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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 19 Jul 2026
24+
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Piotroski Bargains
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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
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
CYD NYSE
China Yuchai International Limited
0.980
Consumer Cyclical Auto Manufacturers SMALL
Value%
0.990
Quality%
0.700
Mom%
0.910
P/E
2.9×
F-Score
8/9
E/Y
0.5289
EBITDA/EV
1.1562
SH Yield
0.0198
ROE
0.0586
Margin
0.0163
Vol
0.5773
RAM
1.56
QV
0.832
Conf
0.969
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
FLX NASDAQ
BingEx Ltd
0.850
Industrials Integrated Freight & Logistics MICRO
Value%
0.990
Quality%
0.710
Mom%
0.100
P/E
2.0×
F-Score
7/9
E/Y
0.5663
EBITDA/EV
0.3726
SH Yield
0.3501
ROE
0.0980
Margin
0.0194
Vol
0.6255
RAM
-0.44
QV
0.838
Conf
0.910
HDB NYSE
HDFC Bank Limited ADR
0.860
Financial Services Banks - Regional LARGE
Value%
0.990
Quality%
0.780
Mom%
0.100
P/E
0.2×
F-Score
7/9
E/Y
0.3382
EBITDA/EV
0.3382
SH Yield
0.0175
ROE
0.1337
Margin
0.1536
Vol
0.2597
RAM
-1.21
QV
0.879
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
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
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
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
TKC NYSE
Turkcell Iletisim Hizmetleri AS
0.890
Communication Services Telecom Services MID
Value%
0.990
Quality%
0.710
Mom%
0.280
P/E
0.3×
F-Score
7/9
E/Y
0.3100
EBITDA/EV
0.7520
SH Yield
0.0000
ROE
0.0491
Margin
0.0785
Vol
0.2940
RAM
0.27
QV
0.838
Conf
0.940
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
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
ACGLN NASDAQ
Arch Capital Group Ltd.
0.910
Financial Services Insurance - Diversified MID
Value%
0.980
Quality%
0.880
Mom%
0.260
P/E
1.2×
F-Score
8/9
E/Y
0.6573
EBITDA/EV
0.6776
SH Yield
0.4772
ROE
0.2014
Margin
0.2473
Vol
0.0959
RAM
0.19
QV
0.929
Conf
0.969
ACGLO NASDAQ
Arch Capital Group Ltd
0.910
Financial Services Insurance - Diversified LARGE
Value%
0.980
Quality%
0.880
Mom%
0.240
P/E
2.3×
F-Score
8/9
E/Y
0.3999
EBITDA/EV
0.4123
SH Yield
0.2809
ROE
0.2014
Margin
0.2473
Vol
0.0978
RAM
-0.07
QV
0.929
Conf
0.969
AMX NYSE
America Movil SAB de CV ADR
0.990
Communication Services Telecom Services LARGE
Value%
0.980
Quality%
0.970
Mom%
0.860
P/E
0.9×
F-Score
8/9
E/Y
0.2744
EBITDA/EV
0.4969
SH Yield
0.1632
ROE
0.2378
Margin
0.0923
Vol
0.2830
RAM
1.93
QV
0.975
Conf
0.969
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
BWMX NYSE
Betterware de México, S.A.P.I. de C.V.
0.990
Consumer Cyclical Specialty Retail SMALL
Value%
0.980
Quality%
0.940
Mom%
0.940
P/E
0.6×
F-Score
7/9
E/Y
0.4526
EBITDA/EV
0.5544
SH Yield
0.0491
ROE
0.7233
Margin
0.0770
Vol
0.3766
RAM
2.93
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
CAAS NASDAQ
China Automotive Systems Inc
0.890
Consumer Cyclical Auto Parts MICRO
Value%
0.980
Quality%
0.770
Mom%
0.270
P/E
3.0×
F-Score
7/9
E/Y
0.2713
EBITDA/EV
0.2717
SH Yield
0.0165
ROE
0.1118
Margin
0.0573
Vol
0.2472
RAM
0.23
QV
0.869
Conf
0.829
DLNG NYSE
Dynagas LNG Partners LP
0.910
Energy Oil & Gas Midstream MICRO
Value%
0.980
Quality%
0.880
Mom%
0.260
P/E
1.9×
F-Score
7/9
E/Y
0.2545
EBITDA/EV
0.3503
SH Yield
0.4871
ROE
0.1345
Margin
0.4160
Vol
0.2584
RAM
0.14
QV
0.929
Conf
0.940
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
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
IFS NYSE
Intercorp Financial Services Inc
0.980
Financial Services Banks - Regional MID
Value%
0.980
Quality%
0.830
Mom%
0.880
P/E
3.2×
F-Score
9/9
E/Y
0.4576
EBITDA/EV
0.5370
SH Yield
0.0488
ROE
0.1675
Margin
0.2110
Vol
0.3284
RAM
1.77
QV
0.902
Conf
0.969
IX NYSE
Orix Corp Ads
0.990
Financial Services Financial Conglomerates LARGE
Value%
0.980
Quality%
0.820
Mom%
0.900
F-Score
8/9
E/Y
0.1640
EBITDA/EV
0.2414
ROE
0.0996
Margin
0.1341
Vol
0.3047
RAM
2.75
QV
0.896
Conf
0.881
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