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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 21 Jun 2026
48+
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OS Score Improvers
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Preset: os_improvers ×
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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
VRM NASDAQ
Vroom, Inc. Common Stock
0.540
Financial Services Credit Services MICRO
Value%
0.700
Quality%
0.610
Mom%
0.010
F-Score
5/9
E/Y
0.0054
EBITDA/EV
0.0104
SH Yield
0.0000
ROE
-0.6681
Margin
-0.8735
Vol
0.9111
RAM
-0.68
QV
0.653
Conf
0.909
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
WLII NASDAQ
Willow Lane Acquisition Corp. II Class A Ordinary Shares
0.540
Financial Services Shell Companies MICRO
Value%
0.510
Quality%
0.490
Mom%
0.510
F-Score
0/9
SH Yield
0.0000
Vol
0.0650
QV
0.500
Conf
0.303
WPRT NASDAQ
Westport Fuel Systems Inc
0.540
Consumer Cyclical Auto Parts NANO
Value%
0.510
Quality%
0.490
Mom%
0.510
F-Score
2/9
SH Yield
0.0000
ROE
-1.0271
Margin
-3.5512
Vol
0.5745
RAM
-0.55
QV
0.500
Conf
0.818
XCH NASDAQ
XCHG Limited American Depositary Share
0.530
Industrials Specialty Industrial Machinery MICRO
Value%
0.500
Quality%
0.490
Mom%
0.500
F-Score
2/9
SH Yield
0.0000
ROE
-1.8192
Margin
-1.2949
Vol
1.3719
RAM
-0.41
QV
0.495
Conf
0.788
ACHC NASDAQ
Acadia Healthcare Company Inc
0.520
Healthcare Medical Care Facilities MID
Value%
0.740
Quality%
0.200
Mom%
0.300
F-Score
5/9
SH Yield
0.0014
ROE
-0.5653
Margin
-0.3284
Vol
0.7675
RAM
0.10
QV
0.385
Conf
0.879
BBUC NYSE
Brookfield Business Corp
0.450
Industrials Conglomerates MID
Value%
0.690
Quality%
0.130
Mom%
0.330
F-Score
5/9
E/Y
0.0408
EBITDA/EV
0.0731
SH Yield
0.0057
ROE
-0.1112
Margin
-0.0359
Vol
0.3875
RAM
0.38
QV
0.299
Conf
0.909
BEPC NYSE
Brookfield Renewable Corp
0.540
Utilities Utilities - Renewable MID
Value%
0.510
Quality%
0.490
Mom%
0.510
F-Score
4/9
SH Yield
0.0409
ROE
1.4559
Margin
-1.3262
Vol
0.3127
RAM
0.73
QV
0.500
Conf
0.788
FTDR NASDAQ
Frontdoor Inc
0.470
Consumer Cyclical Personal Services MID
Value%
0.320
Quality%
0.900
Mom%
0.330
P/E
19.3×
F-Score
8/9
E/Y
0.0749
EBITDA/EV
0.0926
SH Yield
0.0543
ROE
1.1304
Margin
0.1227
Vol
0.4546
RAM
0.10
QV
0.537
Conf
0.939
GV NASDAQ
Visionary Education Technology Holdings Group Inc.
0.550
Consumer Defensive Education & Training Services NANO
Value%
0.510
Quality%
0.500
Mom%
0.510
F-Score
2/9
SH Yield
0.0000
ROE
-3.0957
Margin
-3.1407
Vol
1.7940
RAM
-0.46
QV
0.505
Conf
0.788
NPT NASDAQ
Texxon Holding Ltd.
0.560
Consumer Cyclical Specialty Retail MICRO
Value%
0.520
Quality%
0.500
Mom%
0.520
F-Score
3/9
SH Yield
0.0000
ROE
0.2447
Margin
-0.0012
Vol
4.0002
QV
0.510
Conf
0.408
TUSK NASDAQ
Mammoth Energy Services Inc
0.560
Industrials Conglomerates MICRO
Value%
0.830
Quality%
0.110
Mom%
0.280
F-Score
3/9
SH Yield
0.0000
ROE
-0.2700
Margin
-1.1324
Vol
0.6702
RAM
0.21
QV
0.302
Conf
0.818
VGAS NASDAQ
Verde Clean Fuels Inc.
