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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 21 Jun 2026
48+
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Piotroski Bargains
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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
IX NYSE
Orix Corp Ads
0.980
Financial Services Financial Conglomerates LARGE
Value%
0.980
Quality%
0.780
Mom%
0.910
F-Score
7/9
E/Y
0.1640
EBITDA/EV
0.2414
SH Yield
0.0000
ROE
0.0996
Margin
0.1341
Vol
0.2952
RAM
2.95
QV
0.874
Conf
0.970
MFG NYSE
Mizuho Financial Group Inc.
0.980
Financial Services Banks - Regional LARGE
Value%
0.980
Quality%
0.740
Mom%
0.900
P/E
0.1×
F-Score
7/9
E/Y
0.3531
EBITDA/EV
0.3531
ROE
0.1102
Margin
0.1446
Vol
0.3533
RAM
2.08
QV
0.852
Conf
0.909
MFIN NASDAQ
Medallion Financial Corp
0.910
Financial Services Credit Services MICRO
Value%
0.980
Quality%
0.860
Mom%
0.300
P/E
5.6×
F-Score
8/9
E/Y
0.2474
EBITDA/EV
0.2621
SH Yield
0.0521
ROE
0.0968
Margin
0.1167
Vol
0.2645
RAM
0.40
QV
0.918
Conf
1.000
NTES NASDAQ
NetEase Inc
0.920
Communication Services Electronic Gaming & Multimedia LARGE
Value%
0.980
Quality%
0.980
Mom%
0.190
P/E
2.3×
F-Score
7/9
E/Y
0.9822
EBITDA/EV
1.0336
SH Yield
0.0331
ROE
0.2072
Margin
0.2984
Vol
0.2815
RAM
-0.28
QV
0.980
Conf
1.000
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
SFB NYSE
Stifel Financial Corporation 5.20% Senior Notes due 2047
0.900
Other Other MID
Value%
0.980
Quality%
0.840
Mom%
0.220
P/E
3.2×
F-Score
7/9
E/Y
0.5938
EBITDA/EV
0.6238
SH Yield
0.0164
ROE
0.1144
Margin
0.1077
Vol
0.0986
RAM
-0.24
QV
0.907
Conf
0.872
SUZ NYSE
Suzano Papel e Celulose SA ADR
0.900
Basic Materials Paper & Paper Products LARGE
Value%
0.980
Quality%
0.900
Mom%
0.180
P/E
0.9×
F-Score
8/9
E/Y
0.2547
EBITDA/EV
0.3753
SH Yield
0.0001
ROE
0.2369
Margin
0.2289
Vol
0.2979
RAM
-0.33
QV
0.939
Conf
0.970
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
TIMB NYSE
TIM Participacoes SA
0.980
Communication Services Telecom Services MID
Value%
0.980
Quality%
0.970
Mom%
0.680
P/E
2.3×
F-Score
8/9
E/Y
0.3333
EBITDA/EV
0.6156
SH Yield
0.0132
ROE
0.1774
Margin
0.1602
Vol
0.3343
RAM
0.78
QV
0.975
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
VIV NYSE
Telefonica Brasil SA ADR
0.980
Communication Services Telecom Services LARGE
Value%
0.980
Quality%
0.900
Mom%
0.720
P/E
3.2×
F-Score
7/9
E/Y
0.2980
EBITDA/EV
0.7903
SH Yield
0.0571
ROE
0.0929
Margin
0.1052
Vol
0.3325
RAM
0.94
QV
0.939
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
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
