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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 19 Jul 2026
24+
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Alpha Within Value
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Preset: alpha_within_value ×
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 + 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
TAK NYSE
Takeda Pharmaceutical Co Ltd ADR
0.950
Healthcare Drug Manufacturers - Specialty & Generic LARGE
Value%
0.970
Quality%
0.700
Mom%
0.670
P/E
0.3×
F-Score
6/9
E/Y
0.1427
EBITDA/EV
0.3141
SH Yield
0.9422
ROE
0.0247
Margin
0.0425
Vol
0.2132
RAM
0.50
QV
0.824
Conf
0.910
MOMO NASDAQ
Hello Group Inc
0.860
Communication Services Internet Content & Information SMALL
Value%
0.990
Quality%
0.770
Mom%
0.090
P/E
1.2×
F-Score
7/9
E/Y
1.8910
EBITDA/EV
1.9907
SH Yield
0.8951
ROE
0.0681
Margin
0.0720
Vol
0.2591
RAM
-1.39
QV
0.873
Conf
0.969
VISN NASDAQ
CommScope Holding Company, Inc.
0.980
Technology Communication Equipment MID
Value%
0.950
Quality%
0.760
Mom%
0.980
P/E
4560.3×
F-Score
6/9
E/Y
1.9808
EBITDA/EV
2.7588
SH Yield
0.8244
ROE
0.0001
Margin
0.0001
Vol
1.1810
RAM
3.34
QV
0.850
Conf
0.940
CSAN NYSE
Cosan SA ADR
0.820
Energy Oil & Gas Refining & Marketing MID
Value%
0.940
Quality%
0.680
Mom%
0.100
F-Score
5/9
E/Y
0.0939
EBITDA/EV
0.1451
SH Yield
0.7600
ROE
-2.7494
Margin
-0.2406
Vol
0.5476
RAM
-0.68
QV
0.799
Conf
0.852
VIPS NYSE
Vipshop Holdings Limited
0.870
Consumer Cyclical Internet Retail MID
Value%
0.990
Quality%
0.710
Mom%
0.210
P/E
0.9×
F-Score
6/9
E/Y
1.3924
EBITDA/EV
1.4787
SH Yield
0.7520
ROE
0.1823
Margin
0.0706
Vol
0.3323
RAM
-0.37
QV
0.838
Conf
0.969
FINV NYSE
FinVolution Group
0.830
Financial Services Credit Services SMALL
Value%
0.990
Quality%
0.690
Mom%
0.040
P/E
0.5×
F-Score
3/9
E/Y
2.2690
EBITDA/EV
2.3186
SH Yield
0.7377
ROE
0.1361
Margin
0.1664
Vol
0.4767
RAM
-1.04
QV
0.826
Conf
0.969
ARI NYSE
Apollo Commercial Real Estate Finance Inc
0.830
Real Estate Reit - Mortgage SMALL
Value%
0.840
Quality%
0.800
Mom%
0.210
P/E
7.2×
F-Score
7/9
E/Y
0.0667
EBITDA/EV
0.0681
SH Yield
0.6778
ROE
0.0701
Margin
0.1790
Vol
0.3639
RAM
0.43
QV
0.820
Conf
0.969
TASK NASDAQ
Taskus Inc
0.880
Technology Information Technology Services SMALL
Value%
0.960
Quality%
0.910
Mom%
0.090
P/E
5.1×
F-Score
7/9
E/Y
0.1890
EBITDA/EV
0.2563
SH Yield
0.6441
ROE
0.3835
Margin
0.0870
Vol
0.5417
RAM
-0.74
QV
0.935
Conf
0.940
PAGS NYSE
PagSeguro Digital Ltd
0.950
Technology Software - Infrastructure MID
Value%
0.970
Quality%
0.710
Mom%
0.680
P/E
1.2×
F-Score
7/9
E/Y
0.1656
EBITDA/EV
0.2048
SH Yield
0.5768
ROE
0.1489
Margin
0.1079
Vol
0.3936
RAM
0.42
QV
0.830
Conf
0.969
JD NASDAQ
JD.com Inc Adr
0.680
Consumer Cyclical Internet Retail LARGE
Value%
0.980
Quality%
0.170
Mom%
0.180
P/E
2.9×
F-Score
4/9
E/Y
0.2261
EBITDA/EV
0.3195
SH Yield
0.5695
ROE
0.0640
Margin
0.0104
Vol
0.2991
RAM
-0.53
QV
0.408
Conf
0.969
ANGI NASDAQ
ANGI Homeservices Inc
0.620
Communication Services Internet Content & Information MICRO
Value%
0.960
Quality%
0.240
Mom%
0.020
P/E
12.5×
F-Score
5/9
E/Y
0.1053
EBITDA/EV
0.2147
SH Yield
0.5610
ROE
0.0216
Margin
0.0193
Vol
0.7261
RAM
-0.95
QV
0.480
Conf
0.910
KG NASDAQ
Kestrel Group, Ltd.
