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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 21 Jun 2026
24+
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Shareholder Yield
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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
QRTEB NASDAQ
Qurate Retail Inc Series B
0.720
Consumer Cyclical Internet Retail MICRO
Value%
0.600
Quality%
0.590
Mom%
0.600
F-Score
4/9
SH Yield
0.9938
ROE
1.3285
Margin
-0.1285
Vol
0.0000
QV
0.595
Conf
0.222
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
BAYA NASDAQ
Bayview Acquisition Corp Class A Ordinary Shares
0.810
Financial Services Shell Companies NANO
Value%
0.650
Quality%
0.630
Mom%
0.660
P/E
95.5×
F-Score
3/9
SH Yield
0.9231
ROE
0.0584
Vol
0.0654
RAM
0.88
QV
0.640
Conf
0.697
CEPU NYSE
Central Puerto S.A.
0.710
Utilities Utilities - Regulated Electric MID
Value%
0.600
Quality%
0.580
Mom%
0.600
F-Score
7/9
SH Yield
0.9051
ROE
0.1633
Margin
0.3650
Vol
0.8322
RAM
0.23
QV
0.590
Conf
1.000
HUYA NYSE
HUYA Inc
0.540
Communication Services Entertainment SMALL
Value%
0.850
Quality%
0.020
Mom%
0.290
F-Score
4/9
SH Yield
0.8841
ROE
-0.0245
Margin
-0.0175
Vol
0.6186
RAM
0.18
QV
0.130
Conf
0.848
GOTU NYSE
Gaotu Techedu Inc DRC
0.570
Consumer Defensive Education & Training Services SMALL
Value%
0.930
Quality%
0.180
Mom%
0.030
F-Score
5/9
SH Yield
0.8727
ROE
-0.3356
Margin
-0.0653
Vol
6.1536
RAM
-0.09
QV
0.409
Conf
0.848
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
SNSE NASDAQ
Sensei Biotherapeutics Inc
0.810
Healthcare Biotechnology NANO
Value%
0.650
Quality%
0.640
Mom%
0.660
F-Score
3/9
SH Yield
0.8682
ROE
1.3436
Vol
2.8747
RAM
0.84
QV
0.645
Conf
0.515
YHNA NASDAQ
YHN Acquisition I Limited Ordinary Shares
0.810
Financial Services Shell Companies NANO
Value%
0.650
Quality%
0.640
Mom%
0.660
P/E
59.0×
F-Score
2/9
SH Yield
0.8213
ROE
0.2482
Vol
0.0368
RAM
1.68
QV
0.645
Conf
0.697
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
RFAI NASDAQ
RF Acquisition Corp II Ordinary Shares
0.810
Financial Services Shell Companies MICRO
Value%
0.650
Quality%
0.630
Mom%
0.660
P/E
38.8×
F-Score
3/9
SH Yield
0.7785
ROE
0.0638
Vol
0.0360
RAM
1.21
QV
0.640
Conf
0.697
FSHP NASDAQ
Flag Ship Acquisition Corp. Ordinary Shares
0.810
Financial Services Shell Companies MICRO
Value%
0.650
Quality%
0.640
Mom%
0.660
P/E
39.2×
F-Score
3/9
SH Yield
0.7753
ROE
0.0469
Vol
0.0330
RAM
1.74
QV
0.645
Conf
0.727
SPKL NASDAQ
Spark I Acquisition Corp. Class A Ordinary Share
0.810
Financial Services Shell Companies MICRO
Value%
0.650
Quality%
0.640
Mom%
0.660
F-Score
2/9
SH Yield
0.7746
ROE
-0.0191
Vol
0.1663
RAM
0.64
QV
0.645
Conf
0.667
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
BTX NYSE
BlackRock Technology and Private Equity Term Trust
0.810
Financial Services Asset Management SMALL
Value%
0.650
Quality%
0.630
Mom%
0.660
P/E
125.5×
F-Score
4/9
SH Yield
0.7406
ROE
0.0095
Margin
0.7565
Vol
0.2463
RAM
1.51
QV
0.640
Conf
0.661
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
HTT NYSE
High Templar Tech Limited Sponsored ADR Class A
0.630
Financial Services Credit Services SMALL
Value%
0.900
Quality%
0.160
Mom%
0.230
P/E
1.2×
F-Score
4/9
SH Yield
0.6241
ROE
0.0344
Margin
21.9117
Vol
0.5699
RAM
-0.29
QV
0.379
Conf
0.909
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
CNNE NYSE
Cannae Holdings Inc
0.340
Consumer Cyclical Restaurants SMALL
Value%
0.730
Quality%
0.090
Mom%
0.100
F-Score
6/9
SH Yield
0.6028
ROE
-0.4508
Margin
-1.0377
Vol
0.3113
RAM
-0.91
QV
0.256
Conf
0.848
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
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