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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 19 Jul 2026
48+
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Cornerstone Growth
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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
SNEX NASDAQ
Stonex Group Inc
0.850
Financial Services Capital Markets LARGE
Value%
0.810
Quality%
0.290
Mom%
0.900
P/E
26.5×
F-Score
4/9
E/Y
0.0818
EBITDA/EV
0.0847
SH Yield
0.0134
ROE
0.1713
Margin
0.0030
Vol
0.4866
RAM
2.52
QV
0.485
Conf
0.969
BFH NYSE
Bread Financial Holdings, Inc.
0.990
Financial Services Credit Services MID
Value%
0.970
Quality%
0.880
Mom%
0.890
P/E
7.2×
F-Score
7/9
E/Y
0.1529
EBITDA/EV
0.1710
SH Yield
0.0818
ROE
0.1687
Margin
0.1190
Vol
0.4009
RAM
1.74
QV
0.924
Conf
0.969
IFS NYSE
Intercorp Financial Services Inc
0.980
Financial Services Banks - Regional MID
Value%
0.980
Quality%
0.830
Mom%
0.880
P/E
3.2×
F-Score
9/9
E/Y
0.4576
EBITDA/EV
0.5370
SH Yield
0.0488
ROE
0.1675
Margin
0.2110
Vol
0.3284
RAM
1.77
QV
0.902
Conf
0.969
MRX NASDAQ
Marex Group plc Ordinary Shares
0.980
Financial Services Capital Markets MID
Value%
0.930
Quality%
0.810
Mom%
0.890
P/E
8.8×
F-Score
5/9
E/Y
0.4602
EBITDA/EV
0.4774
SH Yield
0.0203
ROE
0.3661
Margin
0.0906
Vol
0.4437
RAM
1.73
QV
0.868
Conf
0.969
SPB NYSE
Spectrum Brands Holdings Inc
0.810
Consumer Defensive Household & Personal Products MID
Value%
0.750
Quality%
0.230
Mom%
0.870
P/E
16.1×
F-Score
5/9
E/Y
0.0481
EBITDA/EV
0.0856
SH Yield
0.0878
ROE
0.0665
Margin
0.0448
Vol
0.3669
RAM
1.47
QV
0.415
Conf
0.969
VVX NYSE
V2X Inc
0.790
Industrials Aerospace & Defense MID
Value%
0.660
Quality%
0.330
Mom%
0.890
P/E
26.7×
F-Score
8/9
E/Y
0.0604
EBITDA/EV
0.0952
SH Yield
0.0124
ROE
0.0804
Margin
0.0188
Vol
0.4381
RAM
1.85
QV
0.467
Conf
0.910
WILC NASDAQ
G Willi-Food International Ltd
0.920
Consumer Defensive Food Distribution SMALL
Value%
0.980
Quality%
0.290
Mom%
0.880
P/E
4.7×
F-Score
4/9
E/Y
0.4091
EBITDA/EV
0.4374
SH Yield
0.0302
ROE
0.1384
Margin
0.1463
Vol
0.3650
RAM
1.90
QV
0.533
Conf
0.969
MCY NYSE
Mercury General Corporation
0.980
Financial Services Insurance - Property & Casualty MID
Value%
0.950
Quality%
0.830
Mom%
0.860
P/E
7.0×
F-Score
6/9
E/Y
0.2089
EBITDA/EV
0.2240
SH Yield
0.0120
ROE
0.3242
Margin
0.1368
Vol
0.2560
RAM
2.07
QV
0.888
Conf
0.969
UVE NYSE
Universal Insurance Holdings Inc
0.980
Financial Services Insurance - Property & Casualty SMALL
Value%
0.960
Quality%
0.860
Mom%
0.860
P/E
5.5×
F-Score
8/9
E/Y
0.4418
EBITDA/EV
0.4613
SH Yield
0.0470
ROE
0.3348
Margin
0.1225
Vol
0.3341
RAM
1.64
QV
0.909
Conf
0.969
LOCO NASDAQ
El Pollo Loco Holdings Inc
0.910
Consumer Cyclical Restaurants SMALL
Value%
0.770
Quality%
0.690
Mom%
0.850
P/E
17.3×
F-Score
8/9
E/Y
0.0622
EBITDA/EV
0.0846
SH Yield
-0.0055
ROE
0.0964
Margin
0.0587
Vol
0.3537
RAM
1.44
QV
0.729
Conf
0.910
PBR NYSE
Petroleo Brasileiro Petrobras SA ADR
0.990
Energy Oil & Gas Integrated LARGE
Value%
0.960
Quality%
0.910
Mom%
0.860
P/E
5.7×
F-Score
7/9
E/Y
0.1493
EBITDA/EV
0.2366
SH Yield
0.0286
ROE
0.2386
Margin
0.2181
Vol
0.3382
RAM
1.38
QV
0.935
Conf
0.969
AMX NYSE
America Movil SAB de CV ADR
0.990
Communication Services Telecom Services LARGE
Value%
0.980
Quality%
0.970
Mom%
0.860
P/E
0.9×
F-Score
8/9
E/Y
0.2744
EBITDA/EV
0.4969
SH Yield
0.1632
ROE
0.2378
Margin
0.0923
Vol
0.2830
RAM
1.93
QV
0.975
Conf
0.969
OPY NYSE
Oppenheimer Holdings Inc
0.850
Financial Services Capital Markets SMALL
Value%
0.810
Quality%
0.310
Mom%
0.860
P/E
12.0×
F-Score
7/9
E/Y
0.0882
EBITDA/EV
0.1029
SH Yield
0.0184
ROE
0.1020
Margin
0.0566
Vol
0.3731
RAM
1.41
QV
0.501
Conf
0.969
PBR-A NYSE
Petróleo Brasileiro S.A. - Petrobras
0.980
Energy Oil & Gas Integrated LARGE
Value%
0.970
Quality%
0.900
Mom%
0.840
P/E
5.4×
F-Score
7/9
E/Y
0.1545
EBITDA/EV
0.2449
SH Yield
0.0167
ROE
0.2386
Margin
0.2181
Vol
0.3099
RAM
1.37
QV
0.934
Conf
0.969
AIZ NYSE
Assurant, Inc.
