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Factor Screener
O'Shaughnessy multi-factor screening engine
· Snapshot 7 Jun 2026
25+
Matches
2
Pages
Low Volatility
Active Screen
Preset: low_vol ×
Preset Screens
▾
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 + buybacks + debt paydown — O'Shaughnessy's total 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
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
25+
tickers match
· Page 1 of 2
BMAC
Black Mountain Acquisition Corp
0.820
Financial Services
Shell Companies
MICRO
Value%
0.650
Quality%
0.650
Mom%
0.660
P/E
40.7×
F-Score
2/9
E/Y
0.0245
SH Yield
0.0000
ROE
0.0807
Vol
0.0000
QV
0.650
Conf
0.227
OZON
Ozon Holdings PLC
0.360
Technology
Software & It Services
MID
Value%
0.430
Quality%
0.420
Mom%
0.420
F-Score
4/9
ROE
0.5920
Margin
-0.1140
Vol
0.0000
QV
0.425
Conf
0.245
VECT
VectivBio Holding AG
0.210
Healthcare
Pharmaceuticals
SMALL
Value%
0.360
Quality%
0.350
Mom%
0.350
F-Score
3/9
SH Yield
0.0000
ROE
-0.4393
Margin
-3.4284
Vol
0.0000
QV
0.355
Conf
0.245
DMAA
Drugs Made In America Acquisition Corp. Ordinary Shares
0.630
Financial Services
Shell Companies
MICRO
Value%
0.550
Quality%
0.550
Mom%
0.550
P/E
36.7×
F-Score
2/9
E/Y
0.0273
SH Yield
0.0000
ROE
0.0284
Vol
0.0103
RAM
4.20
QV
0.550
Conf
0.758
QSEA
Quartzsea Acquisition Corporati
0.320
Financial Services
Shell Companies
MICRO
Value%
0.410
Quality%
0.400
Mom%
0.400
P/E
120.5×
F-Score
2/9
E/Y
0.0083
SH Yield
0.0000
ROE
0.0088
Vol
0.0118
RAM
3.55
QV
0.405
Conf
0.687
DUET
DUET Acquisition Corp
0.620
Financial Services
Shell Companies
NANO
Value%
0.550
Quality%
0.540
Mom%
0.550
P/E
85.8×
F-Score
3/9
E/Y
0.0117
EBITDA/EV
0.0080
SH Yield
0.0000
ROE
0.0818
Margin
0.1369
Vol
0.0124
RAM
2.72
QV
0.545
Conf
0.282
THRD
Third Harmonic Bio Inc.
0.290
Healthcare
Biotechnology
MICRO
Value%
0.670
Quality%
0.000
Mom%
0.230
F-Score
2/9
SH Yield
0.0000
ROE
-0.1960
Margin
-1113.4792
Vol
0.0128
RAM
1.33
QV
0.000
Conf
0.395
KFII
K&F Growth Acquisition Corp. II Class A Ordinary shares
0.500
Financial Services
Shell Companies
SMALL
Value%
0.480
Quality%
0.480
Mom%
0.480
P/E
28.4×
F-Score
3/9
E/Y
0.0352
SH Yield
0.0000
ROE
-1.1395
Vol
0.0139
RAM
2.58
QV
0.480
Conf
0.636
ANSC
Agriculture & Natural Solutions Acquisition Corporation Class A Ordinary Shares
0.730
Financial Services
Shell Companies
SMALL
Value%
0.600
Quality%
0.600
Mom%
0.610
P/E
40.7×
F-Score
4/9
E/Y
0.0246
SH Yield
0.0000
ROE
0.0271
Vol
0.0147
RAM
3.53
QV
0.600
Conf
0.788
TAVI
Tavia Acquisition Corp. Ordinary Shares
0.250
Financial Services
Shell Companies
MICRO
Value%
0.370
Quality%
0.370
Mom%
0.370
P/E
35.3×
F-Score
2/9
E/Y
0.0283
SH Yield
0.0000
ROE
0.0286
Vol
0.0148
RAM
2.38
QV
0.370
Conf
0.758
CHAR
Charlton Aria Acquisition Corporation Class A Ordinary Shares
0.660
Financial Services
Shell Companies
MICRO
Value%
0.570
Quality%
0.570
Mom%
0.570
P/E
31.5×
F-Score
4/9
E/Y
0.0317
SH Yield
0.0389
ROE
0.0333
Vol
0.0160
RAM
2.66
QV
0.570
Conf
0.758
LPAA
Launch One Acquisition Corp. Class A Ordinary shares
0.460
Financial Services
Shell Companies
MICRO
Value%
0.470
Quality%
0.460
Mom%
0.470
P/E
32.2×
F-Score
2/9
E/Y
0.0311
SH Yield
0.0000
ROE
-0.6420
Vol
0.0161
RAM
2.08
QV
0.465
Conf
0.636
GPAT
GP-Act III Acquisition Corp. Class A Ordinary Share
0.570
Financial Services
Shell Companies
SMALL
Value%
0.520
Quality%
0.510
Mom%
0.510
P/E
28.0×
F-Score
2/9
E/Y
0.0358
SH Yield
0.0000
ROE
0.0375
Vol
0.0163
RAM
1.46
QV
0.515
Conf
0.758
LPBB
Launch Two Acquisition Corp. Class A Ordinary Shares
0.460
Financial Services
Shell Companies
MICRO
Value%
0.470
Quality%
0.460
Mom%
0.470
P/E
28.4×
F-Score
2/9
E/Y
0.0352
SH Yield
0.0000
ROE
0.0369
Vol
0.0167
RAM
0.80
QV
0.465
Conf
0.727
UYSC
UY Scuti Acquisition Corp.
