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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 19 Jul 2026
48+
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Quality at a Price
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Preset: quality_value ×
Preset Screens ▾
⭐
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
CARE NASDAQ
Carter Bank and Trust
0.990
Financial Services Banks - Regional SMALL
Value%
0.960
Quality%
0.960
Mom%
0.910
P/E
6.9×
F-Score
7/9
E/Y
0.2009
EBITDA/EV
0.2126
SH Yield
0.0300
ROE
0.2142
Margin
0.3381
Vol
0.2807
RAM
2.53
QV
0.960
Conf
0.969
FVRR NYSE
Fiverr International Ltd
0.870
Communication Services Internet Content & Information SMALL
Value%
0.960
Quality%
0.960
Mom%
0.030
P/E
14.0×
F-Score
7/9
E/Y
0.2040
EBITDA/EV
0.2557
SH Yield
0.0909
ROE
0.0683
Margin
0.0670
Vol
0.4495
RAM
-1.33
QV
0.960
Conf
0.940
OMSE NASDAQ
OMS Energy Technologies Inc.
0.880
Energy Oil & Gas Equipment & Services MICRO
Value%
0.970
Quality%
0.950
Mom%
0.060
P/E
5.7×
F-Score
6/9
E/Y
0.8206
EBITDA/EV
0.9553
SH Yield
-0.1652
ROE
0.1698
Margin
0.2066
Vol
0.7025
RAM
-0.59
QV
0.960
Conf
0.940
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
TIGR NASDAQ
Up Fintech Holding Ltd
0.880
Financial Services Capital Markets SMALL
Value%
0.970
Quality%
0.950
Mom%
0.030
P/E
7.2×
F-Score
8/9
E/Y
0.2774
EBITDA/EV
0.2908
SH Yield
0.0037
ROE
0.1315
Margin
0.1763
Vol
0.5941
RAM
-0.93
QV
0.960
Conf
0.910
BWMX NYSE
Betterware de México, S.A.P.I. de C.V.
0.990
Consumer Cyclical Specialty Retail SMALL
Value%
0.980
Quality%
0.940
Mom%
0.940
P/E
0.6×
F-Score
7/9
E/Y
0.4526
EBITDA/EV
0.5544
SH Yield
0.0491
ROE
0.7233
Margin
0.0770
Vol
0.3766
RAM
2.93
QV
0.960
Conf
0.940
ERIC NASDAQ
Telefonaktiebolaget LM Ericsson B ADR
0.990
Technology Communication Equipment LARGE
Value%
0.990
Quality%
0.930
Mom%
0.800
P/E
1.3×
F-Score
7/9
E/Y
1.1462
EBITDA/EV
1.3589
SH Yield
0.0320
ROE
0.2358
Margin
0.1070
Vol
0.3292
RAM
1.75
QV
0.960
Conf
1.000
GFI NYSE
Gold Fields Ltd ADR
0.990
Basic Materials Gold LARGE
Value%
0.930
Quality%
0.990
Mom%
0.830
P/E
5.9×
F-Score
8/9
E/Y
0.2465
EBITDA/EV
0.2991
SH Yield
0.0463
ROE
0.5718
Margin
0.3450
Vol
0.5400
RAM
1.23
QV
0.960
Conf
0.778
APA NASDAQ
APA Corporation
0.990
Energy Oil & Gas E&P LARGE
Value%
0.950
Quality%
0.960
Mom%
0.920
P/E
8.1×
F-Score
5/9
E/Y
0.1879
EBITDA/EV
0.3194
SH Yield
0.0509
ROE
0.2375
Margin
0.1780
Vol
0.4213
RAM
1.96
QV
0.955
Conf
0.969
FSCO NYSE
FS Credit Opportunities Corp.
