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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 19 Jul 2026
24+
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Tiny Titans
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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
BBGI NASDAQ
Beasley Broadcast Group Inc
0.700
Communication Services Broadcasting NANO
Value%
0.590
Quality%
0.580
Mom%
0.590
F-Score
2/9
E/Y
0.0192
SH Yield
0.0006
ROE
4.1385
Margin
-0.9551
Vol
2.9962
RAM
1.53
QV
0.585
Conf
0.764
VNCE NASDAQ
Vince Holding Corp. Common Stock
0.810
Consumer Cyclical Apparel Manufacturing MICRO
Value%
0.780
Quality%
0.090
Mom%
0.980
F-Score
2/9
SH Yield
0.0000
ROE
-0.2370
Margin
-0.0386
Vol
1.2218
RAM
3.13
QV
0.265
Conf
0.879
KORE NYSE
KORE Group Holdings Inc
0.220
Communication Services Telecom Services MICRO
Value%
0.370
Quality%
0.350
Mom%
0.360
F-Score
4/9
EBITDA/EV
0.0499
SH Yield
0.0000
ROE
0.3996
Margin
-0.2737
Vol
0.8360
RAM
2.68
QV
0.360
Conf
0.793
LVLU NASDAQ
Lulu's Fashion Lounge Holdings Inc
0.510
Consumer Cyclical Apparel Retail NANO
Value%
0.490
Quality%
0.480
Mom%
0.490
F-Score
5/9
SH Yield
0.0180
ROE
17.9600
Margin
-0.0342
Vol
1.6399
RAM
0.50
QV
0.485
Conf
0.735
TLYS NYSE
Tillys Inc
0.750
Consumer Cyclical Apparel Retail MICRO
Value%
0.720
Quality%
0.050
Mom%
0.970
F-Score
3/9
SH Yield
0.0000
ROE
-0.1289
Margin
-0.0179
Vol
1.1711
RAM
1.75
QV
0.190
Conf
0.879
BODI NASDAQ
The Beachbody Company, Inc.
0.980
Communication Services Internet Content & Information MICRO
Value%
0.940
Quality%
0.790
Mom%
0.960
P/E
14.5×
F-Score
5/9
E/Y
0.1527
EBITDA/EV
0.3975
SH Yield
-0.0084
ROE
0.1506
Margin
0.0221
Vol
0.9181
RAM
1.29
QV
0.862
Conf
0.881
FOSL NASDAQ
Fossil Group Inc
0.300
Consumer Cyclical Footwear & Accessories MICRO
Value%
0.280
Quality%
0.080
Mom%
0.960
F-Score
3/9
EBITDA/EV
0.0098
SH Yield
-0.0038
ROE
-0.6214
Margin
-0.0618
Vol
1.1405
RAM
1.49
QV
0.150
Conf
0.822
SND NASDAQ
Smart Sand Inc
0.890
Energy Oil & Gas Equipment & Services MICRO
Value%
0.930
Quality%
0.180
Mom%
0.960
P/E
9.4×
F-Score
6/9
EBITDA/EV
0.1218
SH Yield
0.0756
ROE
0.0928
Margin
0.0607
Vol
0.7595
RAM
2.17
QV
0.409
Conf
0.910
CVGI NASDAQ
Commercial Vehicle Group Inc
0.810
Consumer Cyclical Auto Parts MICRO
Value%
0.770
Quality%
0.130
Mom%
0.960
F-Score
5/9
E/Y
0.0195
EBITDA/EV
0.0847
SH Yield
0.0000
ROE
-0.1341
Margin
-0.0270
Vol
1.0891
RAM
1.59
QV
0.316
Conf
0.881
JLHL NASDAQ
Julong Holding Limited Class A Ordinary Shares
0.930
Industrials Building Products & Equipment MICRO
Value%
0.780
Quality%
0.660
Mom%
0.970
P/E
7.8×
F-Score
5/9
E/Y
0.2050
EBITDA/EV
0.2061
SH Yield
-0.1771
ROE
0.3697
Margin
0.1038
Vol
2.1771
RAM
4.34
QV
0.717
Conf
0.778
LITB NYSE
LightInTheBox Holding Co Ltd ARD
0.890
Consumer Cyclical Internet Retail MICRO
Value%
0.940
Quality%
0.130
Mom%
0.960
P/E
6.2×
F-Score
7/9
E/Y
0.2003
EBITDA/EV
0.2238
SH Yield
0.0125
ROE
-3.3446
Margin
0.0407
Vol
0.9977
RAM
1.35
QV
0.350
Conf
0.852
AP NYSE
Ampco-Pittsburgh Corporation
0.300
Industrials Metal Fabrication MICRO
Value%
0.300
Quality%
0.040
Mom%
0.960
F-Score
3/9
SH Yield
0.0000
ROE
-2.1733
Margin
-0.1553
Vol
0.8628
RAM
2.69
QV
0.110
Conf
0.852
FRD NASDAQ
Friedman Industries Inc. Common Stock
0.820
Basic Materials Steel MICRO
Value%
0.790
Quality%
0.120
Mom%
0.950
P/E
12.4×
F-Score
4/9
E/Y
0.0894
EBITDA/EV
0.1007
SH Yield
0.0047
ROE
0.1287
Margin
0.0301
Vol
0.5716
RAM
2.54
QV
0.308
Conf
0.969
RDNW NASDAQ
RideNow Group, Inc.
