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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 19 Jul 2026
24+
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Cheapest in Sector
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Preset: sector_value_leaders ×
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
BSBR NYSE
Banco Santander Brasil SA ADR
0.860
Financial Services Banks - Regional LARGE
Value%
0.990
Quality%
0.200
Mom%
0.670
P/E
0.7×
F-Score
4/9
E/Y
1.9197
EBITDA/EV
2.0515
SH Yield
0.0385
ROE
0.2298
Margin
0.0818
Vol
0.3288
RAM
0.48
QV
0.445
Conf
0.969
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
ENO NYSE
Entergy New Orleans LLC Pref
0.900
Utilities Electrical Utilities & Ipps MICRO
Value%
0.990
Quality%
0.790
Mom%
0.280
P/E
0.1×
F-Score
5/9
E/Y
0.8287
EBITDA/EV
1.3417
SH Yield
0.0323
ROE
2.9011
Margin
0.1341
Vol
0.0782
RAM
0.37
QV
0.884
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
FINV NYSE
FinVolution Group
0.830
Financial Services Credit Services SMALL
Value%
0.990
Quality%
0.690
Mom%
0.040
P/E
0.5×
F-Score
3/9
E/Y
2.2690
EBITDA/EV
2.3186
SH Yield
0.7377
ROE
0.1361
Margin
0.1664
Vol
0.4767
RAM
-1.04
QV
0.826
Conf
0.969
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
IH NYSE
Ihuman Inc
0.650
Consumer Defensive Education & Training Services MICRO
Value%
0.990
Quality%
0.230
Mom%
0.030
P/E
1.0×
F-Score
6/9
E/Y
0.5009
EBITDA/EV
0.9146
SH Yield
0.3184
ROE
0.0768
Margin
0.0942
Vol
0.3450
RAM
-1.56
QV
0.477
Conf
0.969
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
KOF NYSE
Coca-Cola Femsa SAB de CV ADR
0.960
Consumer Defensive Beverages - Non-Alcoholic LARGE
Value%
0.990
Quality%
0.750
Mom%
0.690
P/E
1.4×
F-Score
5/9
E/Y
0.2658
EBITDA/EV
0.3689
SH Yield
0.0214
ROE
0.1155
Margin
0.0726
Vol
0.2161
RAM
1.11
QV
0.862
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
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
PDD NASDAQ
PDD Holdings Inc.
0.880
Consumer Cyclical Internet Retail LARGE
Value%
0.990
Quality%
0.850
Mom%
0.110
P/E
1.2×
F-Score
4/9
E/Y
0.9094
EBITDA/EV
0.9429
SH Yield
0.0000
ROE
0.2294
Margin
0.2199
Vol
0.3405
RAM
-0.79
QV
0.917
Conf
0.940
PICS NASDAQ
Picpay Holdings Netherlands N.V. Class A Common Shares
0.960
Technology Software - Infrastructure SMALL
Value%
0.990
Quality%
0.760
Mom%
0.640
P/E
1.3×
F-Score
5/9
E/Y
0.3066
EBITDA/EV
0.6128
ROE
0.1925
Margin
0.1127
Vol
0.8324
QV
0.867
Conf
0.793
RDY NYSE
Dr. Reddy’s Laboratories Ltd ADR
0.860
Healthcare Drug Manufacturers - Specialty & Generic LARGE
Value%
0.990
Quality%
0.670
Mom%
0.190
P/E
0.2×
F-Score
4/9
E/Y
0.7602
EBITDA/EV
1.0353
SH Yield
-0.0306
ROE
0.1160
Margin
0.1272
Vol
0.2694
RAM
-0.28
QV
0.814
Conf
0.969
SSL NYSE
Sasol Ltd
0.980
Basic Materials Specialty Chemicals MID
Value%
0.990
Quality%
0.710
Mom%
0.950
P/E
0.4×
F-Score
5/9
E/Y
0.5521
EBITDA/EV
0.7012
SH Yield
0.0002
ROE
0.1370
Margin
0.0640
Vol
0.5831
RAM
1.99
QV
0.838
Conf
0.970
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
VIOT NASDAQ
Viomi Technology ADR
0.630
Consumer Cyclical Furnishings, Fixtures & Appliances MICRO
Value%
0.990
Quality%
0.190
Mom%
0.010
P/E
0.4×
F-Score
3/9
E/Y
2.7003
EBITDA/EV
3.4362
SH Yield
0.4971
ROE
0.0903
Margin
0.0583
Vol
0.6299
RAM
-1.13
QV
0.434
Conf
0.910
VIPS NYSE
Vipshop Holdings Limited
0.870
Consumer Cyclical Internet Retail MID
Value%
0.990
Quality%
0.710
Mom%
0.210
P/E
0.9×
F-Score
6/9
E/Y
1.3924
EBITDA/EV
1.4787
SH Yield
0.7520
ROE
0.1823
Margin
0.0706
Vol
0.3323
RAM
-0.37
QV
0.838
Conf
0.969
WDH NYSE
Waterdrop Inc ADR
0.690
Financial Services Insurance - Diversified SMALL
Value%
0.990
Quality%
0.230
Mom%
0.110
P/E
0.8×
F-Score
5/9
E/Y
0.8804
EBITDA/EV
0.8804
SH Yield
0.2406
ROE
0.1091
Margin
0.1253
Vol
0.4145
RAM
-0.57
QV
0.477
Conf
0.969
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