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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 19 Jul 2026
48+
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VC2 Cheapest Decile
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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
WDH NYSE
Waterdrop Inc ADR
0.690
Financial Services Insurance - Diversified SMALL
Value%
0.990
Quality%
0.230
Mom%
0.110
P/E
0.8×
F-Score
5/9
E/Y
0.8804
EBITDA/EV
0.8804
SH Yield
0.2406
ROE
0.1091
Margin
0.1253
Vol
0.4145
RAM
-0.57
QV
0.477
Conf
0.969
ZTO NYSE
ZTO Express (Cayman) Inc
0.970
Industrials Integrated Freight & Logistics LARGE
Value%
0.980
Quality%
0.840
Mom%
0.730
P/E
2.0×
F-Score
7/9
E/Y
0.3690
EBITDA/EV
0.4475
SH Yield
0.0852
ROE
0.1474
Margin
0.1787
Vol
0.2369
RAM
0.83
QV
0.907
Conf
0.969
ABEV NYSE
Ambev SA ADR
0.990
Consumer Defensive Beverages - Brewers LARGE
Value%
0.980
Quality%
0.980
Mom%
0.810
P/E
3.0×
F-Score
8/9
E/Y
0.6817
EBITDA/EV
0.8877
SH Yield
0.0379
ROE
0.1728
Margin
0.1766
Vol
0.3271
RAM
1.27
QV
0.980
Conf
0.969
ACCO NYSE
Acco Brands Corporation
0.850
Industrials Business Equipment & Supplies SMALL
Value%
0.940
Quality%
0.240
Mom%
0.670
P/E
5.1×
F-Score
6/9
E/Y
0.1022
EBITDA/EV
0.1601
SH Yield
0.0738
ROE
0.1086
Margin
0.0476
Vol
0.4533
RAM
0.29
QV
0.475
Conf
0.910
ACGLO NASDAQ
Arch Capital Group Ltd
0.910
Financial Services Insurance - Diversified LARGE
Value%
0.980
Quality%
0.880
Mom%
0.240
P/E
2.3×
F-Score
8/9
E/Y
0.3999
EBITDA/EV
0.4123
SH Yield
0.2809
ROE
0.2014
Margin
0.2473
Vol
0.0978
RAM
-0.07
QV
0.929
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
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
ANGI NASDAQ
ANGI Homeservices Inc
0.620
Communication Services Internet Content & Information MICRO
Value%
0.960
Quality%
0.240
Mom%
0.020
P/E
12.5×
F-Score
5/9
E/Y
0.1053
EBITDA/EV
0.2147
SH Yield
0.5610
ROE
0.0216
Margin
0.0193
Vol
0.7261
RAM
-0.95
QV
0.480
Conf
0.910
ASR NYSE
Grupo Aeroportuario del Sureste SAB de CV ADR
0.910
Industrials Airports & Air Services MID
Value%
0.980
Quality%
0.870
Mom%
0.250
P/E
0.9×
F-Score
5/9
E/Y
0.4155
EBITDA/EV
0.5089
SH Yield
0.0206
ROE
0.2341
Margin
0.2625
Vol
0.2594
RAM
0.23
QV
0.923
Conf
0.940
ATAT NASDAQ
Atour Lifestyle Holdings Limited American Depositary Shares
0.920
Consumer Cyclical Lodging MID
Value%
0.980
Quality%
0.960
Mom%
0.200
P/E
2.4×
F-Score
7/9
E/Y
1.2366
EBITDA/EV
1.2615
SH Yield
0.0973
ROE
0.5006
Margin
0.1722
Vol
0.3222
RAM
-0.16
QV
0.970
Conf
0.969
BABA NYSE
Alibaba Group Holding Ltd
0.730
Consumer Cyclical Internet Retail MEGA
Value%
0.980
Quality%
0.220
Mom%
0.210
P/E
2.7×
F-Score
3/9
E/Y
0.2469
EBITDA/EV
0.2574
SH Yield
0.0331
ROE
0.0980
Margin
0.1012
Vol
0.4546
RAM
-0.22
QV
0.464
Conf
0.969
BBDO NYSE
