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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 21 Jun 2026
48+
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VC2 Cheapest Decile
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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
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
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
VIPS NYSE
Vipshop Holdings Limited
0.760
Consumer Cyclical Internet Retail MID
Value%
0.990
Quality%
0.290
Mom%
0.210
P/E
0.9×
F-Score
5/9
E/Y
1.5147
EBITDA/EV
1.6085
SH Yield
0.0465
ROE
0.1823
Margin
0.0706
Vol
0.3282
RAM
0.03
QV
0.536
Conf
1.000
ABEV NYSE
Ambev SA ADR
0.990
Consumer Defensive Beverages - Brewers LARGE
Value%
0.980
Quality%
0.980
Mom%
0.800
P/E
3.1×
F-Score
8/9
E/Y
0.6501
EBITDA/EV
0.8465
SH Yield
0.0338
ROE
0.1728
Margin
0.1766
Vol
0.3280
RAM
1.31
QV
0.980
Conf
1.000
ACCO NYSE
Acco Brands Corporation
0.860
Industrials Business Equipment & Supplies SMALL
Value%
0.940
Quality%
0.240
Mom%
0.710
P/E
4.9×
F-Score
6/9
E/Y
0.1036
EBITDA/EV
0.1623
SH Yield
0.0772
ROE
0.1086
Margin
0.0476
Vol
0.4582
RAM
0.51
QV
0.475
Conf
0.939
AFYA NASDAQ
Afya Ltd
0.910
Consumer Defensive Education & Training Services SMALL
Value%
0.980
Quality%
0.970
Mom%
0.140
P/E
1.7×
F-Score
7/9
E/Y
0.4221
EBITDA/EV
0.5256
SH Yield
0.0264
ROE
0.1612
Margin
0.2004
Vol
0.2936
RAM
-0.52
QV
0.975
Conf
0.970
AMCX NASDAQ
AMC Networks Inc
0.980
Communication Services Entertainment SMALL
Value%
0.980
Quality%
0.820
Mom%
0.840
P/E
7.8×
F-Score
6/9
E/Y
0.2474
EBITDA/EV
0.5534
SH Yield
0.0607
ROE
0.0549
Margin
0.0228
Vol
0.4779
RAM
1.13
QV
0.896
Conf
0.939
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
ASR NYSE
Grupo Aeroportuario del Sureste SAB de CV ADR
0.920
Industrials Airports & Air Services MID
Value%
0.980
Quality%
0.880
Mom%
0.290
P/E
0.9×
F-Score
5/9
E/Y
0.4060
EBITDA/EV
0.4974
SH Yield
0.0187
ROE
0.2341
Margin
0.2625
Vol
0.2490
RAM
0.22
QV
0.929
Conf
0.970
ATAT NASDAQ
Atour Lifestyle Holdings Limited American Depositary Shares
0.930
Consumer Cyclical Lodging MID
Value%
0.980
Quality%
0.970
Mom%
0.300
P/E
2.5×
F-Score
7/9
E/Y
1.1581
EBITDA/EV
1.1815
SH Yield
0.0942
ROE
0.5006
Margin
0.1722
Vol
0.3259
RAM
0.35
QV
0.975
Conf
1.000
ATHM NYSE
Autohome Inc
0.670
Communication Services Internet Content & Information MID
Value%
0.980
Quality%
0.220
Mom%
0.110
P/E
1.6×
F-Score
5/9
E/Y
0.3334
EBITDA/EV
0.7313
ROE
0.0560
Margin
0.2121
Vol
0.2757
RAM
-1.08
QV
0.464
Conf
0.970
BABA NYSE
Alibaba Group Holding Ltd
0.740
Consumer Cyclical Internet Retail MEGA
Value%
0.980
