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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 19 Jul 2026
48+
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Deep 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 + 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
ACGLN NASDAQ
Arch Capital Group Ltd.
0.910
Financial Services Insurance - Diversified MID
Value%
0.980
Quality%
0.880
Mom%
0.260
P/E
1.2×
F-Score
8/9
E/Y
0.6573
EBITDA/EV
0.6776
SH Yield
0.4772
ROE
0.2014
Margin
0.2473
Vol
0.0959
RAM
0.19
QV
0.929
Conf
0.969
PUK NYSE
Prudential PLC ADR
0.970
Financial Services Insurance - Life LARGE
Value%
0.950
Quality%
0.930
Mom%
0.650
P/E
5.2×
F-Score
6/9
E/Y
0.6184
EBITDA/EV
0.8085
SH Yield
0.0543
ROE
0.3361
Margin
0.1880
Vol
0.2490
RAM
0.43
QV
0.940
Conf
0.778
UGP NYSE
Ultrapar Participacoes SA ADR
0.980
Energy Oil & Gas Refining & Marketing MID
Value%
0.970
Quality%
0.760
Mom%
0.940
P/E
2.2×
F-Score
6/9
E/Y
0.6157
EBITDA/EV
0.7569
SH Yield
0.2276
ROE
0.9065
Margin
0.0206
Vol
0.3596
RAM
2.24
QV
0.859
Conf
0.969
OMAB NASDAQ
Grupo Aeroportuario del Centro Norte SAB de CV
0.930
Industrials Airports & Air Services MID
Value%
0.980
Quality%
0.980
Mom%
0.260
P/E
1.0×
F-Score
6/9
E/Y
0.5995
EBITDA/EV
0.6589
SH Yield
0.0516
ROE
0.4234
Margin
0.3263
Vol
0.3312
RAM
0.24
QV
0.980
Conf
0.940
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
SLDE NASDAQ
Slide Insurance Holdings, Inc. Common Stock
0.920
Financial Services Insurance - Property & Casualty MID
Value%
0.950
Quality%
0.950
Mom%
0.270
P/E
4.8×
F-Score
7/9
E/Y
0.5575
EBITDA/EV
0.5535
SH Yield
-0.0962
ROE
0.4409
Margin
0.3886
Vol
0.4374
RAM
-0.23
QV
0.950
Conf
0.910
BAP NYSE
Credicorp Ltd
0.990
Financial Services Banks - Regional LARGE
Value%
0.970
Quality%
0.960
Mom%
0.910
P/E
4.3×
F-Score
8/9
E/Y
0.5323
EBITDA/EV
0.5664
SH Yield
0.0404
ROE
0.1856
Margin
0.2503
Vol
0.2902
RAM
2.66
QV
0.965
Conf
0.969
CYD NYSE
China Yuchai International Limited
0.980
Consumer Cyclical Auto Manufacturers SMALL
Value%
0.990
Quality%
0.700
Mom%
0.910
P/E
2.9×
F-Score
8/9
E/Y
0.5289
EBITDA/EV
1.1562
SH Yield
0.0198
ROE
0.0586
Margin
0.0163
Vol
0.5773
RAM
1.56
QV
0.832
Conf
0.969
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
WETH NASDAQ
Wetouch Technology Inc. Common Stock
0.280
Technology Electronic Components NANO
Value%
0.400
Quality%
0.380
Mom%
0.390
P/E
2.5×
F-Score
6/9
E/Y
0.5019
EBITDA/EV
0.5353
SH Yield
0.0000
ROE
0.0442
Margin
0.1694
Vol
0.8807
RAM
0.47
QV
0.390
Conf
0.881
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
STEM NYSE
Stem Inc
0.580
Utilities Utilities - Renewable MICRO
Value%
0.900
Quality%
0.250
Mom%
0.050
P/E
0.4×
F-Score
6/9
E/Y
0.4911
EBITDA/EV
0.6292
SH Yield
0.0000
ROE
-0.5402
Margin
0.9416
Vol
0.8549
RAM
-0.46
QV
0.474
Conf
0.822
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
BWMX NYSE
Betterware de México, S.A.P.I. de C.V.
