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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 19 Jul 2026
24+
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High Yield
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⭐
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
JFIN NASDAQ
Jiayin Group Inc
0.870
Financial Services Credit Services MICRO
Value%
0.990
Quality%
0.920
Mom%
0.000
P/E
0.1×
F-Score
5/9
E/Y
2.8624
EBITDA/EV
2.8927
ROE
0.2144
Margin
0.1801
Vol
0.5434
RAM
-1.40
QV
0.954
Conf
0.940
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
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
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
ZYBT NASDAQ
Zhengye Biotechnology Holding Limited Ordinary Shares
0.260
Healthcare Drug Manufacturers - Specialty & Generic NANO
Value%
0.390
Quality%
0.370
Mom%
0.380
F-Score
2/9
SH Yield
0.4844
ROE
-0.2793
Margin
-0.5997
Vol
1.2875
RAM
-0.67
QV
0.380
Conf
0.764
XIFR NYSE
XPLR Infrastructure LP Unit
0.760
Utilities Utilities - Renewable SMALL
Value%
0.760
Quality%
0.170
Mom%
0.790
P/E
10.9×
F-Score
4/9
E/Y
0.0125
EBITDA/EV
0.0588
SH Yield
0.3715
ROE
0.0325
Margin
0.0882
Vol
0.3128
RAM
1.09
QV
0.359
Conf
0.910
GHG NYSE
GreenTree Hospitality Group Ltd
0.810
Consumer Cyclical Lodging MICRO
Value%
0.980
Quality%
0.610
Mom%
0.040
P/E
1.4×
F-Score
7/9
E/Y
0.1435
EBITDA/EV
1.0138
SH Yield
0.3486
ROE
0.0549
Margin
0.0843
Vol
0.3342
RAM
-1.58
QV
0.773
Conf
0.969
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
ICMB NASDAQ
Investcorp Credit Management BDC Inc
0.540
Financial Services Asset Management NANO
Value%
0.510
Quality%
0.490
Mom%
0.500
F-Score
4/9
SH Yield
0.3281
ROE
-0.3735
Margin
2.5002
Vol
0.6694
RAM
-0.81
QV
0.500
Conf
0.909
TLF NASDAQ
Tandy Leather Factory Inc
0.330
Consumer Cyclical Specialty Retail NANO
Value%
0.420
Quality%
0.400
Mom%
0.410
F-Score
5/9
EBITDA/EV
0.0980
SH Yield
0.3830
ROE
-0.0486
Margin
-0.0294
Vol
0.2053
RAM
-0.29
QV
0.410
Conf
0.910
IEP NASDAQ
Icahn Enterprises LP
0.060
Energy Oil & Gas Refining & Marketing MID
Value%
0.250
Quality%
0.050
Mom%
0.270
F-Score
3/9
E/Y
0.0210
EBITDA/EV
0.0862
SH Yield
0.2670
ROE
-0.1663
Margin
-0.0323
Vol
0.2067
RAM
0.13
QV
0.112
Conf
0.881
TCPC NASDAQ
BlackRock TCP Capital Corp
0.300
Financial Services Asset Management MICRO
Value%
0.680
Quality%
0.200
Mom%
0.040
F-Score
2/9
E/Y
0.0074
SH Yield
0.2848
ROE
-0.2232
Margin
-5.1586
Vol
0.3485
RAM
-1.35
QV
0.369
Conf
0.881
GDEV NASDAQ
GDEV Inc.
0.590
Communication Services Electronic Gaming & Multimedia MICRO
Value%
0.950
Quality%
0.100
Mom%
0.120
P/E
3.0×
F-Score
5/9
E/Y
0.4889
EBITDA/EV
0.5211
SH Yield
0.2623
ROE
-0.7922
Margin
0.1765
Vol
0.9350
RAM
-0.21
QV
0.308
Conf
0.881
PDCC NYSE
Pearl Diver Credit Company Inc.
0.830
Financial Services Asset Management MICRO
Value%
0.910
Quality%
0.810
Mom%
0.080
P/E
3.6×
F-Score
5/9
SH Yield
0.2932
ROE
0.1861
Margin
0.7865
Vol
0.3245
RAM
-1.09
QV
0.859
Conf
0.778
CTRM NASDAQ
Castor Maritime Inc
0.690
Industrials Marine Shipping NANO
Value%
0.580
Quality%
0.570
Mom%
0.580
P/E
1.0×
F-Score
6/9
E/Y
0.3095
EBITDA/EV
1.6175
SH Yield
0.2567
ROE
0.0298
Margin
0.2355
Vol
0.4191
RAM
-0.18
QV
0.575
Conf
0.910
GTEC NASDAQ
Greenland Acquisition Corp
0.580
Consumer Cyclical Auto Parts NANO
Value%
0.530
Quality%
0.510
Mom%
0.520
P/E
2.6×
F-Score
7/9
E/Y
0.4436
EBITDA/EV
0.5223
SH Yield
0.2534
ROE
0.0704
Margin
0.0627
Vol
0.9151
RAM
-0.75
QV
0.520
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
OFS NASDAQ
OFS Capital Corp
0.450
Financial Services Asset Management NANO
Value%
0.470
Quality%
0.450
Mom%
0.460
F-Score
3/9
SH Yield
0.2429
ROE
-0.3488
Margin
4.3467
Vol
0.4814
RAM
-1.01
QV
0.460
Conf
0.881
HRZN NASDAQ
Horizon Technology Finance
0.690
Financial Services Asset Management SMALL
Value%
0.710
Quality%
0.810
Mom%
0.100
P/E
14.8×
F-Score
5/9
E/Y
0.0315
EBITDA/EV
0.0435
SH Yield
0.1982
ROE
0.0646
Margin
0.2883
Vol
0.4443
RAM
-0.73
QV
0.758
Conf
0.940
GECC NASDAQ
Great Elm Capital Corp
0.580
Financial Services Asset Management MICRO
Value%
0.530
Quality%
0.510
Mom%
0.520
F-Score
3/9
E/Y
0.0016
SH Yield
-0.1262
ROE
-0.3069
Margin
2.8442
Vol
0.3679
RAM
-1.03
QV
0.520
Conf
0.910
RWAY NASDAQ
Runway Growth Finance Corp
0.780
Financial Services Asset Management MICRO
Value%
0.810
Quality%
0.840
Mom%
0.060
F-Score
7/9
EBITDA/EV
0.0133
SH Yield
0.2921
ROE
-0.0060
Margin
-0.0260
Vol
0.2706
RAM
-1.53
QV
0.825
Conf
0.910
CION NYSE
Cion Investment Corp
0.200
Financial Services Asset Management SMALL
Value%
0.330
Quality%
0.630
Mom%
0.120
F-Score
6/9
E/Y
0.0161
EBITDA/EV
0.0187
SH Yield
0.3137
ROE
-0.0015
Margin
-0.0065
Vol
0.3420
RAM
-0.60
QV
0.456
Conf
0.910
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