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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 7 Jun 2026
50+
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High Yield
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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
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
ZYBT
Zhengye Biotechnology Holding Limited Ordinary Shares
0.150
Healthcare Drug Manufacturers - Specialty & Generic NANO
Value%
0.330
Quality%
0.330
Mom%
0.330
F-Score
3/9
SH Yield
0.4071
ROE
-0.2793
Margin
-0.5997
Vol
1.3815
RAM
-0.61
QV
0.330
Conf
0.818
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
ELME
Elme Communities
0.810
Real Estate Reit - Residential MICRO
Value%
0.650
Quality%
0.640
Mom%
0.650
F-Score
4/9
SH Yield
0.3564
ROE
-0.7560
Vol
0.3117
RAM
-0.53
QV
0.645
Conf
0.697
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
OCCI
OFS Credit Company Inc
0.640
Financial Services Asset Management MICRO
Value%
0.920
Quality%
0.320
Mom%
0.080
F-Score
3/9
SH Yield
0.3373
ROE
-0.2793
Margin
-0.8116
Vol
0.3786
RAM
-0.74
QV
0.543
Conf
0.856
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
OXLCO
Oxford Lane Capital Corp Corp Pref 9
0.820
Financial Services Asset Management MID
Value%
0.820
Quality%
0.690
Mom%
0.300
F-Score
4/9
SH Yield
0.3237
ROE
-0.5205
Margin
-0.6548
Vol
0.0465
RAM
2.19
QV
0.752
Conf
0.909
PSEC
Prospect Capital Corporation
0.330
Financial Services Asset Management SMALL
Value%
0.410
Quality%
0.410
Mom%
0.410
F-Score
2/9
SH Yield
0.3106
ROE
-0.0083
Margin
-0.3800
Vol
0.3846
RAM
-0.24
QV
0.410
Conf
0.879
OXLCM
Oxford Lane Capital Corp. Preferred Stock Shares, 8.25% Series 2031
0.800
Financial Services Asset Management MID
Value%
0.810
Quality%
0.690
Mom%
0.280
F-Score
4/9
SH Yield
0.3075
ROE
-0.5205
Margin
-0.6548
Vol
0.0274
RAM
2.91
QV
0.748
Conf
0.909
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
OFS
OFS Capital Corp
0.380
Financial Services Asset Management NANO
Value%
0.430
Quality%
0.430
Mom%
0.430
F-Score
3/9
SH Yield
0.3000
ROE
-0.3488
Margin
4.3467
Vol
0.4497
RAM
-1.01
QV
0.430
Conf
0.909
OPFI
OppFi Inc
0.890
Financial Services Credit Services MICRO
Value%
0.950
Quality%
0.990
Mom%
0.060
P/E
3.3×
F-Score
6/9
E/Y
0.3001
EBITDA/EV
0.3503
SH Yield
0.2907
ROE
0.8737
Margin
0.1086
Vol
0.4282
RAM
-0.80
QV
0.970
Conf
0.970
RWAY
Runway Growth Finance Corp
0.860
Financial Services Asset Management MICRO
Value%
0.910
Quality%
0.910
Mom%
0.090
F-Score
6/9
EBITDA/EV
0.0356
SH Yield
0.2847
ROE
-0.0060
Margin
-0.0260
Vol
0.2537
RAM
-1.04
QV
0.910
Conf
0.909
ABEV
Ambev SA ADR
0.990
Consumer Defensive Beverages - Brewers LARGE
Value%
0.980
Quality%
0.970
Mom%
0.800
P/E
3.1×
F-Score
8/9
E/Y
0.3185
EBITDA/EV
0.8982
SH Yield
0.2833
ROE
0.1728
Margin
0.1766
Vol
0.3244
RAM
1.27
QV
0.975
Conf
1.000
PPC
Pilgrims Pride Corp
0.830
Consumer Defensive Packaged Foods MID
Value%
0.940
Quality%
0.700
Mom%
0.070
P/E
8.0×
F-Score
6/9
E/Y
0.1245
EBITDA/EV
0.1928
SH Yield
0.2798
ROE
0.2385
Margin
0.0478
Vol
0.2714
RAM
-1.30
QV
0.811
Conf
1.000
NVO
Novo Nordisk A/S
0.880
Healthcare Drug Manufacturers - General LARGE
Value%
0.970
Quality%
0.930
Mom%
0.060
P/E
1.6×
F-Score
5/9
E/Y
0.6381
EBITDA/EV
0.5738
SH Yield
0.2742
ROE
0.6006
Margin
0.3720
Vol
0.5957
RAM
-0.59
QV
0.950
Conf
1.000
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