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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 19 Jul 2026
24+
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Cornerstone Growth
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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 + 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
ASX NYSE
ASE Industrial Holding Co Ltd ADR
0.990
Technology Semiconductors LARGE
Value%
0.980
Quality%
0.840
Mom%
0.980
P/E
1.8×
F-Score
6/9
E/Y
0.2232
EBITDA/EV
0.4670
SH Yield
-0.0304
ROE
0.1344
Margin
0.0707
Vol
0.5018
RAM
5.62
QV
0.907
Conf
0.969
BTSG NASDAQ
BrightSpring Health Services, Inc. Common Stock
0.420
Healthcare Health Information Services LARGE
Value%
0.080
Quality%
0.670
Mom%
0.970
P/E
44.8×
F-Score
7/9
E/Y
0.0233
EBITDA/EV
0.0336
SH Yield
0.0074
ROE
0.1566
Margin
0.0227
Vol
0.3154
RAM
7.36
QV
0.232
Conf
0.910
EFXT NYSE
Enerflex Ltd.
0.910
Energy Oil & Gas Equipment & Services MID
Value%
0.710
Quality%
0.690
Mom%
0.970
P/E
34.5×
F-Score
8/9
E/Y
0.0710
EBITDA/EV
0.1170
SH Yield
0.0093
ROE
0.0726
Margin
0.0319
Vol
0.4101
RAM
5.00
QV
0.700
Conf
0.969
WHLRP NASDAQ
Wheeler Real Estate Investment Trust Inc Pref
0.280
Real Estate Reit - Retail NANO
Value%
0.400
Quality%
0.380
Mom%
0.390
P/E
1.7×
F-Score
7/9
E/Y
0.0720
EBITDA/EV
0.1114
SH Yield
0.0000
ROE
0.0931
Margin
0.0590
Vol
0.5467
RAM
2.31
QV
0.390
Conf
0.940
FRD NASDAQ
Friedman Industries Inc. Common Stock
0.820
Basic Materials Steel MICRO
Value%
0.790
Quality%
0.120
Mom%
0.950
P/E
12.4×
F-Score
4/9
E/Y
0.0894
EBITDA/EV
0.1007
SH Yield
0.0047
ROE
0.1287
Margin
0.0301
Vol
0.5716
RAM
2.54
QV
0.308
Conf
0.969
UGP NYSE
Ultrapar Participacoes SA ADR
0.980
Energy Oil & Gas Refining & Marketing MID
Value%
0.970
Quality%
0.760
Mom%
0.940
P/E
2.2×
F-Score
6/9
E/Y
0.6157
EBITDA/EV
0.7569
SH Yield
0.2276
ROE
0.9065
Margin
0.0206
Vol
0.3596
RAM
2.24
QV
0.859
Conf
0.969
ANDE NASDAQ
The Andersons Inc
0.780
Consumer Defensive Food Distribution MID
Value%
0.700
Quality%
0.170
Mom%
0.940
P/E
21.0×
F-Score
6/9
E/Y
0.0569
EBITDA/EV
0.0903
SH Yield
0.0157
ROE
0.1014
Margin
0.0117
Vol
0.3661
RAM
2.69
QV
0.345
Conf
0.969
BWMX NYSE
Betterware de México, S.A.P.I. de C.V.
0.990
Consumer Cyclical Specialty Retail SMALL
Value%
0.980
Quality%
0.940
Mom%
0.940
P/E
0.6×
F-Score
7/9
E/Y
0.4526
EBITDA/EV
0.5544
SH Yield
0.0491
ROE
0.7233
Margin
0.0770
Vol
0.3766
RAM
2.93
QV
0.960
Conf
0.940
SANM NASDAQ
Sanmina Corporation
0.540
Technology Electronic Components LARGE
Value%
0.220
Quality%
0.640
Mom%
0.930
P/E
40.7×
F-Score
6/9
E/Y
0.0374
EBITDA/EV
0.0502
SH Yield
0.0239
ROE
0.1073
Margin
0.0229
Vol
0.6008
RAM
2.30
QV
0.375
Conf
0.940
TEN NYSE
Tsakos Energy Navigation Limited
0.910
Energy Oil & Gas Midstream SMALL
Value%
0.940
Quality%
0.270
Mom%
0.940
P/E
5.3×
F-Score
4/9
E/Y
0.0731
EBITDA/EV
0.1167
SH Yield
0.0531
ROE
0.1089
Margin
0.2481
Vol
0.3494
RAM
3.12
QV
0.504
Conf
0.969
ARKO NASDAQ
Arko Corp
0.740
Consumer Cyclical Specialty Retail SMALL
Value%
0.660
Quality%
0.190
Mom%
0.910
P/E
31.0×
F-Score
7/9
E/Y
0.0438
EBITDA/EV
0.0860
SH Yield
0.0429
ROE
0.0581
Margin
0.0038
Vol
0.5961
RAM
1.33
QV
0.354
Conf
0.969
ATLC NASDAQ
Atlanticus Holdings Corporation
0.940
Financial Services Credit Services SMALL
Value%
0.720
Quality%
0.910
Mom%
0.920
P/E
11.3×
F-Score
3/9
E/Y
0.0425
EBITDA/EV
0.0441
SH Yield
0.0166
ROE
0.1959
Margin
0.1079
Vol
0.5738
RAM
1.62
QV
0.809
Conf
0.969
KALU NASDAQ
Kaiser Aluminum Corporation
0.800
Basic Materials Aluminum MID
Value%
0.710
Quality%
0.240
Mom%
0.920
P/E
16.8×
F-Score
6/9
E/Y
0.0710
EBITDA/EV
0.1050
SH Yield
0.0195
ROE
0.1749
Margin
0.0414
Vol
0.4899
RAM
2.23
QV
0.413
Conf
0.969
RCKY NASDAQ
Rocky Brands Inc
0.850
Consumer Cyclical Footwear & Accessories SMALL
Value%
0.800
Quality%
0.280
Mom%
0.910
P/E
16.6×
F-Score
7/9
E/Y
0.0974
EBITDA/EV
0.1206
SH Yield
0.0130
ROE
0.0736
Margin
0.0378
Vol
0.5104
RAM
1.66
QV
0.473
Conf
0.969
BAP NYSE
Credicorp Ltd
0.990
Financial Services Banks - Regional LARGE
Value%
0.970
Quality%
0.960
Mom%
0.910
P/E
4.3×
F-Score
8/9
E/Y
0.5323
EBITDA/EV
0.5664
SH Yield
0.0404
ROE
0.1856
Margin
0.2503
Vol
0.2902
RAM
2.66
QV
0.965
Conf
0.969
MFG NYSE
Mizuho Financial Group Inc.
