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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 21 Jun 2026
48+
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Quality at a Price
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Preset: quality_value ×
Preset Screens ▾
⭐
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
NVO NYSE
Novo Nordisk A/S
0.880
Healthcare Drug Manufacturers - General LARGE
Value%
0.970
Quality%
0.950
Mom%
0.070
P/E
1.6×
F-Score
5/9
E/Y
0.5186
EBITDA/EV
0.5871
SH Yield
0.0556
ROE
0.6006
Margin
0.3720
Vol
0.5884
RAM
-0.62
QV
0.960
Conf
1.000
TIGR NASDAQ
Up Fintech Holding Ltd
0.880
Financial Services Capital Markets SMALL
Value%
0.970
Quality%
0.950
Mom%
0.050
P/E
7.4×
F-Score
8/9
E/Y
0.2715
EBITDA/EV
0.2847
SH Yield
0.0036
ROE
0.1315
Margin
0.1763
Vol
0.6032
RAM
-0.76
QV
0.960
Conf
0.939
BWMX NYSE
Betterware de México, S.A.P.I. de C.V.
0.990
Consumer Cyclical Specialty Retail SMALL
Value%
0.980
Quality%
0.940
Mom%
0.930
P/E
0.6×
F-Score
7/9
E/Y
0.4597
EBITDA/EV
0.5631
SH Yield
0.0506
ROE
0.7298
Margin
0.0770
Vol
0.4286
RAM
2.43
QV
0.960
Conf
0.970
FSM NYSE
Fortuna Silver Mines Inc
0.990
Basic Materials Gold MID
Value%
0.940
Quality%
0.980
Mom%
0.790
P/E
8.2×
F-Score
7/9
E/Y
0.2276
EBITDA/EV
0.3077
SH Yield
0.0109
ROE
0.1923
Margin
0.3111
Vol
0.6033
RAM
0.67
QV
0.960
Conf
0.970
IFS NYSE
Intercorp Financial Services Inc
0.990
Financial Services Banks - Regional MID
Value%
0.980
Quality%
0.940
Mom%
0.850
P/E
3.1×
F-Score
9/9
E/Y
0.3999
EBITDA/EV
0.4693
SH Yield
0.0506
ROE
0.1729
Margin
0.2110
Vol
0.3283
RAM
1.27
QV
0.960
Conf
1.000
JFIN NASDAQ
Jiayin Group Inc
0.880
Financial Services Credit Services MICRO
Value%
0.990
Quality%
0.930
Mom%
0.010
P/E
0.2×
F-Score
5/9
E/Y
1.5039
EBITDA/EV
1.5178
SH Yield
0.7272
ROE
0.2468
Margin
0.1987
Vol
0.5284
RAM
-1.39
QV
0.960
Conf
1.000
CARE NASDAQ
Carter Bank and Trust
0.990
Financial Services Banks - Regional SMALL
Value%
0.960
Quality%
0.950
Mom%
0.890
P/E
6.4×
F-Score
7/9
E/Y
0.1674
EBITDA/EV
0.1772
SH Yield
0.0323
ROE
0.2142
Margin
0.3381
Vol
0.2715
RAM
2.48
QV
0.955
Conf
1.000
CHTR NASDAQ
Charter Communications Inc
0.870
Communication Services Telecom Services LARGE
Value%
0.960
Quality%
0.950
Mom%
0.010
P/E
3.6×
F-Score
7/9
E/Y
0.1065
EBITDA/EV
0.1717
SH Yield
0.3003
ROE
0.3011
Margin
0.0903
Vol
0.4893
RAM
-1.28
QV
0.955
Conf
0.939
FSCO NYSE
FS Credit Opportunities Corp.
0.890
Financial Services Asset Management SMALL
Value%
0.960
Quality%
0.950
Mom%
0.120
P/E
6.7×
F-Score
6/9
E/Y
0.1741
EBITDA/EV
0.1741
SH Yield
0.1594
ROE
0.1041
Margin
0.7257
Vol
0.2548
RAM
-0.81
QV
0.955
Conf
0.846
NBR NYSE
Nabors Industries Ltd.
