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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 19 Jul 2026
48+
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Small Cap Value
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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
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
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
AMCX NASDAQ
AMC Networks Inc
0.980
Communication Services Entertainment SMALL
Value%
0.970
Quality%
0.780
Mom%
0.880
P/E
8.8×
F-Score
6/9
E/Y
0.1443
EBITDA/EV
0.5630
SH Yield
0.0542
ROE
0.0549
Margin
0.0228
Vol
0.4838
RAM
1.08
QV
0.870
Conf
0.910
AMPY NYSE
Amplify Energy Corp
0.950
Energy Oil & Gas E&P MICRO
Value%
0.970
Quality%
0.680
Mom%
0.710
P/E
13.9×
F-Score
6/9
E/Y
0.2537
EBITDA/EV
0.5195
SH Yield
0.0000
ROE
0.0279
Margin
0.0512
Vol
0.6486
RAM
0.41
QV
0.812
Conf
0.940
AUNA NYSE
Auna S.A.
0.720
Healthcare Medical Care Facilities SMALL
Value%
0.970
Quality%
0.300
Mom%
0.140
P/E
5.6×
F-Score
5/9
E/Y
0.1421
EBITDA/EV
0.1993
SH Yield
0.0000
ROE
0.0392
Margin
0.0151
Vol
0.4401
RAM
-0.44
QV
0.539
Conf
0.940
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
DDI NASDAQ
Doubledown Interactive Co Ltd
0.970
Communication Services Electronic Gaming & Multimedia SMALL
Value%
0.970
Quality%
0.920
Mom%
0.650
P/E
4.9×
F-Score
5/9
E/Y
0.9140
EBITDA/EV
0.9619
SH Yield
0.0002
ROE
0.1163
Margin
0.3077
Vol
0.3052
RAM
0.52
QV
0.945
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
GASS NASDAQ
StealthGas Inc
0.950
Industrials Marine Shipping SMALL
Value%
0.970
Quality%
0.630
Mom%
0.750
P/E
5.1×
F-Score
5/9
E/Y
0.3053
EBITDA/EV
0.4364
SH Yield
0.0023
ROE
0.0883
Margin
0.3591
Vol
0.3667
RAM
0.74
QV
0.782
Conf
0.940
GLRE NASDAQ
Greenlight Capital Re Ltd
0.970
Financial Services Insurance - Reinsurance SMALL
Value%
0.970
Quality%
0.860
Mom%
0.730
P/E
7.0×
F-Score
6/9
E/Y
0.1736
EBITDA/EV
0.1747
SH Yield
0.0262
ROE
0.1092
Margin
0.1195
Vol
0.2419
RAM
0.93
QV
0.913
Conf
0.940
GSL NYSE
Global Ship Lease Inc
0.980
Industrials Marine Shipping SMALL
Value%
0.970
Quality%
0.870
Mom%
0.850
P/E
3.7×
F-Score
5/9
E/Y
0.2586
EBITDA/EV
0.3393
SH Yield
0.0600
ROE
0.2063
Margin
0.5023
Vol
0.2937
RAM
1.55
QV
0.919
Conf
0.969
HLF NYSE
Herbalife Nutrition Ltd
0.950
Consumer Defensive Packaged Foods SMALL
Value%
0.970
Quality%
0.670
Mom%
0.750
P/E
5.2×
F-Score
5/9
E/Y
0.5243
EBITDA/EV
0.6488
SH Yield
0.0054
ROE
-0.5431
Margin
0.0467
Vol
0.6569
RAM
0.43
QV
0.806
Conf
0.852
HRTG NYSE
Heritage Insurance Hldgs Inc
0.960
Financial Services Insurance - Property & Casualty SMALL
Value%
0.970
Quality%
0.780
Mom%
0.690
P/E
4.1×
F-Score
6/9
E/Y
0.6878
EBITDA/EV
0.7202
SH Yield
0.0028
ROE
0.3874
Margin
0.2599
Vol
0.5477
RAM
0.15
QV
0.870
Conf
0.940
KSS NYSE
Kohl's Corporation
0.920
Consumer Cyclical Department Stores SMALL
Value%
0.970
Quality%
0.300
Mom%
0.910
P/E
7.2×
F-Score
6/9
E/Y
0.0756
EBITDA/EV
0.1623
SH Yield
0.0325
ROE
0.0676
Margin
0.0176
Vol
0.8510
RAM
1.01
QV
0.539
Conf
1.000
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
NCSM NASDAQ
NCS Multistage Holdings Inc
0.960
Energy Oil & Gas Equipment & Services MICRO
Value%
0.970
Quality%
0.660
Mom%
0.820
P/E
5.9×
F-Score
5/9
E/Y
0.1367
EBITDA/EV
0.1942
SH Yield
0.0099
ROE
0.1548
Margin
0.1076
Vol
0.8164
RAM
0.70
QV
0.800
Conf
0.940
NEXA NYSE
Nexa Resources SA
0.990
Basic Materials Other Industrial Metals & Mining SMALL
Value%
0.970
Quality%
0.830
Mom%
0.960
P/E
7.7×
F-Score
6/9
E/Y
0.2179
EBITDA/EV
0.3204
SH Yield
0.0461
ROE
0.1841
Margin
0.0648
Vol
0.7358
RAM
2.70
QV
0.897
Conf
0.940
NOA NYSE
North American Construction Group Ltd
0.840
Energy Oil & Gas Equipment & Services SMALL
Value%
0.970
Quality%
0.650
Mom%
0.190
P/E
10.8×
F-Score
6/9
E/Y
0.0971
EBITDA/EV
0.2752
SH Yield
0.1549
ROE
0.0699
Margin
0.0263
Vol
0.4699
RAM
-0.20
QV
0.794
Conf
0.969
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
SNFCA NASDAQ
Security National Financial
0.970
Financial Services Insurance - Life MICRO
Value%
0.970
Quality%
0.900
Mom%
0.640
P/E
7.3×
F-Score
7/9
E/Y
0.2301
EBITDA/EV
0.2413
SH Yield
0.0083
ROE
0.0818
Margin
0.2078
Vol
0.2601
RAM
0.35
QV
0.934
Conf
0.940
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
TOYO NASDAQ
TOYO Co., Ltd Ordinary Shares
0.990
Technology Solar MICRO
Value%
0.970
Quality%
0.970
Mom%
0.860
P/E
5.6×
F-Score
7/9
E/Y
0.2402
EBITDA/EV
0.4105
SH Yield
-0.0179
ROE
0.2837
Margin
0.0928
Vol
1.0926
RAM
2.09
QV
0.970
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
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