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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 19 Jul 2026
24+
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Low Volatility
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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
DMAA NASDAQ
Drugs Made In America Acquisition Corp. Ordinary Shares
0.630
Financial Services Shell Companies MICRO
Value%
0.550
Quality%
0.540
Mom%
0.550
P/E
38.9×
F-Score
2/9
SH Yield
0.0000
ROE
0.0284
Vol
0.0096
RAM
4.06
QV
0.545
Conf
0.675
QSEA NASDAQ
Quartzsea Acquisition Corporati
0.770
Financial Services Shell Companies MICRO
Value%
0.630
Quality%
0.610
Mom%
0.630
P/E
63.9×
F-Score
2/9
SH Yield
-0.7969
ROE
0.0203
Vol
0.0114
RAM
3.66
QV
0.620
Conf
0.636
LCCC NASDAQ
Lakeshore Acquisition III Corp. Ordinary Shares
0.520
Financial Services Shell Companies MICRO
Value%
0.500
Quality%
0.480
Mom%
0.490
P/E
51.6×
F-Score
3/9
EBITDA/EV
0.0005
SH Yield
-0.7723
ROE
0.0259
Vol
0.0115
RAM
3.28
QV
0.490
Conf
0.646
TVAI NASDAQ
Thayer Ventures Acquisition Corporation II Class A Ordinary Shares
0.320
Financial Services Shell Companies MICRO
Value%
0.410
Quality%
0.400
Mom%
0.410
P/E
55.8×
F-Score
3/9
SH Yield
-0.7161
ROE
0.0253
Vol
0.0122
RAM
2.55
QV
0.405
Conf
0.675
KFII NASDAQ
K&F Growth Acquisition Corp. II Class A Ordinary shares
0.540
Financial Services Shell Companies SMALL
Value%
0.510
Quality%
0.490
Mom%
0.500
P/E
37.8×
F-Score
3/9
SH Yield
0.0000
ROE
0.0376
Vol
0.0125
RAM
3.24
QV
0.500
Conf
0.616
CHAR NASDAQ
Charlton Aria Acquisition Corporation Class A Ordinary Shares
0.670
Financial Services Shell Companies MICRO
Value%
0.570
Quality%
0.560
Mom%
0.570
P/E
39.2×
F-Score
4/9
SH Yield
0.0309
ROE
0.0334
Vol
0.0140
RAM
3.13
QV
0.565
Conf
0.704
JACS NYSE
Jackson Acquisition Company II
0.230
Financial Services Shell Companies SMALL
Value%
0.370
Quality%
0.360
Mom%
0.370
P/E
35.7×
F-Score
3/9
SH Yield
0.0000
ROE
0.0362
Vol
0.0144
RAM
2.08
QV
0.365
Conf
0.675
LPAA NASDAQ
Launch One Acquisition Corp. Class A Ordinary shares
0.520
Financial Services Shell Companies SMALL
Value%
0.500
Quality%
0.480
Mom%
0.490
P/E
40.5×
F-Score
2/9
SH Yield
0.0000
ROE
0.0328
Vol
0.0148
RAM
2.81
QV
0.490
Conf
0.646
ANSC NASDAQ
Agriculture & Natural Solutions Acquisition Corporation Class A Ordinary Shares
0.730
Financial Services Shell Companies SMALL
Value%
0.610
Quality%
0.590
Mom%
0.600
P/E
51.6×
F-Score
2/9
SH Yield
0.0366
ROE
0.0271
Vol
0.0149
RAM
3.39
QV
0.600
Conf
0.704
LPBB NASDAQ
Launch Two Acquisition Corp. Class A Ordinary Shares
0.520
Financial Services Shell Companies SMALL
Value%
0.500
Quality%
0.480
Mom%
0.490
P/E
35.7×
F-Score
2/9
SH Yield
0.0000
ROE
0.0369
Vol
0.0157
RAM
1.59
QV
0.490
Conf
0.646
AACB NASDAQ
Artius II Acquisition Inc.
