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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 19 Jul 2026
24+
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OS Score Improvers
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Preset: os_improvers ×
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
OXLCO NASDAQ
Oxford Lane Capital Corp Corp Pref 9
0.440
Financial Services Asset Management SMALL
Value%
0.460
Quality%
0.450
Mom%
0.460
F-Score
4/9
SH Yield
-0.3384
ROE
-0.5675
Margin
-1.4935
Vol
0.0442
RAM
1.59
QV
0.455
Conf
0.822
BAC NYSE
Bank of America Corp
0.440
Financial Services Banks - Diversified MEGA
Value%
0.210
Quality%
0.650
Mom%
0.760
P/E
12.8×
F-Score
6/9
E/Y
0.0379
EBITDA/EV
0.0394
SH Yield
0.0616
ROE
0.1118
Margin
0.1895
Vol
0.2394
RAM
0.93
QV
0.369
Conf
1.000
VLO NYSE
Valero Energy Corporation
0.490
Energy Oil & Gas Refining & Marketing LARGE
Value%
0.340
Quality%
0.310
Mom%
0.920
P/E
21.9×
F-Score
6/9
E/Y
0.0589
EBITDA/EV
0.0904
SH Yield
0.0466
ROE
0.1762
Margin
0.0333
Vol
0.3528
RAM
1.87
QV
0.325
Conf
0.969
QUCY NASDAQ
Quantum Cyber N.V.
0.400
Healthcare Diagnostics & Research NANO
Value%
0.450
Quality%
0.430
Mom%
0.440
F-Score
3/9
SH Yield
-0.2945
ROE
-3.5323
Margin
-30.1831
Vol
4.0531
RAM
-0.07
QV
0.440
Conf
0.735
RAPP NASDAQ
Rapport Therapeutics, Inc. Common Stock
0.400
Healthcare Biotechnology MID
Value%
0.450
Quality%
0.430
Mom%
0.440
F-Score
2/9
SH Yield
-0.1322
ROE
-0.2275
Margin
-5.3639
Vol
0.8608
RAM
1.79
QV
0.440
Conf
0.793
PSTV NASDAQ
Plus Therapeutics Inc
0.420
Healthcare Biotechnology NANO
Value%
0.460
Quality%
0.440
Mom%
0.450
F-Score
4/9
ROE
-0.9975
Margin
-2.3024
Vol
1.2315
RAM
-0.44
QV
0.450
Conf
0.735
PBLS NASDAQ
Parabilis Medicines, Inc. Common Stock
0.430
Healthcare Biotechnology MID
Value%
0.460
Quality%
0.440
Mom%
0.450
F-Score
2/9
SH Yield
-0.0187
ROE
-0.5974
QV
0.450
Conf
0.411
PCLA NASDAQ
PicoCELA Inc. American Depositary Shares
0.430
Communication Services Telecom Services NANO
Value%
0.460
Quality%
0.440
Mom%
0.450
F-Score
2/9
ROE
-1.3219
Margin
-1.1499
Vol
4.6265
RAM
-0.18
QV
0.450
Conf
0.603
PFAI NASDAQ
Pinnacle Food Group Limited Class A Common Shares
0.430
Consumer Defensive Farm Products NANO
Value%
0.460
Quality%
0.440
Mom%
0.450
F-Score
1/9
SH Yield
-0.1633
ROE
-0.4562
Margin
-0.5578
Vol
1.1937
RAM
0.91
QV
0.450
Conf
0.793
PRZO NASDAQ
ParaZero Technologies Ltd. Ordinary Shares
0.430
Industrials Aerospace & Defense NANO
Value%
0.460
Quality%
0.440
Mom%
0.450
F-Score
2/9
SH Yield
-0.3385
ROE
-1.5842
Margin
-5.1709
Vol
1.0104
RAM
-0.69
QV
0.450
Conf
0.678
OACC NASDAQ
Oaktree Acquisition Corp. III Life Sciences Class A Ordinary Share
0.450
Financial Services Shell Companies MICRO
Value%
0.470
Quality%
0.450
Mom%
0.460
P/E
37.4×
F-Score
3/9
