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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 7 Jun 2026
50+
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Trending Value (Classic)
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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 + buybacks + debt paydown — O'Shaughnessy's total 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
🏢
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
50+ tickers match · Page 2 of 3
VIRT
Virtu Financial, Inc.
0.940
Financial Services Capital Markets MID
Value%
0.830
Quality%
0.870
Mom%
0.740
P/E
8.2×
F-Score
6/9
E/Y
0.1226
EBITDA/EV
0.1192
SH Yield
0.0820
ROE
0.3176
Margin
0.1417
Vol
0.3129
RAM
0.78
QV
0.850
Conf
1.000
KOP
Koppers Holdings Inc
0.950
Basic Materials Specialty Chemicals SMALL
Value%
0.900
Quality%
0.760
Mom%
0.770
P/E
10.7×
F-Score
8/9
E/Y
0.0938
EBITDA/EV
0.1434
SH Yield
0.0085
ROE
0.1401
Margin
0.0410
Vol
0.3405
RAM
1.11
QV
0.827
Conf
1.000
MRX
Marex Group plc Ordinary Shares
0.960
Financial Services Capital Markets MID
Value%
0.930
Quality%
0.790
Mom%
0.770
P/E
8.0×
F-Score
5/9
E/Y
0.1246
EBITDA/EV
0.3805
SH Yield
0.0140
ROE
0.3661
Margin
0.0906
Vol
0.4154
RAM
0.85
QV
0.857
Conf
1.000
DINO
HF Sinclair Corp
0.910
Energy Oil & Gas Refining & Marketing LARGE
Value%
0.940
Quality%
0.280
Mom%
0.920
P/E
10.5×
F-Score
6/9
E/Y
0.0954
EBITDA/EV
0.1864
SH Yield
0.0435
ROE
0.1274
Margin
0.0446
Vol
0.3833
RAM
2.68
QV
0.513
Conf
0.970
FLXS
Flexsteel Industries Inc
0.980
Consumer Cyclical Furnishings, Fixtures & Appliances SMALL
Value%
0.930
Quality%
0.790
Mom%
0.910
P/E
10.3×
F-Score
7/9
E/Y
0.0970
EBITDA/EV
0.1612
SH Yield
0.0131
ROE
0.1679
Margin
0.0679
Vol
0.6475
RAM
1.35
QV
0.857
Conf
1.000
SPB
Spectrum Brands Holdings Inc
0.830
Consumer Defensive Household & Personal Products SMALL
Value%
0.800
Quality%
0.220
Mom%
0.840
P/E
15.0×
F-Score
5/9
E/Y
0.0665
EBITDA/EV
0.1006
SH Yield
0.0235
ROE
0.0665
Margin
0.0448
Vol
0.3708
RAM
1.33
QV
0.420
Conf
1.000
BHP
BHP Group Limited
0.980
Basic Materials Other Industrial Metals & Mining MEGA
Value%
0.880
Quality%
0.980
Mom%
0.900
P/E
9.7×
F-Score
5/9
E/Y
0.1028
EBITDA/EV
0.2321
SH Yield
0.0623
ROE
0.4293
Margin
0.2010
Vol
0.2844
RAM
2.75
QV
0.929
Conf
0.839
ASC
Ardmore Shpng
0.970
Industrials Marine Shipping SMALL
Value%
0.920
Quality%
0.730
Mom%
0.910
P/E
11.5×
F-Score
5/9
E/Y
0.0869
EBITDA/EV
0.1452
SH Yield
0.0232
ROE
0.0891
Margin
0.1800
Vol
0.3887
RAM
2.77
QV
0.820
Conf
1.000
RILYG
B. Riley Financial Inc. 5.00% Senior Notes due 2026
0.970
Other Other SMALL
Value%
0.940
Quality%
0.690
Mom%
0.950
P/E
2.0×
F-Score
4/9
E/Y
0.5008
EBITDA/EV
0.4655
SH Yield
0.0557
ROE
4.8587
Margin
0.2982
Vol
0.3592
RAM
4.17
QV
0.805
Conf
0.909
SU
Suncor Energy Inc
0.980
Energy Oil & Gas Integrated LARGE
Value%
0.910
Quality%
0.940
Mom%
0.900
P/E
11.7×
F-Score
7/9
E/Y
0.0856
EBITDA/EV
0.2008
SH Yield
0.0381
ROE
0.1383
Margin
0.1217
Vol
0.2595
RAM
2.99
QV
0.925
Conf
1.000
RIO
Rio Tinto ADR
0.980
Basic Materials Other Industrial Metals & Mining LARGE
Value%
0.920
Quality%
0.850
Mom%
0.910
P/E
7.7×
F-Score
3/9
E/Y
0.1302
EBITDA/EV
0.2273
SH Yield
0.0797
ROE
0.3453
Margin
0.1928
Vol
0.2374
RAM
3.71
QV
0.884
Conf
0.839
SND
Smart Sand Inc
0.910
