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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 19 Jul 2026
48+
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Trending Value (VC2)
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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
PENN NASDAQ
Penn National Gaming Inc
0.710
Consumer Cyclical Resorts & Casinos MID
Value%
0.800
Quality%
0.110
Mom%
0.650
F-Score
4/9
SH Yield
0.2009
ROE
-0.5235
Margin
-0.1354
Vol
0.4910
RAM
0.37
QV
0.297
Conf
0.793
PTEN NASDAQ
Patterson-UTI Energy Inc
0.860
Energy Oil & Gas Drilling MID
Value%
0.880
Quality%
0.200
Mom%
0.900
F-Score
5/9
EBITDA/EV
0.1821
SH Yield
0.0490
ROE
-0.0377
Margin
-0.0256
Vol
0.5263
RAM
1.47
QV
0.420
Conf
0.881
SENEB NASDAQ
Seneca Foods Corp B
0.980
Consumer Defensive Packaged Foods SMALL
Value%
0.940
Quality%
0.800
Mom%
0.870
P/E
10.1×
F-Score
8/9
E/Y
0.1065
EBITDA/EV
0.1381
SH Yield
0.0139
ROE
0.1516
Margin
0.0691
Vol
0.3936
RAM
1.34
QV
0.867
Conf
0.969
CHRD NASDAQ
Chord Energy Corp
0.810
Energy Oil & Gas E&P MID
Value%
0.830
Quality%
0.240
Mom%
0.710
F-Score
4/9
E/Y
0.0158
EBITDA/EV
0.1907
SH Yield
0.0707
ROE
-0.0083
Margin
-0.0125
Vol
0.3832
RAM
0.55
QV
0.446
Conf
0.940
HG NYSE
Hamilton Insurance Group, Ltd.
0.980
Financial Services Insurance - Reinsurance MID
Value%
0.970
Quality%
0.820
Mom%
0.900
P/E
5.5×
F-Score
7/9
E/Y
0.3133
EBITDA/EV
0.3190
SH Yield
0.0944
ROE
0.2312
Margin
0.2171
Vol
0.2441
RAM
2.42
QV
0.892
Conf
0.969
IMPP NASDAQ
Imperial Petroleum Inc
0.970
Energy Oil & Gas Midstream MICRO
Value%
0.980
Quality%
0.710
Mom%
0.860
P/E
3.2×
F-Score
4/9
E/Y
0.4902
EBITDA/EV
0.6963
SH Yield
-0.2748
ROE
0.1193
Margin
0.3499
Vol
0.5602
RAM
0.93
QV
0.834
Conf
0.969
PLGO NYSE
PLGO
0.910
Financial Services Insurance - Diversified MID
Value%
0.960
Quality%
0.310
Mom%
0.870
P/E
5.8×
F-Score
5/9
E/Y
0.2272
EBITDA/EV
0.2453
SH Yield
0.1596
ROE
0.1668
Margin
0.1766
Vol
0.2783
RAM
1.73
QV
0.546
Conf
0.940
QUAD NYSE
Quad Graphics Inc
0.930
Industrials Specialty Business Services SMALL
Value%
0.830
Quality%
0.680
Mom%
0.880
P/E
16.3×
F-Score
7/9
E/Y
0.0867
EBITDA/EV
0.1688
SH Yield
0.0535
ROE
0.2164
Margin
0.0116
Vol
0.3360
RAM
1.44
QV
0.751
Conf
0.940
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
IFS NYSE
Intercorp Financial Services Inc
0.980
Financial Services Banks - Regional MID
Value%
0.980
Quality%
0.830
Mom%
0.880
P/E
3.2×
F-Score
9/9
E/Y
0.4576
EBITDA/EV
0.5370
SH Yield
0.0488
ROE
0.1675
Margin
0.2110
Vol
0.3284
RAM
1.77
QV
0.902
Conf
0.969
PBR-A NYSE
Petróleo Brasileiro S.A. - Petrobras
0.980
Energy Oil & Gas Integrated LARGE
Value%
0.970
Quality%
0.900
Mom%
0.840
P/E
5.4×
F-Score
7/9
E/Y
0.1545
EBITDA/EV
0.2449
SH Yield
0.0167
ROE
0.2386
Margin
0.2181
Vol
0.3099
RAM
1.37
QV
0.934
Conf
0.969
SCHL NASDAQ
Scholastic Corporation
0.900
Communication Services Publishing SMALL
Value%
0.920
Quality%
0.220
Mom%
0.950
P/E
13.8×
F-Score
4/9
E/Y
0.1292
EBITDA/EV
0.2101
SH Yield
0.1889
ROE
0.0719
Margin
0.0388
Vol
0.3403
RAM
3.12
QV
0.450
Conf
0.921
WDS NYSE
Woodside Energy Group Ltd
0.980
Energy Oil & Gas E&P LARGE
Value%
0.960
Quality%
0.850
Mom%
0.820
P/E
6.6×
F-Score
4/9
E/Y
0.1405
EBITDA/EV
0.3302
SH Yield
0.0284
ROE
0.1752
Margin
0.2406
Vol
0.3566
RAM
0.97
QV
0.903
Conf
0.829
BFH NYSE
Bread Financial Holdings, Inc.