SH Yield
0.0000
ROE
0.0358
Vol
0.0334
RAM
0.63
QV
0.460
Conf
0.675
OCS NASDAQ
Oculis Holding AG Ordinary shares
0.450
Healthcare Biotechnology SMALL
Value%
0.470
Quality%
0.450
Mom%
0.460
F-Score
3/9
SH Yield
-0.1508
ROE
-0.4849
Margin
-188.6129
Vol
0.7609
RAM
-0.47
QV
0.460
Conf
0.793
ODTX NASDAQ
Odyssey Therapeutics, Inc. Common Stock
0.450
Healthcare Biotechnology SMALL
Value%
0.470
Quality%
0.450
Mom%
0.460
F-Score
4/9
SH Yield
-0.2512
ROE
0.2838
Margin
-49.9486
Vol
0.4473
QV
0.460
Conf
0.587
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
OMER NASDAQ
Omeros Corporation
0.450
Healthcare Biotechnology SMALL
Value%
0.470
Quality%
0.450
Mom%
0.460
P/E
8.1×
F-Score
2/9
E/Y
0.0911
EBITDA/EV
0.0920
SH Yield
-0.0502
ROE
-1.3606
Margin
8.7102
Vol
1.3030
RAM
1.58
QV
0.460
Conf
0.793
OMH NASDAQ
Ohmyhome Limited Ordinary Shares
0.450
Real Estate Real Estate Services NANO
Value%
0.470
Quality%
0.450
Mom%
0.460
F-Score
3/9
ROE
-1.9161
Margin
-0.7516
Vol
1.2372
RAM
-0.42
QV
0.460
Conf
0.704
OTLK NASDAQ
OUTLOOK THERAPEUTICS INC
0.450
Healthcare Biotechnology MICRO
Value%
0.470
Quality%
0.450
Mom%
0.460
F-Score
3/9
SH Yield
-0.2623
ROE
2.1023
Margin
-182.9750
Vol
2.0358
RAM
-0.14
QV
0.460
Conf
0.735
SVRN NASDAQ
OceanPal Inc.
0.450
Industrials Marine Shipping NANO
Value%
0.470
Quality%
0.450
Mom%
0.460
F-Score
3/9
SH Yield
0.0000
ROE
-0.2412
Margin
-0.6950
Vol
1.8599
RAM
-0.53
QV
0.460
Conf
0.428
NDLS NASDAQ
Noodles & Company
0.460
Consumer Cyclical Restaurants MICRO
Value%
0.470
Quality%
0.460
Mom%
0.470
F-Score
3/9
SH Yield
0.0000
ROE
0.7686
Margin
-0.0746
Vol
1.0901
RAM
0.91
QV
0.465
Conf
0.764
QTTB NASDAQ
Q32 Bio Inc
0.640
Healthcare Biotechnology SMALL
Value%
0.230
Quality%
0.760
Mom%
0.990
P/E
10.4×
F-Score
3/9
E/Y
0.0706
EBITDA/EV
0.0717
SH Yield
-0.0300
ROE
0.7178
Margin
0.6186
Vol
1.5517
RAM
2.85
QV
0.418
Conf
0.852
GLXY NASDAQ
Galaxy Digital Holdings Ltd
0.550
Financial Services Capital Markets MID
Value%
0.870
Quality%
0.070
Mom%
0.230
F-Score
1/9
E/Y
0.1250
EBITDA/EV
0.1286
SH Yield
0.0355
ROE
-0.0369
Margin
-0.0011
Vol
0.9358
RAM
0.28
QV
0.247
Conf
0.852
HOVR NASDAQ
New Horizon Aircraft Ltd
0.470
Industrials Aerospace & Defense MICRO
Value%
0.480
Quality%
0.460
Mom%
0.470
F-Score
2/9
SH Yield
-0.0003
ROE
-0.3807
Vol
1.1052
RAM
0.25
QV
0.470
Conf
0.606
NAVN NASDAQ
Navan, Inc. Class A Common Stock
0.470
Technology Software - Application MID
Value%
0.480
Quality%
0.460
Mom%
0.470
F-Score
5/9
SH Yield
-0.1080
ROE
-0.2889
Margin
-0.4670
Vol
0.8060
QV
0.470
Conf
0.788
NCPL NASDAQ
Netcapital Inc
0.470
Financial Services Capital Markets NANO
Value%
0.480
Quality%
0.460
Mom%
0.470
F-Score
1/9
ROE
-1.3022
Margin
-38.0410
Vol
1.6745
RAM
-0.47
QV
0.470
Conf
0.665
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