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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 7 Jun 2026
25+
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Tiny Titans
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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
25+ tickers match · Page 1 of 2
WW
WW International, Inc. Common Stock
0.970
Healthcare Medical Care Facilities MICRO
Value%
0.880
Quality%
0.800
Mom%
0.990
P/E
0.2×
F-Score
6/9
EBITDA/EV
2.4603
SH Yield
0.0000
ROE
4.0539
Margin
1.5550
Vol
156.9860
RAM
0.49
QV
0.839
Conf
0.909
BBGI
Beasley Broadcast Group Inc
0.700
Communication Services Broadcasting NANO
Value%
0.590
Quality%
0.590
Mom%
0.590
F-Score
2/9
EBITDA/EV
0.0057
SH Yield
0.0000
ROE
4.1385
Margin
-0.9551
Vol
2.9749
RAM
0.92
QV
0.590
Conf
0.818
TLYS
Tillys Inc
0.800
Consumer Cyclical Apparel Retail MICRO
Value%
0.760
Quality%
0.090
Mom%
0.970
F-Score
5/9
EBITDA/EV
0.0494
SH Yield
0.0000
ROE
-0.0418
Margin
-0.0057
Vol
1.2261
RAM
1.73
QV
0.262
Conf
0.909
KORE
KORE Group Holdings Inc
0.800
Communication Services Telecom Services MICRO
Value%
0.640
Quality%
0.640
Mom%
0.650
F-Score
4/9
EBITDA/EV
0.0986
SH Yield
0.0000
ROE
0.3996
Margin
-0.2737
Vol
0.8556
RAM
3.03
QV
0.640
Conf
0.848
CVGI
Commercial Vehicle Group Inc
0.830
Consumer Cyclical Auto Parts MICRO
Value%
0.790
Quality%
0.120
Mom%
0.970
F-Score
5/9
EBITDA/EV
0.0793
SH Yield
0.0000
ROE
-0.1341
Margin
-0.0270
Vol
1.1264
RAM
2.32
QV
0.308
Conf
0.909
LITB
LightInTheBox Holding Co Ltd ARD
0.790
Consumer Cyclical Internet Retail NANO
Value%
0.640
Quality%
0.630
Mom%
0.640
P/E
3.5×
F-Score
6/9
E/Y
0.2835
EBITDA/EV
0.5290
SH Yield
0.0000
ROE
-3.3446
Margin
0.0407
Vol
0.9921
RAM
1.16
QV
0.635
Conf
0.909
SND
Smart Sand Inc
0.910
Energy Oil & Gas Equipment & Services MICRO
Value%
0.970
Quality%
0.190
Mom%
0.960
P/E
9.8×
F-Score
6/9
E/Y
0.1017
EBITDA/EV
0.1249
SH Yield
0.0278
ROE
0.0928
Margin
0.0607
Vol
0.7489
RAM
2.30
QV
0.429
Conf
0.970
VNCE
Vince Holding Corp. Common Stock
0.910
Consumer Cyclical Apparel Manufacturing MICRO
Value%
0.920
Quality%
0.250
Mom%
0.960
P/E
9.0×
F-Score
6/9
E/Y
0.1114
EBITDA/EV
0.1569
SH Yield
0.0000
ROE
0.1273
Margin
0.0213
Vol
1.1259
RAM
1.90
QV
0.480
Conf
0.956
INTG
The Intergroup Corporation
0.520
Consumer Cyclical Lodging MICRO
Value%
0.490
Quality%
0.490
Mom%
0.490
F-Score
7/9
EBITDA/EV
0.0812
SH Yield
0.0000
ROE
0.0025
Margin
-0.0029
Vol
0.7608
RAM
2.73
QV
0.490
Conf
0.848
FOSL
Fossil Group Inc
0.370
Consumer Cyclical Footwear & Accessories MICRO
Value%
0.310
Quality%
0.120
Mom%
0.960
F-Score
3/9
EBITDA/EV
0.0823
SH Yield
0.0000
ROE
-0.6214
Margin
-0.0618
Vol
1.1488
RAM
1.77
QV
0.193
Conf
0.879
BODI
The Beachbody Company, Inc.
