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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 21 Jun 2026
24+
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Veiled Value
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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
RILYZ NASDAQ
B. Riley Financial Inc. 5.25% Senior Notes due 2028
0.980
Other Other SMALL
Value%
0.940
Quality%
0.740
Mom%
0.970
P/E
1.1×
F-Score
4/9
E/Y
0.1491
EBITDA/EV
0.1715
SH Yield
0.0662
ROE
4.8587
Margin
0.2982
Vol
0.5504
RAM
4.42
QV
0.834
Conf
0.939
TDC NYSE
Teradata Corp
0.980
Technology Software - Infrastructure MID
Value%
0.890
Quality%
0.950
Mom%
0.830
P/E
6.9×
F-Score
7/9
E/Y
0.2180
EBITDA/EV
0.2539
SH Yield
0.0000
ROE
0.7558
Margin
0.2493
Vol
0.5263
RAM
1.08
QV
0.920
Conf
0.970
AU NYSE
AngloGold Ashanti plc
0.970
Basic Materials Gold LARGE
Value%
0.780
Quality%
0.990
Mom%
0.910
P/E
13.2×
F-Score
8/9
E/Y
0.1187
EBITDA/EV
0.1504
SH Yield
0.0506
ROE
0.4070
Margin
0.3111
Vol
0.5939
RAM
1.64
QV
0.879
Conf
1.000
CCSI NASDAQ
Consensus Cloud Solutions Inc
0.970
Technology Software - Infrastructure SMALL
Value%
0.880
Quality%
0.980
Mom%
0.800
P/E
7.1×
F-Score
5/9
E/Y
0.1381
EBITDA/EV
0.1548
SH Yield
0.0616
ROE
4.0022
Margin
0.2509
Vol
0.6414
RAM
0.45
QV
0.929
Conf
0.939
LTM NYSE
LATAM Airlines Group S.A.
0.970
Industrials Airlines LARGE
Value%
0.850
Quality%
0.950
Mom%
0.820
P/E
9.7×
F-Score
6/9
E/Y
0.1148
EBITDA/EV
0.1610
SH Yield
0.0381
ROE
0.8692
Margin
0.1120
Vol
0.3890
RAM
0.92
QV
0.899
Conf
1.000
RILYG NASDAQ
B. Riley Financial Inc. 5.00% Senior Notes due 2026
0.970
Other Other SMALL
Value%
0.930
Quality%
0.730
Mom%
0.940
P/E
1.4×
F-Score
4/9
E/Y
0.1402
EBITDA/EV
0.1613
SH Yield
0.0510
ROE
4.8587
Margin
0.2982
Vol
0.3359
RAM
3.85
QV
0.824
Conf
0.939
UNIT NASDAQ
Uniti Group Inc
0.970
Real Estate Reit - Specialty MID
Value%
0.910
Quality%
0.770
Mom%
0.870
P/E
2.4×
F-Score
5/9
E/Y
0.1384
EBITDA/EV
0.2069
SH Yield
0.0000
ROE
3.7121
Margin
0.4053
Vol
0.6299
RAM
1.00
QV
0.837
Conf
0.970
RRR NASDAQ
Red Rock Resorts Inc
0.960
Consumer Cyclical Resorts & Casinos MID
Value%
0.860
Quality%
0.980
Mom%
0.680
P/E
19.3×
F-Score
7/9
E/Y
0.1654
EBITDA/EV
0.2219
SH Yield
0.0658
ROE
1.3047
Margin
0.0921
Vol
0.3422
RAM
0.39
QV
0.918
Conf
0.970
IBKR NASDAQ
Interactive Brokers Group Inc
0.950
Financial Services Capital Markets LARGE
Value%
0.790
Quality%
0.880
Mom%
0.880
P/E
41.2×
F-Score
4/9
E/Y
0.2179
EBITDA/EV
0.2202
SH Yield
0.0032
ROE
0.1859
Margin
0.0977
Vol
0.3386
RAM
1.74
QV
0.834
Conf
0.970
EXPE NASDAQ
Expedia Group Inc.
