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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 19 Jul 2026
48+
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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 + 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
PSEC NASDAQ
Prospect Capital Corporation
0.360
Financial Services Asset Management SMALL
Value%
0.690
Quality%
0.190
Mom%
0.130
F-Score
3/9
E/Y
0.0104
SH Yield
0.1758
ROE
-0.0083
Margin
-0.3800
Vol
0.3913
RAM
-0.59
QV
0.362
Conf
0.881
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
STNE NASDAQ
StoneCo Ltd
0.900
Technology Software - Infrastructure MID
Value%
0.980
Quality%
0.870
Mom%
0.220
P/E
0.8×
F-Score
5/9
E/Y
0.4382
EBITDA/EV
0.5232
ROE
0.2869
Margin
0.2483
Vol
0.5113
RAM
-0.13
QV
0.923
Conf
0.910
ECAT NYSE
BlackRock ESG Capital Allocation Trust
0.920
Financial Services Asset Management SMALL
Value%
0.940
Quality%
0.890
Mom%
0.350
P/E
7.1×
F-Score
4/9
E/Y
0.1404
EBITDA/EV
0.1404
SH Yield
0.2184
ROE
0.1326
Margin
0.9868
Vol
0.1411
RAM
0.93
QV
0.915
Conf
0.754
EARN NYSE
Ellington Residential Mortgage
0.240
Financial Services Asset Management MICRO
Value%
0.380
Quality%
0.360
Mom%
0.370
F-Score
5/9
SH Yield
0.2172
ROE
-0.0940
Margin
-0.3395
Vol
0.2558
RAM
-0.18
QV
0.370
Conf
0.822
MNDO NASDAQ
MIND CTI Ltd
0.500
Technology Software - Application NANO
Value%
0.490
Quality%
0.470
Mom%
0.480
P/E
7.0×
F-Score
4/9
E/Y
0.1790
EBITDA/EV
0.1937
SH Yield
0.2228
ROE
0.1261
Margin
0.1526
Vol
0.3187
RAM
-1.06
QV
0.480
Conf
0.969
LND NYSE
Brasilagro Adr
0.510
Consumer Defensive Farm Products SMALL
Value%
0.790
Quality%
0.120
Mom%
0.260
P/E
9.9×
F-Score
5/9
E/Y
0.0158
EBITDA/EV
0.0292
SH Yield
0.2122
ROE
0.0185
Margin
0.0544
Vol
0.2196
RAM
-0.06
QV
0.308
Conf
0.969
FSK NYSE
FS KKR Capital Corp
0.410
Financial Services Asset Management MID
Value%
0.730
Quality%
0.260
Mom%
0.060
F-Score
5/9
SH Yield
0.2104
ROE
-0.1043
Margin
-0.9182
Vol
0.3560
RAM
-1.27
QV
0.436
Conf
0.881
BCAT NYSE
BlackRock Capital Allocation Trust
0.970
Financial Services Asset Management SMALL
Value%
0.930
Quality%
0.920
Mom%
0.730
P/E
7.3×
F-Score
6/9
E/Y
0.1378
EBITDA/EV
0.1378
SH Yield
0.2039
ROE
0.1392
Margin
0.9865
Vol
0.1140
RAM
2.28
QV
0.925
Conf
0.729
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
BOBS NYSE
Bob's Discount Furniture, Inc.
0.540
Consumer Cyclical Specialty Retail MID
Value%
0.310
Quality%
0.760
Mom%
0.630
P/E
17.4×
F-Score
7/9
E/Y
0.0561
EBITDA/EV
0.0800
SH Yield
0.2017
ROE
0.2578
Margin
0.0514
Vol
0.9606
QV
0.485
Conf
0.852
SCM NYSE
Stellus Capital Investment
0.330
Financial Services Asset Management MICRO
Value%
0.680
Quality%
0.230
Mom%
0.060
P/E
9.3×
F-Score
1/9
E/Y
0.0321
EBITDA/EV
0.0407
SH Yield
0.1425
ROE
0.0653
Margin
0.3078
Vol
0.2785
RAM
-1.36
QV
0.395
Conf
0.969
SSTK NYSE
Shutterstock
0.820
Communication Services Internet Content & Information MICRO
Value%
0.950
Quality%
0.700
Mom%
0.070
F-Score
8/9
E/Y
0.0910
EBITDA/EV
0.2928
SH Yield
0.1862
ROE
-0.0390
Margin
-0.0219
Vol
0.5637
RAM
-0.38
QV
0.815
Conf
0.910
VIOT NASDAQ
Viomi Technology ADR
0.630
Consumer Cyclical Furnishings, Fixtures & Appliances MICRO
Value%
0.990
Quality%
0.190
Mom%
0.010
P/E
0.4×
F-Score
3/9
E/Y
2.7003
EBITDA/EV
3.4362
SH Yield
0.4971
ROE
0.0903
Margin
0.0583
Vol
0.6299
RAM
-1.13
QV
0.434
Conf
0.910
WHLRD NASDAQ
Wheeler Real Estate Investment Trust, Inc.