Energy Oil & Gas Equipment & Services MICRO
Value%
0.970
Quality%
0.190
Mom%
0.960
P/E
9.8×
F-Score
6/9
E/Y
0.1017
EBITDA/EV
0.1249
SH Yield
0.0278
ROE
0.0928
Margin
0.0607
Vol
0.7489
RAM
2.30
QV
0.429
Conf
0.970
TRMD
Torm PLC Class A
0.980
Energy Oil & Gas Midstream MID
Value%
0.940
Quality%
0.820
Mom%
0.910
P/E
8.5×
F-Score
4/9
E/Y
0.1172
EBITDA/EV
0.1674
SH Yield
0.0909
ROE
0.1514
Margin
0.2443
Vol
0.3806
RAM
2.97
QV
0.878
Conf
1.000
PBR-A
Petróleo Brasileiro S.A. - Petrobras
0.990
Energy Oil & Gas Integrated LARGE
Value%
0.960
Quality%
0.930
Mom%
0.880
P/E
5.0×
F-Score
7/9
E/Y
0.1991
EBITDA/EV
0.1696
SH Yield
0.0732
ROE
0.2386
Margin
0.2181
Vol
0.3031
RAM
2.71
QV
0.945
Conf
1.000
TTE
TotalEnergies SE ADR
0.950
Energy Oil & Gas Integrated LARGE
Value%
0.900
Quality%
0.680
Mom%
0.860
P/E
12.8×
F-Score
5/9
E/Y
0.0784
EBITDA/EV
0.1868
SH Yield
0.0436
ROE
0.1226
Margin
0.0819
Vol
0.2291
RAM
2.51
QV
0.782
Conf
1.000
RMR
RMR Group Inc
0.970
Real Estate Real Estate Services SMALL
Value%
0.910
Quality%
0.850
Mom%
0.830
P/E
16.3×
F-Score
4/9
E/Y
0.0612
EBITDA/EV
0.1935
SH Yield
0.0899
ROE
0.0914
Margin
0.0325
Vol
0.3142
RAM
1.50
QV
0.879
Conf
1.000
KELYA
Kelly Services A Inc
0.620
Industrials Staffing & Employment Services SMALL
Value%
0.940
Quality%
0.110
Mom%
0.200
F-Score
5/9
SH Yield
0.0269
ROE
-0.2744
Margin
-0.0644
Vol
0.4512
RAM
-0.34
QV
0.322
Conf
0.879
SXC
SunCoke Energy Inc
0.570
Basic Materials Coking Coal SMALL
Value%
0.840
Quality%
0.080
Mom%
0.300
F-Score
2/9
EBITDA/EV
0.1561
SH Yield
0.0530
ROE
-0.1133
Margin
-0.0355
Vol
0.4247
RAM
-0.15
QV
0.259
Conf
0.939
CHRD
Chord Energy Corp
0.880
Energy Oil & Gas E&P MID
Value%
0.890
Quality%
0.270
Mom%
0.840
F-Score
4/9
EBITDA/EV
0.2077
SH Yield
0.0399
ROE
-0.0083
Margin
-0.0125
Vol
0.3656
RAM
1.35
QV
0.490
Conf
0.939
GASS
StealthGas Inc
0.960
Industrials Marine Shipping SMALL
Value%
0.970
Quality%
0.660
Mom%
0.850
P/E
5.9×
F-Score
5/9
E/Y
0.1707
EBITDA/EV
0.3198
SH Yield
0.0000
ROE
0.0859
Margin
0.3479
Vol
0.3294
RAM
1.75
QV
0.800
Conf
1.000
STNG
Scorpio Tankers Inc
0.980
Energy Oil & Gas Midstream MID
Value%
0.940
Quality%
0.840
Mom%
0.930
P/E
7.6×
F-Score
6/9
E/Y
0.1322
EBITDA/EV
0.1737
SH Yield
0.0226
ROE
0.1473
Margin
0.4844
Vol
0.3868
RAM
3.03
QV
0.889
Conf
1.000
MGA
Magna International Inc
0.880
Consumer Cyclical Auto Parts LARGE
Value%
0.860
Quality%
0.250
Mom%
0.910
P/E
27.4×
F-Score
5/9
E/Y
0.0365
EBITDA/EV
0.1863
SH Yield
0.0296
ROE
0.0562
Margin
0.0158
Vol
0.3928
RAM
1.97
QV
0.464
Conf
1.000
APA
APA Corporation
0.990
Energy Oil & Gas E&P LARGE
Value%
0.950
Quality%
0.960
Mom%
0.920
P/E
8.4×
F-Score
5/9
E/Y
0.1184
EBITDA/EV
0.3301
SH Yield
0.0276
ROE
0.2375
Margin
0.1780
Vol
0.4227
RAM
2.37
QV
0.955
Conf
1.000
OEC
Orion Engineered Carbons SA
0.500
Basic Materials Specialty Chemicals SMALL
Value%
0.870
Quality%
0.120
Mom%
0.070
F-Score
3/9
EBITDA/EV
0.1021
SH Yield
0.0128
ROE
-0.2348
Margin
-0.0498
Vol
0.6143
RAM
-0.52
QV
0.323
Conf
0.939
ERIC
Telefonaktiebolaget LM Ericsson B ADR
0.990
Technology Communication Equipment LARGE
Value%
0.980
Quality%
0.920
Mom%
0.840
P/E
1.7×
F-Score
7/9
E/Y
0.5901
EBITDA/EV
2.0005
SH Yield
0.2172
ROE
0.2432
Margin
0.1080
Vol
0.2938
RAM
1.49
QV
0.950
Conf
1.000
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