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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 19 Jul 2026
48+
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Quality Compounders
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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
CDNS NASDAQ
Cadence Design Systems Inc
0.160
Technology Software - Application LARGE
Value%
0.020
Quality%
0.970
Mom%
0.320
P/E
77.8×
F-Score
7/9
E/Y
0.0185
EBITDA/EV
0.0214
SH Yield
0.0094
ROE
0.1785
Margin
0.2118
Vol
0.3672
RAM
0.62
QV
0.139
Conf
0.910
CRMD NASDAQ
CorMedix Inc
0.890
Healthcare Biotechnology SMALL
Value%
0.940
Quality%
0.970
Mom%
0.120
P/E
3.6×
F-Score
5/9
E/Y
0.2981
EBITDA/EV
0.3377
SH Yield
-0.1262
ROE
0.4142
Margin
0.4525
Vol
0.6536
RAM
-0.31
QV
0.955
Conf
0.940
FSM NYSE
Fortuna Silver Mines Inc
0.980
Basic Materials Gold MID
Value%
0.960
Quality%
0.970
Mom%
0.780
P/E
7.2×
F-Score
7/9
E/Y
0.2641
EBITDA/EV
0.3569
SH Yield
0.0124
ROE
0.1923
Margin
0.3111
Vol
0.5984
RAM
0.79
QV
0.965
Conf
0.940
IAG NYSE
IAMGold Corporation
0.990
Basic Materials Gold MID
Value%
0.940
Quality%
0.970
Mom%
0.940
P/E
8.1×
F-Score
7/9
E/Y
0.1810
EBITDA/EV
0.2361
SH Yield
0.0040
ROE
0.2332
Margin
0.2953
Vol
0.6484
RAM
2.23
QV
0.955
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
LOGI NASDAQ
Logitech International SA
0.410
Technology Computer Hardware LARGE
Value%
0.240
Quality%
0.970
Mom%
0.330
P/E
20.8×
F-Score
6/9
E/Y
0.0622
EBITDA/EV
0.0697
SH Yield
0.0491
ROE
0.3186
Margin
0.1463
Vol
0.3955
RAM
0.40
QV
0.482
Conf
0.969
LOPE NASDAQ
Grand Canyon Education Inc
0.390
Consumer Defensive Education & Training Services MID
Value%
0.320
Quality%
0.970
Mom%
0.140
P/E
16.9×
F-Score
7/9
E/Y
0.0769
EBITDA/EV
0.0878
SH Yield
0.0845
ROE
0.3159
Margin
0.1954
Vol
0.3382
RAM
-0.52
QV
0.557
Conf
0.940
LRCX NASDAQ
Lam Research Corp
0.520
Technology Semiconductor Equipment & Materials MEGA
Value%
0.010
Quality%
0.970
Mom%
0.980
P/E
58.4×
F-Score
8/9
E/Y
0.0194
EBITDA/EV
0.0204
SH Yield
0.0158
ROE
0.6338
Margin
0.3094
Vol
0.5416
RAM
5.33
QV
0.098
Conf
0.969
MCRI NASDAQ
Monarch Casino & Resort Inc
0.680
Consumer Cyclical Resorts & Casinos MID
Value%
0.320
Quality%
0.970
Mom%
0.690
P/E
20.0×
F-Score
7/9
E/Y
0.0674
EBITDA/EV
0.0921
SH Yield
0.0460
ROE
0.1985
Margin
0.1962
Vol
0.2601
RAM
0.99
QV
0.557
Conf
0.969
NSSC NASDAQ
NAPCO Security Technologies Inc
0.420
Industrials Security & Protection Services SMALL
Value%
0.060
Quality%
0.970
Mom%
0.700
P/E
35.0×
F-Score
6/9
E/Y
0.0365
EBITDA/EV
0.0384
SH Yield
0.0161
ROE
0.2075
Margin
0.1870
Vol
0.4292
RAM
0.58
QV
0.241
Conf
0.969
PIPR NYSE
Piper Sandler Companies
0.820
Financial Services Capital Markets MID
Value%
0.710
Quality%
0.970
Mom%
0.270
P/E
18.3×
F-Score
5/9
E/Y
0.0846
EBITDA/EV
0.0900
SH Yield
0.0474
ROE
0.2099
Margin
0.1409
Vol
0.3375
RAM
0.22
QV
0.830
Conf
0.969
RDDT NYSE
Reddit, Inc.
