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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 7 Jun 2026
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Tiny Titans
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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 + buybacks + debt paydown — O'Shaughnessy's total 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
🏢
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
50+ tickers match · Page 2 of 3
SCOR
Comscore Inc
0.870
Technology Software - Application MICRO
Value%
0.940
Quality%
0.140
Mom%
0.850
F-Score
4/9
EBITDA/EV
0.1897
SH Yield
0.0000
ROE
-0.0630
Margin
-0.0343
Vol
0.7434
RAM
0.60
QV
0.363
Conf
0.879
NCSM
NCS Multistage Holdings Inc
0.910
Energy Oil & Gas Equipment & Services MICRO
Value%
0.960
Quality%
0.300
Mom%
0.850
P/E
7.1×
F-Score
5/9
E/Y
0.1413
EBITDA/EV
0.1786
SH Yield
0.0000
ROE
0.1548
Margin
0.1076
Vol
0.8076
RAM
0.39
QV
0.537
Conf
1.000
HBIO
Harvard Bioscience Inc
0.560
Healthcare Medical Instruments & Supplies NANO
Value%
0.510
Quality%
0.510
Mom%
0.510
F-Score
4/9
EBITDA/EV
0.0291
SH Yield
0.0000
ROE
-0.9739
Margin
-0.1144
Vol
0.9043
RAM
0.76
QV
0.510
Conf
0.879
HOUR
Hour Loop Inc
0.410
Consumer Cyclical Internet Retail MICRO
Value%
0.100
Quality%
0.710
Mom%
0.870
P/E
35.7×
F-Score
6/9
E/Y
0.0280
EBITDA/EV
0.0430
SH Yield
0.0000
ROE
0.2398
Margin
0.0128
Vol
1.7528
RAM
0.53
QV
0.266
Conf
0.970
LEE
Lee Enterprises Incorporated
0.480
Communication Services Publishing MICRO
Value%
0.480
Quality%
0.470
Mom%
0.470
F-Score
1/9
EBITDA/EV
0.0665
SH Yield
0.0000
ROE
2.9401
Margin
-0.0302
Vol
0.7964
RAM
0.25
QV
0.475
Conf
0.848
SWAG
Software Acquisition Group III Inc
0.260
Communication Services Advertising Agencies NANO
Value%
0.380
Quality%
0.370
Mom%
0.370
P/E
97.1×
F-Score
4/9
E/Y
0.0103
EBITDA/EV
0.0230
SH Yield
0.0000
ROE
0.0124
Margin
0.0033
Vol
0.6796
RAM
0.24
QV
0.375
Conf
0.970
DSWL
Deswell Industries Inc
0.980
Technology Electronic Components MICRO
Value%
0.980
Quality%
0.800
Mom%
0.850
P/E
2.6×
F-Score
7/9
E/Y
0.3819
EBITDA/EV
0.5458
SH Yield
0.1071
ROE
0.1842
Margin
0.1741
Vol
0.4009
RAM
1.40
QV
0.885
Conf
0.728
NTWK
NetSol Technologies Inc
0.750
Technology Software - Application MICRO
Value%
0.710
Quality%
0.220
Mom%
0.830
P/E
29.0×
F-Score
6/9
E/Y
0.0345
EBITDA/EV
0.1542
SH Yield
0.0000
ROE
0.0475
Margin
0.0245
Vol
0.5758
RAM
0.80
QV
0.395
Conf
0.970
FRD
Friedman Industries Inc. Common Stock
0.780
Basic Materials Steel MICRO
Value%
0.850
Quality%
0.050
Mom%
0.800
P/E
10.9×
F-Score
3/9
E/Y
0.0919
EBITDA/EV
0.1009
SH Yield
0.0066
ROE
0.1099
Margin
0.0267
Vol
0.3876
RAM
0.76
QV
0.206
Conf
0.867
SYPR
Sypris Solutions Inc
0.250
Consumer Cyclical Auto Parts MICRO
Value%
0.320
Quality%
0.010
Mom%
0.840
F-Score
2/9
SH Yield
0.0000
ROE
-0.6911
Margin
-0.0823
Vol
0.6754
RAM
0.96
QV
0.057
Conf
0.848
VRA
Vera Bradley Inc
0.860
Consumer Cyclical Footwear & Accessories MICRO
Value%
0.930
Quality%
0.110
Mom%
0.850
F-Score
3/9
SH Yield
0.0000
ROE
-0.3634
Margin
-0.1774
Vol
0.7539
RAM
1.24
QV
0.320
Conf
0.867
HOVNP
Hovnanian Enterprises Inc. PFD DEP1/1000A
0.910
