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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 21 Jun 2026
24+
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Piotroski Bargains
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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
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
CHT NYSE
Chunghwa Telecom Co Ltd
0.910
Communication Services Telecom Services LARGE
Value%
0.990
Quality%
0.870
Mom%
0.240
P/E
0.9×
F-Score
8/9
E/Y
0.9331
EBITDA/EV
1.6705
SH Yield
0.0368
ROE
0.0985
Margin
0.1633
Vol
0.1088
RAM
-0.13
QV
0.928
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
FLX NASDAQ
BingEx Ltd
0.860
Industrials Integrated Freight & Logistics MICRO
Value%
0.990
Quality%
0.730
Mom%
0.110
P/E
2.1×
F-Score
7/9
E/Y
0.5533
EBITDA/EV
0.3641
SH Yield
0.3421
ROE
0.0980
Margin
0.0194
Vol
0.6289
RAM
-0.33
QV
0.850
Conf
0.939
HDB NYSE
HDFC Bank Limited ADR
0.860
Financial Services Banks - Regional LARGE
Value%
0.990
Quality%
0.790
Mom%
0.090
P/E
0.2×
F-Score
7/9
E/Y
0.3390
EBITDA/EV
0.3390
SH Yield
0.0185
ROE
0.1337
Margin
0.1536
Vol
0.2581
RAM
-1.25
QV
0.884
Conf
1.000
HMY NYSE
Harmony Gold Mining Company Limited
0.980
Basic Materials Gold LARGE
Value%
0.990
Quality%
0.980
Mom%
0.690
P/E
0.4×
F-Score
8/9
E/Y
2.7396
EBITDA/EV
3.3567
SH Yield
0.0183
ROE
0.5081
Margin
0.1753
Vol
0.6383
RAM
0.33
QV
0.985
Conf
0.872
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
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
NOAH NYSE
Noah Holdings Ltd
0.910
Financial Services Asset Management SMALL
Value%
0.990
Quality%
0.920
Mom%
0.200
P/E
1.3×
F-Score
9/9
E/Y
1.2279
EBITDA/EV
1.0228
SH Yield
0.1919
ROE
0.0547
Margin
0.2044
Vol
0.2675
RAM
-0.27
QV
0.954
Conf
1.000
PAYP NASDAQ
PayPay Corporation American Depository Shares
0.970
Technology Software - Infrastructure MID
Value%
0.990
Quality%
0.890
Mom%
0.630
P/E
0.2×
F-Score
8/9
E/Y
0.3342
EBITDA/EV
0.5166
SH Yield
0.0338
ROE
0.1273
Margin
0.1239
Vol
0.7073
QV
0.939
Conf
0.909
TKC NYSE
Turkcell Iletisim Hizmetleri AS
0.890
Communication Services Telecom Services MID
Value%
0.990
Quality%
0.740
Mom%
0.290
P/E
0.4×
F-Score
7/9
E/Y
0.3091
EBITDA/EV
0.7498
SH Yield
0.0188
ROE
0.0491
Margin
0.0785
Vol
0.3156
RAM
0.17
QV
0.856
Conf
1.000
ABEV NYSE
Ambev SA ADR
0.990
Consumer Defensive Beverages - Brewers LARGE
Value%
0.980
Quality%
0.980
Mom%
0.800
P/E
3.1×
F-Score
8/9
E/Y
0.6501
EBITDA/EV
0.8465
SH Yield
0.0338
ROE
0.1728
Margin
0.1766
Vol
0.3280
RAM
1.31
QV
0.980
Conf
1.000
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
0.4073
EBITDA/EV
0.4199
SH Yield
0.2874
ROE
0.2014
Margin
0.2473
Vol
0.0904
RAM
0.31
QV
0.929
Conf
1.000
AFYA NASDAQ
Afya Ltd
0.910
Consumer Defensive Education & Training Services SMALL
Value%
0.980
Quality%
0.970
Mom%
0.140
P/E
1.7×
F-Score
7/9
E/Y
0.4221
EBITDA/EV
0.5256
SH Yield
0.0264
ROE
0.1612
Margin
0.2004
Vol
0.2936
RAM
-0.52
QV
0.975
Conf
0.970
AMX NYSE
America Movil SAB de CV ADR
0.990
Communication Services Telecom Services LARGE
Value%
0.980
Quality%
0.970
Mom%
0.860
P/E
0.9×
F-Score
8/9
E/Y
0.2742
EBITDA/EV
0.4965
SH Yield
0.1608
ROE
0.2378
Margin
0.0923
Vol
0.2983
RAM
1.94
QV
0.975
Conf
1.000
ATAT NASDAQ
Atour Lifestyle Holdings Limited American Depositary Shares
0.930
Consumer Cyclical Lodging MID
Value%
0.980
Quality%
0.970
Mom%
0.300
P/E
2.5×
F-Score
7/9
E/Y
1.1581
EBITDA/EV
1.1815
SH Yield
0.0942
ROE
0.5006
Margin
0.1722
Vol
0.3259
RAM
0.35
QV
0.975
Conf
1.000
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
BZ NASDAQ
Kanzhun Ltd ADR
0.900
Communication Services Internet Content & Information MID
Value%
0.980
Quality%
0.960
Mom%
0.110
P/E
1.8×
F-Score
7/9
E/Y
0.9985
EBITDA/EV
1.7815
SH Yield
-0.2986
ROE
0.1648
Margin
0.4015
Vol
0.3253
RAM
-0.69
QV
0.970
Conf
1.000
CAAS NASDAQ
China Automotive Systems Inc
0.890
Consumer Cyclical Auto Parts MICRO
Value%
0.980
Quality%
0.760
Mom%
0.270
P/E
3.0×
F-Score
7/9
E/Y
0.2690
EBITDA/EV
0.2695
SH Yield
0.0163
ROE
0.1118
Margin
0.0573
Vol
0.2457
RAM
0.38
QV
0.863
Conf
0.872
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
ERIC NASDAQ
Telefonaktiebolaget LM Ericsson B ADR
0.970
Technology Communication Equipment LARGE
Value%
0.980
Quality%
0.770
Mom%
0.820
P/E
1.5×
F-Score
7/9
E/Y
1.4096
EBITDA/EV
1.6708
SH Yield
0.0276
ROE
0.2432
Margin
0.1080
Vol
0.3064
RAM
2.22
QV
0.869
Conf
1.000
FUTU NASDAQ
Futu Holdings Ltd
0.910
Financial Services Capital Markets LARGE
Value%
0.980
Quality%
0.990
Mom%
0.140
P/E
1.3×
F-Score
7/9
E/Y
0.7514
EBITDA/EV
0.7453
SH Yield
0.0269
ROE
0.2439
Margin
0.4183
Vol
0.6296
RAM
-0.32
QV
0.985
Conf
1.000
GHG NYSE
GreenTree Hospitality Group Ltd
0.840
Consumer Cyclical Lodging MICRO
Value%
0.980
Quality%
0.760
Mom%
0.050
F-Score
7/9
E/Y
1.3325
EBITDA/EV
1.2980
SH Yield
0.3672
ROE
-0.0110
Margin
-0.0170
Vol
0.3528
RAM
-1.26
QV
0.863
Conf
0.970
IFS NYSE
Intercorp Financial Services Inc
0.990
Financial Services Banks - Regional MID
Value%
0.980
Quality%
0.940
Mom%
0.850
P/E
3.1×
F-Score
9/9
E/Y
0.3999
EBITDA/EV
0.4693
SH Yield
0.0506
ROE
0.1729
Margin
0.2110
Vol
0.3283
RAM
1.27
QV
0.960
Conf
1.000
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