0.990
Financial Services Credit Services MID
Value%
0.970
Quality%
0.880
Mom%
0.890
P/E
7.2×
F-Score
7/9
E/Y
0.1529
EBITDA/EV
0.1710
SH Yield
0.0818
ROE
0.1687
Margin
0.1190
Vol
0.4009
RAM
1.74
QV
0.924
Conf
0.969
KARO NASDAQ
Karooooo Ltd
0.980
Technology Software - Application SMALL
Value%
0.980
Quality%
0.980
Mom%
0.660
P/E
1.9×
F-Score
5/9
E/Y
0.7613
EBITDA/EV
1.2238
SH Yield
0.0439
ROE
0.2857
Margin
0.1776
Vol
0.3470
RAM
-0.15
QV
0.980
Conf
1.000
MYPS NASDAQ
Playstudios Inc
0.620
Communication Services Electronic Gaming & Multimedia MICRO
Value%
0.940
Quality%
0.220
Mom%
0.070
F-Score
5/9
EBITDA/EV
0.3928
SH Yield
0.0183
ROE
-0.1661
Margin
-0.1579
Vol
0.6640
RAM
-0.81
QV
0.455
Conf
0.852
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
SGC NASDAQ
Superior Uniform Group Inc
0.810
Consumer Cyclical Apparel Manufacturing MICRO
Value%
0.830
Quality%
0.170
Mom%
0.770
P/E
24.3×
F-Score
4/9
E/Y
0.0527
EBITDA/EV
0.0949
SH Yield
0.0745
ROE
0.0446
Margin
0.0151
Vol
0.3747
RAM
0.97
QV
0.376
Conf
0.969
AIRT NASDAQ
Air T Inc
0.870
Industrials Conglomerates MICRO
Value%
0.940
Quality%
0.330
Mom%
0.680
P/E
0.9×
F-Score
5/9
E/Y
0.3408
EBITDA/EV
0.3835
SH Yield
-0.0422
ROE
0.9771
Margin
0.2384
Vol
0.4560
RAM
0.18
QV
0.557
Conf
0.881
ASC NYSE
Ardmore Shpng
0.960
Industrials Marine Shipping SMALL
Value%
0.940
Quality%
0.660
Mom%
0.890
P/E
10.8×
F-Score
5/9
E/Y
0.0957
EBITDA/EV
0.1544
SH Yield
0.0835
ROE
0.0891
Margin
0.1800
Vol
0.4184
RAM
1.88
QV
0.788
Conf
0.969
RMR NASDAQ
RMR Group Inc
0.960
Real Estate Real Estate Services SMALL
Value%
0.910
Quality%
0.840
Mom%
0.760
P/E
17.0×
F-Score
4/9
E/Y
0.1020
EBITDA/EV
0.1281
SH Yield
0.0899
ROE
0.0914
Margin
0.0325
Vol
0.3176
RAM
0.98
QV
0.874
Conf
0.969
SCSC NASDAQ
ScanSource Inc
0.850
Technology Electronics & Computer Distribution SMALL
Value%
0.910
Quality%
0.240
Mom%
0.750
P/E
15.2×
F-Score
6/9
E/Y
0.0961
EBITDA/EV
0.1188
SH Yield
0.0824
ROE
0.0809
Margin
0.0238
Vol
0.3209
RAM
0.70
QV
0.467
Conf
0.940
TRMD NASDAQ
Torm PLC Class A
0.980
Energy Oil & Gas Midstream MID
Value%
0.940
Quality%
0.790
Mom%
0.900
P/E
8.5×
F-Score
4/9
E/Y
0.1119
EBITDA/EV
0.1700
SH Yield
0.0851
ROE
0.1514
Margin
0.2443
Vol
0.3850
RAM
2.18
QV
0.862
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
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