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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 21 Jun 2026
24+
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Consistent Earners
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Preset: earnings_consistency ×
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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
24+ tickers match · Page 1 of 2
HWBK NASDAQ
Hawthorn Bancshares Inc
0.930
Financial Services Banks - Regional MICRO
Value%
0.850
Quality%
0.780
Mom%
0.750
P/E
10.7×
F-Score
6/9
E/Y
0.0976
EBITDA/EV
0.1030
SH Yield
0.0314
ROE
0.1436
Margin
0.2212
Vol
0.3129
RAM
0.80
QV
0.814
Conf
1.000
SKYW NASDAQ
SkyWest Inc
0.890
Industrials Airlines MID
Value%
0.960
Quality%
0.900
Mom%
0.190
P/E
8.6×
F-Score
8/9
E/Y
0.1526
EBITDA/EV
0.2377
SH Yield
0.0392
ROE
0.1572
Margin
0.1042
Vol
0.3180
RAM
-0.34
QV
0.930
Conf
0.970
LDOS NYSE
Leidos Holdings Inc
0.830
Technology Information Technology Services LARGE
Value%
0.880
Quality%
0.850
Mom%
0.120
P/E
9.5×
F-Score
8/9
E/Y
0.1055
EBITDA/EV
0.1206
SH Yield
0.0600
ROE
0.2835
Margin
0.0820
Vol
0.3062
RAM
-0.47
QV
0.865
Conf
0.970
YB NASDAQ
Yuanbao Inc. American Depositary Shares
0.890
Technology Software - Application SMALL
Value%
0.990
Quality%
0.940
Mom%
0.080
P/E
0.5×
F-Score
5/9
E/Y
2.1211
EBITDA/EV
2.1231
SH Yield
-0.2929
ROE
0.3734
Margin
0.2967
Vol
0.5344
RAM
-0.71
QV
0.965
Conf
0.970
FVCB NASDAQ
FVCBankcorp Inc
0.950
Financial Services Banks - Regional MICRO
Value%
0.830
Quality%
0.830
Mom%
0.810
P/E
12.9×
F-Score
8/9
E/Y
0.0940
EBITDA/EV
0.0949
SH Yield
0.0355
ROE
0.0894
Margin
0.1898
Vol
0.2088
RAM
1.96
QV
0.830
Conf
1.000
BLBD NASDAQ
Blue Bird Corp
0.920
Industrials Farm & Heavy Construction Machinery MID
Value%
0.660
Quality%
0.960
Mom%
0.870
P/E
17.6×
F-Score
8/9
E/Y
0.0851
EBITDA/EV
0.0925
SH Yield
0.0160
ROE
0.4464
Margin
0.0891
Vol
0.4654
RAM
1.25
QV
0.796
Conf
0.970
SHBI NASDAQ
Shore Bancshares Inc
0.960
Financial Services Banks - Regional SMALL
Value%
0.870
Quality%
0.860
Mom%
0.820
P/E
11.7×
F-Score
8/9
E/Y
0.1051
EBITDA/EV
0.1239
SH Yield
0.0225
ROE
0.1042
Margin
0.1820
Vol
0.2528
RAM
1.64
QV
0.865
Conf
1.000
AUBN NASDAQ
Auburn National Bancorporation Inc
0.900
Financial Services Banks - Regional MICRO
Value%
0.940
Quality%
0.820
Mom%
0.320
P/E
11.2×
F-Score
6/9
E/Y
0.1237
EBITDA/EV
0.1499
SH Yield
0.0425
ROE
0.0851
Margin
0.2019
Vol
0.3958
RAM
0.26
QV
0.878
Conf
1.000
INTR NASDAQ
Inter & Co. Inc. Class A Common Shares
0.850
Financial Services Banks - Regional MID
Value%
0.960
Quality%
0.780
Mom%
0.110
P/E
1.7×
F-Score
6/9
E/Y
0.0721
EBITDA/EV
0.0873
SH Yield
0.0321
ROE
0.1411
Margin
0.0913
Vol
0.4450
RAM
-0.36
QV
0.865
Conf
0.970
NGS NYSE
Natural Gas Services Group Inc
0.890
Energy Oil & Gas Equipment & Services SMALL
Value%
0.730
Quality%
0.660
Mom%
0.860
P/E
24.8×
F-Score
4/9
E/Y
0.0564
EBITDA/EV
0.1064
SH Yield
0.0107
ROE
0.0778
Margin
0.1217
Vol
0.3014
RAM
1.99
QV
0.694
Conf
1.000
JMSB NASDAQ
John Marshall Bancorp Inc
0.890
Financial Services Banks - Regional SMALL
Value%
0.760
Quality%
0.810
Mom%
0.670
P/E
13.4×
F-Score
8/9
E/Y
0.0763
EBITDA/EV
0.0803
SH Yield
0.0360
ROE
0.0840
Margin
0.1932
Vol
0.2003
RAM