0.280
Real Estate Reit - Retail NANO
Value%
0.400
Quality%
0.380
Mom%
0.390
P/E
6.0×
F-Score
7/9
E/Y
0.0728
EBITDA/EV
0.1125
SH Yield
0.1861
ROE
0.0931
Margin
0.0590
Vol
0.3274
RAM
0.28
QV
0.390
Conf
0.969
WHF NASDAQ
WhiteHorse Finance
0.820
Financial Services Asset Management MICRO
Value%
0.840
Quality%
0.810
Mom%
0.160
P/E
14.8×
F-Score
6/9
E/Y
0.0607
EBITDA/EV
0.0331
SH Yield
0.2354
ROE
0.0375
Margin
0.2193
Vol
0.2887
RAM
-0.51
QV
0.825
Conf
0.969
BGS NYSE
B&G Foods Inc
0.360
Consumer Defensive Packaged Foods SMALL
Value%
0.670
Quality%
0.080
Mom%
0.280
F-Score
4/9
E/Y
0.0245
EBITDA/EV
0.0569
SH Yield
0.1792
ROE
-0.1900
Margin
-0.0423
Vol
0.4706
RAM
0.12
QV
0.232
Conf
0.881
REFI NASDAQ
Chicago Atlantic Real Estate Finance Inc
0.840
Real Estate Reit - Mortgage MICRO
Value%
0.910
Quality%
0.760
Mom%
0.190
P/E
7.3×
F-Score
3/9
EBITDA/EV
29.4740
SH Yield
0.1770
ROE
0.1015
Margin
0.5177
Vol
0.2325
RAM
-0.33
QV
0.832
Conf
0.969
CPAC NYSE
Cementos Pacasmayo SAA ADR
0.990
Basic Materials Building Materials SMALL
Value%
0.970
Quality%
0.800
Mom%
0.940
P/E
5.5×
F-Score
7/9
E/Y
0.1699
EBITDA/EV
0.2231
SH Yield
0.1752
ROE
0.1441
Margin
0.0844
Vol
0.5933
RAM
2.14
QV
0.881
Conf
0.969
SIGA NASDAQ
SIGA Technologies Inc
0.860
Healthcare Drug Manufacturers - Specialty & Generic MICRO
Value%
0.930
Quality%
0.930
Mom%
0.080
P/E
12.2×
F-Score
5/9
E/Y
0.2645
EBITDA/EV
0.2702
SH Yield
0.1744
ROE
0.1336
Margin
0.2161
Vol
0.5970
RAM
-0.44
QV
0.930
Conf
0.969
GSBD NYSE
Goldman Sachs BDC Inc
0.750
Financial Services Asset Management SMALL
Value%
0.760
Quality%
0.760
Mom%
0.170
P/E
13.4×
F-Score
6/9
E/Y
0.0472
EBITDA/EV
0.0636
SH Yield
0.2269
ROE
0.0541
Margin
0.2587
Vol
0.2256
RAM
-0.62
QV
0.760
Conf
0.969
RAND NASDAQ
Rand Capital Corp
0.400
Financial Services Asset Management NANO
Value%
0.450
Quality%
0.430
Mom%
0.440
F-Score
4/9
SH Yield
0.1710
ROE
-0.1815
Margin
4.2838
Vol
0.3396
RAM
-1.11
QV
0.440
Conf
0.881
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
PFLT NYSE
PennantPark Floating Rate Capital Ltd
0.650
Financial Services Asset Management SMALL
Value%
0.740
Quality%
0.630
Mom%
0.130
P/E
11.6×
F-Score
4/9
E/Y
0.0392
EBITDA/EV
0.0386
SH Yield
0.1209
ROE
0.0597
Margin
0.3483
Vol
0.2298
RAM
-0.96
QV
0.683
Conf
0.969
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