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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 21 Jun 2026
48+
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Quality Compounders
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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
DECK NYSE
Deckers Outdoor Corporation
0.810
Consumer Cyclical Footwear & Accessories LARGE
Value%
0.680
Quality%
0.970
Mom%
0.280
P/E
14.8×
F-Score
6/9
E/Y
0.0976
EBITDA/EV
0.1033
SH Yield
0.0712
ROE
0.4097
Margin
0.1873
Vol
0.4818
RAM
0.10
QV
0.812
Conf
0.970
FDS NYSE
FactSet Research Systems Inc
0.760
Financial Services Financial Data & Stock Exchanges MID
Value%
0.730
Quality%
0.970
Mom%
0.050
P/E
13.7×
F-Score
6/9
E/Y
0.0829
EBITDA/EV
0.1046
SH Yield
0.0763
ROE
0.2761
Margin
0.2448
Vol
0.4538
RAM
-0.98
QV
0.841
Conf
0.935
HRMY NASDAQ
Harmony Biosciences Holdings
0.890
Healthcare Biotechnology SMALL
Value%
0.900
Quality%
0.970
Mom%
0.230
P/E
13.2×
F-Score
5/9
E/Y
0.1347
EBITDA/EV
0.1511
SH Yield
-0.0030
ROE
0.1600
Margin
0.1620
Vol
0.4477
RAM
-0.12
QV
0.934
Conf
0.970
IAG NYSE
IAMGold Corporation
0.990
Basic Materials Gold MID
Value%
0.910
Quality%
0.970
Mom%
0.940
P/E
9.7×
F-Score
7/9
E/Y
0.1522
EBITDA/EV
0.1985
SH Yield
0.0034
ROE
0.2332
Margin
0.2953
Vol
0.6354
RAM
2.01
QV
0.940
Conf
1.000
ITRN NASDAQ
Ituran Location and Control Ltd
0.720
Technology Scientific & Technical Instruments SMALL
Value%
0.260
Quality%
0.970
Mom%
0.900
P/E
21.5×
F-Score
6/9
E/Y
0.0674
EBITDA/EV
0.0834
SH Yield
0.0382
ROE
0.2899
Margin
0.1603
Vol
0.2881
RAM
2.73
QV
0.502
Conf
1.000
JKHY NASDAQ
Jack Henry & Associates Inc
0.360
Technology Information Technology Services MID
Value%
0.310
Quality%
0.970
Mom%
0.100
P/E
17.3×
F-Score
6/9
E/Y
0.0751
EBITDA/EV
0.0983
SH Yield
0.0493
ROE
0.2432
Margin
0.2064
Vol
0.2716
RAM
-0.76
QV
0.548
Conf
1.000
LOGI NASDAQ
Logitech International SA
0.600
Technology Computer Hardware LARGE
Value%
0.200
Quality%
0.970
Mom%
0.760
P/E
21.8×
F-Score
6/9
E/Y
0.0591
EBITDA/EV
0.0662
SH Yield
0.0469
ROE
0.3186
Margin
0.1463
Vol
0.3724
RAM
1.03
QV
0.440
Conf
1.000
LRCX NASDAQ
Lam Research Corp
0.510
Technology Semiconductor Equipment & Materials MEGA
Value%
0.000
Quality%
0.970
Mom%
0.980
P/E
72.5×
F-Score
8/9
E/Y
0.0156
EBITDA/EV
0.0165
SH Yield
0.0127
ROE
0.6338
Margin
0.3094
Vol
0.5159
RAM
4.63
QV
0.000
Conf
1.000
MCRI NASDAQ
Monarch Casino & Resort Inc
0.700
Consumer Cyclical Resorts & Casinos MID
Value%
0.280
Quality%
0.970
Mom%
0.820
P/E
21.3×
F-Score
7/9
E/Y
0.0633
EBITDA/EV
0.0864
SH Yield
0.0433
ROE
0.1985
Margin
0.1962
Vol
0.3317
RAM
1.17
QV
0.521
Conf
1.000
RMD NYSE
ResMed Inc
0.320
Healthcare Medical Instruments & Supplies LARGE
Value%
0.260
Quality%
0.970
Mom%
0.120
P/E
18.0×
F-Score
8/9
E/Y
0.0728
EBITDA/EV
0.0823
SH Yield
0.0127
ROE
0.2341
Margin
0.2744
Vol
0.2384
RAM
-0.72
QV
0.502
Conf
1.000
SCCO NYSE
Southern Copper Corporation
0.540
Basic Materials Copper LARGE
Value%
0.060
Quality%
0.970
Mom%
0.930
P/E
32.4×
F-Score
7/9
E/Y
0.0492
EBITDA/EV
0.0546
SH Yield
0.0188
ROE
0.4217
Margin
0.3416
Vol
0.4416
RAM
2.36
QV
0.241
Conf