0.99
QV
0.785
Conf
1.000
WDH NYSE
Waterdrop Inc ADR
0.740
Financial Services Insurance - Diversified SMALL
Value%
0.990
Quality%
0.250
Mom%
0.220
P/E
0.8×
F-Score
5/9
E/Y
0.8378
EBITDA/EV
0.8378
SH Yield
0.0242
ROE
0.1091
Margin
0.1253
Vol
0.4945
RAM
0.14
QV
0.497
Conf
1.000
ITRI NASDAQ
Itron Inc
0.750
Technology Scientific & Technical Instruments MID
Value%
0.790
Quality%
0.830
Mom%
0.060
P/E
12.4×
F-Score
6/9
E/Y
0.0786
EBITDA/EV
0.0911
SH Yield
0.0542
ROE
0.1798
Margin
0.1232
Vol
0.4163
RAM
-0.84
QV
0.810
Conf
0.939
HESM NYSE
Hess Midstream Partners LP
0.870
Energy Oil & Gas Midstream MID
Value%
0.800
Quality%
0.980
Mom%
0.290
P/E
12.8×
F-Score
6/9
E/Y
0.1187
EBITDA/EV
0.1443
SH Yield
0.1587
ROE
0.7122
Margin
0.2265
Vol
0.2333
RAM
0.63
QV
0.885
Conf
0.970
FBIZ NASDAQ
First Business Financial Services
0.920
Financial Services Banks - Regional SMALL
Value%
0.850
Quality%
0.720
Mom%
0.720
P/E
9.8×
F-Score
8/9
E/Y
0.0890
EBITDA/EV
0.0945
SH Yield
0.0234
ROE
0.1351
Margin
0.1816
Vol
0.2484
RAM
0.96
QV
0.782
Conf
1.000
PGR NYSE
Progressive Corp
0.780
Financial Services Insurance - Property & Casualty LARGE
Value%
0.850
Quality%
0.690
Mom%
0.140
P/E
10.3×
F-Score
6/9
E/Y
0.1161
EBITDA/EV
0.1186
SH Yield
0.0678
ROE
0.3416
Margin
0.1293
Vol
0.2195
RAM
-0.86
QV
0.766
Conf
1.000
WSBF NASDAQ
Waterstone Financial Inc
0.860
Financial Services Banks - Regional SMALL
Value%
0.690
Quality%
0.650
Mom%
0.810
P/E
11.8×
F-Score
6/9
E/Y
0.0515
EBITDA/EV
0.0553
SH Yield
0.0805
ROE
0.0843
Margin
0.1419
Vol
0.1831
RAM
2.27
QV
0.670
Conf
0.970
RM NYSE
Regional Management Corp
0.960
Financial Services Credit Services SMALL
Value%
0.910
Quality%
0.850
Mom%
0.770
P/E
7.0×
F-Score
6/9
E/Y
0.0573
EBITDA/EV
0.0665
SH Yield
0.0323
ROE
0.1299
Margin
0.0740
Vol
0.3606
RAM
0.83
QV
0.879
Conf
1.000
AXS NYSE
AXIS Capital Holdings Ltd
0.630
Financial Services Insurance - Specialty MID
Value%
0.850
Quality%
0.270
Mom%
0.230
P/E
7.0×
F-Score
5/9
E/Y
0.1558
EBITDA/EV
0.1666
SH Yield
0.0768
ROE
0.1676
Margin
0.1618
Vol
0.2089
RAM
-0.04
QV
0.479
Conf
1.000
MORN NASDAQ
Morningstar Inc
0.750
Financial Services Financial Data & Stock Exchanges MID
Value%
0.730
Quality%
0.970
Mom%
0.040
P/E
14.5×
F-Score
6/9
E/Y
0.0798
EBITDA/EV
0.1065
SH Yield
0.1797
ROE
0.3954
Margin
0.1606
Vol
0.3877
RAM
-1.02
QV
0.841
Conf
0.970
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
PLMR NASDAQ
Palomar Holdings Inc
0.740
Financial Services Insurance - Property & Casualty MID
Value%
0.700
Quality%
0.950
Mom%
0.090
P/E
15.0×
F-Score
6/9
E/Y
0.0792
EBITDA/EV
0.0838
SH Yield
0.0117
ROE
0.2055
Margin
0.2015
Vol
0.3184
RAM
-0.84
QV
0.815
Conf
0.970
NPB NYSE
Northpointe Bancshares, Inc.
0.770
Financial Services Banks - Regional SMALL
Value%
0.730
Quality%
0.290
Mom%
0.770
P/E
7.0×
F-Score
5/9
E/Y
0.0624
EBITDA/EV
0.0636
SH Yield
-0.0580
ROE
0.1497
Margin
0.1791
Vol
0.2756
RAM
1.21
QV
0.460
Conf
1.000
CVSA NYSE
Covista Inc.
0.820
Consumer Defensive Education & Training Services MID
Value%
0.740
Quality%
0.970
Mom%
0.220
P/E
17.3×
F-Score
8/9
E/Y
0.0797
EBITDA/EV
0.0928
SH Yield
0.0752
ROE
0.1716
Margin
0.1226
Vol
0.5450
RAM
0.00
QV
0.847
Conf
0.939
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