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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 21 Jun 2026
24+
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Cornerstone Growth
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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 + 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
ASX NYSE
ASE Industrial Holding Co Ltd ADR
0.990
Technology Semiconductors LARGE
Value%
0.980
Quality%
0.830
Mom%
0.970
P/E
1.9×
F-Score
6/9
E/Y
0.2196
EBITDA/EV
0.4593
SH Yield
-0.0303
ROE
0.1344
Margin
0.0707
Vol
0.4823
RAM
5.30
QV
0.902
Conf
1.000
PACS NYSE
PACS Group, Inc.
0.550
Healthcare Medical Care Facilities MID
Value%
0.200
Quality%
0.670
Mom%
0.960
P/E
23.8×
F-Score
7/9
E/Y
0.0421
EBITDA/EV
0.0404
SH Yield
0.0058
ROE
0.2350
Margin
0.0449
Vol
1.7057
RAM
1.09
QV
0.366
Conf
1.000
CSTM NYSE
Constellium Nv
0.960
Basic Materials Aluminum MID
Value%
0.860
Quality%
0.760
Mom%
0.950
P/E
10.8×
F-Score
8/9
E/Y
0.1065
EBITDA/EV
0.1564
SH Yield
0.0277
ROE
0.3839
Margin
0.0499
Vol
0.3785
RAM
4.16
QV
0.808
Conf
0.970
KALU NASDAQ
Kaiser Aluminum Corporation
0.450
Basic Materials Aluminum MID
Value%
0.330
Quality%
0.220
Mom%
0.950
P/E
19.5×
F-Score
6/9
E/Y
0.0638
EBITDA/EV
0.0943
SH Yield
0.0169
ROE
0.1749
Margin
0.0414
Vol
0.4795
RAM
2.95
QV
0.269
Conf
1.000
CYD NYSE
China Yuchai International Limited
0.980
Consumer Cyclical Auto Manufacturers SMALL
Value%
0.990
Quality%
0.700
Mom%
0.950
P/E
3.3×
F-Score
8/9
E/Y
0.4768
EBITDA/EV
1.0423
SH Yield
0.0109
ROE
0.0586
Margin
0.0163
Vol
0.5674
RAM
3.12
QV
0.832
Conf
1.000
EZPW NASDAQ
EZCORP Inc
0.950
Financial Services Credit Services SMALL
Value%
0.800
Quality%
0.760
Mom%
0.950
P/E
13.3×
F-Score
6/9
E/Y
0.0918
EBITDA/EV
0.1061
SH Yield
0.0054
ROE
0.1309
Margin
0.0993
Vol
0.3311
RAM
4.68
QV
0.780
Conf
1.000
SNEX NASDAQ
Stonex Group Inc
0.860
Financial Services Capital Markets LARGE
Value%
0.830
Quality%
0.280
Mom%
0.930
P/E
23.8×
F-Score
4/9
E/Y
0.0854
EBITDA/EV
0.0884
SH Yield
0.0149
ROE
0.1713
Margin
0.0030
Vol
0.4459
RAM
2.21
QV
0.482
Conf
1.000
M NYSE
Macy’s Inc
0.980
Consumer Cyclical Department Stores MID
Value%
0.950
Quality%
0.770
Mom%
0.930
P/E
9.5×
F-Score
7/9
E/Y
0.1036
EBITDA/EV
0.1907
SH Yield
0.0631
ROE
0.1379
Margin
0.0294
Vol
0.5222
RAM
1.77
QV
0.855
Conf
1.000
SNX NYSE
Synnex Corporation
0.420
Technology Electronics & Computer Distribution LARGE
Value%
0.290
Quality%
0.280
Mom%
0.930
P/E
23.2×
F-Score
7/9
E/Y
0.0620
EBITDA/EV
0.0780
SH Yield
0.0065
ROE
0.1124
Margin
0.0152
Vol
0.3112
RAM
2.99
QV
0.285
Conf
0.964
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%
0.930
P/E
0.6×
F-Score
7/9
E/Y
0.4597
EBITDA/EV
0.5631
SH Yield
0.0506
ROE
0.7298
Margin
0.0770
Vol
0.4286
RAM
2.43
QV
0.960
Conf
0.970
FDX NYSE
FedEx Corporation
0.820
Industrials Integrated Freight & Logistics LARGE
Value%
0.720
Quality%
0.270
Mom%
0.920
P/E
17.4×
F-Score
5/9
E/Y
0.0550
EBITDA/EV
0.0937
SH Yield
0.0204
ROE
0.1504
Margin
0.0488
Vol
0.3805
RAM
2.06
QV
0.441
Conf
0.964
MT NYSE
ArcelorMittal SA ADR
0.940
Basic Materials Steel LARGE
Value%
0.850
Quality%
0.620
Mom%
0.930
P/E
16.4×
F-Score
7/9
E/Y
0.0467
EBITDA/EV
0.0980
