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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 21 Jun 2026
24+
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Tiny Titans
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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
BBGI NASDAQ
Beasley Broadcast Group Inc
0.770
Communication Services Broadcasting NANO
Value%
0.630
Quality%
0.620
Mom%
0.640
F-Score
2/9
E/Y
0.0190
SH Yield
0.0005
ROE
4.1385
Margin
-0.9551
Vol
2.9904
RAM
0.75
QV
0.625
Conf
0.788
VNCE NASDAQ
Vince Holding Corp. Common Stock
0.800
Consumer Cyclical Apparel Manufacturing MICRO
Value%
0.760
Quality%
0.090
Mom%
0.980
F-Score
2/9
SH Yield
0.0000
ROE
-0.2370
Margin
-0.0386
Vol
1.2092
RAM
1.62
QV
0.262
Conf
0.879
CVGI NASDAQ
Commercial Vehicle Group Inc
0.800
Consumer Cyclical Auto Parts MICRO
Value%
0.750
Quality%
0.120
Mom%
0.970
F-Score
5/9
E/Y
0.0186
EBITDA/EV
0.0809
SH Yield
0.0000
ROE
-0.1341
Margin
-0.0270
Vol
1.1284
RAM
2.58
QV
0.300
Conf
0.909
KORE NYSE
KORE Group Holdings Inc
0.530
Communication Services Telecom Services MICRO
Value%
0.500
Quality%
0.490
Mom%
0.500
F-Score
4/9
EBITDA/EV
0.0500
SH Yield
0.0000
ROE
0.3996
Margin
-0.2737
Vol
0.8546
RAM
3.52
QV
0.495
Conf
0.818
TLYS NYSE
Tillys Inc
0.720
Consumer Cyclical Apparel Retail MICRO
Value%
0.690
Quality%
0.060
Mom%
0.970
F-Score
3/9
SH Yield
0.0000
ROE
-0.1289
Margin
-0.0179
Vol
1.2479
RAM
2.10
QV
0.203
Conf
0.879
AP NYSE
Ampco-Pittsburgh Corporation
0.260
Industrials Metal Fabrication MICRO
Value%
0.250
Quality%
0.040
Mom%
0.970
F-Score
3/9
SH Yield
0.0000
ROE
-2.1733
Margin
-0.1553
Vol
0.8141
RAM
2.95
QV
0.100
Conf
0.879
BWEN NASDAQ
Broadwind Energy Inc
0.730
Industrials Specialty Industrial Machinery MICRO
Value%
0.690
Quality%
0.100
Mom%
0.950
P/E
23.0×
F-Score
5/9
E/Y
0.0616
EBITDA/EV
0.1037
SH Yield
0.0000
ROE
0.0773
Margin
0.0330
Vol
1.3862
RAM
0.86
QV
0.263
Conf
0.909
LITB NYSE
LightInTheBox Holding Co Ltd ARD
0.890
Consumer Cyclical Internet Retail MICRO
Value%
0.940
Quality%
0.140
Mom%
0.950
P/E
6.0×
F-Score
7/9
E/Y
0.2114
EBITDA/EV
0.2362
SH Yield
0.0130
ROE
-3.3446
Margin
0.0407
Vol
0.9998
RAM
1.16
QV
0.363
Conf
0.879
BODI NASDAQ
The Beachbody Company, Inc.