0.890
Financial Services Asset Management SMALL
Value%
0.960
Quality%
0.950
Mom%
0.120
P/E
6.6×
F-Score
6/9
E/Y
0.1749
EBITDA/EV
0.1749
SH Yield
0.1580
ROE
0.1041
Margin
0.7257
Vol
0.2540
RAM
-0.93
QV
0.955
Conf
0.804
SYF NYSE
Synchrony Financial
0.930
Financial Services Credit Services LARGE
Value%
0.960
Quality%
0.950
Mom%
0.310
P/E
6.9×
F-Score
7/9
E/Y
0.2082
EBITDA/EV
0.2326
SH Yield
0.1470
ROE
0.2185
Margin
0.1808
Vol
0.2747
RAM
0.34
QV
0.955
Conf
0.969
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
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
NVO NYSE
Novo Nordisk A/S
0.890
Healthcare Drug Manufacturers - General MEGA
Value%
0.970
Quality%
0.940
Mom%
0.130
P/E
1.8×
F-Score
5/9
E/Y
0.4718
EBITDA/EV
0.5342
SH Yield
0.0477
ROE
0.6006
Margin
0.3720
Vol
0.5873
RAM
-0.51
QV
0.955
Conf
0.969
WLKP NYSE
Westlake Chemical Partners LP
0.930
Basic Materials Chemicals SMALL
Value%
0.970
Quality%
0.940
Mom%
0.320
P/E
6.1×
F-Score
5/9
E/Y
0.2163
EBITDA/EV
0.2800
SH Yield
0.0856
ROE
0.2560
Margin
0.1034
Vol
0.1643
RAM
0.70
QV
0.955
Conf
0.940
PAYP NASDAQ
PayPay Corporation American Depository Shares
0.970
Technology Software - Infrastructure LARGE
Value%
0.980
Quality%
0.930
Mom%
0.640
F-Score
6/9
E/Y
0.3373
EBITDA/EV
0.4344
SH Yield
0.0301
ROE
0.2912
Margin
0.3091
Vol
0.7146
QV
0.955
Conf
0.852
JFIN NASDAQ
Jiayin Group Inc
0.870
Financial Services Credit Services MICRO
Value%
0.990
Quality%
0.920
Mom%
0.000
P/E
0.1×
F-Score
5/9
E/Y
2.8624
EBITDA/EV
2.8927
ROE
0.2144
Margin
0.1801
Vol
0.5434
RAM
-1.40
QV
0.954
Conf
0.940
CRK NYSE
Comstock Resources Inc
0.870
Energy Oil & Gas E&P MID
Value%
0.950
Quality%
0.950
Mom%
0.060
P/E
6.0×
F-Score
8/9
E/Y
0.1389
EBITDA/EV
0.2237
SH Yield
0.0000
ROE
0.2369
Margin
0.3258
Vol
0.6718
RAM
-0.65
QV
0.950
Conf
0.940
SLDE NASDAQ
Slide Insurance Holdings, Inc. Common Stock
0.920
Financial Services Insurance - Property & Casualty MID
Value%
0.950
Quality%
0.950
Mom%
0.270
P/E
4.8×
F-Score
7/9
E/Y
0.5575
EBITDA/EV
0.5535
SH Yield
-0.0962
ROE
0.4409
Margin
0.3886
Vol
0.4374
RAM
-0.23
QV
0.950
Conf
0.910
CHTR NASDAQ
Charter Communications Inc
0.860
Communication Services Telecom Services LARGE
Value%
0.960
Quality%
0.940
Mom%
0.010
P/E
3.8×
F-Score
7/9
E/Y
0.1059
EBITDA/EV
0.1707
SH Yield
0.2885
ROE
0.3011
Margin
0.0903
Vol
0.4613
RAM
-1.45
QV
0.950
Conf
0.910
CRTO NASDAQ
Criteo Sa
0.900
Communication Services Advertising Agencies SMALL
Value%
0.960
Quality%
0.940
Mom%
0.180
P/E
9.9×
F-Score
8/9
E/Y
0.1709
EBITDA/EV
0.3068
SH Yield
0.1106
ROE
0.1010
Margin
0.0597
Vol
0.4323
RAM
-0.56
QV
0.950
Conf
0.940
EQT NYSE
EQT Corporation
0.900
Energy Oil & Gas E&P LARGE
Value%
0.940
Quality%
0.960
Mom%
0.170
P/E
9.3×
F-Score
8/9
E/Y
0.1245
EBITDA/EV
0.1903
SH Yield
0.0132
ROE
0.1334
Margin
0.3340
Vol
0.3033
RAM
-0.44
QV
0.950
Conf
0.969
NBR NYSE
Nabors Industries Ltd.
0.990
Energy Oil & Gas Drilling SMALL
Value%
0.960
Quality%
0.940
Mom%
0.970
P/E
6.0×
F-Score
7/9
E/Y
0.1838
EBITDA/EV
0.3578
SH Yield
0.0049
ROE
0.3655
Margin
0.0643
Vol
0.5894
RAM
3.21
QV
0.950
Conf
0.940
RNR NYSE
Renaissancere Holdings Ltd
0.980
Financial Services Insurance - Reinsurance LARGE
Value%
0.960
Quality%
0.940
Mom%
0.780
P/E
4.9×
F-Score
8/9
E/Y
0.2131
EBITDA/EV
0.2112
SH Yield
0.1195
ROE
0.2437
Margin
0.2446
Vol
0.2012
RAM
1.37
QV
0.950
Conf
0.969
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