0.990
Consumer Cyclical Specialty Retail SMALL
Value%
0.980
Quality%
0.940
Mom%
0.940
P/E
0.6×
F-Score
7/9
E/Y
0.4526
EBITDA/EV
0.5544
SH Yield
0.0491
ROE
0.7233
Margin
0.0770
Vol
0.3766
RAM
2.93
QV
0.960
Conf
0.940
GTEC NASDAQ
Greenland Acquisition Corp
0.580
Consumer Cyclical Auto Parts NANO
Value%
0.530
Quality%
0.510
Mom%
0.520
P/E
2.6×
F-Score
7/9
E/Y
0.4436
EBITDA/EV
0.5223
SH Yield
0.2534
ROE
0.0704
Margin
0.0627
Vol
0.9151
RAM
-0.75
QV
0.520
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
AII NYSE
American Integrity Insurance Group, Inc.
0.930
Financial Services Insurance - Property & Casualty SMALL
Value%
0.970
Quality%
0.960
Mom%
0.310
P/E
4.5×
F-Score
9/9
E/Y
0.4368
EBITDA/EV
0.4482
SH Yield
-0.1997
ROE
0.2427
Margin
0.2756
Vol
0.4052
RAM
0.00
QV
0.965
Conf
0.969
AFYA NASDAQ
Afya Ltd
0.920
Consumer Defensive Education & Training Services SMALL
Value%
0.970
Quality%
0.980
Mom%
0.210
P/E
1.7×
F-Score
7/9
E/Y
0.4241
EBITDA/EV
0.5282
SH Yield
0.0267
ROE
0.1612
Margin
0.2004
Vol
0.2842
RAM
-0.11
QV
0.975
Conf
0.940
ACGLO NASDAQ
Arch Capital Group Ltd
0.910
Financial Services Insurance - Diversified LARGE
Value%
0.980
Quality%
0.880
Mom%
0.240
P/E
2.3×
F-Score
8/9
E/Y
0.3999
EBITDA/EV
0.4123
SH Yield
0.2809
ROE
0.2014
Margin
0.2473
Vol
0.0978
RAM
-0.07
QV
0.929
Conf
0.969
NTB NYSE
Bank of N.T. Butterfield & Son Ltd
0.970
Financial Services Banks - Diversified MID
Value%
0.910
Quality%
0.850
Mom%
0.800
P/E
10.1×
F-Score
8/9
E/Y
0.3976
EBITDA/EV
0.4584
SH Yield
0.0852
ROE
0.2120
Margin
0.3179
Vol
0.1743
RAM
1.91
QV
0.879
Conf
0.940
FCAP NASDAQ
First Capital Inc
0.970
Financial Services Banks - Regional MICRO
Value%
0.940
Quality%
0.750
Mom%
0.870
P/E
11.7×
F-Score
6/9
E/Y
0.3936
EBITDA/EV
0.4137
SH Yield
0.0230
ROE
0.1265
Margin
0.2603
Vol
0.4911
RAM
1.33
QV
0.840
Conf
0.940
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
SPRO NASDAQ
Spero Therapeutics Inc
0.690
Healthcare Biotechnology MICRO
Value%
0.930
Quality%
0.320
Mom%
0.130
P/E
6.0×
F-Score
6/9
E/Y
0.3748
EBITDA/EV
0.3936
SH Yield
0.0000
ROE
0.2878
Margin
0.2782
Vol
0.5426
RAM
-0.07
QV
0.546
Conf
0.881
VINP NASDAQ
Vinci Partners Investments Ltd
0.920
Financial Services Asset Management SMALL
Value%
0.980
Quality%
0.910
Mom%
0.270
P/E
1.4×
F-Score
8/9
E/Y
0.3742
EBITDA/EV
0.4110
SH Yield
0.1462
ROE
0.2206
Margin
0.2702
Vol
0.2455
RAM
0.19
QV
0.944
Conf
0.969
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