition Corp. Common Stock
0.660
Financial Services Shell Companies MICRO
Value%
0.570
Quality%
0.560
Mom%
0.570
P/E
64.4×
F-Score
2/9
EBITDA/EV
0.0148
SH Yield
0.0000
ROE
0.0222
Vol
0.0251
RAM
1.43
QV
0.565
Conf
0.727
JACS NYSE
Jackson Acquisition Company II
0.550
Financial Services Shell Companies SMALL
Value%
0.510
Quality%
0.500
Mom%
0.510
P/E
35.6×
F-Score
3/9
SH Yield
0.0000
ROE
0.0362
Vol
0.0265
RAM
1.13
QV
0.505
Conf
0.697
IBAC NASDAQ
IB Acquisition Corp. Common Stock
0.810
Financial Services Shell Companies MICRO
Value%
0.650
Quality%
0.630
Mom%
0.660
P/E
54.8×
F-Score
3/9
SH Yield
0.0518
ROE
0.1486
Vol
0.0265
RAM
1.26
QV
0.640
Conf
0.667
HCIC NASDAQ
Hennessy Capital Investment Corp V
0.620
Financial Services Shell Companies SMALL
Value%
0.550
Quality%
0.540
Mom%
0.550
F-Score
0/9
SH Yield
0.0000
Vol
0.0300
RAM
0.34
QV
0.545
Conf
0.394
CCIX NASDAQ
Churchill Capital Corp IX
0.520
Financial Services Shell Companies SMALL
Value%
0.500
Quality%
0.480
Mom%
0.500
P/E
54.0×
F-Score
2/9
EBITDA/EV
0.0038
SH Yield
-0.0013
ROE
0.0245
Vol
0.0308
RAM
0.64
QV
0.490
Conf
0.727
OXLCM NASDAQ
Oxford Lane Capital Corp. Preferred Stock Shares, 8.25% Series 2031
0.840
Financial Services Asset Management SMALL
Value%
0.920
Quality%
0.660
Mom%
0.270
F-Score
4/9
SH Yield
-0.3631
ROE
-0.5205
Margin
-0.6548
Vol
0.0313
RAM
2.48
QV
0.779
Conf
0.909
FERA NASDAQ
Fifth Era Acquisition Corp I Class A Ordinary Shares
0.760
Financial Services Shell Companies SMALL
Value%
0.630
Quality%
0.610
Mom%
0.630
P/E
67.9×
F-Score
2/9
SH Yield
0.0000
ROE
0.0174
Vol
0.0330
RAM
0.63
QV
0.620
Conf
0.636
FSHP NASDAQ
Flag Ship Acquisition Corp. Ordinary Shares
0.810
Financial Services Shell Companies MICRO
Value%
0.650
Quality%
0.640
Mom%
0.660
P/E
39.2×
F-Score
3/9
SH Yield
0.7753
ROE
0.0469
Vol
0.0330
RAM
1.74
QV
0.645
Conf
0.727
OACC NASDAQ
Oaktree Acquisition Corp. III Life Sciences Class A Ordinary Share
0.590
Financial Services Shell Companies MICRO
Value%
0.530
Quality%
0.520
Mom%
0.530
P/E
37.3×
F-Score
3/9
SH Yield
0.0000
ROE
0.0358
Vol
0.0332
RAM
0.31
QV
0.525
Conf
0.697
CAPN NASDAQ
Cayson Acquisition Corp Ordinary shares
0.660
Financial Services Shell Companies MICRO
Value%
0.570
Quality%
0.550
Mom%
0.570
P/E
39.3×
F-Score
3/9
SH Yield
0.0000
ROE
0.0435
Vol
0.0349
RAM
1.39
QV
0.560
Conf
0.667
RFAI NASDAQ
RF Acquisition Corp II Ordinary Shares
0.810
Financial Services Shell Companies MICRO
Value%
0.650
Quality%
0.630
Mom%
0.660
P/E
38.8×
F-Score
3/9
SH Yield
0.7785
ROE
0.0638
Vol
0.0360
RAM
1.21
QV
0.640
Conf
0.697
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