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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 21 Jun 2026
24+
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Alpha Within Value
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Preset: alpha_within_value ×
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 + 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
24+ tickers match · Page 1 of 2
MOMO NASDAQ
Hello Group Inc
0.860
Communication Services Internet Content & Information SMALL
Value%
0.990
Quality%
0.790
Mom%
0.090
P/E
1.1×
F-Score
7/9
E/Y
2.0874
EBITDA/EV
2.1975
SH Yield
0.9880
ROE
0.0681
Margin
0.0720
Vol
0.2596
RAM
-0.98
QV
0.884
Conf
1.000
CSAN NYSE
Cosan SA ADR
0.800
Energy Oil & Gas Refining & Marketing MID
Value%
0.940
Quality%
0.650
Mom%
0.050
F-Score
4/9
E/Y
0.0944
EBITDA/EV
0.1459
SH Yield
0.8714
ROE
-2.7494
Margin
-0.2406
Vol
0.5524
RAM
-0.66
QV
0.782
Conf
0.879
LX NASDAQ
Lexinfintech Holdings Ltd
0.870
Financial Services Credit Services SMALL
Value%
0.990
Quality%
0.910
Mom%
0.010
P/E
0.2×
F-Score
7/9
E/Y
1.2504
EBITDA/EV
1.3906
SH Yield
0.8043
ROE
0.1197
Margin
0.1083
Vol
0.4536
RAM
-1.50
QV
0.949
Conf
1.000
VISN NASDAQ
CommScope Holding Company, Inc.
0.980
Technology Communication Equipment MID
Value%
0.940
Quality%
0.740
Mom%
0.980
P/E
4759.5×
F-Score
6/9
E/Y
1.4056
EBITDA/EV
1.9577
SH Yield
0.7899
ROE
0.0001
Margin
0.0001
Vol
1.1888
RAM
4.17
QV
0.834
Conf
0.970
TASK NASDAQ
Taskus Inc
0.870
Technology Information Technology Services SMALL
Value%
0.960
Quality%
0.910
Mom%
0.080
P/E
4.3×
F-Score
7/9
E/Y
0.2079
EBITDA/EV
0.2819
SH Yield
0.7648
ROE
0.3835
Margin
0.0870
Vol
0.5235
RAM
-0.43
QV
0.935
Conf
0.970
FINV NYSE
FinVolution Group
0.840
Financial Services Credit Services SMALL
Value%
0.990
Quality%
0.730
Mom%
0.040
P/E
0.5×
F-Score
3/9
E/Y
2.3127
EBITDA/EV
2.3633
SH Yield
0.7519
ROE
0.1361
Margin
0.1664
Vol
0.4898
RAM
-0.99
QV
0.850
Conf
1.000
JFIN NASDAQ
Jiayin Group Inc
0.880
Financial Services Credit Services MICRO
Value%
0.990
Quality%
0.930
Mom%
0.010
P/E
0.2×
F-Score
5/9
E/Y
1.5039
EBITDA/EV
1.5178
SH Yield
0.7272
ROE
0.2468
Margin
0.1987
Vol
0.5284
RAM
-1.39
QV
0.960
Conf
1.000
ANGI NASDAQ
ANGI Homeservices Inc
0.630
Communication Services Internet Content & Information MICRO
Value%
0.970
Quality%
0.240
Mom%
0.010
P/E
10.3×
F-Score
5/9
E/Y
0.1162
EBITDA/EV
0.2369
SH Yield
0.6839
ROE
0.0216
Margin
0.0193
Vol
0.7025
RAM
-0.90
QV
0.482
Conf
0.939
JD NASDAQ
JD.com Inc Adr
0.710
Consumer Cyclical Internet Retail LARGE
Value%
0.980
Quality%
0.220
Mom%
0.190
P/E
2.7×
F-Score
4/9
E/Y
0.2327
EBITDA/EV
0.3289
SH Yield
0.6118
ROE
0.0640
Margin
0.0104
Vol
0.2914
RAM
0.02
QV
0.464
Conf
1.000
SQFT NASDAQ
Presidio Property Trust
0.790
Real Estate Reit - Diversified NANO
Value%
0.640
Quality%
0.630
Mom%
0.650
F-Score
5/9
EBITDA/EV
0.0297
SH Yield
0.5624
ROE
-0.5781
Margin
-0.6135
Vol
1.1446
RAM
-0.22
QV
0.635
Conf
0.879
BHR NYSE
Braemar Hotel & Resorts Inc
0.650
Real Estate Reit - Hotel & Motel MICRO
Value%
0.930
Quality%
0.190
Mom%
0.200
F-Score
4/9
E/Y
0.0611
EBITDA/EV
0.1353
SH Yield
0.5511
ROE
-0.0322
Margin
-0.0224
Vol
0.5044
RAM
0.10
QV
0.420
Conf
0.939
TORO NASDAQ
Toro Ltd
0.380
Energy Oil & Gas Midstream MICRO
Value%
0.290
Quality%
0.160
Mom%
0.970
P/E
34.5×
F-Score
1/9
E/Y
0.0107
EBITDA/EV
0.0825
SH Yield
0.5299
ROE
0.0158
Margin
0.2190
Vol
1.0729
RAM
2.62
QV
0.215
Conf
0.970
SID NYSE
Companhia Siderurgica Nacional ADR
0.560
Basic Materials Steel SMALL
Value%
0.900
Quality%
0.130
Mom%
0.130
F-Score
6/9
E/Y
0.0584
EBITDA/EV
0.1651
SH Yield
0.4976
ROE
-0.1551
Margin
-0.0443
Vol
0.5520
RAM
-0.10
QV
0.342
Conf
0.909
GTM NASDAQ
ZoomInfo Technologies Inc.