0.980
Communication Services Internet Content & Information MICRO
Value%
0.950
Quality%
0.770
Mom%
0.950
P/E
12.3×
F-Score
5/9
E/Y
0.1869
EBITDA/EV
0.4867
SH Yield
-0.0100
ROE
0.1506
Margin
0.0221
Vol
0.9164
RAM
2.05
QV
0.855
Conf
0.909
LCUT NASDAQ
Lifetime Brands Inc
0.760
Consumer Cyclical Furnishings, Fixtures & Appliances MICRO
Value%
0.720
Quality%
0.110
Mom%
0.950
F-Score
4/9
EBITDA/EV
0.0218
SH Yield
0.0204
ROE
-0.1393
Margin
-0.0422
Vol
0.7810
RAM
1.94
QV
0.281
Conf
0.909
SND NASDAQ
Smart Sand Inc
0.890
Energy Oil & Gas Equipment & Services MICRO
Value%
0.930
Quality%
0.180
Mom%
0.950
P/E
9.5×
F-Score
6/9
EBITDA/EV
0.1213
SH Yield
0.0753
ROE
0.0928
Margin
0.0607
Vol
0.7590
RAM
1.99
QV
0.409
Conf
0.939
NDLS NASDAQ
Noodles & Company
0.590
Consumer Cyclical Restaurants MICRO
Value%
0.530
Quality%
0.520
Mom%
0.530
F-Score
3/9
SH Yield
0.0000
ROE
0.7686
Margin
-0.0746
Vol
1.1075
RAM
0.62
QV
0.525
Conf
0.788
NSYS NASDAQ
Nortech Systems Incorporated
0.520
Healthcare Medical Devices NANO
Value%
0.500
Quality%
0.480
Mom%
0.500
P/E
47.5×
F-Score
4/9
E/Y
0.0404
EBITDA/EV
0.0595
SH Yield
-0.0001
ROE
0.0297
Margin
0.0085
Vol
0.4791
RAM
1.00
QV
0.490
Conf
0.939
SHIM NASDAQ
Shimmick Corporation Common Stock
0.570
Industrials Engineering & Construction MICRO
Value%
0.520
Quality%
0.510
Mom%
0.520
F-Score
4/9
EBITDA/EV
0.0007
SH Yield
0.0000
ROE
0.3367
Margin
-0.0444
Vol
0.9083
RAM
1.48
QV
0.515
Conf
0.788
DLTH NASDAQ
Duluth Holdings Inc
0.880
Consumer Cyclical Apparel Retail MICRO
Value%
0.890
Quality%
0.270
Mom%
0.910
F-Score
6/9
EBITDA/EV
0.0748
SH Yield
0.0000
ROE
-0.0702
Margin
-0.0200
Vol
1.0607
RAM
0.75
QV
0.490
Conf
0.879
USEA NASDAQ
United Maritime Corporation
0.780
Industrials Marine Shipping NANO
Value%
0.640
Quality%
0.620
Mom%
0.640
F-Score
4/9
E/Y
0.0069
EBITDA/EV
0.0788
SH Yield
0.0945
ROE
-0.0357
Margin
-0.0497
Vol
0.3893
RAM
2.12
QV
0.630
Conf
0.939
ZEPP NYSE
Zepp Health Corp
0.820
Technology Consumer Electronics MICRO
Value%
0.790
Quality%
0.120
Mom%
0.930
F-Score
6/9
SH Yield
0.0000
ROE
-0.2094
Margin
-0.1457
Vol
2.8903
RAM
0.88
QV
0.308
Conf
0.818
BNR NASDAQ
Burning Rock Biotech Ltd
0.890
Healthcare Diagnostics & Research MICRO
Value%
0.920
Quality%
0.200
Mom%
0.930
F-Score
6/9
SH Yield
0.0000
ROE
-0.1144
Margin
-0.1153
Vol
1.4312
RAM
2.08
QV
0.429
Conf
0.848
QMCO NASDAQ
Quantum Corporation
0.440
Technology Computer Hardware MICRO
Value%
0.460
Quality%
0.450
Mom%
0.460
F-Score
2/9
SH Yield
-0.0693
ROE
0.5472
Margin
-0.3859
Vol
1.0125
RAM
0.07
QV
0.455
Conf
0.634
VRA NASDAQ
Vera Bradley Inc
0.870
Consumer Cyclical Footwear & Accessories MICRO
Value%
0.930
Quality%
0.180
Mom%
0.880
F-Score
2/9
EBITDA/EV
0.1460
SH Yield
0.0000
ROE
-0.0341
Margin
-0.0154
Vol
0.7592
RAM
0.75
QV
0.409
Conf
0.879
FLNT NASDAQ
Fluent Inc
0.220
Communication Services Advertising Agencies MICRO
Value%
0.270
Quality%
0.050
Mom%
0.850
F-Score
4/9
SH Yield
0.0000
ROE
-1.8254
Margin
-0.1222
Vol
0.8825
RAM
0.49
QV
0.116
Conf
0.818
PIII NASDAQ
P3 Health Partners Inc
0.590
Healthcare Medical Care Facilities NANO
Value%
0.530
Quality%
0.520
Mom%
0.530
F-Score
2/9
SH Yield
0.0000
ROE
0.8795
Margin
-0.0857
Vol
2.3604
RAM
0.47
QV
0.525
Conf
0.727
SCOR NASDAQ
Comscore Inc
0.860
Technology Software - Application MICRO
Value%
0.890
Quality%
0.220
Mom%
0.840
F-Score
4/9
EBITDA/EV
0.1633
SH Yield
0.0000
ROE
-0.0630
Margin
-0.0343
Vol
0.7416
RAM
0.51
QV
0.442
Conf
0.848
DSWL NASDAQ
Deswell Industries Inc
0.910
Technology Electronic Components MICRO
Value%
0.980
Quality%
0.270
Mom%
0.850
P/E
2.9×
F-Score
4/9
E/Y
0.3508
EBITDA/EV
0.4032
SH Yield
0.0540
ROE
0.1877
Margin
0.1627
Vol
0.4173
RAM
1.20
QV
0.514
Conf
0.970
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