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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 7 Jun 2026
50+
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Alpha Within 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 + 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
CHA
Chagee Holdings Limited American Depositary Shares
0.860
Consumer Cyclical Restaurants MID
Value%
0.990
Quality%
0.840
Mom%
0.010
P/E
2.4×
F-Score
6/9
E/Y
0.4251
EBITDA/EV
0.4940
SH Yield
0.5561
ROE
0.1205
Margin
0.0722
Vol
0.5612
RAM
-1.17
QV
0.912
Conf
1.000
JBS
JBS N.V.
0.950
Consumer Defensive Packaged Foods LARGE
Value%
0.980
Quality%
0.720
Mom%
0.650
P/E
1.4×
F-Score
7/9
E/Y
0.7235
EBITDA/EV
1.4573
SH Yield
0.5530
ROE
0.2249
Margin
0.0200
Vol
0.4011
QV
0.840
Conf
0.939
AXIA
AXIA Energia
0.980
Utilities Utilities - Renewable LARGE
Value%
0.960
Quality%
0.770
Mom%
0.920
P/E
2.3×
F-Score
6/9
E/Y
0.4275
EBITDA/EV
0.0877
SH Yield
0.5489
ROE
0.0784
Margin
0.2190
Vol
0.3831
RAM
3.13
QV
0.860
Conf
1.000
DLNG
Dynagas LNG Partners LP
0.930
Energy Oil & Gas Midstream MICRO
Value%
0.980
Quality%
0.930
Mom%
0.290
P/E
2.1×
F-Score
7/9
E/Y
0.4827
EBITDA/EV
0.8389
SH Yield
0.5327
ROE
0.1345
Margin
0.4160
Vol
0.2205
RAM
0.38
QV
0.955
Conf
0.970
TIMB
TIM Participacoes SA
0.990
Communication Services Telecom Services LARGE
Value%
0.980
Quality%
0.980
Mom%
0.790
P/E
2.4×
F-Score
8/9
E/Y
0.4202
EBITDA/EV
1.2936
SH Yield
0.5014
ROE
0.1774
Margin
0.1602
Vol
0.3263
RAM
1.38
QV
0.980
Conf
1.000
HMY
Harmony Gold Mining Company Limited
0.980
Basic Materials Gold MID
Value%
0.990
Quality%
0.980
Mom%
0.670
P/E
0.4×
F-Score
8/9
E/Y
2.6527
EBITDA/EV
3.6026
SH Yield
0.4506
ROE
0.5081
Margin
0.1753
Vol
0.6411
RAM
0.39
QV
0.985
Conf
0.894
AMX
America Movil SAB de CV ADR
0.990
Communication Services Telecom Services LARGE
Value%
0.980
Quality%
0.980
Mom%
0.860
P/E
0.9×
F-Score
8/9
E/Y
1.1616
EBITDA/EV
0.6971
SH Yield
0.4420
ROE
0.2378
Margin
0.0923
Vol
0.2738
RAM
2.37
QV
0.980
Conf
1.000
SID
Companhia Siderurgica Nacional ADR
0.600
Basic Materials Steel SMALL
Value%
0.920
Quality%
0.140
Mom%
0.150
F-Score
6/9
EBITDA/EV
0.1967
SH Yield
0.4356
ROE
-0.1551
Margin
-0.0443
Vol
0.5288
RAM
-0.12
QV
0.359
Conf
0.879
IMOS
ChipMOS Technologies Inc
0.940
Technology Semiconductors MID
Value%
0.990
Quality%
0.280
Mom%
0.970
P/E
2.4×
F-Score
6/9
E/Y
0.4084
EBITDA/EV
0.3723
SH Yield
0.4336
ROE
0.0336
Margin
0.0325
Vol
0.8897
RAM
2.48
QV
0.526
Conf
1.000
KG
Kestrel Group, Ltd.
0.560
Financial Services Insurance - Reinsurance MICRO
Value%
0.900
Quality%
0.220
Mom%
0.020
P/E
2.3×
F-Score
3/9
E/Y
0.4291
EBITDA/EV
0.2754
SH Yield
0.4325
ROE
0.3268
Margin
0.9622
Vol
0.7492
RAM
-0.72
QV
0.445
Conf
0.939
SDHC
Smith Douglas Homes Corp.
0.450
Real Estate Real Estate - Development MICRO
Value%
0.830
Quality%
0.110
Mom%
0.080
P/E
13.4×
F-Score
2/9
E/Y
0.0747
EBITDA/EV
0.3893
SH Yield
0.4321
ROE
0.1045
Margin
0.0090
Vol
0.5291
RAM
-0.61
QV
0.302
Conf
1.000
BCIC
BCP Investment Corp.