Banco Bradesco S/A ADR
0.980
Financial Services Banks - Regional LARGE
Value%
0.970
Quality%
0.920
Mom%
0.770
P/E
1.7×
F-Score
8/9
E/Y
0.1370
EBITDA/EV
0.1803
SH Yield
0.0474
ROE
0.5535
Margin
0.0732
Vol
0.3449
RAM
0.77
QV
0.945
Conf
0.969
BEKE NYSE
Ke Holdings Inc
0.660
Real Estate Real Estate Services LARGE
Value%
0.980
Quality%
0.110
Mom%
0.190
P/E
5.7×
F-Score
4/9
E/Y
0.3837
EBITDA/EV
0.4075
SH Yield
0.3577
ROE
0.0529
Margin
0.0378
Vol
0.3813
RAM
-0.50
QV
0.328
Conf
0.969
BILI NASDAQ
Bilibili Inc
0.860
Communication Services Internet Content & Information MID
Value%
0.970
Quality%
0.820
Mom%
0.100
P/E
5.4×
F-Score
6/9
E/Y
0.1292
EBITDA/EV
0.1492
SH Yield
0.1090
ROE
0.0901
Margin
0.0458
Vol
0.4578
RAM
-0.69
QV
0.892
Conf
0.910
BIPH NYSE
Safeplus International Holdings Limited
0.860
Healthcare Medical Instruments & Supplies MID
Value%
0.960
Quality%
0.660
Mom%
0.290
P/E
7.2×
F-Score
6/9
E/Y
0.0878
EBITDA/EV
0.1479
SH Yield
0.0772
ROE
0.0630
Margin
0.0140
Vol
0.1072
RAM
0.53
QV
0.796
Conf
0.837
BSBR NYSE
Banco Santander Brasil SA ADR
0.860
Financial Services Banks - Regional LARGE
Value%
0.990
Quality%
0.200
Mom%
0.670
P/E
0.7×
F-Score
4/9
E/Y
1.9197
EBITDA/EV
2.0515
SH Yield
0.0385
ROE
0.2298
Margin
0.0818
Vol
0.3288
RAM
0.48
QV
0.445
Conf
0.969
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
CHT NYSE
Chunghwa Telecom Co Ltd
0.910
Communication Services Telecom Services LARGE
Value%
0.990
Quality%
0.870
Mom%
0.240
P/E
0.8×
F-Score
8/9
E/Y
0.9797
EBITDA/EV
1.7516
SH Yield
0.0389
ROE
0.0987
Margin
0.1598
Vol
0.1127
RAM
-0.04
QV
0.928
Conf
1.000
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
CIG NYSE
Companhia Energetica de Minas Gerais CEMIG Pref ADR
0.950
Utilities Utilities - Regulated Electric MID
Value%
0.980
Quality%
0.630
Mom%
0.730
P/E
1.3×
F-Score
4/9
E/Y
0.2148
EBITDA/EV
0.2770
SH Yield
0.0626
ROE
0.1705
Margin
0.1118
Vol
0.2963
RAM
0.69
QV
0.786
Conf
0.969
CMCSA NASDAQ
Comcast Corp
0.900
Communication Services Telecom Services LARGE
Value%
0.970
Quality%
0.970
Mom%
0.120
P/E
4.5×
F-Score
8/9
E/Y
0.1670
EBITDA/EV
0.2623
SH Yield
0.1301
ROE
0.2129
Margin
0.1500
Vol
0.2664
RAM
-0.95
QV
0.970
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
CYD NYSE
China Yuchai International Limited
0.980
Consumer Cyclical Auto Manufacturers SMALL
Value%
0.990
Quality%
0.700
Mom%
0.910
P/E
2.9×
F-Score
8/9
E/Y
0.5289
EBITDA/EV
1.1562
SH Yield
0.0198
ROE
0.0586
Margin
0.0163
Vol
0.5773
RAM
1.56
QV
0.832
Conf
0.969
DDL NYSE
Dingdong (Cayman) Limited ADR
0.770
Consumer Defensive Grocery Stores SMALL
Value%
0.980
Quality%
0.320
Mom%
0.220
P/E
1.3×
F-Score
6/9
E/Y
0.2002
EBITDA/EV
0.4109
SH Yield
0.0177
ROE
0.3220
Margin
0.0199
Vol
0.5613
RAM
-0.21
QV
0.560
Conf
0.940
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