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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 19 Jul 2026
24+
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Deep 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 + 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
TME NYSE
Tencent Music Entertainment Group
0.880
Communication Services Internet Content & Information LARGE
Value%
0.990
Quality%
0.950
Mom%
0.030
P/E
1.7×
F-Score
8/9
E/Y
3.1965
EBITDA/EV
3.5588
SH Yield
0.0524
ROE
0.1153
Margin
0.2629
Vol
0.4311
RAM
-1.35
QV
0.970
Conf
0.969
HMY NYSE
Harmony Gold Mining Company Limited
0.950
Basic Materials Gold MID
Value%
0.990
Quality%
0.980
Mom%
0.350
P/E
0.4×
F-Score
8/9
E/Y
3.0106
EBITDA/EV
3.6888
SH Yield
0.0213
ROE
0.5081
Margin
0.1753
Vol
0.6452
RAM
0.39
QV
0.985
Conf
0.829
JCSE NASDAQ
JE Cleantech Holdings Ltd
0.540
Industrials Specialty Industrial Machinery NANO
Value%
0.510
Quality%
0.490
Mom%
0.500
P/E
2.2×
F-Score
7/9
E/Y
2.5625
EBITDA/EV
3.1423
SH Yield
0.3321
ROE
0.1637
Margin
0.1594
Vol
1.6400
RAM
0.36
QV
0.500
Conf
0.910
WW NASDAQ
WW International, Inc. Common Stock
0.780
Healthcare Medical Care Facilities MICRO
Value%
0.930
Quality%
0.630
Mom%
0.030
P/E
0.1×
F-Score
6/9
E/Y
2.3554
EBITDA/EV
2.5367
SH Yield
0.0000
ROE
4.0539
Margin
1.5550
Vol
0.8278
RAM
-0.55
QV
0.765
Conf
0.852
YB NASDAQ
Yuanbao Inc. American Depositary Shares
0.890
Technology Software - Application SMALL
Value%
0.990
Quality%
0.960
Mom%
0.040
P/E
0.5×
F-Score
6/9
E/Y
2.3264
EBITDA/EV
2.3301
SH Yield
-0.2302
ROE
0.3734
Margin
0.2967
Vol
0.4696
RAM
-1.04
QV
0.975
Conf
0.969
KRKR NASDAQ
36Kr Holdings Inc
0.750
Communication Services Advertising Agencies NANO
Value%
0.620
Quality%
0.600
Mom%
0.610
P/E
0.5×
F-Score
7/9
E/Y
1.9490
EBITDA/EV
3.9421
SH Yield
0.0000
ROE
0.0843
Margin
0.0490
Vol
0.7667
RAM
-0.63
QV
0.610
Conf
0.852
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
SFB NYSE
Stifel Financial Corporation 5.20% Senior Notes due 2047
0.900
Other Other MID
Value%
0.980
Quality%
0.820
Mom%
0.240
P/E
3.7×
F-Score
6/9
E/Y
1.6351
EBITDA/EV
1.0461
SH Yield
0.0329
ROE
0.1474
Margin
0.1400
Vol
0.0920
RAM
-0.29
QV
0.896
Conf
0.969
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
NOAH NYSE
Noah Holdings Ltd
0.890
Financial Services Asset Management SMALL
Value%
0.990
Quality%
0.910
Mom%
0.110
P/E
1.1×
F-Score
8/9
E/Y
1.3451
EBITDA/EV
1.1205
SH Yield
0.2410
ROE
0.0538
Margin
0.2044
Vol
0.2694
RAM
-0.84
QV
0.949
Conf
0.969
LX NASDAQ
Lexinfintech Holdings Ltd
0.870
Financial Services Credit Services MICRO
Value%
0.990
Quality%
0.900
Mom%
0.010
P/E
0.2×
F-Score
7/9
E/Y
1.3312
EBITDA/EV
1.4805
ROE
0.1197
Margin
0.1083
Vol
0.4507
RAM
-1.43
QV
0.944
Conf
0.940
ATAT NASDAQ
Atour Lifestyle Holdings Limited American Depositary Shares
0.920
Consumer Cyclical Lodging MID
Value%
0.980
Quality%
0.960
Mom%
0.200
P/E
2.4×
F-Score
7/9
E/Y
1.2366
EBITDA/EV
1.2615
SH Yield
0.0973
ROE
0.5006
Margin
0.1722
Vol
0.3222
RAM
