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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 19 Jul 2026
48+
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Shareholder 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
KG NASDAQ
Kestrel Group, Ltd.
0.590
Financial Services Insurance - Reinsurance MICRO
Value%
0.920
Quality%
0.250
Mom%
0.030
P/E
1.8×
F-Score
3/9
E/Y
0.2821
EBITDA/EV
0.3031
SH Yield
0.5557
ROE
0.3268
Margin
0.9622
Vol
0.7577
RAM
-0.63
QV
0.480
Conf
0.910
CNNE NYSE
Cannae Holdings Inc
0.310
Consumer Cyclical Restaurants SMALL
Value%
0.720
Quality%
0.070
Mom%
0.100
F-Score
6/9
SH Yield
0.5516
ROE
-0.4508
Margin
-1.0377
Vol
0.3181
RAM
-1.07
QV
0.224
Conf
0.822
BHR NYSE
Braemar Hotel & Resorts Inc
0.640
Real Estate Reit - Hotel & Motel MICRO
Value%
0.930
Quality%
0.170
Mom%
0.180
F-Score
4/9
E/Y
0.0613
EBITDA/EV
0.1359
SH Yield
0.5481
ROE
-0.0322
Margin
-0.0224
Vol
0.5328
RAM
-0.20
QV
0.398
Conf
0.910
TORO NASDAQ
Toro Ltd
0.370
Energy Oil & Gas Midstream MICRO
Value%
0.300
Quality%
0.160
Mom%
0.960
P/E
33.9×
F-Score
1/9
E/Y
0.0108
EBITDA/EV
0.0835
SH Yield
0.5384
ROE
0.0158
Margin
0.2190
Vol
1.0277
RAM
1.50
QV
0.219
Conf
0.940
EZRA NASDAQ
Reliance Global Group, Inc.
0.390
Financial Services Insurance Brokers NANO
Value%
0.440
Quality%
0.430
Mom%
0.440
F-Score
5/9
SH Yield
0.5263
ROE
-0.9061
Margin
-0.6057
Vol
1.2328
QV
0.435
Conf
0.675
SID NYSE
Companhia Siderurgica Nacional ADR
0.550
Basic Materials Steel SMALL
Value%
0.900
Quality%
0.140
Mom%
0.100
F-Score
6/9
E/Y
0.0543
EBITDA/EV
0.1535
SH Yield
0.5172
ROE
-0.1551
Margin
-0.0443
Vol
0.5477
RAM
-0.49
QV
0.355
Conf
0.881
OCCI NASDAQ
OFS Credit Company Inc
0.240
Financial Services Asset Management MICRO
Value%
0.710
Quality%
0.020
Mom%
0.050
F-Score
1/9
SH Yield
0.5154
ROE
-0.3203
Margin
-0.9950
Vol
0.4175
RAM
-1.08
QV
0.119
Conf
0.818
DAVA NYSE
Endava Ltd
0.430
Technology Software - Infrastructure MICRO
Value%
0.850
Quality%
0.120
Mom%
0.000
F-Score
7/9
SH Yield
0.4992
ROE
-2.4144
Margin
-0.5717
Vol
0.6943
RAM
-1.16
QV
0.319
Conf
0.852
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
RDAC NASDAQ
Rising Dragon Acquisition Corp. Ordinary Shares
0.380
Financial Services Shell Companies NANO
Value%
0.440
Quality%
0.420
Mom%
0.430
P/E
24.8×
F-Score
2/9
SH Yield
0.4945
ROE
0.0315
Vol
0.9005
RAM
-0.50
QV
0.430
Conf
0.675
DLNG NYSE
Dynagas LNG Partners LP
0.910
Energy Oil & Gas Midstream MICRO
Value%
0.980
Quality%
0.880
Mom%
0.260
P/E
1.9×
F-Score
7/9
E/Y
0.2545
EBITDA/EV
0.3503
SH Yield
0.4871
ROE
0.1345
Margin
0.4160
Vol
0.2584
RAM
0.14
QV
0.929
Conf
0.940
ZYBT NASDAQ
Zhengye Biotechnology Holding Limited Ordinary Shares
0.260
Healthcare Drug Manufacturers - Specialty & Generic NANO
Value%
0.390
Quality%
0.370
Mom%
0.380
F-Score
2/9
SH Yield
0.4844
ROE
-0.2793
Margin
-0.5997
Vol
1.2875
RAM
-0.67
QV
0.380
Conf
0.764
MKZR NASDAQ
MacKenzie Realty Capital, Inc. Common Stock
0.500
Real Estate Reit - Diversified NANO
Value%
0.490
Quality%
0.470
Mom%
0.480
F-Score
3/9
EBITDA/EV
0.0270
SH Yield
0.4824
ROE
-0.3444
Margin
-0.9049
Vol
0.6088
RAM
-1.23
QV
0.480
Conf
0.822
ACGLN NASDAQ
Arch Capital Group Ltd.
