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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 21 Jun 2026
48+
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Shareholder Yield
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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
DAVA NYSE
Endava Ltd
0.450
Technology Software - Infrastructure MICRO
Value%
0.850
Quality%
0.130
Mom%
0.000
F-Score
7/9
SH Yield
0.5312
ROE
-2.4144
Margin
-0.5717
Vol
0.6971
RAM
-1.09
QV
0.332
Conf
0.879
TORO NASDAQ
Toro Ltd
0.380
Energy Oil & Gas Midstream MICRO
Value%
0.290
Quality%
0.160
Mom%
0.970
P/E
34.5×
F-Score
1/9
E/Y
0.0107
EBITDA/EV
0.0825
SH Yield
0.5299
ROE
0.0158
Margin
0.2190
Vol
1.0729
RAM
2.62
QV
0.215
Conf
0.970
SID NYSE
Companhia Siderurgica Nacional ADR
0.560
Basic Materials Steel SMALL
Value%
0.900
Quality%
0.130
Mom%
0.130
F-Score
6/9
E/Y
0.0584
EBITDA/EV
0.1651
SH Yield
0.4976
ROE
-0.1551
Margin
-0.0443
Vol
0.5520
RAM
-0.10
QV
0.342
Conf
0.909
GTM NASDAQ
ZoomInfo Technologies Inc.
0.840
Technology Software - Application SMALL
Value%
0.960
Quality%
0.810
Mom%
0.010
P/E
6.5×
F-Score
7/9
E/Y
0.1101
EBITDA/EV
0.1455
SH Yield
0.4915
ROE
0.0860
Margin
0.1010
Vol
0.6227
RAM
-1.01
QV
0.882
Conf
0.939
ACGLN NASDAQ
Arch Capital Group Ltd.
0.910
Financial Services Insurance - Diversified MID
Value%
0.990
Quality%
0.880
Mom%
0.240
P/E
1.2×
F-Score
8/9
E/Y
0.6688
EBITDA/EV
0.6895
SH Yield
0.4894
ROE
0.2014
Margin
0.2473
Vol
0.0887
RAM
0.49
QV
0.933
Conf
1.000
RDAC NASDAQ
Rising Dragon Acquisition Corp. Ordinary Shares
0.800
Financial Services Shell Companies NANO
Value%
0.650
Quality%
0.630
Mom%
0.660
P/E
25.5×
F-Score
2/9
SH Yield
0.4815
ROE
0.0315
Vol
0.8916
RAM
-0.07
QV
0.640
Conf
0.697
VIOT NASDAQ
Viomi Technology ADR
0.660
Consumer Cyclical Furnishings, Fixtures & Appliances MICRO
Value%
0.990
Quality%
0.190
Mom%
0.090
P/E
0.4×
F-Score
3/9
E/Y
2.5937
EBITDA/EV
3.3005
SH Yield
0.4775
ROE
0.0903
Margin
0.0583
Vol
1.0403
RAM
-0.26
QV
0.434
Conf
0.909
MKZR NASDAQ
MacKenzie Realty Capital, Inc. Common Stock
0.220
Real Estate Reit - Diversified NANO
Value%
0.360
Quality%
0.350
Mom%
0.360
F-Score
3/9
EBITDA/EV
0.0270
SH Yield
0.4767
ROE
-0.3444
Margin
-0.9049
Vol
0.6087
RAM
-1.01
QV
0.355
Conf
0.848
MVO NYSE
MV Oil Trust
0.690
Energy Oil & Gas E&P NANO
Value%
0.590
Quality%
0.570
Mom%
0.590
P/E
1.8×
F-Score
5/9
E/Y
0.5851
EBITDA/EV
0.5851
SH Yield
0.4762
ROE
5.0521
Margin
0.9120
Vol
1.1466
RAM
-0.53
QV
0.580
Conf
0.879
BRSL NYSE
Brightstar Lottery PLC
0.500
Consumer Cyclical Gambling MID
Value%
0.780
Quality%
0.160
Mom%
0.210
P/E
13.3×
F-Score
4/9
E/Y
0.0846
EBITDA/EV
0.1540
SH Yield
0.4733
ROE
0.1851
Margin
0.0625
Vol
0.3257
RAM
-0.18
QV
0.353
Conf
0.939
DLNG NYSE
Dynagas LNG Partners LP
0.920
Energy Oil & Gas Midstream MICRO
Value%
0.980
Quality%
0.900
Mom%
0.280
P/E
2.0×
F-Score
7/9
E/Y
0.2502
EBITDA/EV
0.3444
SH Yield
0.4650
ROE
0.1345
Margin
0.4160
Vol
0.2284
RAM
0.57
QV
0.939
Conf
0.970
LIXT NASDAQ
Lixte Biotechnology Holdings Inc
0.440
Healthcare Biotechnology MICRO
Value%
0.460
Quality%
0.450
Mom%
0.460
F-Score
3/9
SH Yield
0.4514
ROE
-0.9155
Vol
3.1449
RAM
2.08
QV
0.455
Conf
0.667
ZYBT NASDAQ
Zhengye Biotechnology Holding Limited Ordinary Shares
0.230
Healthcare Drug Manufacturers - Specialty & Generic NANO
Value%
0.370
Quality%
0.360
Mom%
0.360
F-Score
3/9
SH Yield
0.4508
ROE
-0.2793
Margin
-0.5997
Vol
1.2631
RAM
-0.72
QV
0.365
Conf
0.788
JBGS NYSE
JBG SMITH Properties
0.050
Real Estate Reit - Diversified SMALL
Value%
0.270
Quality%
0.130
Mom%
0.140
F-Score
4/9
E/Y
0.0039
EBITDA/EV
0.0527
SH Yield
0.4382
ROE
-0.0983
Margin
-0.2216
Vol
0.3080
RAM
-0.50
QV
0.187
Conf
0.939
SDHC NYSE
Smith Douglas Homes Corp.