Consumer Cyclical Homebuilding & Construction Supplies MICRO
Value%
0.980
Quality%
0.300
Mom%
0.810
P/E
3.6×
F-Score
6/9
E/Y
0.2750
EBITDA/EV
0.1421
SH Yield
0.0804
ROE
0.0443
Margin
0.0125
Vol
0.1661
RAM
2.55
QV
0.542
Conf
1.000
GRWG
GrowGeneration Corp
0.690
Consumer Cyclical Specialty Retail MICRO
Value%
0.770
Quality%
0.050
Mom%
0.760
F-Score
4/9
SH Yield
0.0000
ROE
-0.2110
Margin
-0.1191
Vol
0.8472
RAM
0.24
QV
0.196
Conf
0.848
KLXE
KLX Energy Services Holdings Inc
0.500
Energy Oil & Gas Equipment & Services MICRO
Value%
0.480
Quality%
0.480
Mom%
0.480
F-Score
3/9
EBITDA/EV
0.1908
SH Yield
0.0000
ROE
0.7617
Margin
-0.1167
Vol
0.8699
RAM
0.81
QV
0.480
Conf
0.848
AMPY
Amplify Energy Corp
0.970
Energy Oil & Gas E&P MICRO
Value%
0.970
Quality%
0.770
Mom%
0.820
P/E
15.4×
F-Score
6/9
E/Y
0.0651
EBITDA/EV
0.7881
SH Yield
0.0000
ROE
0.0279
Margin
0.0512
Vol
0.6723
RAM
0.93
QV
0.864
Conf
1.000
SPRU
Spruce Power Holding Corp
0.770
Technology Solar NANO
Value%
0.630
Quality%
0.620
Mom%
0.630
F-Score
6/9
EBITDA/EV
0.0795
SH Yield
0.0000
ROE
-0.1136
Margin
-0.1217
Vol
1.1982
RAM
0.61
QV
0.625
Conf
0.909
SMHI
SEACOR Marine Holdings Inc
0.750
Industrials Marine Shipping MICRO
Value%
0.820
Quality%
0.040
Mom%
0.790
F-Score
5/9
EBITDA/EV
0.2073
SH Yield
0.0154
ROE
-0.1136
Margin
-0.1300
Vol
0.5603
RAM
0.64
QV
0.181
Conf
0.879
SGC
Superior Uniform Group Inc
0.780
Consumer Cyclical Apparel Manufacturing MICRO
Value%
0.830
Quality%
0.150
Mom%
0.730
P/E
22.3×
F-Score
4/9
E/Y
0.0449
EBITDA/EV
0.1005
SH Yield
0.0460
ROE
0.0446
Margin
0.0151
Vol
0.3718
RAM
0.45
QV
0.353
Conf
1.000
NNBR
NN Inc
0.660
Industrials Conglomerates MICRO
Value%
0.730
Quality%
0.040
Mom%
0.770
F-Score
3/9
EBITDA/EV
0.0605
SH Yield
0.0000
ROE
-0.2372
Margin
-0.0785
Vol
0.8875
RAM
0.37
QV
0.171
Conf
0.909
TACT
TransAct Technologies Incorporated
0.250
Technology Computer Hardware NANO
Value%
0.370
Quality%
0.370
Mom%
0.370
F-Score
4/9
SH Yield
0.0000
ROE
-0.0153
Margin
-0.0093
Vol
0.3934
RAM
-0.13
QV
0.370
Conf
0.879
ASRV
AmeriServ Financial Inc
0.740
Financial Services Banks - Regional MICRO
Value%
0.760
Quality%
0.180
Mom%
0.750
P/E
11.5×
F-Score
6/9
E/Y
0.0868
EBITDA/EV
0.0581
SH Yield
0.0315
ROE
0.0455
Margin
0.0620
Vol
0.3093
RAM
0.86
QV
0.370
Conf
1.000
KTCC
Key Tronic Corporation
0.490
Technology Computer Hardware NANO
Value%
0.480
Quality%
0.470
Mom%
0.480
F-Score
5/9
SH Yield
0.0000
ROE
-0.1685
Margin
-0.0440
Vol
0.4382
RAM
0.36
QV
0.475
Conf
0.879
STRR
Star Equity Holdings Inc
0.260
Industrials Conglomerates NANO
Value%
0.380
Quality%
0.370
Mom%
0.370
F-Score
4/9
SH Yield
0.0175
ROE
-0.1480
Margin
-0.0445
Vol
0.3658
RAM
0.16
QV
0.375
Conf
0.848
SRI
Stoneridge Inc
0.650
Consumer Cyclical Auto Parts MICRO
Value%
0.710
Quality%
0.060
Mom%
0.760
F-Score
3/9
EBITDA/EV
0.0222
SH Yield
0.0000
ROE
-0.7217
Margin
-0.1410
Vol
0.7055
RAM
0.50
QV
0.206
Conf
0.909
HOFT
Hooker Furniture Corporation
0.830
Consumer Cyclical Furnishings, Fixtures & Appliances MICRO
Value%
0.910
Quality%
0.120
Mom%
0.730
F-Score
5/9
SH Yield
0.0636
ROE
-0.1593
Margin
-0.0884
Vol
0.5849
RAM
0.49
QV
0.330
Conf
0.828
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