0.840
Technology Software - Application SMALL
Value%
0.960
Quality%
0.810
Mom%
0.010
P/E
6.5×
F-Score
7/9
E/Y
0.1101
EBITDA/EV
0.1455
SH Yield
0.4915
ROE
0.0860
Margin
0.1010
Vol
0.6227
RAM
-1.01
QV
0.882
Conf
0.939
ACGLN NASDAQ
Arch Capital Group Ltd.
0.910
Financial Services Insurance - Diversified MID
Value%
0.990
Quality%
0.880
Mom%
0.240
P/E
1.2×
F-Score
8/9
E/Y
0.6688
EBITDA/EV
0.6895
SH Yield
0.4894
ROE
0.2014
Margin
0.2473
Vol
0.0887
RAM
0.49
QV
0.933
Conf
1.000
VIOT NASDAQ
Viomi Technology ADR
0.660
Consumer Cyclical Furnishings, Fixtures & Appliances MICRO
Value%
0.990
Quality%
0.190
Mom%
0.090
P/E
0.4×
F-Score
3/9
E/Y
2.5937
EBITDA/EV
3.3005
SH Yield
0.4775
ROE
0.0903
Margin
0.0583
Vol
1.0403
RAM
-0.26
QV
0.434
Conf
0.909
BRSL NYSE
Brightstar Lottery PLC
0.500
Consumer Cyclical Gambling MID
Value%
0.780
Quality%
0.160
Mom%
0.210
P/E
13.3×
F-Score
4/9
E/Y
0.0846
EBITDA/EV
0.1540
SH Yield
0.4733
ROE
0.1851
Margin
0.0625
Vol
0.3257
RAM
-0.18
QV
0.353
Conf
0.939
DLNG NYSE
Dynagas LNG Partners LP
0.920
Energy Oil & Gas Midstream MICRO
Value%
0.980
Quality%
0.900
Mom%
0.280
P/E
2.0×
F-Score
7/9
E/Y
0.2502
EBITDA/EV
0.3444
SH Yield
0.4650
ROE
0.1345
Margin
0.4160
Vol
0.2284
RAM
0.57
QV
0.939
Conf
0.970
JBGS NYSE
JBG SMITH Properties
0.050
Real Estate Reit - Diversified SMALL
Value%
0.270
Quality%
0.130
Mom%
0.140
F-Score
4/9
E/Y
0.0039
EBITDA/EV
0.0527
SH Yield
0.4382
ROE
-0.0983
Margin
-0.2216
Vol
0.3080
RAM
-0.50
QV
0.187
Conf
0.939
SDHC NYSE
Smith Douglas Homes Corp.
0.540
Real Estate Real Estate - Development MICRO
Value%
0.880
Quality%
0.150
Mom%
0.100
P/E
13.4×
F-Score
2/9
E/Y
0.3755
EBITDA/EV
0.3941
SH Yield
0.4322
ROE
0.1045
Margin
0.0090
Vol
0.5281
RAM
-0.68
QV
0.363
Conf
1.000
KG NASDAQ
Kestrel Group, Ltd.
0.580
Financial Services Insurance - Reinsurance MICRO
Value%
0.900
Quality%
0.250
Mom%
0.030
P/E
2.4×
F-Score
3/9
E/Y
0.2526
EBITDA/EV
0.2714
SH Yield
0.4264
ROE
0.3268
Margin
0.9622
Vol
0.7402
RAM
-0.76
QV
0.474
Conf
0.939
SAMG NASDAQ
Silvercrest Asset Management Group Inc
0.670
Financial Services Asset Management MICRO
Value%
0.730
Quality%
0.690
Mom%
0.120
P/E
31.3×
F-Score
5/9
E/Y
0.0547
EBITDA/EV
0.0734
SH Yield
0.4204
ROE
0.0565
Margin
0.0212
Vol
0.2245
RAM
-0.81
QV
0.710
Conf
0.970
BSTZ NYSE
BlackRock Science and Technology Trust II
0.870
Financial Services Asset Management MID
Value%
0.850
Quality%
0.290
Mom%
0.880
P/E
3.6×
F-Score
2/9
E/Y
0.2567
EBITDA/EV
0.2724
SH Yield
0.4183
ROE
0.3416
Margin
1.6228
Vol
0.2193
RAM
2.87
QV
0.496
Conf
0.819
BEKE NYSE
Ke Holdings Inc
0.670
Real Estate Real Estate Services LARGE
Value%
0.980
Quality%
0.160
Mom%
0.170
P/E
4.9×
F-Score
4/9
E/Y
0.4628
EBITDA/EV
0.4916
SH Yield
0.4154
ROE
0.0529
Margin
0.0378
Vol
0.3611
RAM
-0.20
QV
0.396
Conf
1.000
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