0.950
Financial Services Insurance - Property & Casualty LARGE
Value%
0.840
Quality%
0.810
Mom%
0.830
P/E
13.7×
F-Score
7/9
E/Y
0.0942
EBITDA/EV
0.1124
SH Yield
0.0389
ROE
0.1704
Margin
0.0760
Vol
0.2203
RAM
1.82
QV
0.825
Conf
0.969
TBLA NASDAQ
Taboola
0.970
Communication Services Internet Content & Information SMALL
Value%
0.900
Quality%
0.880
Mom%
0.820
P/E
13.1×
F-Score
7/9
E/Y
0.0812
EBITDA/EV
0.1557
SH Yield
0.1515
ROE
0.1152
Margin
0.0564
Vol
0.5440
RAM
0.60
QV
0.890
Conf
0.940
LYG NYSE
Lloyds Banking Group PLC ADR
0.410
Financial Services Banks - Regional LARGE
Value%
0.340
Quality%
0.270
Mom%
0.830
P/E
17.1×
F-Score
5/9
E/Y
0.0572
EBITDA/EV
0.0572
SH Yield
0.0522
ROE
0.1053
Margin
0.0772
Vol
0.2768
RAM
1.37
QV
0.303
Conf
0.969
SUN NYSE
Sunoco LP
0.930
Energy Oil & Gas Refining & Marketing LARGE
Value%
0.870
Quality%
0.630
Mom%
0.810
P/E
16.0×
F-Score
6/9
E/Y
0.1144
EBITDA/EV
0.1696
SH Yield
-0.0550
ROE
0.3377
Margin
0.0285
Vol
0.2347
RAM
1.15
QV
0.740
Conf
0.910
CXW NYSE
CoreCivic Inc
0.410
Industrials Security & Protection Services MID
Value%
0.350
Quality%
0.250
Mom%
0.830
P/E
23.4×
F-Score
7/9
E/Y
0.0574
EBITDA/EV
0.0886
SH Yield
0.0771
ROE
0.0927
Margin
0.0553
Vol
0.3637
RAM
1.07
QV
0.296
Conf
0.969
MUSA NYSE
Murphy USA Inc
0.610
Consumer Cyclical Specialty Retail LARGE
Value%
0.310
Quality%
0.720
Mom%
0.820
P/E
20.6×
F-Score
5/9
E/Y
0.0599
EBITDA/EV
0.0802
SH Yield
0.0539
ROE
0.8406
Margin
0.0281
Vol
0.4122
RAM
0.77
QV
0.472
Conf
0.969
ITUB NYSE
Itau Unibanco Banco Holding SA
0.880
Financial Services Banks - Regional LARGE
Value%
0.930
Quality%
0.250
Mom%
0.830
P/E
2.0×
F-Score
5/9
E/Y
0.0549
EBITDA/EV
0.0632
SH Yield
0.1195
ROE
0.2116
Margin
0.1191
Vol
0.3210
RAM
1.18
QV
0.482
Conf
0.940
MFC NYSE
Manulife Financial Corp
0.970
Financial Services Insurance - Life LARGE
Value%
0.950
Quality%
0.810
Mom%
0.820
P/E
11.3×
F-Score
6/9
E/Y
0.1364
EBITDA/EV
0.1304
SH Yield
0.0464
ROE
0.1247
Margin
0.0809
Vol
0.1798
RAM
2.05
QV
0.877
Conf
0.969
C NYSE
Citigroup Inc.
0.810
Financial Services Banks - Diversified MEGA
Value%
0.810
Quality%
0.140
Mom%
0.830
P/E
12.2×
F-Score
5/9
E/Y
0.0900
EBITDA/EV
0.1022
SH Yield
0.0695
ROE
0.0840
Margin
0.1159
Vol
0.2771
RAM
2.04
QV
0.337
Conf
0.970
PANL NASDAQ
Pangaea Logistic
0.850
Industrials Marine Shipping SMALL
Value%
0.900
Quality%
0.170
Mom%
0.830
P/E
13.3×
F-Score
5/9
E/Y
0.0742
EBITDA/EV
0.1293
SH Yield
0.0350
ROE
0.0785
Margin
0.0510
Vol
0.4953
RAM
1.03
QV
0.391
Conf
0.969
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