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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 19 Jul 2026
48+
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Consistent Earners
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Preset: earnings_consistency ×
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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
PAC NYSE
Grupo Aeroportuario del Pacifico SAB De CV ADR
0.920
Industrials Airports & Air Services LARGE
Value%
0.970
Quality%
0.950
Mom%
0.280
P/E
1.2×
F-Score
7/9
E/Y
0.2729
EBITDA/EV
0.3347
SH Yield
0.0202
ROE
0.2078
Margin
0.3286
Vol
0.3521
RAM
0.40
QV
0.960
Conf
1.000
IBKR NASDAQ
Interactive Brokers Group Inc
0.950
Financial Services Capital Markets LARGE
Value%
0.800
Quality%
0.890
Mom%
0.820
P/E
38.9×
F-Score
4/9
E/Y
0.2310
EBITDA/EV
0.2335
SH Yield
0.0034
ROE
0.1859
Margin
0.0977
Vol
0.3340
RAM
1.51
QV
0.844
Conf
0.940
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
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
IBEX NASDAQ
IBEX Ltd
0.890
Technology Information Technology Services SMALL
Value%
0.900
Quality%
0.870
Mom%
0.330
P/E
10.0×
F-Score
7/9
E/Y
0.1109
EBITDA/EV
0.1466
SH Yield
0.0151
ROE
0.2934
Margin
0.0753
Vol
0.5505
RAM
0.04
QV
0.885
Conf
0.940
CF NYSE
CF Industries Holdings Inc
0.960
Basic Materials Agricultural Inputs LARGE
Value%
0.840
Quality%
0.970
Mom%
0.740
P/E
10.6×
F-Score
8/9
E/Y
0.1211
EBITDA/EV
0.1602
SH Yield
0.0679
ROE
0.3291
Margin
0.2373
Vol
0.3938
RAM
0.34
QV
0.903
Conf
0.969
WBS NYSE
Webster Financial Corporation
0.900
Financial Services Banks - Regional LARGE
Value%
0.790
Quality%
0.730
Mom%
0.750
P/E
12.0×
F-Score
7/9
E/Y
0.0767
EBITDA/EV
0.0858
SH Yield
0.0546
ROE
0.1068
Margin
0.2349
Vol
0.2137
RAM
1.28
QV
0.759
Conf
0.969
MGYR NASDAQ
Magyar Bancorp Inc
0.850
Financial Services Banks - Regional MICRO
Value%
0.930
Quality%
0.640
Mom%
0.300
P/E
10.2×
F-Score
6/9
E/Y
0.1366
EBITDA/EV
0.1443
SH Yield
0.0251
ROE
0.0899
Margin
0.1832
Vol
0.1762
RAM
0.59
QV
0.771
Conf
0.969
TNK NYSE
Teekay Tankers Ltd
0.970
Energy Oil & Gas Midstream MID
Value%
0.960
Quality%
0.690
Mom%
0.890
P/E
5.7×
F-Score
3/9
E/Y
0.2484
EBITDA/EV
0.2976
SH Yield
0.0242
ROE
0.1958
Margin
0.4260
Vol
0.3884
RAM
1.91
QV
0.814
Conf
0.969
COSO NYSE
CoastalSouth Bancshares, Inc.
0.940
Financial Services Banks - Regional SMALL
Value%
0.890
Quality%
0.740
Mom%
0.740
P/E
12.6×
F-Score
7/9
E/Y
0.0975
EBITDA/EV
0.1062
SH Yield
-0.0929
ROE
0.0995
Margin
0.1891
Vol
0.2125
RAM
1.21
QV
0.812
Conf
0.969
CCEP NASDAQ
Coca-Cola European Partners PLC
0.870
Consumer Defensive Beverages - Non-Alcoholic LARGE
Value%
0.820
Quality%
0.940
Mom%
0.300
P/E
13.9×
F-Score
6/9
E/Y
0.0950
EBITDA/EV
0.1174
SH Yield
0.0452
ROE
0.4288
Margin
0.0813
Vol
0.2422
RAM
0.11
QV
0.878
Conf
0.804
GTX NASDAQ
Garrett Motion Inc
0.920
Consumer Cyclical Auto Parts MID
Value%
0.710
Quality%
0.760
Mom%
0.970
P/E
17.3×
F-Score
7/9
E/Y
0.0726
EBITDA/EV
0.0866
SH Yield
0.0540
ROE
-0.4392
Margin
0.0929
Vol
0.5152
RAM
3.89
QV
0.735
Conf
0.910
FSLR NASDAQ
First Solar Inc
0.940
