Factor Screener

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OS Top Picks

Highest OS composite — balanced value, quality, momentum

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Trending Value (VC2)

O'Shaughnessy's #1 strategy — cheapest VC2 decile + 6M momentum

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Deep Value

Low P/E, high earnings yield, strong F-Score

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VC2 Cheapest Decile

Top 10% by Value Composite 2 — O'Shaughnessy multi-factor value

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Quality at a Price

High QV composite — avoids value traps via quality gate

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Cornerstone Value

O'Shaughnessy Market Leaders (ex-utilities) ranked by dividend yield

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Cornerstone Growth

All Stocks universe, P/S < 1.5, 5yr earnings consistency, strongest momentum

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GARP

Growth at a reasonable price — revenue growth + moderate P/E

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Shareholder Yield

Dividends + net buybacks — O'Shaughnessy's shareholder cash return

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EBITDA/EV Value

Highest EBITDA/EV (positive only) — O'Shaughnessy's strongest value signal

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Trending Value (Classic)

Cheapest decile by value + 6M momentum overlay

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Quality Compounders

High ROE, margins, low debt — long-term compounders

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Piotroski Bargains

F-Score ≥7 with top-half value

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Alpha Within Value

Cheap + internally funded buybacks + good capital allocation

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Veiled Value

OSAM insight: expensive by P/B but cheap by everything else

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Consistent Earners

5+ years of consecutive EPS growth — O'Shaughnessy growth signal

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Momentum Leaders

Strongest 12-1 momentum with controlled risk

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Risk-Adjusted Momentum

Highest 12-1 momentum per unit of volatility

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Market Leaders

O'Shaughnessy Market Leaders ranked by OS composite

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Market Leaders Value

OSAM production strategy — market leaders + shareholder yield

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Small Cap Value

Small/micro caps with strong value — higher alpha potential

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Tiny Titans

O'Shaughnessy micro-caps (~25M-250M local currency), low P/S, momentum

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Low Volatility

Defensive picks — lowest vol with positive momentum

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OS Score Improvers

Biggest positive change in composite score vs prior snapshot

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Cheapest in Sector

Sector-relative bargains (fallback: top value cohort when sector score unavailable)

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High Yield

Top dividend and FCF yields for income investors