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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 19 Jul 2026
48+
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Alpha Within Value
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Preset: alpha_within_value ×
Preset Screens ▾
⭐
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%
0.970
Quality%
0.710
Mom%
0.780
F-Score
6/9
E/Y
0.1390
EBITDA/EV
0.3667
SH Yield
0.4160
ROE
-0.0842
Margin
-0.1372
Vol
0.4362
RAM
1.00
QV
0.830
Conf
0.881
XIFR NYSE
XPLR Infrastructure LP Unit
0.760
Utilities Utilities - Renewable SMALL
Value%
0.760
Quality%
0.170
Mom%
0.790
P/E
10.9×
F-Score
4/9
E/Y
0.0125
EBITDA/EV
0.0588
SH Yield
0.3715
ROE
0.0325
Margin
0.0882
Vol
0.3128
RAM
1.09
QV
0.359
Conf
0.910
BEKE NYSE
Ke Holdings Inc
0.660
Real Estate Real Estate Services LARGE
Value%
0.980
Quality%
0.110
Mom%
0.190
P/E
5.7×
F-Score
4/9
E/Y
0.3837
EBITDA/EV
0.4075
SH Yield
0.3577
ROE
0.0529
Margin
0.0378
Vol
0.3813
RAM
-0.50
QV
0.328
Conf
0.969
BCIC NASDAQ
BCP Investment Corp.
0.720
Financial Services Asset Management MICRO
Value%
0.730
Quality%
0.840
Mom%
0.080
P/E
64.6×
F-Score
6/9
E/Y
0.0322
EBITDA/EV
0.0526
SH Yield
0.3536
ROE
0.0073
Margin
0.0233
Vol
0.2971
RAM
-1.16
QV
0.783
Conf
0.940
IMOS NASDAQ
ChipMOS Technologies Inc
0.930
Technology Semiconductors MID
Value%
0.980
Quality%
0.280
Mom%
0.980
P/E
2.9×
F-Score
6/9
E/Y
0.2978
EBITDA/EV
0.2989
SH Yield
0.3522
ROE
0.0336
Margin
0.0325
Vol
0.9168
RAM
2.86
QV
0.524
Conf
0.969
FLX NASDAQ
BingEx Ltd
0.850
Industrials Integrated Freight & Logistics MICRO
Value%
0.990
Quality%
0.710
Mom%
0.100
P/E
2.0×
F-Score
7/9
E/Y
0.5663
EBITDA/EV
0.3726
SH Yield
0.3501
ROE
0.0980
Margin
0.0194
Vol
0.6255
RAM
-0.44
QV
0.838
Conf
0.910
GHG NYSE
GreenTree Hospitality Group Ltd
0.810
Consumer Cyclical Lodging MICRO
Value%
0.980
Quality%
0.610
Mom%
0.040
P/E
1.4×
F-Score
7/9
E/Y
0.1435
EBITDA/EV
1.0138
SH Yield
0.3486
ROE
0.0549
Margin
0.0843
Vol
0.3342
RAM
-1.58
QV
0.773
Conf
0.969
NMFC NASDAQ
New Mountain Finance Corporation
0.720
Financial Services Asset Management SMALL
Value%
0.750
Quality%
0.750
Mom%
0.120
F-Score
4/9
E/Y
0.0274
EBITDA/EV
0.0426
SH Yield
0.3318
ROE
-0.0554
Margin
-0.2563
Vol
0.2324
RAM
-0.99
QV
0.750
Conf
0.940
YSG NYSE
Yatsen Holding
0.320
Consumer Defensive Household & Personal Products SMALL
Value%
0.760
Quality%
0.090
Mom%
0.020
F-Score
4/9
EBITDA/EV
0.0595
SH Yield
0.3315
ROE
-0.0465
Margin
-0.0305
Vol
0.6844
RAM
-1.00
QV
0.262
Conf
0.822
YEXT NYSE
Yext Inc
0.730
Technology Software - Infrastructure SMALL
Value%
0.750
Quality%
0.830
Mom%
0.070
P/E
13.5×
F-Score
6/9
E/Y
0.0785
EBITDA/EV
0.1320
SH Yield
0.3310
ROE
1.6229
Margin
0.0893
Vol
0.5840
RAM
-0.92
QV
0.789
Conf
0.909
DSP NASDAQ
Viant Technology Inc
0.770
Technology Software - Application MICRO
Value%
0.750
Quality%
0.850
Mom%
0.150
P/E
25.3×
F-Score
7/9
E/Y
0.0403
EBITDA/EV
0.1130
SH Yield
0.3231
ROE
0.1065
Margin
0.0251
Vol
0.6564
RAM
-0.27
QV
0.798
Conf
0.910
HOG NYSE
Harley-Davidson Inc
0.840
Consumer Cyclical Recreational Vehicles MID
Value%
0.930
Quality%
0.240
Mom%
0.660
P/E
12.1×
F-Score
8/9
E/Y
0.1097
EBITDA/EV
0.1642
SH Yield
0.3208
ROE
0.0752
Margin
0.0534
Vol
0.3594
RAM
0.35
QV
0.472
Conf
0.969
IH NYSE
Ihuman Inc
0.650
Consumer Defensive Education & Training Services MICRO
Value%
0.990
Quality%
0.230
Mom%
0.030
P/E
1.0×
F-Score
6/9
E/Y
0.5009
EBITDA/EV
0.9146
SH Yield
0.3184
ROE
0.0768
Margin
0.0942
Vol
0.3450
RAM
-1.56
QV
0.477
Conf
0.969
CION NYSE
Cion Investment Corp
0.200
Financial Services Asset Management SMALL
Value%
0.330
Quality%
0.630
Mom%
0.120
F-Score
6/9
E/Y
0.0161
EBITDA/EV
0.0187
SH Yield
0.3137
ROE
-0.0015
Margin
-0.0065
Vol
0.3420
RAM
-0.60
QV
0.456
Conf
0.910
TCBIO NASDAQ
Texas Capital Bancshares, Inc.