SH Yield
0.0126
ROE
0.0529
Margin
0.0471
Vol
0.4289
RAM
2.87
QV
0.726
Conf
1.000
CHRW NASDAQ
CH Robinson Worldwide Inc
0.450
Industrials Integrated Freight & Logistics LARGE
Value%
0.060
Quality%
0.800
Mom%
0.910
P/E
36.4×
F-Score
6/9
E/Y
0.0374
EBITDA/EV
0.0418
SH Yield
0.0290
ROE
0.3515
Margin
0.0370
Vol
0.3933
RAM
2.30
QV
0.219
Conf
1.000
DXPE NASDAQ
DXP Enterprises Inc
0.560
Industrials Industrial Distribution MID
Value%
0.210
Quality%
0.730
Mom%
0.910
P/E
30.6×
F-Score
7/9
E/Y
0.0535
EBITDA/EV
0.0659
SH Yield
0.0064
ROE
0.1719
Margin
0.0427
Vol
0.4410
RAM
1.72
QV
0.392
Conf
0.970
ATLC NASDAQ
Atlanticus Holdings Corporation
0.940
Financial Services Credit Services SMALL
Value%
0.720
Quality%
0.910
Mom%
0.900
P/E
11.2×
F-Score
3/9
E/Y
0.0425
EBITDA/EV
0.0442
SH Yield
0.0167
ROE
0.1959
Margin
0.1079
Vol
0.5622
RAM
1.12
QV
0.809
Conf
1.000
RCKY NASDAQ
Rocky Brands Inc
0.830
Consumer Cyclical Footwear & Accessories SMALL
Value%
0.780
Quality%
0.260
Mom%
0.910
P/E
16.9×
F-Score
7/9
E/Y
0.0962
EBITDA/EV
0.1191
SH Yield
0.0127
ROE
0.0736
Margin
0.0378
Vol
0.5147
RAM
1.42
QV
0.450
Conf
1.000
WILC NASDAQ
G Willi-Food International Ltd
0.920
Consumer Defensive Food Distribution SMALL
Value%
0.980
Quality%
0.290
Mom%
0.920
P/E
5.0×
F-Score
4/9
E/Y
0.3817
EBITDA/EV
0.4082
SH Yield
0.0288
ROE
0.1384
Margin
0.1463
Vol
0.3622
RAM
3.38
QV
0.533
Conf
1.000
IX NYSE
Orix Corp Ads
0.980
Financial Services Financial Conglomerates LARGE
Value%
0.980
Quality%
0.780
Mom%
0.910
F-Score
7/9
E/Y
0.1640
EBITDA/EV
0.2414
SH Yield
0.0000
ROE
0.0996
Margin
0.1341
Vol
0.2952
RAM
2.95
QV
0.874
Conf
0.970
PHIN NYSE
PHINIA Inc.
0.900
Consumer Cyclical Auto Parts MID
Value%
0.790
Quality%
0.570
Mom%
0.900
P/E
21.2×
F-Score
7/9
E/Y
0.0775
EBITDA/EV
0.1208
SH Yield
0.0104
ROE
0.0910
Margin
0.0396
Vol
0.2998
RAM
2.61
QV
0.671
Conf
1.000
AEO NYSE
American Eagle Outfitters Inc
0.820
Consumer Cyclical Apparel Retail MID
Value%
0.780
Quality%
0.180
Mom%
0.900
P/E
10.6×
F-Score
4/9
E/Y
0.0790
EBITDA/EV
0.1244
SH Yield
0.0583
ROE
0.1705
Margin
0.0501
Vol
0.7235
RAM
1.04
QV
0.375
Conf
1.000
C NYSE
Citigroup Inc.
0.290
Financial Services Banks - Diversified MEGA
Value%
0.240
Quality%
0.190
Mom%
0.890
P/E
15.3×
F-Score
5/9
E/Y
0.0221
EBITDA/EV
0.0266
SH Yield
0.0849
ROE
0.0758
Margin
0.0934
Vol
0.2748
RAM
2.29
QV
0.214
Conf
0.970
MFG NYSE
Mizuho Financial Group Inc.
0.980
Financial Services Banks - Regional LARGE
Value%
0.980
Quality%
0.740
Mom%
0.900
P/E
0.1×
F-Score
7/9
E/Y
0.3531
EBITDA/EV
0.3531
ROE
0.1102
Margin
0.1446
Vol
0.3533
RAM
2.08
QV
0.852
Conf
0.909
FLXS NASDAQ
Flexsteel Industries Inc
0.980
Consumer Cyclical Furnishings, Fixtures & Appliances MICRO
Value%
0.950
Quality%
0.770
Mom%
0.890
P/E
8.5×
F-Score
7/9
E/Y
0.1593
EBITDA/EV
0.1732
SH Yield
0.0163
ROE
0.1679
Margin
0.0679
Vol
0.6219
RAM
0.97
QV
0.855
Conf
1.000
GCT NASDAQ
GigaCloud Technology Inc Class A Ordinary Shares
0.950
Technology Software - Infrastructure SMALL
Value%
0.900
Quality%
0.650
Mom%
0.910
P/E
8.3×
F-Score
4/9
E/Y
0.1267
EBITDA/EV
0.1329
SH Yield
0.0460
ROE
0.2907
Margin
0.1077
Vol
0.7181
RAM
1.52
QV
0.765
Conf
0.970
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