0.590
Financial Services Insurance - Reinsurance MICRO
Value%
0.920
Quality%
0.250
Mom%
0.030
P/E
1.8×
F-Score
3/9
E/Y
0.2821
EBITDA/EV
0.3031
SH Yield
0.5557
ROE
0.3268
Margin
0.9622
Vol
0.7577
RAM
-0.63
QV
0.480
Conf
0.910
BHR NYSE
Braemar Hotel & Resorts Inc
0.640
Real Estate Reit - Hotel & Motel MICRO
Value%
0.930
Quality%
0.170
Mom%
0.180
F-Score
4/9
E/Y
0.0613
EBITDA/EV
0.1359
SH Yield
0.5481
ROE
-0.0322
Margin
-0.0224
Vol
0.5328
RAM
-0.20
QV
0.398
Conf
0.910
TORO NASDAQ
Toro Ltd
0.370
Energy Oil & Gas Midstream MICRO
Value%
0.300
Quality%
0.160
Mom%
0.960
P/E
33.9×
F-Score
1/9
E/Y
0.0108
EBITDA/EV
0.0835
SH Yield
0.5384
ROE
0.0158
Margin
0.2190
Vol
1.0277
RAM
1.50
QV
0.219
Conf
0.940
SID NYSE
Companhia Siderurgica Nacional ADR
0.550
Basic Materials Steel SMALL
Value%
0.900
Quality%
0.140
Mom%
0.100
F-Score
6/9
E/Y
0.0543
EBITDA/EV
0.1535
SH Yield
0.5172
ROE
-0.1551
Margin
-0.0443
Vol
0.5477
RAM
-0.49
QV
0.355
Conf
0.881
VIOT NASDAQ
Viomi Technology ADR
0.630
Consumer Cyclical Furnishings, Fixtures & Appliances MICRO
Value%
0.990
Quality%
0.190
Mom%
0.010
P/E
0.4×
F-Score
3/9
E/Y
2.7003
EBITDA/EV
3.4362
SH Yield
0.4971
ROE
0.0903
Margin
0.0583
Vol
0.6299
RAM
-1.13
QV
0.434
Conf
0.910
DLNG NYSE
Dynagas LNG Partners LP
0.910
Energy Oil & Gas Midstream MICRO
Value%
0.980
Quality%
0.880
Mom%
0.260
P/E
1.9×
F-Score
7/9
E/Y
0.2545
EBITDA/EV
0.3503
SH Yield
0.4871
ROE
0.1345
Margin
0.4160
Vol
0.2584
RAM
0.14
QV
0.929
Conf
0.940
ACGLN NASDAQ
Arch Capital Group Ltd.
0.910
Financial Services Insurance - Diversified MID
Value%
0.980
Quality%
0.880
Mom%
0.260
P/E
1.2×
F-Score
8/9
E/Y
0.6573
EBITDA/EV
0.6776
SH Yield
0.4772
ROE
0.2014
Margin
0.2473
Vol
0.0959
RAM
0.19
QV
0.929
Conf
0.969
BSTZ NYSE
BlackRock Science and Technology Trust II
0.860
Financial Services Asset Management SMALL
Value%
0.870
Quality%
0.280
Mom%
0.840
P/E
3.2×
F-Score
2/9
E/Y
0.2892
EBITDA/EV
0.3068
SH Yield
0.4697
ROE
0.3416
Margin
1.6228
Vol
0.2464
RAM
2.45
QV
0.494
Conf
0.778
SAMG NASDAQ
Silvercrest Asset Management Group Inc
0.660
Financial Services Asset Management MICRO
Value%
0.760
Quality%
0.650
Mom%
0.080
P/E
28.8×
F-Score
5/9
E/Y
0.0575
EBITDA/EV
0.0773
SH Yield
0.4567
ROE
0.0565
Margin
0.0212
Vol
0.2616
RAM
-1.16
QV
0.703
Conf
0.940
ATHM NYSE
Autohome Inc
0.680
Communication Services Internet Content & Information MID
Value%
0.980
Quality%
0.200
Mom%
0.130
P/E
1.9×
F-Score
5/9
E/Y
0.2781
EBITDA/EV
0.6101
SH Yield
0.4549
ROE
0.0560
Margin
0.2121
Vol
0.3070
RAM
-1.06
QV
0.443
Conf
0.969
GTM NASDAQ
ZoomInfo Technologies Inc.
0.830
Technology Software - Application SMALL
Value%
0.960
Quality%
0.780
Mom%
0.010
P/E
7.1×
F-Score
7/9
E/Y
0.1065
EBITDA/EV
0.1406
SH Yield
0.4498
ROE
0.0860
Margin
0.1010
Vol
0.6207
RAM
-1.18
QV
0.865
Conf
0.910
SDHC NYSE
Smith Douglas Homes Corp.
0.460
Real Estate Real Estate - Development MICRO
Value%
0.790
Quality%
0.160
Mom%
0.120
P/E
15.0×
F-Score
2/9
E/Y
0.1124
EBITDA/EV
0.1180
SH Yield
0.4341
ROE
0.1045
Margin
0.0090
Vol
0.5302
RAM
-0.55
QV
0.356
Conf
0.969
JBGS NYSE
JBG SMITH Properties
0.360
Real Estate Reit - Diversified SMALL
Value%
0.700
Quality%
0.140
Mom%
0.160
F-Score
4/9
EBITDA/EV
0.0478
SH Yield
0.4170
ROE
-0.0983
Margin
-0.2216
Vol
0.2988
RAM
-0.62
QV
0.313
Conf
0.881
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