1.000
UTHR NASDAQ
United Therapeutics Corporation
0.740
Healthcare Drug Manufacturers - Specialty & Generic LARGE
Value%
0.290
Quality%
0.970
Mom%
0.900
P/E
17.7×
F-Score
7/9
E/Y
0.0749
EBITDA/EV
0.0790
SH Yield
0.1002
ROE
0.2182
Margin
0.4061
Vol
0.3928
RAM
2.43
QV
0.530
Conf
0.939
WPM NYSE
Wheaton Precious Metals Corp
0.480
Basic Materials Gold LARGE
Value%
0.070
Quality%
0.970
Mom%
0.790
P/E
30.9×
F-Score
6/9
E/Y
0.0392
EBITDA/EV
0.0449
SH Yield
0.0032
ROE
0.1941
Margin
0.6555
Vol
0.4765
RAM
0.89
QV
0.261
Conf
1.000
AUPH NASDAQ
Aurinia Pharmaceuticals Inc
0.780
Healthcare Biotechnology MID
Value%
0.320
Quality%
0.960
Mom%
0.920
P/E
7.1×
F-Score
7/9
E/Y
0.0664
EBITDA/EV
0.0754
SH Yield
0.0383
ROE
0.5254
Margin
0.9997
Vol
0.3910
RAM
2.45
QV
0.554
Conf
0.970
BZ NASDAQ
Kanzhun Ltd ADR
0.900
Communication Services Internet Content & Information MID
Value%
0.980
Quality%
0.960
Mom%
0.110
P/E
1.8×
F-Score
7/9
E/Y
0.9985
EBITDA/EV
1.7815
SH Yield
-0.2986
ROE
0.1648
Margin
0.4015
Vol
0.3253
RAM
-0.69
QV
0.970
Conf
1.000
CRMD NASDAQ
CorMedix Inc
0.870
Healthcare Biotechnology SMALL
Value%
0.930
Quality%
0.960
Mom%
0.060
P/E
3.8×
F-Score
5/9
E/Y
0.2903
EBITDA/EV
0.3288
SH Yield
-0.1226
ROE
0.4142
Margin
0.4525
Vol
0.6428
RAM
-0.64
QV
0.945
Conf
0.970
ERO NYSE
Ero Copper Corp
0.980
Basic Materials Copper MID
Value%
0.850
Quality%
0.960
Mom%
0.900
P/E
10.6×
F-Score
8/9
E/Y
0.1073
EBITDA/EV
0.1497
SH Yield
-0.0026
ROE
0.2650
Margin
0.3155
Vol
0.5732
RAM
1.34
QV
0.903
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
FRSH NASDAQ
Freshworks Inc
0.260
Technology Software - Application MID
Value%
0.240
Quality%
0.960
Mom%
0.060
P/E
13.6×
F-Score
7/9
E/Y
0.0227
EBITDA/EV
0.0400
SH Yield
0.1285
ROE
0.1768
Margin
0.2069
Vol
0.4649
RAM
-0.83
QV
0.480
Conf
0.939
GOOG NASDAQ
Alphabet Inc Class C
0.550
Communication Services Internet Content & Information MEGA
Value%
0.070
Quality%
0.960
Mom%
0.930
P/E
28.0×
F-Score
6/9
E/Y
0.0431
EBITDA/EV
0.0482
SH Yield
0.0091
ROE
0.3346
Margin
0.3791
Vol
0.3095
RAM
4.09
QV
0.259
Conf
1.000
GOOGL NASDAQ
Alphabet Inc Class A
0.540
Communication Services Internet Content & Information MEGA
Value%
0.060
Quality%
0.960
Mom%
0.930
P/E
28.0×
F-Score
6/9
E/Y
0.0431
EBITDA/EV
0.0482
SH Yield
0.0091
ROE
0.3346
Margin
0.3791
Vol
0.3148
RAM
4.14
QV
0.240
Conf
1.000
HLI NYSE
Houlihan Lokey Inc
0.300
Financial Services Capital Markets MID
Value%
0.230
Quality%
0.960
Mom%
0.150
P/E
22.8×
F-Score
6/9
E/Y
0.0668
EBITDA/EV
0.0714
SH Yield
0.0358
ROE
0.1817
Margin
0.1626
Vol
0.2714
RAM
-0.42
QV
0.470
Conf
1.000
NYT NYSE
New York Times Company
0.480
Communication Services Publishing LARGE
Value%
0.080
Quality%
0.960
Mom%
0.780
P/E
30.9×
F-Score
9/9
E/Y
0.0416
EBITDA/EV
0.0495
SH Yield
0.0243
ROE
0.1910
Margin
0.1318
Vol
0.2530
RAM
1.55
QV
0.277
Conf
1.000
QLYS NASDAQ
Qualys Inc
0.290
Technology Software - Infrastructure MID
Value%
0.240
Quality%
0.960
Mom%
0.120
P/E
19.5×
F-Score
7/9
E/Y
0.0687
EBITDA/EV
0.0723
SH Yield
0.0450
ROE
0.3535
Margin
0.2937
Vol
0.4626
RAM
-0.53
QV
0.480
Conf
0.970
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