0.910
Financial Services Insurance - Diversified MID
Value%
0.980
Quality%
0.880
Mom%
0.260
P/E
1.2×
F-Score
8/9
E/Y
0.6573
EBITDA/EV
0.6776
SH Yield
0.4772
ROE
0.2014
Margin
0.2473
Vol
0.0959
RAM
0.19
QV
0.929
Conf
0.969
XPOF NYSE
Xponential Fitness Inc
0.020
Consumer Cyclical Leisure MICRO
Value%
0.090
Quality%
0.310
Mom%
0.070
F-Score
5/9
E/Y
0.0016
EBITDA/EV
0.0151
SH Yield
0.4739
ROE
0.1048
Margin
-0.1110
Vol
0.9197
RAM
-0.41
QV
0.167
Conf
0.852
BSTZ NYSE
BlackRock Science and Technology Trust II
0.860
Financial Services Asset Management SMALL
Value%
0.870
Quality%
0.280
Mom%
0.840
P/E
3.2×
F-Score
2/9
E/Y
0.2892
EBITDA/EV
0.3068
SH Yield
0.4697
ROE
0.3416
Margin
1.6228
Vol
0.2464
RAM
2.45
QV
0.494
Conf
0.778
MEHA NASDAQ
Functional Brands, Inc. Common Stock
0.600
Consumer Defensive Packaged Foods NANO
Value%
0.540
Quality%
0.520
Mom%
0.530
F-Score
3/9
SH Yield
0.4672
ROE
1.3535
Margin
-0.9158
Vol
1.4375
QV
0.530
Conf
0.646
SAMG NASDAQ
Silvercrest Asset Management Group Inc
0.660
Financial Services Asset Management MICRO
Value%
0.760
Quality%
0.650
Mom%
0.080
P/E
28.8×
F-Score
5/9
E/Y
0.0575
EBITDA/EV
0.0773
SH Yield
0.4567
ROE
0.0565
Margin
0.0212
Vol
0.2616
RAM
-1.16
QV
0.703
Conf
0.940
ATHM NYSE
Autohome Inc
0.680
Communication Services Internet Content & Information MID
Value%
0.980
Quality%
0.200
Mom%
0.130
P/E
1.9×
F-Score
5/9
E/Y
0.2781
EBITDA/EV
0.6101
SH Yield
0.4549
ROE
0.0560
Margin
0.2121
Vol
0.3070
RAM
-1.06
QV
0.443
Conf
0.969
GTM NASDAQ
ZoomInfo Technologies Inc.
0.830
Technology Software - Application SMALL
Value%
0.960
Quality%
0.780
Mom%
0.010
P/E
7.1×
F-Score
7/9
E/Y
0.1065
EBITDA/EV
0.1406
SH Yield
0.4498
ROE
0.0860
Margin
0.1010
Vol
0.6207
RAM
-1.18
QV
0.865
Conf
0.910
SDHC NYSE
Smith Douglas Homes Corp.
0.460
Real Estate Real Estate - Development MICRO
Value%
0.790
Quality%
0.160
Mom%
0.120
P/E
15.0×
F-Score
2/9
E/Y
0.1124
EBITDA/EV
0.1180
SH Yield
0.4341
ROE
0.1045
Margin
0.0090
Vol
0.5302
RAM
-0.55
QV
0.356
Conf
0.969
JBGS NYSE
JBG SMITH Properties
0.360
Real Estate Reit - Diversified SMALL
Value%
0.700
Quality%
0.140
Mom%
0.160
F-Score
4/9
EBITDA/EV
0.0478
SH Yield
0.4170
ROE
-0.0983
Margin
-0.2216
Vol
0.2988
RAM
-0.62
QV
0.313
Conf
0.881
TV NYSE
Grupo Televisa SAB ADR
0.960
Communication Services Telecom Services SMALL
Value%
0.970
Quality%
0.710
Mom%
0.780
F-Score
6/9
E/Y
0.1390
EBITDA/EV
0.3667
SH Yield
0.4160
ROE
-0.0842
Margin
-0.1372
Vol
0.4362
RAM
1.00
QV
0.830
Conf
0.881
DH NASDAQ
Definitive Healthcare Corp
0.760
Healthcare Health Information Services MICRO
Value%
0.880
Quality%
0.730
Mom%
0.000
F-Score
5/9
SH Yield
0.3926
ROE
-1.1647
Margin
-0.7149
Vol
0.5798
RAM
-1.38
QV
0.801
Conf
0.822
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