Technology Solar LARGE
Value%
0.780
Quality%
0.950
Mom%
0.730
P/E
13.7×
F-Score
7/9
E/Y
0.0845
EBITDA/EV
0.1109
SH Yield
0.0000
ROE
0.1686
Margin
0.3073
Vol
0.4644
RAM
1.00
QV
0.861
Conf
0.940
TCBS NASDAQ
Texas Community Bancshares Inc
0.570
Financial Services Banks - Regional MICRO
Value%
0.710
Quality%
0.330
Mom%
0.320
P/E
16.6×
F-Score
7/9
E/Y
0.0454
EBITDA/EV
0.0527
SH Yield
0.0662
ROE
0.0560
Margin
0.1179
Vol
0.1920
RAM
0.64
QV
0.484
Conf
0.969
SHBI NASDAQ
Shore Bancshares Inc
0.960
Financial Services Banks - Regional SMALL
Value%
0.870
Quality%
0.870
Mom%
0.810
P/E
12.3×
F-Score
8/9
E/Y
0.0999
EBITDA/EV
0.1178
SH Yield
0.0213
ROE
0.1042
Margin
0.1820
Vol
0.2455
RAM
1.44
QV
0.870
Conf
0.969
MTCH NASDAQ
Match Group Inc
0.930
Communication Services Internet Content & Information MID
Value%
0.770
Quality%
0.960
Mom%
0.670
P/E
13.8×
F-Score
8/9
E/Y
0.0795
EBITDA/EV
0.0896
SH Yield
0.0915
ROE
-3.0383
Margin
0.1883
Vol
0.2714
RAM
0.39
QV
0.860
Conf
0.910
GCT NASDAQ
GigaCloud Technology Inc Class A Ordinary Shares
0.940
Technology Software - Infrastructure SMALL
Value%
0.870
Quality%
0.630
Mom%
0.890
P/E
9.6×
F-Score
4/9
E/Y
0.1121
EBITDA/EV
0.1176
SH Yield
0.0402
ROE
0.2907
Margin
0.1077
Vol
0.7192
RAM
0.82
QV
0.740
Conf
0.940
DUK NYSE
Duke Energy Corporation
0.770
Utilities Utilities - Regulated Electric LARGE
Value%
0.700
Quality%
0.770
Mom%
0.320
P/E
19.0×
F-Score
6/9
E/Y
0.0513
EBITDA/EV
0.0847
SH Yield
0.0340
ROE
0.0944
Margin
0.1544
Vol
0.1616
RAM
0.53
QV
0.734
Conf
0.969
ITRN NASDAQ
Ituran Location and Control Ltd
0.920
Technology Scientific & Technical Instruments SMALL
Value%
0.660
Quality%
0.970
Mom%
0.860
P/E
18.4×
F-Score
6/9
E/Y
0.0802
EBITDA/EV
0.0992
SH Yield
0.0538
ROE
0.2899
Margin
0.1603
Vol
0.3023
RAM
2.55
QV
0.800
Conf
0.969
BLX NYSE
Foreign Trade Bank of Latin America Inc
0.930
Financial Services Banks - Regional MID
Value%
0.800
Quality%
0.790
Mom%
0.840
P/E
9.5×
F-Score
6/9
E/Y
0.0506
EBITDA/EV
0.0515
SH Yield
-0.0665
ROE
0.1356
Margin
0.3875
Vol
0.2311
RAM
2.12
QV
0.795
Conf
0.969
STN NYSE
Stantec Inc
0.640
Industrials Engineering & Construction MID
Value%
0.750
Quality%
0.650
Mom%
0.070
P/E
17.5×
F-Score
5/9
E/Y
0.0686
EBITDA/EV
0.1028
SH Yield
0.0050
ROE
0.1343
Margin
0.0585
Vol
0.2711
RAM
-1.45
QV
0.698
Conf
0.940
OBT NASDAQ
Orange County Bancorp Inc
0.960
Financial Services Banks - Regional SMALL
Value%
0.900
Quality%
0.860
Mom%
0.770
P/E
11.4×
F-Score
6/9
E/Y
0.1806
EBITDA/EV
0.1857
SH Yield
-0.0683
ROE
0.1515
Margin
0.2829
Vol
0.2907
RAM
1.15
QV
0.880
Conf
0.969
BY NYSE
Byline Bancorp Inc
0.910
Financial Services Banks - Regional SMALL
Value%
0.800
Quality%
0.720
Mom%
0.790
P/E
12.4×
F-Score
6/9
E/Y
0.0839
EBITDA/EV
0.0860
SH Yield
0.0294
ROE
0.1089
Margin
0.2198
Vol
0.2302
RAM
1.24
QV
0.759
Conf
0.969
TSM NYSE
Taiwan Semiconductor Manufacturing
0.990
Technology Semiconductors MEGA
Value%
0.980
Quality%
0.980
Mom%
0.900
P/E
0.9×
F-Score
8/9
E/Y
1.2136
EBITDA/EV
1.5477
SH Yield
0.0090
ROE
0.3485
Margin
0.5037
Vol
0.3029
RAM
3.11
QV
0.980
Conf
1.000
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