0.720
Financial Services Shell Companies MICRO
Value%
0.600
Quality%
0.580
Mom%
0.590
P/E
53.5×
F-Score
2/9
SH Yield
0.0000
ROE
0.0254
Vol
0.0161
RAM
2.39
QV
0.590
Conf
0.646
SZZL NASDAQ
Sizzle Acquisition Corp. II - Class A ordinary shares
0.360
Financial Services Shell Companies SMALL
Value%
0.430
Quality%
0.410
Mom%
0.420
P/E
40.0×
F-Score
2/9
SH Yield
-0.7138
ROE
0.0355
Vol
0.0167
RAM
1.72
QV
0.420
Conf
0.646
CRAQ NASDAQ
Cal Redwood Acquisition Corp. Class A Ordinary Shares
0.680
Financial Services Shell Companies SMALL
Value%
0.580
Quality%
0.560
Mom%
0.570
P/E
57.5×
F-Score
1/9
SH Yield
-0.5749
ROE
0.0306
Vol
0.0168
RAM
1.73
QV
0.570
Conf
0.675
SOUL NYSE
Soulpower Acquisition Corporation
0.760
Financial Services Shell Companies SMALL
Value%
0.620
Quality%
0.610
Mom%
0.620
P/E
45.6×
F-Score
4/9
SH Yield
-0.7145
ROE
0.0311
Vol
0.0168
RAM
1.68
QV
0.615
Conf
0.646
CHPG NASDAQ
ChampionsGate Acquisition Corporation Class A Ordinary Share
0.670
Financial Services Shell Companies MICRO
Value%
0.570
Quality%
0.560
Mom%
0.570
P/E
55.8×
F-Score
4/9
SH Yield
-0.7233
ROE
0.0246
Vol
0.0170
RAM
2.02
QV
0.565
Conf
0.675
MACI NASDAQ
Melar Acquisition Corp. I Class A Ordinary Shares
0.490
Financial Services Shell Companies MICRO
Value%
0.490
Quality%
0.470
Mom%
0.480
P/E
49.7×
F-Score
3/9
EBITDA/EV
0.0157
SH Yield
0.0000
ROE
0.0287
Vol
0.0172
RAM
1.44
QV
0.480
Conf
0.704
TAVI NASDAQ
Tavia Acquisition Corp. Ordinary Shares
0.330
Financial Services Shell Companies MICRO
Value%
0.420
Quality%
0.400
Mom%
0.410
P/E
49.2×
F-Score
2/9
SH Yield
0.0000
ROE
0.0286
Vol
0.0172
RAM
2.10
QV
0.410
Conf
0.675
UYSC NASDAQ
UY Scuti Acquisition Corp.
0.300
Financial Services Shell Companies MICRO
Value%
0.410
Quality%
0.390
Mom%
0.400
P/E
121.3×
F-Score
2/9
SH Yield
-0.7135
ROE
-0.6567
Vol
0.0173
RAM
3.55
QV
0.400
Conf
0.606
NPAC NASDAQ
New Providence Acquisition Corp. III Class A Ordinary Shares
0.780
Financial Services Shell Companies SMALL
Value%
0.630
Quality%
0.620
Mom%
0.630
P/E
43.8×
F-Score
3/9
SH Yield
-0.7609
ROE
0.0304
Vol
0.0173
RAM
1.34
QV
0.625
Conf
0.616
CCAQ NASDAQ
Committed Capital Acquisition Corp II
0.650
Capital Markets Financial MICRO
Value%
0.570
Quality%
0.550
Mom%
0.560
P/E
51.5×
F-Score
2/9
SH Yield
-0.6766
ROE
0.0287
Vol
0.0179
RAM
2.28
QV
0.560
Conf
0.587
DRDB NASDAQ
Roman DBDR Acquisition Corp. II Ordinary shares
0.380
Financial Services Shell Companies SMALL
Value%
0.440
Quality%
0.420
Mom%
0.430
P/E
59.2×
F-Score
3/9
SH Yield
0.0000
ROE
0.0228
Vol
0.0181
RAM
1.46
QV
0.430
Conf
0.646
IPEX NASDAQ
Inflection Point Acquisition Corp. V
0.560
Financial Services Shell Companies MICRO
Value%
0.520
Quality%
0.500
Mom%
0.510
P/E
487.7×
F-Score
1/9
SH Yield
0.0000
ROE
0.0031
Vol
0.0182
RAM
1.80
QV
0.510
Conf
0.646
FACT NASDAQ
FACT II Acquisition Corp. Class A Ordinary Shares
0.610
Financials Investment Holding Companies MICRO
Value%
0.540
Quality%
0.530
Mom%
0.540
P/E
56.2×
F-Score
4/9
SH Yield
0.0000
ROE
0.0261
Vol
0.0186
RAM
2.09
QV
0.535
Conf
0.616
CUB NASDAQ
Lionheart Holdings
0.520
Financial Services Shell Companies MICRO
Value%
0.500
Quality%
0.480
Mom%
0.490
P/E
32.5×
F-Score
2/9
SH Yield
0.0000
ROE
0.0365
Vol
0.0192
RAM
1.98
QV
0.490
Conf
0.646
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