0.990
Energy Oil & Gas Drilling SMALL
Value%
0.960
Quality%
0.950
Mom%
0.960
P/E
6.2×
F-Score
7/9
E/Y
0.1816
EBITDA/EV
0.3533
SH Yield
0.0047
ROE
0.3655
Margin
0.0643
Vol
0.6122
RAM
3.65
QV
0.955
Conf
0.970
SYF NYSE
Synchrony Financial
0.980
Financial Services Credit Services LARGE
Value%
0.960
Quality%
0.950
Mom%
0.690
P/E
7.0×
F-Score
7/9
E/Y
0.2148
EBITDA/EV
0.2399
SH Yield
0.0159
ROE
0.2185
Margin
0.1808
Vol
0.2728
RAM
0.63
QV
0.955
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
RNR NYSE
Renaissancere Holdings Ltd
0.980
Financial Services Insurance - Reinsurance LARGE
Value%
0.970
Quality%
0.940
Mom%
0.690
P/E
4.5×
F-Score
8/9
E/Y
0.3520
EBITDA/EV
0.3488
SH Yield
0.0027
ROE
0.2437
Margin
0.2446
Vol
0.1910
RAM
1.12
QV
0.955
Conf
1.000
SLDE NASDAQ
Slide Insurance Holdings, Inc. Common Stock
0.890
Financial Services Insurance - Property & Casualty SMALL
Value%
0.970
Quality%
0.940
Mom%
0.100
P/E
3.9×
F-Score
7/9
E/Y
0.9035
EBITDA/EV
0.8970
SH Yield
-0.1189
ROE
0.4409
Margin
0.3886
Vol
0.4099
RAM
-0.49
QV
0.955
Conf
0.939
NUTX NASDAQ
Nutex Health Inc
0.970
Healthcare Medical Care Facilities SMALL
Value%
0.930
Quality%
0.980
Mom%
0.680
P/E
10.7×
F-Score
7/9
E/Y
0.2162
EBITDA/EV
0.2293
SH Yield
0.0843
ROE
0.2783
Margin
0.1095
Vol
0.9685
RAM
0.05
QV
0.955
Conf
1.000
CASH NASDAQ
Meta Financial Group Inc
0.920
Financial Services Banks - Regional SMALL
Value%
0.920
Quality%
0.990
Mom%
0.310
P/E
9.2×
F-Score
7/9
E/Y
0.1379
EBITDA/EV
0.1718
SH Yield
0.1088
ROE
0.2219
Margin
0.2452
Vol
0.2849
RAM
0.47
QV
0.954
Conf
1.000
NOAH NYSE
Noah Holdings Ltd
0.910
Financial Services Asset Management SMALL
Value%
0.990
Quality%
0.920
Mom%
0.200
P/E
1.3×
F-Score
9/9
E/Y
1.2279
EBITDA/EV
1.0228
SH Yield
0.1919
ROE
0.0547
Margin
0.2044
Vol
0.2675
RAM
-0.27
QV
0.954
Conf
1.000
TCOM NASDAQ
Trip.com Group Ltd ADR
0.900
Consumer Cyclical Travel Services LARGE
Value%
0.990
Quality%
0.920
Mom%
0.130
P/E
0.9×
F-Score
6/9
E/Y
2.4734
EBITDA/EV
2.5303
SH Yield
0.2049
ROE
0.1940
Margin
0.5221
Vol
0.3460
RAM
-0.49
QV
0.954
Conf
1.000
CRK NYSE
Comstock Resources Inc
0.870
Energy Oil & Gas E&P MID
Value%
0.950
Quality%
0.950
Mom%
0.030
P/E
5.9×
F-Score
8/9
E/Y
0.1402
EBITDA/EV
0.2259
SH Yield
0.0000
ROE
0.2369
Margin
0.3258
Vol
0.6828
RAM
-0.80
QV
0.950
Conf
0.970
ADT NYSE
ADT Inc
0.890
Industrials Security & Protection Services MID
Value%
0.940
Quality%
0.960
Mom%
0.150
P/E
8.0×
F-Score
8/9
E/Y
0.1015
EBITDA/EV
0.2262
SH Yield
0.0986
ROE
0.1640
Margin
0.1213
Vol
0.2768
RAM
-0.46
QV
0.950
Conf
0.970
EQT NYSE
EQT Corporation
0.900
Energy Oil & Gas E&P LARGE
Value%
0.940
Quality%
0.960
Mom%
0.180
P/E
9.5×
F-Score
8/9
E/Y
0.1223
EBITDA/EV
0.1869
SH Yield
0.0129
ROE
0.1334
Margin
0.3340
Vol
0.3272
RAM
-0.09
QV
0.950
Conf
1.000
PUK NYSE
Prudential PLC ADR
0.970
Financial Services Insurance - Life LARGE
Value%
0.960
Quality%
0.940
Mom%
0.680
P/E
5.0×
F-Score
6/9
E/Y
0.6760
EBITDA/EV
0.8838
SH Yield
0.0199
ROE
0.3361
Margin
0.1743
Vol
0.2476
RAM
1.19
QV
0.950
Conf
0.819
THC NYSE
Tenet Healthcare Corporation
0.910
Healthcare Medical Care Facilities LARGE
Value%
0.940
Quality%
0.960
Mom%
0.250
P/E
8.7×
F-Score
7/9
E/Y
0.1589
EBITDA/EV
0.1942
SH Yield
0.0000
ROE
0.3538
Margin
0.0794
Vol
0.3976
RAM
0.09
QV
0.950
Conf
0.939
UPWK NASDAQ
Upwork Inc
0.870
Communication Services Internet Content & Information SMALL
Value%
0.940
Quality%
0.960
Mom%
0.060
P/E
9.1×
F-Score
5/9
E/Y
0.1409
EBITDA/EV
0.1666
SH Yield
0.2079
ROE
0.1916
Margin
0.1381
Vol
0.5709
RAM
-0.58
QV
0.950
Conf
0.970
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