0.850
Financial Services Asset Management MICRO
Value%
0.910
Quality%
0.840
Mom%
0.100
P/E
65.7×
F-Score
6/9
E/Y
0.0152
EBITDA/EV
0.2785
SH Yield
0.4265
ROE
0.0073
Margin
0.0233
Vol
0.3107
RAM
-0.62
QV
0.874
Conf
0.970
FINV
FinVolution Group
0.840
Financial Services Credit Services SMALL
Value%
0.990
Quality%
0.670
Mom%
0.060
P/E
0.6×
F-Score
3/9
E/Y
1.7401
EBITDA/EV
2.0584
SH Yield
0.4030
ROE
0.1361
Margin
0.1664
Vol
0.4920
RAM
-0.73
QV
0.814
Conf
1.000
XIFR
XPLR Infrastructure LP Unit
0.860
Utilities Utilities - Renewable SMALL
Value%
0.940
Quality%
0.140
Mom%
0.770
P/E
10.5×
F-Score
4/9
E/Y
0.0951
EBITDA/EV
0.1244
SH Yield
0.3887
ROE
0.0325
Margin
0.0882
Vol
0.3465
RAM
0.91
QV
0.363
Conf
0.939
MOMO
Hello Group Inc
0.860
Communication Services Internet Content & Information SMALL
Value%
0.990
Quality%
0.700
Mom%
0.130
P/E
1.2×
F-Score
7/9
E/Y
0.8158
EBITDA/EV
1.8847
SH Yield
0.3861
ROE
0.0680
Margin
0.0720
Vol
0.2594
RAM
-0.53
QV
0.832
Conf
1.000
ITUB
Itau Unibanco Banco Holding SA
0.960
Financial Services Banks - Regional LARGE
Value%
0.970
Quality%
0.660
Mom%
0.780
P/E
1.8×
F-Score
5/9
E/Y
0.5486
EBITDA/EV
0.0712
SH Yield
0.3788
ROE
0.2116
Margin
0.1191
Vol
0.3164
RAM
1.37
QV
0.800
Conf
0.970
BRSL
Brightstar Lottery PLC
0.530
Consumer Cyclical Gambling MID
Value%
0.770
Quality%
0.180
Mom%
0.260
P/E
13.4×
F-Score
4/9
E/Y
0.0747
EBITDA/EV
0.1942
SH Yield
0.3787
ROE
0.1851
Margin
0.0625
Vol
0.3223
RAM
0.39
QV
0.372
Conf
0.939
BMEZ
BlackRock Health Sciences Trust II
0.900
Financial Services Asset Management MICRO
Value%
0.970
Quality%
0.810
Mom%
0.280
P/E
4.4×
F-Score
5/9
E/Y
0.2289
EBITDA/EV
0.2289
SH Yield
0.3739
ROE
0.0566
Margin
0.7372
Vol
0.1542
RAM
0.37
QV
0.886
Conf
0.316
GHG
GreenTree Hospitality Group Ltd
0.850
Consumer Cyclical Lodging MICRO
Value%
0.970
Quality%
0.780
Mom%
0.050
F-Score
7/9
EBITDA/EV
2.5553
SH Yield
0.3546
ROE
-0.0110
Margin
-0.0170
Vol
0.3535
RAM
-1.14
QV
0.870
Conf
0.939
VINP
Vinci Partners Investments Ltd
0.920
Financial Services Asset Management SMALL
Value%
0.980
Quality%
0.880
Mom%
0.290
P/E
1.4×
F-Score
8/9
E/Y
0.7049
EBITDA/EV
0.4591
SH Yield
0.3355
ROE
0.2206
Margin
0.2702
Vol
0.2538
RAM
0.77
QV
0.929
Conf
1.000
MNSO
Miniso Group Holding Ltd
0.860
Consumer Cyclical Specialty Retail MID
Value%
0.990
Quality%
0.710
Mom%
0.120
P/E
2.0×
F-Score
5/9
E/Y
0.5123
EBITDA/EV
2.1112
SH Yield
0.3327
ROE
0.1861
Margin
0.0901
Vol
0.4521
RAM
-0.35
QV
0.838
Conf
1.000
NDMO
Nuveen Dynamic Municipal Opportunities Fund
0.350
Financial Services Asset Management SMALL
Value%
0.280
Quality%
0.810
Mom%
0.300
P/E
41.3×
F-Score
4/9
E/Y
0.0242
EBITDA/EV
0.0244
SH Yield
0.3305
ROE
0.0235
Margin
0.5880
Vol
0.1017
RAM
0.93
QV
0.476
Conf
0.702
PAGS
PagSeguro Digital Ltd
0.900
Technology Software - Infrastructure MID
Value%
0.980
Quality%
0.750
Mom%
0.300
P/E
1.1×
F-Score
7/9
E/Y
0.8854
EBITDA/EV
0.2044
SH Yield
0.3286
ROE
0.1489
Margin
0.1079
Vol
0.4146
RAM
0.53
QV
0.857
Conf
1.000
CHMI
Cherry Hill Mortgage Investment Corp
0.480
Real Estate Reit - Mortgage MICRO
Value%
0.720
Quality%
0.230
Mom%
0.220
P/E
6.1×
F-Score
3/9
E/Y
0.1641
EBITDA/EV
0.0323
SH Yield
0.3199
ROE
0.0618
Margin
0.2031
Vol
0.2970
RAM
0.11
QV
0.407
Conf
0.970
ASX
ASE Industrial Holding Co Ltd ADR
0.990
Technology Semiconductors LARGE
Value%
0.990
Quality%
0.890
Mom%
0.970
P/E
1.6×
F-Score
6/9
E/Y
0.6175
EBITDA/EV
0.5309
SH Yield
0.3035
ROE
0.1344
Margin
0.0707
Vol
0.4725
RAM
5.61
QV
0.939
Conf
1.000
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