0.940
Consumer Cyclical Travel Services LARGE
Value%
0.770
Quality%
0.950
Mom%
0.790
P/E
19.4×
F-Score
7/9
E/Y
0.0807
EBITDA/EV
0.1137
SH Yield
0.0863
ROE
2.5833
Margin
0.0981
Vol
0.4330
RAM
0.71
QV
0.855
Conf
0.939
BCO NYSE
Brinks Company
0.930
Industrials Security & Protection Services MID
Value%
0.810
Quality%
0.920
Mom%
0.670
P/E
22.3×
F-Score
7/9
E/Y
0.0894
EBITDA/EV
0.1354
SH Yield
0.0587
ROE
0.6878
Margin
0.0334
Vol
0.3663
RAM
0.62
QV
0.863
Conf
0.970
WSE NASDAQ
Wise Group plc Class A Ordinary Shares
0.930
Technology Information Technology Services LARGE
Value%
0.800
Quality%
0.950
Mom%
0.640
P/E
26.0×
F-Score
7/9
E/Y
0.2017
EBITDA/EV
0.2164
SH Yield
0.0066
ROE
0.3006
Margin
0.2307
QV
0.872
Conf
0.337
AAUC NYSE
Allied Gold Corporation
0.920
Basic Materials Gold MID
Value%
0.700
Quality%
0.840
Mom%
0.900
F-Score
5/9
E/Y
0.0807
EBITDA/EV
0.0913
SH Yield
-0.0639
ROE
-0.3708
Margin
-0.0906
Vol
0.4678
RAM
2.08
QV
0.767
Conf
0.939
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
AVAH NASDAQ
Aveanna Healthcare Holdings Inc
0.910
Healthcare Medical Care Facilities SMALL
Value%
0.760
Quality%
0.700
Mom%
0.860
P/E
6.5×
F-Score
6/9
E/Y
0.0913
EBITDA/EV
0.0994
SH Yield
-0.0029
ROE
1.0893
Margin
0.1037
Vol
0.7843
RAM
0.71
QV
0.729
Conf
0.939
BMY NYSE
Bristol-Myers Squibb Company
0.910
Healthcare Drug Manufacturers - General LARGE
Value%
0.710
Quality%
0.980
Mom%
0.710
P/E
15.2×
F-Score
8/9
E/Y
0.0720
EBITDA/EV
0.0947
SH Yield
0.0463
ROE
0.3625
Margin
0.1501
Vol
0.2524
RAM
1.32
QV
0.834
Conf
0.970
NATL NASDAQ
NCR Atleos Corporation
0.900
Technology Software - Application MID
Value%
0.720
Quality%
0.770
Mom%
0.840
P/E
18.3×
F-Score
6/9
E/Y
0.0833
EBITDA/EV
0.1319
SH Yield
0.0053
ROE
0.4444
Margin
0.0398
Vol
0.3348
RAM
1.78
QV
0.745
Conf
0.939
GCMG NASDAQ
GCM Grosvenor Inc
0.890
Financial Services Asset Management SMALL
Value%
0.880
Quality%
0.990
Mom%
0.250
P/E
14.4×
F-Score
6/9
E/Y
0.1753
EBITDA/EV
0.1793
SH Yield
0.0127
ROE
1.9761
Margin
0.0917
Vol
0.3799
RAM
-0.13
QV
0.933
Conf
0.970
MICC NYSE
The Magnum Ice Cream Company N.V.
0.890
Consumer Defensive Packaged Foods LARGE
Value%
0.720
Quality%
0.920
Mom%
0.640
P/E
23.3×
F-Score
5/9
E/Y
0.0922
EBITDA/EV
0.1432
SH Yield
0.0121
ROE
0.7068
Margin
0.0558
Vol
0.4269
QV
0.814
Conf
0.793
KTB NYSE
Kontoor Brands Inc
0.880
Consumer Cyclical Apparel Manufacturing MID
Value%
0.680
Quality%
0.900
Mom%
0.690
P/E
15.6×
F-Score
6/9
E/Y
0.0703
EBITDA/EV
0.0800
SH Yield
0.0434
ROE
0.4476
Margin
0.0881
Vol
0.5590
RAM
0.22
QV
0.782
Conf
0.970
NRT NYSE
North European Oil Royalty Trust
0.880
Energy Oil & Gas E&P MICRO
Value%
0.720
Quality%
0.640
Mom%
0.870
P/E
7.0×
F-Score
4/9
E/Y
0.1519
EBITDA/EV
0.1526
SH Yield
0.1419
ROE
4.9704
Margin
0.9114
Vol
0.4398
RAM
1.77
QV
0.679
Conf
0.970
CCEP NASDAQ
Coca-Cola European Partners PLC
0.870
Consumer Defensive Beverages - Non-Alcoholic LARGE
Value%
0.840
Quality%
0.940
Mom%
0.260
P/E
12.8×
F-Score
6/9
E/Y
0.1015
EBITDA/EV
0.1254
SH Yield
0.0490
ROE
0.4288
Margin
0.0813
Vol
0.2422
RAM
0.18
QV
0.889
Conf
0.846
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
TDAY NYSE
USA TODAY Co., Inc.
0.870
Communication Services Publishing SMALL
Value%
0.660
Quality%
0.660
Mom%
0.940
P/E
40.0×
F-Score
6/9
E/Y
0.0620
EBITDA/EV
0.1319
SH Yield
0.0000
ROE
0.2041
Margin
0.0127
Vol
0.5413
RAM
2.40
QV
0.660
Conf
0.939
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