Quality%
0.230
Mom%
0.260
P/E
2.5×
F-Score
3/9
E/Y
0.2582
EBITDA/EV
0.2692
SH Yield
0.0355
ROE
0.0980
Margin
0.1012
Vol
0.4267
RAM
0.35
QV
0.475
Conf
1.000
BBDO NYSE
Banco Bradesco S/A ADR
0.970
Financial Services Banks - Regional LARGE
Value%
0.970
Quality%
0.910
Mom%
0.680
P/E
1.6×
F-Score
7/9
E/Y
0.1383
EBITDA/EV
0.1820
SH Yield
0.0457
ROE
0.5535
Margin
0.0732
Vol
0.3360
RAM
0.72
QV
0.940
Conf
1.000
BILI NASDAQ
Bilibili Inc
0.880
Communication Services Internet Content & Information MID
Value%
0.980
Quality%
0.840
Mom%
0.150
P/E
5.1×
F-Score
6/9
E/Y
0.1340
EBITDA/EV
0.1548
SH Yield
0.1148
ROE
0.0901
Margin
0.0458
Vol
0.4934
RAM
-0.26
QV
0.907
Conf
0.939
BSBR NYSE
Banco Santander Brasil SA ADR
0.740
Financial Services Banks - Regional LARGE
Value%
0.980
Quality%
0.200
Mom%
0.280
P/E
1.3×
F-Score
4/9
E/Y
0.9672
EBITDA/EV
1.0336
SH Yield
0.0388
ROE
0.2298
Margin
0.0818
Vol
0.3395
RAM
0.26
QV
0.443
Conf
1.000
CHT NYSE
Chunghwa Telecom Co Ltd
0.910
Communication Services Telecom Services LARGE
Value%
0.990
Quality%
0.870
Mom%
0.240
P/E
0.9×
F-Score
8/9
E/Y
0.9331
EBITDA/EV
1.6705
SH Yield
0.0368
ROE
0.0985
Margin
0.1633
Vol
0.1088
RAM
-0.13
QV
0.928
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
CIG-C NYSE
Energy of Minas Gerais Co DRC
0.870
Utilities Utilities - Regulated Electric MID
Value%
0.980
Quality%
0.240
Mom%
0.700
P/E
2.1×
F-Score
4/9
E/Y
0.1965
EBITDA/EV
0.2556
SH Yield
0.0809
ROE
0.1428
Margin
0.1162
Vol
0.3478
RAM
0.86
QV
0.485
Conf
1.000
CMCSA NASDAQ
Comcast Corp
0.900
Communication Services Telecom Services LARGE
Value%
0.970
Quality%
0.970
Mom%
0.120
P/E
4.3×
F-Score
8/9
E/Y
0.1719
EBITDA/EV
0.2700
SH Yield
0.1371
ROE
0.2129
Margin
0.1500
Vol
0.2626
RAM
-0.53
QV
0.970
Conf
0.970
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
CYD NYSE
China Yuchai International Limited
0.980
Consumer Cyclical Auto Manufacturers SMALL
Value%
0.990
Quality%
0.700
Mom%
0.950
P/E
3.3×
F-Score
8/9
E/Y
0.4768
EBITDA/EV
1.0423
SH Yield
0.0109
ROE
0.0586
Margin
0.0163
Vol
0.5674
RAM
3.12
QV
0.832
Conf
1.000
DDL NYSE
Dingdong (Cayman) Limited ADR
0.890
Consumer Defensive Grocery Stores SMALL
Value%
0.980
Quality%
0.700
Mom%
0.310
P/E
1.2×
F-Score
6/9
E/Y
0.2259
EBITDA/EV
0.4636
SH Yield
0.0196
ROE
0.3220
Margin
0.0199
Vol
0.5504
RAM
0.50
QV
0.828
Conf
0.970
DSWL NASDAQ
Deswell Industries Inc
0.910
Technology Electronic Components MICRO
Value%
0.980
Quality%
0.270
Mom%
0.850
P/E
2.9×
F-Score
4/9
E/Y
0.3508
EBITDA/EV
0.4032
SH Yield
0.0540
ROE
0.1877
Margin
0.1627
Vol
0.4173
RAM
1.20
QV
0.514
Conf
0.970
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