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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 7 Jun 2026
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Market Leaders Value
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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
15 tickers match · Page 1 of 1
MFG
Mizuho Financial Group Inc.
0.920
Financial Services Banks - Regional LARGE
Value%
0.970
Quality%
0.290
Mom%
0.880
F-Score
7/9
EBITDA/EV
0.3823
SH Yield
3.3660
ROE
0.1102
Margin
0.1446
Vol
0.3502
RAM
1.66
QV
0.530
Conf
1.000
CHT
Chunghwa Telecom Co Ltd
0.930
Communication Services Telecom Services LARGE
Value%
0.990
Quality%
0.900
Mom%
0.270
P/E
0.9×
F-Score
8/9
E/Y
1.0913
EBITDA/EV
2.7160
SH Yield
1.0908
ROE
0.0985
Margin
0.1633
Vol
0.1038
RAM
0.36
QV
0.944
Conf
1.000
KOF
Coca-Cola Femsa SAB de CV ADR
0.900
Consumer Defensive Beverages - Non-Alcoholic LARGE
Value%
0.730
Quality%
0.910
Mom%
0.670
P/E
11.2×
F-Score
5/9
E/Y
0.0892
EBITDA/EV
0.1229
SH Yield
0.8354
ROE
2.0834
Margin
0.0726
Vol
0.2387
RAM
0.59
QV
0.815
Conf
1.000
UMC
United Microelectronics
0.990
Technology Semiconductors LARGE
Value%
0.990
Quality%
0.820
Mom%
0.950
P/E
1.0×
F-Score
5/9
E/Y
1.0187
EBITDA/EV
2.4293
SH Yield
0.7314
ROE
0.1232
Margin
0.2082
Vol
0.4865
RAM
2.35
QV
0.901
Conf
1.000
AMX
America Movil SAB de CV ADR
0.990
Communication Services Telecom Services LARGE
Value%
0.980
Quality%
0.980
Mom%
0.860
P/E
0.9×
F-Score
8/9
E/Y
1.1616
EBITDA/EV
0.6971
SH Yield
0.4420
ROE
0.2378
Margin
0.0923
Vol
0.2738
RAM
2.37
QV
0.980
Conf
1.000
ITUB
Itau Unibanco Banco Holding SA
0.960
Financial Services Banks - Regional LARGE
Value%
0.970
Quality%
0.660
Mom%
0.780
P/E
1.8×
F-Score
5/9
E/Y
0.5486
EBITDA/EV
0.0712
SH Yield
0.3788
ROE
0.2116
Margin
0.1191
Vol
0.3164
RAM
1.37
QV
0.800
Conf
0.970
BBD
Banco Bradesco SA ADR
0.860
Financial Services Banks - Regional LARGE
Value%
0.920
Quality%
0.170
Mom%
0.770
P/E
1.6×
F-Score
6/9
E/Y
0.6412
SH Yield
0.3063
ROE
0.6618
Margin
0.0632
Vol
0.3396
RAM
1.20
QV
0.395
Conf
0.939
ASX
ASE Industrial Holding Co Ltd ADR
0.990
Technology Semiconductors LARGE
Value%
0.990
Quality%
0.890
Mom%
0.970
P/E
1.6×
F-Score
6/9
E/Y
0.6175
EBITDA/EV
0.5309
SH Yield
0.3035
ROE
0.1344
Margin
0.0707
Vol
0.4725
RAM
5.61
QV
0.939
Conf
1.000
NVO
Novo Nordisk A/S
0.880
Healthcare Drug Manufacturers - General LARGE
Value%
0.970
Quality%
0.930
Mom%
0.060
P/E
1.6×
F-Score
5/9
E/Y
0.6381
EBITDA/EV
0.5738
SH Yield
0.2742
ROE
0.6006
Margin
0.3720
Vol
0.5957
RAM
-0.59
QV
0.950
Conf
1.000
BSBR
Banco Santander Brasil SA ADR
0.770
Financial Services Banks - Regional LARGE
Value%
0.980
Quality%
0.230
Mom%
0.320
P/E
1.4×
F-Score
4/9
E/Y
0.7400
EBITDA/EV
1.0088
SH Yield
0.2411
ROE
0.2298
Margin
0.0818
Vol
0.3355
RAM
0.63
QV
0.475
Conf
1.000
ERIC
Telefonaktiebolaget LM Ericsson B ADR
0.990
Technology Communication Equipment LARGE
Value%
0.980
Quality%
0.920
Mom%
0.840
P/E
1.7×
F-Score
7/9
E/Y
0.5901
EBITDA/EV
2.0005
SH Yield
0.2172
ROE
0.2432
Margin
0.1080
Vol
0.2938
RAM
1.49
QV
0.950
Conf
1.000
BBDO
Banco Bradesco S/A ADR
0.960
Financial Services Banks - Regional LARGE
Value%
0.930
Quality%
0.770
Mom%
0.770
P/E
1.3×
F-Score
8/9
E/Y
0.7555
EBITDA/EV
0.0543
SH Yield
0.1479
ROE
0.6753
Margin
0.0703
Vol
0.3432
RAM
1.30
QV
0.846
Conf
1.000
STLA
Stellantis NV
0.490
Consumer Cyclical Auto Manufacturers LARGE
Value%
0.890
Quality%
0.010
Mom%
0.110
F-Score
3/9
SH Yield
0.1162
ROE
-0.0239
Margin
-0.0057
Vol
0.5807
RAM
-0.37
QV
0.094
Conf
0.879
BABA
Alibaba Group Holding Ltd
0.720
Consumer Cyclical Internet Retail MEGA
Value%
0.980
Quality%
0.150
Mom%
0.290
P/E
2.8×
F-Score
3/9
E/Y
0.3559
EBITDA/EV
0.2908
SH Yield
0.1159
ROE
0.0980
Margin
0.1012
Vol
0.4188
RAM
0.46
QV
0.383
Conf
1.000
SHEL
Shell PLC ADR
0.880
Energy Oil & Gas Integrated MEGA
Value%
0.920
Quality%
0.290
Mom%
0.760
P/E
13.0×
F-Score
5/9
E/Y
0.0768
EBITDA/EV
0.2055
SH Yield
0.0344
ROE
0.1077
Margin
0.0701
Vol
0.1886
RAM
1.43
QV
0.517
Conf
1.000