0.570
Utilities Utilities - Renewable MICRO
Value%
0.520
Quality%
0.510
Mom%
0.520
F-Score
2/9
SH Yield
0.0000
ROE
-0.2365
Vol
0.9296
RAM
-0.53
QV
0.515
Conf
0.636
VS NASDAQ
Versus Systems Inc
0.560
Technology Software - Application NANO
Value%
0.510
Quality%
0.500
Mom%
0.520
F-Score
2/9
SH Yield
0.0000
ROE
-0.1797
Margin
-0.8658
Vol
0.6943
RAM
-0.79
QV
0.505
Conf
0.788
VYNE NASDAQ
Vyne Therapeutics Inc
0.550
Healthcare Biotechnology NANO
Value%
0.510
Quality%
0.500
Mom%
0.510
F-Score
2/9
SH Yield
0.0000
ROE
-0.8709
Margin
-47.2621
Vol
1.0520
RAM
-0.23
QV
0.505
Conf
0.818
WETO NASDAQ
Webus International Limited Ordinary Shares
0.550
Technology Software - Infrastructure MICRO
Value%
0.510
Quality%
0.500
Mom%
0.510
F-Score
3/9
SH Yield
0.0000
ROE
-0.2793
Margin
-0.3507
Vol
1.3952
RAM
-0.41
QV
0.505
Conf
0.758
WHLRD NASDAQ
Wheeler Real Estate Investment Trust, Inc.
0.540
Real Estate Reit - Retail NANO
Value%
0.510
Quality%
0.490
Mom%
0.510
P/E
5.9×
F-Score
7/9
E/Y
0.0728
EBITDA/EV
0.1126
SH Yield
0.1894
ROE
0.0931
Margin
0.0590
Vol
0.3216
RAM
0.51
QV
0.500
Conf
1.000
XBP NASDAQ
XBP Europe Holdings Inc
0.540
Technology Software - Infrastructure NANO
Value%
0.510
Quality%
0.490
Mom%
0.510
F-Score
4/9
E/Y
3.0270
EBITDA/EV
3.1347
SH Yield
0.0000
ROE
17.5083
Margin
1.6780
Vol
1.2666
RAM
-0.57
QV
0.500
Conf
0.879
BCSS NYSE
Bain Capital GSS Investment Corp.
0.530
Financial Services Shell Companies SMALL
Value%
0.500
Quality%
0.490
Mom%
0.500
P/E
72.1×
F-Score
0/9
SH Yield
0.0000
ROE
0.0182
Vol
0.0194
QV
0.495
Conf
0.545
BLZR NASDAQ
Trailblazer Acquisition Corp. Class A Ordinary Shares
0.560
Financial Services Shell Companies SMALL
Value%
0.520
Quality%
0.500
Mom%
0.520
F-Score
0/9
SH Yield
0.0000
Vol
0.0165
QV
0.510
Conf
0.333
GMHS NASDAQ
Gamehaus Holdings Inc. Class A Ordinary Shares
0.580
Communication Services Electronic Gaming & Multimedia MICRO
Value%
0.860
Quality%
0.320
Mom%
0.060
P/E
10.2×
F-Score
5/9
E/Y
0.1204
EBITDA/EV
0.1153
SH Yield
0.0000
ROE
0.1338
Margin
0.0452
Vol
0.7977
RAM
-0.44
QV
0.525
Conf
0.970
HNRG NASDAQ
Hallador Energy Company
0.530
Energy Thermal Coal SMALL
Value%
0.260
Quality%
0.790
Mom%
0.690
P/E
40.6×
F-Score
6/9
E/Y
0.0490
EBITDA/EV
0.0913
SH Yield
-0.0736
ROE
0.1098
Margin
0.0500
Vol
0.6196
RAM
0.28
QV
0.453
Conf
0.939
PENN NASDAQ
Penn National Gaming Inc
0.560
Consumer Cyclical Resorts & Casinos MID
Value%
0.800
Quality%
0.120
Mom%
0.330
F-Score
4/9
SH Yield
0.1940
ROE
-0.5235
Margin
-0.1354
Vol
0.4894
RAM
-0.02
QV
0.310
Conf
0.818
QRHC NASDAQ
Quest Resource Holding Corp
0.570
Industrials Waste Management NANO
Value%
0.520
Quality%
0.510
Mom%
0.520
F-Score
3/9
E/Y
0.0183
EBITDA/EV
0.0789
SH Yield
0.0000
ROE
-0.1887
Margin
-0.0300
Vol
0.6213
RAM
-0.76
QV
0.515
Conf
0.879
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