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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 21 Jun 2026
48+
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3
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Trending Value (VC2)
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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
OEC NYSE
Orion Engineered Carbons SA
0.450
Basic Materials Specialty Chemicals SMALL
Value%
0.800
Quality%
0.130
Mom%
0.100
F-Score
3/9
E/Y
0.0045
EBITDA/EV
0.1009
SH Yield
0.0223
ROE
-0.2348
Margin
-0.0498
Vol
0.6597
RAM
-0.45
QV
0.322
Conf
0.970
PBR NYSE
Petroleo Brasileiro Petrobras SA ADR
0.980
Energy Oil & Gas Integrated LARGE
Value%
0.960
Quality%
0.910
Mom%
0.800
P/E
5.3×
F-Score
7/9
E/Y
0.1570
EBITDA/EV
0.2488
SH Yield
0.0307
ROE
0.2386
Margin
0.2181
Vol
0.3423
RAM
1.72
QV
0.935
Conf
1.000
PENN NASDAQ
Penn National Gaming Inc
0.560
Consumer Cyclical Resorts & Casinos MID
Value%
0.800
Quality%
0.120
Mom%
0.330
F-Score
4/9
SH Yield
0.1940
ROE
-0.5235
Margin
-0.1354
Vol
0.4894
RAM
-0.02
QV
0.310
Conf
0.818
SND NASDAQ
Smart Sand Inc
0.890
Energy Oil & Gas Equipment & Services MICRO
Value%
0.930
Quality%
0.180
Mom%
0.950
P/E
9.5×
F-Score
6/9
EBITDA/EV
0.1213
SH Yield
0.0753
ROE
0.0928
Margin
0.0607
Vol
0.7590
RAM
1.99
QV
0.409
Conf
0.939
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
HAFN NYSE
Hafnia Limited
0.960
Industrials Marine Shipping MID
Value%
0.930
Quality%
0.690
Mom%
0.840
P/E
7.9×
F-Score
5/9
E/Y
0.1066
EBITDA/EV
0.1513
SH Yield
0.1234
ROE
0.1795
Margin
0.1897
Vol
0.3421
RAM
1.93
QV
0.801
Conf
1.000
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
PBF NYSE
PBF Energy Inc
0.800
Energy Oil & Gas Refining & Marketing MID
Value%
0.840
Quality%
0.040
Mom%
0.870
P/E
10.0×
F-Score
3/9
E/Y
0.0354
EBITDA/EV
0.1208
SH Yield
0.0295
ROE
0.0800
Margin
0.0146
Vol
0.6439
RAM
1.16
QV
0.183
Conf
0.970
RMR NASDAQ
RMR Group Inc
0.970
Real Estate Real Estate Services SMALL
Value%
0.910
Quality%
0.850
Mom%
0.780
P/E
16.8×
F-Score
4/9
E/Y
0.1025
EBITDA/EV
0.1288
SH Yield
0.0908
ROE
0.0914
Margin
0.0325
Vol
0.3204
RAM
1.21
QV
0.879
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
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
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
TK NYSE
Teekay Corporation
0.970
Energy Oil & Gas Midstream SMALL
Value%
0.960
Quality%
0.770
Mom%
0.860
P/E
14.9×
F-Score
5/9
E/Y
2.5801
EBITDA/EV
2.7357
SH Yield
0.1679
ROE
0.0963
Margin
0.0695
Vol
0.3221
RAM
2.08
QV
0.860
Conf