0.360
Communication Services Internet Content & Information LARGE
Value%
0.010
Quality%
0.970
Mom%
0.700
P/E
49.3×
F-Score
7/9
E/Y
0.0205
EBITDA/EV
0.0210
SH Yield
0.0000
ROE
0.2225
Margin
0.2860
Vol
0.7320
RAM
0.25
QV
0.098
Conf
0.940
RMD NYSE
ResMed Inc
0.290
Healthcare Medical Instruments & Supplies LARGE
Value%
0.250
Quality%
0.970
Mom%
0.120
P/E
19.0×
F-Score
8/9
E/Y
0.0689
EBITDA/EV
0.0779
SH Yield
0.0302
ROE
0.2341
Margin
0.2744
Vol
0.2434
RAM
-1.07
QV
0.492
Conf
0.969
SCCO NYSE
Southern Copper Corporation
0.570
Basic Materials Copper LARGE
Value%
0.090
Quality%
0.970
Mom%
0.930
P/E
29.0×
F-Score
7/9
E/Y
0.0550
EBITDA/EV
0.0609
SH Yield
0.0210
ROE
0.4217
Margin
0.3416
Vol
0.4530
RAM
2.49
QV
0.295
Conf
0.969
WPM NYSE
Wheaton Precious Metals Corp
0.490
Basic Materials Gold LARGE
Value%
0.120
Quality%
0.970
Mom%
0.720
P/E
26.3×
F-Score
6/9
E/Y
0.0465
EBITDA/EV
0.0532
SH Yield
0.0036
ROE
0.1941
Margin
0.6555
Vol
0.4853
RAM
0.82
QV
0.341
Conf
0.969
BZ NASDAQ
Kanzhun Ltd ADR
0.900
Communication Services Internet Content & Information MID
Value%
0.980
Quality%
0.960
Mom%
0.120
P/E
2.0×
F-Score
7/9
E/Y
0.8038
EBITDA/EV
1.4341
SH Yield
-0.2677
ROE
0.1648
Margin
0.4015
Vol
0.3360
RAM
-0.82
QV
0.970
Conf
0.969
CGEN NASDAQ
Compugen
0.980
Healthcare Biotechnology MICRO
Value%
0.890
Quality%
0.960
Mom%
0.820
P/E
6.4×
F-Score
7/9
E/Y
0.1430
EBITDA/EV
0.1625
SH Yield
-0.0470
ROE
0.3655
Margin
0.4797
Vol
0.6328
RAM
0.48
QV
0.924
Conf
0.910
ERO NYSE
Ero Copper Corp
0.990
Basic Materials Copper MID
Value%
0.910
Quality%
0.960
Mom%
0.910
P/E
8.6×
F-Score
8/9
E/Y
0.1280
EBITDA/EV
0.1786
SH Yield
-0.0033
ROE
0.2650
Margin
0.3155
Vol
0.5739
RAM
1.91
QV
0.935
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
FRSH NASDAQ
Freshworks Inc
0.180
Technology Software - Application MID
Value%
0.160
Quality%
0.960
Mom%
0.090
P/E
16.7×
F-Score
7/9
E/Y
0.0176
EBITDA/EV
0.0311
SH Yield
0.1046
ROE
0.1768
Margin
0.2069
Vol
0.4776
RAM
-0.82
QV
0.392
Conf
0.910
GOOG NASDAQ
Alphabet Inc Class C
0.550
Communication Services Internet Content & Information MEGA
Value%
0.080
Quality%
0.960
Mom%
0.920
P/E
26.4×
F-Score
6/9
E/Y
0.0458
EBITDA/EV
0.0512
SH Yield
0.0097
ROE
0.3346
Margin
0.3791
Vol
0.3319
RAM
2.96
QV
0.277
Conf
0.969
GOOGL NASDAQ
Alphabet Inc Class A
0.550
Communication Services Internet Content & Information MEGA
Value%
0.080
Quality%
0.960
Mom%
0.920
P/E
26.4×
F-Score
6/9
E/Y
0.0457
EBITDA/EV
0.0511
SH Yield
0.0097
ROE
0.3346
Margin
0.3791
Vol
0.3361
RAM
2.96
QV
0.277
Conf
0.969
JKHY NASDAQ
Jack Henry & Associates Inc
0.270
Technology Information Technology Services LARGE
Value%
0.230
Quality%
0.960
Mom%
0.140
P/E
20.8×
F-Score
6/9
E/Y
0.0626
EBITDA/EV
0.0819
SH Yield
0.0410
ROE
0.2432
Margin
0.2064
Vol
0.2950
RAM
-0.96
QV
0.470
Conf
0.969
MAKO NASDAQ
Mako Mining Corp Common Stock
0.940
Basic Materials Gold SMALL
Value%
0.840
Quality%
0.960
Mom%
0.650
P/E
12.6×
F-Score
5/9
E/Y
0.1546
EBITDA/EV
0.1729
SH Yield
-0.0036
ROE
0.2721
Margin
0.2562
Vol
0.6396
QV
0.898
Conf
0.881
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