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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 21 Jun 2026
48+
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Small Cap Value
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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
TV NYSE
Grupo Televisa SAB ADR
0.960
Communication Services Telecom Services SMALL
Value%
0.980
Quality%
0.720
Mom%
0.730
F-Score
6/9
E/Y
0.1589
EBITDA/EV
0.4193
SH Yield
0.0000
ROE
-0.0842
Margin
-0.1372
Vol
0.4508
RAM
0.51
QV
0.840
Conf
0.909
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
WB NASDAQ
Weibo Corp
0.880
Communication Services Internet Content & Information SMALL
Value%
0.980
Quality%
0.820
Mom%
0.150
P/E
4.8×
F-Score
5/9
E/Y
0.2616
EBITDA/EV
0.2670
SH Yield
0.0832
ROE
0.0976
Margin
0.2111
Vol
0.3117
RAM
-0.28
QV
0.896
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
AMPY NYSE
Amplify Energy Corp
0.940
Energy Oil & Gas E&P MICRO
Value%
0.970
Quality%
0.670
Mom%
0.680
P/E
14.6×
F-Score
6/9
E/Y
0.2387
EBITDA/EV
0.4887
SH Yield
0.0000
ROE
0.0279
Margin
0.0512
Vol
0.6671
RAM
0.55
QV
0.806
Conf
0.970
ANGI NASDAQ
ANGI Homeservices Inc
0.630
Communication Services Internet Content & Information MICRO
Value%
0.970
Quality%
0.240
Mom%
0.010
P/E
10.3×
F-Score
5/9
E/Y
0.1162
EBITDA/EV
0.2369
SH Yield
0.6839
ROE
0.0216
Margin
0.0193
Vol
0.7025
RAM
-0.90
QV
0.482
Conf
0.939
AUNA NYSE
Auna S.A.
0.700
Healthcare Medical Care Facilities SMALL
Value%
0.970
Quality%
0.290
Mom%
0.120
P/E
5.6×
F-Score
5/9
E/Y
0.1421
EBITDA/EV
0.1992
SH Yield
0.0000
ROE
0.0392
Margin
0.0151
Vol
0.4384
RAM
-0.70
QV
0.530
Conf
0.970
BNC NASDAQ
CEA Industries Inc.
0.810
Industrials Farm & Heavy Construction Machinery MICRO
Value%
0.970
Quality%
0.660
Mom%
0.010
P/E
0.3×
F-Score
6/9
EBITDA/EV
1.6024
SH Yield
0.0000
ROE
0.9706
Margin
2.5600
Vol
1.7967
RAM
-0.36
QV
0.800
Conf
0.810
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
DDI NASDAQ
Doubledown Interactive Co Ltd
0.980
Communication Services Electronic Gaming & Multimedia SMALL
Value%
0.970
Quality%
0.910
Mom%
0.730
P/E
4.9×
F-Score
5/9
E/Y
0.9113
EBITDA/EV
0.9591
SH Yield
0.0002
ROE
0.1163
Margin
0.3077
Vol
0.3091
RAM
1.12
QV
0.940
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
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
GASS NASDAQ
StealthGas Inc
0.950
Industrials Marine Shipping SMALL
Value%
0.970
Quality%
0.650
Mom%
0.740
P/E
4.9×
F-Score
5/9
E/Y
0.3207
EBITDA/EV
0.4584
SH Yield
0.0024
ROE
0.0883
Margin
0.3591
Vol
0.3610
RAM
1.40
QV
0.794
Conf
0.970
GLIBK NASDAQ
GCI Liberty, Inc.
0.890
Communication Services Telecom Services SMALL
Value%
0.970
Quality%
0.660
Mom%
0.410
P/E
10.6×
F-Score
5/9
E/Y
0.1047
EBITDA/EV
0.2864
SH Yield
-0.3669
ROE
0.0450
Margin
0.0756
Vol
0.4368
QV
0.800
Conf
0.879
GLRE NASDAQ
Greenlight Capital Re Ltd
0.920
Financial Services Insurance - Reinsurance SMALL
Value%
0.970
Quality%
0.870
Mom%
0.320
P/E
6.6×
F-Score
6/9
E/Y
0.1860
EBITDA/EV
0.1872
SH Yield
0.0278
ROE
0.1092
Margin
0.1195
Vol
0.2489
RAM
0.78
QV
0.919
Conf
0.970
GSL NYSE
Global Ship Lease Inc
0.990
Industrials Marine Shipping SMALL
Value%
0.970
Quality%
0.890
Mom%
0.850
P/E
3.5×
F-Score
5/9
E/Y
0.2722
EBITDA/EV
0.3570
SH Yield
0.0636
ROE
0.2063
Margin
0.5023
Vol
0.2944
RAM
1.91
QV
0.929
Conf
1.000
HLF NYSE
Herbalife Nutrition Ltd
0.970
Consumer Defensive Packaged Foods SMALL
Value%
0.970
Quality%
0.700
Mom%
0.830
P/E
5.1×
F-Score
5/9
E/Y
0.5295
EBITDA/EV
0.6551
SH Yield
0.0054
ROE
-0.5431
Margin
0.0467
Vol
0.6701
RAM
0.81
QV
0.824
Conf
0.879
HRTG NYSE
Heritage Insurance Hldgs Inc
0.890
Financial Services Insurance - Property & Casualty SMALL
Value%
0.970
Quality%
0.800
Mom%
0.260
P/E
3.5×
F-Score
6/9
E/Y
0.9619
EBITDA/EV
1.0072
SH Yield
0.0032
ROE
0.3874
Margin
0.2599
Vol
0.5435
RAM
0.04
QV
0.881
Conf
0.970
KSS NYSE
Kohl's Corporation
0.920
Consumer Cyclical Department Stores SMALL
Value%
0.970
Quality%
0.320
Mom%
0.910
P/E
7.2×
F-Score
6/9
E/Y
0.0757
EBITDA/EV
0.1624
SH Yield
0.0326
ROE
0.0676
Margin
0.0176
Vol
0.9011
RAM
0.69
QV
0.557
Conf
1.000
NMM NYSE
Navios Maritime Partners LP Unit
0.980
Industrials Marine Shipping SMALL
Value%
0.970
Quality%
0.760
Mom%
0.890
P/E
5.7×
F-Score
5/9
E/Y
0.1211
EBITDA/EV
0.2091
SH Yield
0.0232
ROE
0.1029
Margin
0.2486
Vol
0.3463
RAM
2.51
QV
0.859
Conf
0.970
NOA NYSE
North American Construction Group Ltd
0.850
Energy Oil & Gas Equipment & Services SMALL
Value%
0.970
Quality%
0.700
Mom%
0.140
P/E
11.0×
F-Score
6/9
E/Y
0.0965
EBITDA/EV
0.2736
SH Yield
0.1519
ROE
0.0699
Margin
0.0263
Vol
0.4662
RAM
-0.30
QV
0.824
Conf
1.000
OMSE NASDAQ
OMS Energy Technologies Inc.
0.840
Energy Oil & Gas Equipment & Services MICRO
Value%
0.970
Quality%
0.790
Mom%
0.040
P/E
3.8×
F-Score
5/9
E/Y
1.0155
EBITDA/EV
1.0862
SH Yield
0.0000
ROE
0.2623
Margin
0.2201
Vol
0.6864
RAM
-0.61
QV
0.875
Conf
0.707
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
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