0.540
Real Estate Real Estate - Development MICRO
Value%
0.880
Quality%
0.150
Mom%
0.100
P/E
13.4×
F-Score
2/9
E/Y
0.3755
EBITDA/EV
0.3941
SH Yield
0.4322
ROE
0.1045
Margin
0.0090
Vol
0.5281
RAM
-0.68
QV
0.363
Conf
1.000
KG NASDAQ
Kestrel Group, Ltd.
0.580
Financial Services Insurance - Reinsurance MICRO
Value%
0.900
Quality%
0.250
Mom%
0.030
P/E
2.4×
F-Score
3/9
E/Y
0.2526
EBITDA/EV
0.2714
SH Yield
0.4264
ROE
0.3268
Margin
0.9622
Vol
0.7402
RAM
-0.76
QV
0.474
Conf
0.939
SAMG NASDAQ
Silvercrest Asset Management Group Inc
0.670
Financial Services Asset Management MICRO
Value%
0.730
Quality%
0.690
Mom%
0.120
P/E
31.3×
F-Score
5/9
E/Y
0.0547
EBITDA/EV
0.0734
SH Yield
0.4204
ROE
0.0565
Margin
0.0212
Vol
0.2245
RAM
-0.81
QV
0.710
Conf
0.970
BSTZ NYSE
BlackRock Science and Technology Trust II
0.870
Financial Services Asset Management MID
Value%
0.850
Quality%
0.290
Mom%
0.880
P/E
3.6×
F-Score
2/9
E/Y
0.2567
EBITDA/EV
0.2724
SH Yield
0.4183
ROE
0.3416
Margin
1.6228
Vol
0.2193
RAM
2.87
QV
0.496
Conf
0.819
BEKE NYSE
Ke Holdings Inc
0.670
Real Estate Real Estate Services LARGE
Value%
0.980
Quality%
0.160
Mom%
0.170
P/E
4.9×
F-Score
4/9
E/Y
0.4628
EBITDA/EV
0.4916
SH Yield
0.4154
ROE
0.0529
Margin
0.0378
Vol
0.3611
RAM
-0.20
QV
0.396
Conf
1.000
BGSF NYSE
BG Staffing Inc
0.650
Industrials Staffing & Employment Services MICRO
Value%
0.710
Quality%
0.070
Mom%
0.760
F-Score
3/9
SH Yield
0.3958
ROE
-0.2574
Margin
-0.1296
Vol
0.5377
RAM
0.58
QV
0.223
Conf
0.848
DH NASDAQ
Definitive Healthcare Corp
0.770
Healthcare Health Information Services MICRO
Value%
0.880
Quality%
0.740
Mom%
0.000
F-Score
5/9
EBITDA/EV
0.0848
SH Yield
0.3921
ROE
-1.1647
Margin
-0.7149
Vol
0.5309
RAM
-1.46
QV
0.807
Conf
0.879
HTCR NASDAQ
HeartCore Enterprises Inc
0.320
Technology Software - Application NANO
Value%
0.410
Quality%
0.400
Mom%
0.400
P/E
0.7×
F-Score
4/9
SH Yield
0.3913
ROE
1.0195
Margin
0.6433
Vol
0.9924
RAM
-0.65
QV
0.405
Conf
0.879
TLF NASDAQ
Tandy Leather Factory Inc
0.800
Consumer Cyclical Specialty Retail NANO
Value%
0.640
Quality%
0.630
Mom%
0.650
F-Score
5/9
EBITDA/EV
0.0990
SH Yield
0.3904
ROE
-0.0486
Margin
-0.0294
Vol
0.2177
RAM
0.16
QV
0.635
Conf
0.939
GSHD NASDAQ
Goosehead Insurance Inc
0.350
Financial Services Insurance Brokers SMALL
Value%
0.340
Quality%
0.960
Mom%
0.020
P/E
28.7×
F-Score
7/9
E/Y
0.0636
EBITDA/EV
0.0730
SH Yield
0.3862
ROE
-0.2505
Margin
0.0794
Vol
0.5828
RAM
-0.99
QV
0.571
Conf
0.939
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