0.990
Communication Services Internet Content & Information MICRO
Value%
0.920
Quality%
0.910
Mom%
0.970
P/E
14.9×
F-Score
5/9
E/Y
0.0671
EBITDA/EV
0.3859
SH Yield
0.0000
ROE
0.1506
Margin
0.0221
Vol
0.9070
RAM
3.01
QV
0.915
Conf
0.939
SHIM
Shimmick Corporation Common Stock
0.280
Industrials Engineering & Construction MICRO
Value%
0.390
Quality%
0.380
Mom%
0.390
F-Score
4/9
SH Yield
0.0000
ROE
0.3367
Margin
-0.0444
Vol
0.9095
RAM
3.12
QV
0.385
Conf
0.758
LCUT
Lifetime Brands Inc
0.830
Consumer Cyclical Furnishings, Fixtures & Appliances MICRO
Value%
0.790
Quality%
0.120
Mom%
0.940
F-Score
4/9
EBITDA/EV
0.0291
SH Yield
0.0197
ROE
-0.1393
Margin
-0.0422
Vol
0.7964
RAM
1.00
QV
0.308
Conf
0.909
AP
Ampco-Pittsburgh Corporation
0.210
Industrials Metal Fabrication MICRO
Value%
0.190
Quality%
0.060
Mom%
0.960
F-Score
3/9
EBITDA/EV
0.0883
SH Yield
0.0000
ROE
-2.1733
Margin
-0.1553
Vol
0.7865
RAM
2.92
QV
0.107
Conf
0.939
CMTL
Comtech Telecommunications Corp
0.860
Technology Communication Equipment MICRO
Value%
0.910
Quality%
0.090
Mom%
0.920
P/E
11.4×
F-Score
2/9
E/Y
0.0876
SH Yield
0.0002
ROE
0.0464
Margin
0.0260
Vol
0.8421
RAM
0.87
QV
0.286
Conf
0.856
BWEN
Broadwind Energy Inc
0.250
Industrials Specialty Industrial Machinery MICRO
Value%
0.300
Quality%
0.030
Mom%
0.850
P/E
17.4×
F-Score
5/9
E/Y
0.0575
EBITDA/EV
0.0519
SH Yield
0.0000
ROE
0.0773
Margin
0.0330
Vol
1.3737
RAM
0.12
QV
0.095
Conf
0.939
WYHG
Wing Yip Food Holdings Group Limited American Depositary Shares
0.860
Consumer Defensive Packaged Foods MICRO
Value%
0.940
Quality%
0.030
Mom%
0.930
P/E
8.2×
F-Score
1/9
E/Y
0.1225
EBITDA/EV
0.2777
SH Yield
0.0000
ROE
0.0352
Margin
0.0464
Vol
3.2585
RAM
0.26
QV
0.168
Conf
0.970
NSYS
Nortech Systems Incorporated
0.400
Healthcare Medical Devices NANO
Value%
0.440
Quality%
0.430
Mom%
0.440
P/E
42.8×
F-Score
4/9
E/Y
0.0234
EBITDA/EV
0.0726
SH Yield
0.0000
ROE
0.0297
Margin
0.0085
Vol
0.4893
RAM
0.90
QV
0.435
Conf
0.970
RELL
Richardson Electronics Ltd
0.160
Technology Electronic Components MICRO
Value%
0.190
Quality%
0.060
Mom%
0.890
P/E
54.5×
F-Score
5/9
E/Y
0.0184
EBITDA/EV
0.0472
SH Yield
0.0130
ROE
0.0235
Margin
0.0175
Vol
0.4713
RAM
1.46
QV
0.107
Conf
0.926
NDLS
Noodles & Company
0.410
Consumer Cyclical Restaurants MICRO
Value%
0.450
Quality%
0.440
Mom%
0.440
F-Score
3/9
EBITDA/EV
0.1430
SH Yield
0.0000
ROE
0.7686
Margin
-0.0746
Vol
1.1294
RAM
0.87
QV
0.445
Conf
0.848
MNY
MoneyHero Limited Class A Ordinary Shares
0.700
Communication Services Internet Content & Information MICRO
Value%
0.730
Quality%
0.010
Mom%
0.890
F-Score
2/9
SH Yield
0.0000
ROE
-0.0559
Margin
-0.0278
Vol
0.9863
RAM
0.78
QV
0.085
Conf
0.848
PIII
P3 Health Partners Inc
0.350
Healthcare Medical Care Facilities MICRO
Value%
0.420
Quality%
0.420
Mom%
0.420
F-Score
2/9
SH Yield
0.0000
ROE
0.8795
Margin
-0.0857
Vol
2.3572
RAM
-0.20
QV
0.420
Conf
0.788
DLTH
Duluth Holdings Inc
0.900
Consumer Cyclical Apparel Retail MICRO
Value%
0.950
Quality%
0.250
Mom%
0.890
F-Score
6/9
EBITDA/EV
0.1166
SH Yield
0.0000
ROE
-0.0970
Margin
-0.0290
Vol
0.9808
RAM
0.70
QV
0.487
Conf
0.856
BGSF
BG Staffing Inc
0.770
Industrials Staffing & Employment Services MICRO
Value%
0.770
Quality%
0.080
Mom%
0.890
F-Score
3/9
SH Yield
0.4032
ROE
-0.2574
Margin
-0.1296
Vol
0.6951
RAM
1.04
QV
0.248
Conf
0.848
ALOT
AstroNova Inc
0.290
Technology Computer Hardware MICRO
Value%
0.280
Quality%
0.150
Mom%
0.860
F-Score
5/9
EBITDA/EV
0.0297
SH Yield
0.0000
ROE
-0.0309
Margin
-0.0158
Vol
0.5660
RAM
1.00
QV
0.205
Conf
0.856
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