-0.16
QV
0.970
Conf
0.969
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
ERIC NASDAQ
Telefonaktiebolaget LM Ericsson B ADR
0.990
Technology Communication Equipment LARGE
Value%
0.990
Quality%
0.930
Mom%
0.800
P/E
1.3×
F-Score
7/9
E/Y
1.1462
EBITDA/EV
1.3589
SH Yield
0.0320
ROE
0.2358
Margin
0.1070
Vol
0.3292
RAM
1.75
QV
0.960
Conf
1.000
YMM NYSE
Full Truck Alliance Co Ltd ADR
0.870
Technology Software - Application MID
Value%
0.980
Quality%
0.820
Mom%
0.110
P/E
2.3×
F-Score
6/9
E/Y
1.0585
EBITDA/EV
1.0606
SH Yield
0.0609
ROE
0.1035
Margin
0.3269
Vol
0.3873
RAM
-0.93
QV
0.896
Conf
0.969
CHT NYSE
Chunghwa Telecom Co Ltd
0.910
Communication Services Telecom Services LARGE
Value%
0.990
Quality%
0.870
Mom%
0.240
P/E
0.8×
F-Score
8/9
E/Y
0.9797
EBITDA/EV
1.7516
SH Yield
0.0389
ROE
0.0987
Margin
0.1598
Vol
0.1127
RAM
-0.04
QV
0.928
Conf
1.000
CRE NASDAQ
Cre8 Enterprise Limited Class A Ordinary Shares
0.650
Industrials Specialty Business Services NANO
Value%
0.560
Quality%
0.550
Mom%
0.560
P/E
1.2×
F-Score
6/9
E/Y
0.9364
EBITDA/EV
1.2036
ROE
0.1026
Margin
0.0403
Vol
1.7019
QV
0.555
Conf
0.653
NTES NASDAQ
NetEase Inc
0.920
Communication Services Electronic Gaming & Multimedia LARGE
Value%
0.980
Quality%
0.980
Mom%
0.220
P/E
2.5×
F-Score
7/9
E/Y
0.8550
EBITDA/EV
0.8998
SH Yield
0.0306
ROE
0.2072
Margin
0.2984
Vol
0.2758
RAM
-0.32
QV
0.980
Conf
0.969
OMSE NASDAQ
OMS Energy Technologies Inc.
0.880
Energy Oil & Gas Equipment & Services MICRO
Value%
0.970
Quality%
0.950
Mom%
0.060
P/E
5.7×
F-Score
6/9
E/Y
0.8206
EBITDA/EV
0.9553
SH Yield
-0.1652
ROE
0.1698
Margin
0.2066
Vol
0.7025
RAM
-0.59
QV
0.960
Conf
0.940
BZ NASDAQ
Kanzhun Ltd ADR
0.900
Communication Services Internet Content & Information MID
Value%
0.980
Quality%
0.960
Mom%
0.120
P/E
2.0×
F-Score
7/9
E/Y
0.8038
EBITDA/EV
1.4341
SH Yield
-0.2677
ROE
0.1648
Margin
0.4015
Vol
0.3360
RAM
-0.82
QV
0.970
Conf
0.969
FENG NYSE
Phoenix New Media Limited
0.210
Communication Services Internet Content & Information NANO
Value%
0.370
Quality%
0.350
Mom%
0.360
P/E
1.3×
F-Score
7/9
E/Y
0.7970
SH Yield
0.0000
ROE
0.0115
Margin
0.0170
Vol
0.3358
RAM
-1.00
QV
0.360
Conf
0.852
FUTU NASDAQ
Futu Holdings Ltd
0.890
Financial Services Capital Markets LARGE
Value%
0.980
Quality%
0.990
Mom%
0.060
P/E
1.3×
F-Score
7/9
E/Y
0.7597
EBITDA/EV
0.7535
SH Yield
0.0273
ROE
0.2439
Margin
0.4183
Vol
0.5772
RAM
-0.67
QV
0.985
Conf
0.969
HRTG NYSE
Heritage Insurance Hldgs Inc
0.960
Financial Services Insurance - Property & Casualty SMALL
Value%
0.970
Quality%
0.780
Mom%
0.690
P/E
4.1×
F-Score
6/9
E/Y
0.6878
EBITDA/EV
0.7202
SH Yield
0.0028
ROE
0.3874
Margin
0.2599
Vol
0.5477
RAM
0.15
QV
0.870
Conf
0.940
ABEV NYSE
Ambev SA ADR
0.990
Consumer Defensive Beverages - Brewers LARGE
Value%
0.980
Quality%
0.980
Mom%
0.810
P/E
3.0×
F-Score
8/9
E/Y
0.6817
EBITDA/EV
0.8877
SH Yield
0.0379
ROE
0.1728
Margin
0.1766
Vol
0.3271
RAM
1.27
QV
0.980
Conf
0.969
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