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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 19 Jul 2026
48+
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Piotroski Bargains
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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
NTES NASDAQ
NetEase Inc
0.920
Communication Services Electronic Gaming & Multimedia LARGE
Value%
0.980
Quality%
0.980
Mom%
0.220
P/E
2.5×
F-Score
7/9
E/Y
0.8550
EBITDA/EV
0.8998
SH Yield
0.0306
ROE
0.2072
Margin
0.2984
Vol
0.2758
RAM
-0.32
QV
0.980
Conf
0.969
RLX NYSE
RLX Technology Inc
0.750
Consumer Defensive Tobacco MID
Value%
0.980
Quality%
0.290
Mom%
0.200
P/E
2.6×
F-Score
7/9
E/Y
0.3702
EBITDA/EV
0.4979
SH Yield
0.1099
ROE
0.0618
Margin
0.2247
Vol
0.3000
RAM
-0.49
QV
0.533
Conf
0.969
SUZ NYSE
Suzano Papel e Celulose SA ADR
0.910
Basic Materials Paper & Paper Products LARGE
Value%
0.980
Quality%
0.910
Mom%
0.210
P/E
0.9×
F-Score
8/9
E/Y
0.2550
EBITDA/EV
0.3757
SH Yield
0.0191
ROE
0.2369
Margin
0.2289
Vol
0.2993
RAM
-0.18
QV
0.944
Conf
0.940
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
TIMB NYSE
TIM Participacoes SA
0.990
Communication Services Telecom Services LARGE
Value%
0.980
Quality%
0.980
Mom%
0.760
P/E
2.4×
F-Score
8/9
E/Y
0.3236
EBITDA/EV
0.5976
SH Yield
0.0904
ROE
0.1774
Margin
0.1602
Vol
0.3206
RAM
0.72
QV
0.980
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
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
VIV NYSE
Telefonica Brasil SA ADR
0.980
Communication Services Telecom Services LARGE
Value%
0.980
Quality%
0.890
Mom%
0.760
P/E
3.5×
F-Score
7/9
E/Y
0.2760
EBITDA/EV
0.7318
SH Yield
0.2031
ROE
0.0929
Margin
0.1052
Vol
0.3339
RAM
0.64
QV
0.934
Conf
0.969
ZTO NYSE
ZTO Express (Cayman) Inc
0.970
Industrials Integrated Freight & Logistics LARGE
Value%
0.980
Quality%
0.840
Mom%
0.730
P/E
2.0×
F-Score
7/9
E/Y
0.3690
EBITDA/EV
0.4475
SH Yield
0.0852
ROE
0.1474
Margin
0.1787
Vol
0.2369
RAM
0.83
QV
0.907
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
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
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
BBDO NYSE
Banco Bradesco S/A ADR
0.980
Financial Services Banks - Regional LARGE
Value%
0.970
Quality%
0.920
Mom%
0.770
P/E
1.7×
F-Score
8/9
E/Y
0.1370
EBITDA/EV
0.1803
SH Yield
0.0474
ROE
0.5535
Margin
0.0732
Vol
0.3449
RAM
0.77
QV
0.945
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
CMCSA NASDAQ
Comcast Corp
0.900
Communication Services Telecom Services LARGE
Value%
0.970
Quality%
0.970
Mom%
0.120
P/E
4.5×
F-Score
8/9
E/Y
0.1670
EBITDA/EV
0.2623
SH Yield
0.1301
ROE
0.2129
Margin
0.1500
Vol
0.2664
RAM
-0.95
QV
0.970
Conf
0.940
CNX NYSE
CNX Resources Corp
0.910
Energy Oil & Gas E&P MID
Value%
0.970
Quality%
0.900
Mom%
0.230
P/E
4.0×
F-Score
7/9
E/Y
0.2312
EBITDA/EV
0.3116
SH Yield
0.0955
ROE
0.2548
Margin
0.5094
Vol
0.2370
RAM
-0.19
QV
0.934
Conf
0.910
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
DB NYSE
Deutsche Bank AG
0.970
Financial Services Banks - Regional LARGE
Value%
0.970
Quality%
0.820
Mom%
0.700
P/E
9.5×
F-Score
7/9
E/Y
0.1691
EBITDA/EV
0.1691
SH Yield
0.0572
ROE
0.0908
Margin
0.1333
Vol
0.3269
RAM
0.68
QV
0.892
Conf
0.969
ESEA NASDAQ
Euroseas Ltd
0.990
Industrials Marine Shipping SMALL
Value%
0.970
Quality%
0.960
Mom%
0.830
P/E
3.7×
F-Score
8/9
E/Y
0.2692
EBITDA/EV
0.3192
SH Yield
0.0445
ROE
0.2702
Margin
0.5831
Vol
0.4135
RAM
1.10
QV
0.965
Conf
0.969
EXE NASDAQ
Expand Energy Corporation
0.900
Energy Oil & Gas E&P LARGE
Value%
0.970
Quality%
0.960
Mom%
0.150
P/E
6.5×
F-Score
8/9
E/Y
0.1808
EBITDA/EV
0.3054
SH Yield
0.0432
ROE
0.1651
Margin
0.2289
Vol
0.2904
RAM
-0.60
QV
0.965
Conf
0.940
HG NYSE
Hamilton Insurance Group, Ltd.
0.980
Financial Services Insurance - Reinsurance MID
Value%
0.970
Quality%
0.820
Mom%
0.900
P/E
5.5×
F-Score
7/9
E/Y
0.3133
EBITDA/EV
0.3190
SH Yield
0.0944
ROE
0.2312
Margin
0.2171
Vol
0.2441
RAM
2.42
QV
0.892
Conf
0.969
MFG NYSE
Mizuho Financial Group Inc.
0.980
Financial Services Banks - Regional LARGE
Value%
0.970
Quality%
0.700
Mom%
0.910
F-Score
7/9
E/Y
0.3535
EBITDA/EV
0.3535
ROE
0.1102
Margin
0.1446
Vol
0.3535
RAM
2.48
QV
0.824
Conf
0.881
MFIN NASDAQ
Medallion Financial Corp
0.920
Financial Services Credit Services MICRO
Value%
0.970
Quality%
0.870
Mom%
0.320
P/E
5.8×
F-Score
8/9
E/Y
0.2427
EBITDA/EV
0.2571
SH Yield
0.0499
ROE
0.0968
Margin
0.1167
Vol
0.2722
RAM
0.30
QV
0.919
Conf
0.969
MOS NYSE
The Mosaic Company
0.670
Basic Materials Agricultural Inputs MID
Value%
0.970
Quality%
0.260
Mom%
0.080
P/E
9.7×
F-Score
8/9
E/Y
0.1642
EBITDA/EV
0.2969
SH Yield
0.0398
ROE
0.0616
Margin
0.0603
Vol
0.4243
RAM
-0.82
QV
0.502
Conf
0.969
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