0.970
TNK NYSE
Teekay Tankers Ltd
0.970
Energy Oil & Gas Midstream MID
Value%
0.950
Quality%
0.720
Mom%
0.880
P/E
6.0×
F-Score
3/9
E/Y
0.2285
EBITDA/EV
0.2737
SH Yield
0.0235
ROE
0.1958
Margin
0.4260
Vol
0.3691
RAM
1.96
QV
0.827
Conf
1.000
APA NASDAQ
APA Corporation
0.990
Energy Oil & Gas E&P LARGE
Value%
0.960
Quality%
0.960
Mom%
0.890
P/E
7.6×
F-Score
5/9
E/Y
0.1965
EBITDA/EV
0.3341
SH Yield
0.0543
ROE
0.2375
Margin
0.1780
Vol
0.4271
RAM
2.40
QV
0.960
Conf
1.000
CHRD NASDAQ
Chord Energy Corp
0.810
Energy Oil & Gas E&P MID
Value%
0.830
Quality%
0.230
Mom%
0.730
F-Score
4/9
E/Y
0.0163
EBITDA/EV
0.1971
SH Yield
0.0736
ROE
-0.0083
Margin
-0.0125
Vol
0.3731
RAM
1.20
QV
0.437
Conf
0.970
DINO NYSE
HF Sinclair Corp
0.960
Energy Oil & Gas Refining & Marketing LARGE
Value%
0.950
Quality%
0.640
Mom%
0.870
P/E
9.4×
F-Score
6/9
E/Y
0.1296
EBITDA/EV
0.1958
SH Yield
0.0680
ROE
0.1274
Margin
0.0446
Vol
0.3933
RAM
1.86
QV
0.780
Conf
0.970
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
PBR-A NYSE
Petróleo Brasileiro S.A. - Petrobras
0.990
Energy Oil & Gas Integrated LARGE
Value%
0.970
Quality%
0.930
Mom%
0.790
P/E
5.0×
F-Score
7/9
E/Y
0.1619
EBITDA/EV
0.2566
SH Yield
0.0178
ROE
0.2386
Margin
0.2181
Vol
0.3113
RAM
1.77
QV
0.950
Conf
1.000
DAC NYSE
Danaos Corporation
0.980
Industrials Marine Shipping MID
Value%
0.970
Quality%
0.850
Mom%
0.840
P/E
4.4×
F-Score
5/9
E/Y
0.2327
EBITDA/EV
0.3141
SH Yield
0.0356
ROE
0.1327
Margin
0.4985
Vol
0.2477
RAM
2.18
QV
0.908
Conf
1.000
SENEA NASDAQ
Seneca Foods Corp A
0.980
Consumer Defensive Packaged Foods SMALL
Value%
0.950
Quality%
0.810
Mom%
0.860
P/E
9.2×
F-Score
8/9
E/Y
0.1151
EBITDA/EV
0.1493
SH Yield
0.0153
ROE
0.1516
Margin
0.0691
Vol
0.4059
RAM
1.33
QV
0.877
Conf
1.000
SENEB NASDAQ
Seneca Foods Corp B
0.980
Consumer Defensive Packaged Foods SMALL
Value%
0.950
Quality%
0.810
Mom%
0.860
P/E
9.4×
F-Score
8/9
E/Y
0.1135
EBITDA/EV
0.1472
SH Yield
0.0150
ROE
0.1516
Margin
0.0691
Vol
0.3764
RAM
1.44
QV
0.877
Conf
1.000
SIRI NASDAQ
Sirius XM Holding Inc
0.950
Communication Services Entertainment MID
Value%
0.900
Quality%
0.760
Mom%
0.770
P/E
11.2×
F-Score
5/9
E/Y
0.0820
EBITDA/EV
0.1131
SH Yield
0.0526
ROE
0.0721
Margin
0.0986
Vol
0.3086
RAM
1.27
QV
0.827
Conf
0.939
WDS NYSE
Woodside Energy Group Ltd
0.970
Energy Oil & Gas E&P LARGE
Value%
0.970
Quality%
0.840
Mom%
0.750
P/E
6.1×
F-Score
4/9
E/Y
0.1621
EBITDA/EV
0.3811
SH Yield
0.0294
ROE
0.1752
Margin
0.2406
Vol
0.3524
RAM
1.21
QV
0.903
Conf
0.872
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