0.210
Financial Services
Shell Companies
NANO
Value%
0.360
Quality%
0.350
Mom%
0.350
P/E
0.4×
F-Score
1/9
E/Y
2.5949
SH Yield
0.0000
ROE
0.0090
Vol
0.0168
RAM
3.83
QV
0.355
Conf
0.650
AACB
Artius II Acquisition Inc.
0.760
Financial Services
Shell Companies
MICRO
Value%
0.620
Quality%
0.620
Mom%
0.620
P/E
42.3×
F-Score
2/9
E/Y
0.0236
SH Yield
0.0000
ROE
0.0254
Vol
0.0170
RAM
1.57
QV
0.620
Conf
0.727
CUB
Lionheart Holdings
0.640
Financial Services
Shell Companies
MICRO
Value%
0.560
Quality%
0.550
Mom%
0.560
P/E
28.8×
F-Score
2/9
E/Y
0.0347
SH Yield
0.0000
ROE
0.0365
Vol
0.0175
RAM
1.47
QV
0.555
Conf
0.727
MACI
Melar Acquisition Corp. I Class A Ordinary Shares
0.460
Financial Services
Shell Companies
MICRO
Value%
0.470
Quality%
0.460
Mom%
0.460
P/E
36.6×
F-Score
3/9
E/Y
0.0273
EBITDA/EV
0.0212
SH Yield
0.0000
ROE
0.0287
Vol
0.0177
RAM
2.15
QV
0.465
Conf
0.788
SOUL
Soulpower Acquisition Corporation
0.770
Financial Services
Shell Companies
MICRO
Value%
0.630
Quality%
0.620
Mom%
0.630
P/E
34.3×
F-Score
4/9
E/Y
0.0291
SH Yield
0.0000
ROE
0.0311
Vol
0.0178
RAM
2.03
QV
0.625
Conf
0.727
SZZL
Sizzle Acquisition Corp. II - Class A ordinary shares
0.250
Financial Services
Shell Companies
MICRO
Value%
0.370
Quality%
0.370
Mom%
0.370
P/E
30.1×
F-Score
2/9
E/Y
0.0333
SH Yield
0.0000
ROE
0.0355
Vol
0.0179
RAM
1.88
QV
0.370
Conf
0.697
PLMK
Plum Acquisition Corp. IV Class A Ordinary Shares
0.350
Financial Services
Shell Companies
MICRO
Value%
0.420
Quality%
0.410
Mom%
0.420
P/E
32.5×
F-Score
4/9
E/Y
0.0308
SH Yield
0.0000
ROE
0.0346
Vol
0.0181
RAM
2.03
QV
0.415
Conf
0.758
IPEX
Inflection Point Acquisition Corp. V
0.520
Financial Services
Shell Companies
MICRO
Value%
0.490
Quality%
0.490
Mom%
0.490
P/E
485.8×
F-Score
1/9
E/Y
0.0021
SH Yield
0.0000
ROE
0.0031
Vol
0.0182
RAM
2.08
QV
0.490
Conf
0.727
FACT
FACT II Acquisition Corp. Class A Ordinary Shares
0.600
Financials
Investment Holding Companies
MICRO
Value%
0.530
Quality%
0.530
Mom%
0.530
P/E
42.9×
F-Score
4/9
E/Y
0.0233
SH Yield
0.0000
ROE
0.0261
Vol
0.0184
RAM
1.80
QV
0.530
Conf
0.697
FGMC
FG Merger II Corp. Common stock
0.590
Financial Services
Shell Companies
MICRO
Value%
0.530
Quality%
0.530
Mom%
0.530
P/E
65.7×
F-Score
6/9
E/Y
0.0152
SH Yield
0.0000
ROE
0.0169
Vol
0.0186
RAM
2.52
QV
0.530
Conf
0.727
ALDF
Aldel Financial II Inc. Class A Ordinary Shares
0.730
Financial Services
Shell Companies
MICRO
Value%
0.610
Quality%
0.600
Mom%
0.610
P/E
27.6×
F-Score
4/9
E/Y
0.0362
EBITDA/EV
0.0376
SH Yield
0.0000
ROE
20.5652
Vol
0.0191
RAM
0.80
QV
0.605
Conf
0.758
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