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
BBDO NYSE
Banco Bradesco S/A ADR
0.970
Financial Services Banks - Regional LARGE
Value%
0.970
Quality%
0.910
Mom%
0.680
P/E
1.6×
F-Score
7/9
E/Y
0.1383
EBITDA/EV
0.1820
SH Yield
0.0457
ROE
0.5535
Margin
0.0732
Vol
0.3360
RAM
0.72
QV
0.940
Conf
1.000
CALM NASDAQ
Cal-Maine Foods Inc
0.880
Consumer Defensive Farm Products MID
Value%
0.970
Quality%
0.900
Mom%
0.120
P/E
5.3×
F-Score
7/9
E/Y
0.2917
EBITDA/EV
0.3247
SH Yield
0.1027
ROE
0.2574
Margin
0.2007
Vol
0.2566
RAM
-0.80
QV
0.934
Conf
0.935
CMCSA NASDAQ
Comcast Corp
0.900
Communication Services Telecom Services LARGE
Value%
0.970
Quality%
0.970
Mom%
0.120
P/E
4.3×
F-Score
8/9
E/Y
0.1719
EBITDA/EV
0.2700
SH Yield
0.1371
ROE
0.2129
Margin
0.1500
Vol
0.2626
RAM
-0.53
QV
0.970
Conf
0.970
CNX NYSE
CNX Resources Corp
0.910
Energy Oil & Gas E&P MID
Value%
0.970
Quality%
0.910
Mom%
0.220
P/E
3.9×
F-Score
7/9
E/Y
0.2340
EBITDA/EV
0.3153
SH Yield
0.0973
ROE
0.2548
Margin
0.5094
Vol
0.2569
RAM
0.10
QV
0.940
Conf
0.939
CPAC NYSE
Cementos Pacasmayo SAA ADR
0.990
Basic Materials Building Materials SMALL
Value%
0.970
Quality%
0.800
Mom%
0.940
P/E
5.9×
F-Score
7/9
E/Y
0.1640
EBITDA/EV
0.2153
SH Yield
0.1516
ROE
0.1441
Margin
0.0844
Vol
0.5885
RAM
1.76
QV
0.881
Conf
1.000
CRTO NASDAQ
Criteo Sa
0.890
Communication Services Advertising Agencies SMALL
Value%
0.970
Quality%
0.940
Mom%
0.100
P/E
7.7×
F-Score
8/9
E/Y
0.2305
EBITDA/EV
0.4138
SH Yield
0.1426
ROE
0.1010
Margin
0.0597
Vol
0.3779
RAM
-0.71
QV
0.955
Conf
0.970
DB NYSE
Deutsche Bank AG
0.970
Financial Services Banks - Regional LARGE
Value%
0.970
Quality%
0.830
Mom%
0.720
P/E
9.5×
F-Score
7/9
E/Y
0.1687
EBITDA/EV
0.1687
SH Yield
0.0571
ROE
0.0908
Margin
0.1333
Vol
0.3386
RAM
0.52
QV
0.897
Conf
1.000
ESEA NASDAQ
Euroseas Ltd
0.990
Industrials Marine Shipping SMALL
Value%
0.970
Quality%
0.960
Mom%
0.850
P/E
3.7×
F-Score
8/9
E/Y
0.2713
EBITDA/EV
0.3218
SH Yield
0.0544
ROE
0.2702
Margin
0.5831
Vol
0.4126
RAM
1.28
QV
0.965
Conf
1.000
EXE NASDAQ
Expand Energy Corporation
0.890
Energy Oil & Gas E&P LARGE
Value%
0.970
Quality%
0.960
Mom%
0.110
P/E
6.4×
F-Score
8/9
E/Y
0.1829
EBITDA/EV
0.3089
SH Yield
0.0438
ROE
0.1651
Margin
0.2289
Vol
0.3158
RAM
-0.54
QV
0.965
Conf
0.970
FVRR NYSE
Fiverr International Ltd
0.880
Communication Services Internet Content & Information SMALL
Value%
0.970
Quality%
0.970
Mom%
0.020
P/E
13.0×
F-Score
7/9
E/Y
0.2300
EBITDA/EV
0.2883
SH Yield
0.0983
ROE
0.0683
Margin
0.0670
Vol
0.4425
RAM
-1.40
QV
0.970
Conf
0.970
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