0.980
Financial Services Banks - Regional LARGE
Value%
0.970
Quality%
0.700
Mom%
0.910
F-Score
7/9
E/Y
0.3535
EBITDA/EV
0.3535
ROE
0.1102
Margin
0.1446
Vol
0.3535
RAM
2.48
QV
0.824
Conf
0.881
GCT NASDAQ
GigaCloud Technology Inc Class A Ordinary Shares
0.940
Technology Software - Infrastructure SMALL
Value%
0.870
Quality%
0.630
Mom%
0.890
P/E
9.6×
F-Score
4/9
E/Y
0.1121
EBITDA/EV
0.1176
SH Yield
0.0402
ROE
0.2907
Margin
0.1077
Vol
0.7192
RAM
0.82
QV
0.740
Conf
0.940
IX NYSE
Orix Corp Ads
0.990
Financial Services Financial Conglomerates LARGE
Value%
0.980
Quality%
0.820
Mom%
0.900
F-Score
8/9
E/Y
0.1640
EBITDA/EV
0.2414
ROE
0.0996
Margin
0.1341
Vol
0.3047
RAM
2.75
QV
0.896
Conf
0.881
PNTG NASDAQ
Pennant Group Inc
0.120
Healthcare Medical Care Facilities SMALL
Value%
0.090
Quality%
0.130
Mom%
0.880
P/E
48.1×
F-Score
3/9
E/Y
0.0260
EBITDA/EV
0.0308
SH Yield
-0.0004
ROE
0.0876
Margin
0.0296
Vol
0.3858
RAM
1.11
QV
0.108
Conf
0.910
PSMT NASDAQ
PriceSmart Inc
0.290
Consumer Defensive Discount Stores MID
Value%
0.200
Quality%
0.280
Mom%
0.890
P/E
36.2×
F-Score
5/9
E/Y
0.0420
EBITDA/EV
0.0584
SH Yield
0.0089
ROE
0.1138
Margin
0.0278
Vol
0.2505
RAM
2.70
QV
0.237
Conf
1.000
SNX NYSE
Synnex Corporation
0.440
Technology Electronics & Computer Distribution LARGE
Value%
0.340
Quality%
0.250
Mom%
0.910
P/E
17.1×
F-Score
7/9
E/Y
0.0788
EBITDA/EV
0.0971
SH Yield
0.0348
ROE
0.1269
Margin
0.0163
Vol
0.3375
RAM
2.96
QV
0.292
Conf
1.000
DLX NYSE
Deluxe Corporation
0.980
Industrials Conglomerates SMALL
Value%
0.920
Quality%
0.870
Mom%
0.880
P/E
11.5×
F-Score
6/9
E/Y
0.1014
EBITDA/EV
0.1547
SH Yield
0.0461
ROE
0.1491
Margin
0.0487
Vol
0.4463
RAM
1.09
QV
0.895
Conf
0.940
TSM NYSE
Taiwan Semiconductor Manufacturing
0.990
Technology Semiconductors MEGA
Value%
0.980
Quality%
0.980
Mom%
0.900
P/E
0.9×
F-Score
8/9
E/Y
1.2136
EBITDA/EV
1.5477
SH Yield
0.0090
ROE
0.3485
Margin
0.5037
Vol
0.3029
RAM
3.11
QV
0.980
Conf
1.000
APEI NASDAQ
American Public Education Inc
0.940
Consumer Defensive Education & Training Services SMALL
Value%
0.730
Quality%
0.930
Mom%
0.890
P/E
23.0×
F-Score
6/9
E/Y
0.0766
EBITDA/EV
0.0976
SH Yield
0.0567
ROE
0.1319
Margin
0.0613
Vol
0.4703
RAM
1.57
QV
0.824
Conf
0.969
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