0.910
Financial Services Banks - Regional SMALL
Value%
0.980
Quality%
0.860
Mom%
0.290
P/E
2.6×
F-Score
8/9
E/Y
0.5068
EBITDA/EV
0.5659
SH Yield
0.3131
ROE
0.0990
Margin
0.1771
Vol
0.1273
RAM
0.51
QV
0.918
Conf
0.969
NGL NYSE
NGL Energy Partners LP
0.850
Energy Oil & Gas Midstream SMALL
Value%
0.790
Quality%
0.260
Mom%
0.980
F-Score
5/9
E/Y
0.0733
EBITDA/EV
0.1231
SH Yield
0.3124
ROE
-6.9548
Margin
-0.0571
Vol
0.6044
RAM
4.58
QV
0.453
Conf
0.881
FMX NYSE
Fomento Economico Mexicano
0.460
Consumer Defensive Beverages - Brewers LARGE
Value%
0.170
Quality%
0.720
Mom%
0.800
P/E
28.0×
F-Score
6/9
E/Y
0.0296
EBITDA/EV
0.0491
SH Yield
0.3094
ROE
0.1329
Margin
0.0338
Vol
0.2493
RAM
1.42
QV
0.350
Conf
0.969
ACR NYSE
Acres Commercial Realty Corp
0.140
Real Estate Reit - Mortgage MICRO
Value%
0.360
Quality%
0.290
Mom%
0.240
P/E
5.0×
F-Score
6/9
E/Y
0.0170
EBITDA/EV
0.0206
SH Yield
0.3003
ROE
0.0617
Margin
0.1441
Vol
0.3315
RAM
-0.17
QV
0.323
Conf
0.969
FPI NYSE
Farmland Partners Inc
0.710
Real Estate Reit - Specialty SMALL
Value%
0.680
Quality%
0.810
Mom%
0.180
P/E
14.0×
F-Score
6/9
E/Y
0.0631
EBITDA/EV
0.0692
SH Yield
0.3003
ROE
0.0655
Margin
0.5600
Vol
0.2455
RAM
-0.49
QV
0.742
Conf
0.969
HCKT NASDAQ
The Hackett Group Inc
0.720
Technology Information Technology Services MICRO
Value%
0.780
Quality%
0.790
Mom%
0.030
P/E
18.5×
F-Score
5/9
E/Y
0.0777
EBITDA/EV
0.0940
SH Yield
0.2995
ROE
0.2133
Margin
0.0475
Vol
0.4628
RAM
-1.19
QV
0.785
Conf
0.940
BRBR NYSE
Bellring Brands LLC
0.570
Consumer Defensive Packaged Foods SMALL
Value%
0.890
Quality%
0.280
Mom%
0.000
P/E
8.9×
F-Score
5/9
E/Y
0.1138
EBITDA/EV
0.1213
SH Yield
0.2960
ROE
-0.3178
Margin
0.0678
Vol
0.7500
RAM
-1.12
QV
0.499
Conf
0.881
TRIP NASDAQ
TripAdvisor Inc
0.740
Consumer Cyclical Travel Services SMALL
Value%
0.770
Quality%
0.760
Mom%
0.130
P/E
91.2×
F-Score
7/9
E/Y
0.0697
EBITDA/EV
0.1228
SH Yield
0.2953
ROE
0.0298
Margin
0.0099
Vol
0.4967
RAM
-0.52
QV
0.765
Conf
0.910
RWAY NASDAQ
Runway Growth Finance Corp
0.780
Financial Services Asset Management MICRO
Value%
0.810
Quality%
0.840
Mom%
0.060
F-Score
7/9
EBITDA/EV
0.0133
SH Yield
0.2921
ROE
-0.0060
Margin
-0.0260
Vol
0.2706
RAM
-1.53
QV
0.825
Conf
0.910
VRRM NASDAQ
Verra Mobility Corp
0.870
Technology Information Technology Services SMALL
Value%
0.960
Quality%
0.990
Mom%
0.000
P/E
4.8×
F-Score
8/9
E/Y
0.3893
EBITDA/EV
0.5698
SH Yield
0.2915
ROE
0.4818
Margin
0.1338
Vol
0.7196
RAM
-1.14
QV
0.975
Conf
0.910
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