0.360
Consumer Cyclical Auto & Truck Dealerships MICRO
Value%
0.330
Quality%
0.070
Mom%
0.960
F-Score
4/9
EBITDA/EV
0.0012
SH Yield
0.0000
ROE
-0.1424
Margin
-0.0428
Vol
0.8396
RAM
2.41
QV
0.152
Conf
0.852
BNR NASDAQ
Burning Rock Biotech Ltd
0.810
Healthcare Diagnostics & Research MICRO
Value%
0.780
Quality%
0.140
Mom%
0.910
F-Score
6/9
SH Yield
0.0000
ROE
-0.1144
Margin
-0.1153
Vol
1.3721
RAM
0.40
QV
0.330
Conf
0.793
DLTH NASDAQ
Duluth Holdings Inc
0.890
Consumer Cyclical Apparel Retail MICRO
Value%
0.880
Quality%
0.300
Mom%
0.930
F-Score
6/9
EBITDA/EV
0.0616
SH Yield
0.0000
ROE
-0.0702
Margin
-0.0200
Vol
1.0624
RAM
0.92
QV
0.514
Conf
0.879
LCUT NASDAQ
Lifetime Brands Inc
0.760
Consumer Cyclical Furnishings, Fixtures & Appliances MICRO
Value%
0.720
Quality%
0.110
Mom%
0.930
F-Score
4/9
EBITDA/EV
0.0217
SH Yield
0.0202
ROE
-0.1393
Margin
-0.0422
Vol
0.7436
RAM
1.30
QV
0.281
Conf
0.881
BWEN NASDAQ
Broadwind Energy Inc
0.760
Industrials Specialty Industrial Machinery MICRO
Value%
0.720
Quality%
0.120
Mom%
0.920
P/E
22.0×
F-Score
5/9
E/Y
0.0638
EBITDA/EV
0.1073
SH Yield
0.0000
ROE
0.0773
Margin
0.0330
Vol
1.3567
RAM
0.72
QV
0.294
Conf
0.881
OESX NASDAQ
Orion Energy Systems Inc
0.450
Industrials Electrical Equipment & Parts NANO
Value%
0.470
Quality%
0.450
Mom%
0.460
F-Score
6/9
SH Yield
-0.1525
ROE
-0.1902
Margin
-0.0366
Vol
0.6631
RAM
1.12
QV
0.460
Conf
0.793
VRA NASDAQ
Vera Bradley Inc
0.880
Consumer Cyclical Footwear & Accessories MICRO
Value%
0.930
Quality%
0.180
Mom%
0.910
F-Score
2/9
EBITDA/EV
0.1491
SH Yield
0.0000
ROE
-0.0341
Margin
-0.0154
Vol
0.7077
RAM
1.30
QV
0.409
Conf
0.879
FLNT NASDAQ
Fluent Inc
0.200
Communication Services Advertising Agencies MICRO
Value%
0.260
Quality%
0.050
Mom%
0.850
F-Score
4/9
SH Yield
0.0000
ROE
-1.8254
Margin
-0.1222
Vol
0.8950
RAM
0.39
QV
0.114
Conf
0.793
SHIM NASDAQ
Shimmick Corporation Common Stock
0.360
Industrials Engineering & Construction MICRO
Value%
0.430
Quality%
0.410
Mom%
0.420
F-Score
4/9
EBITDA/EV
0.0007
SH Yield
0.0000
ROE
0.3367
Margin
-0.0444
Vol
0.9106
RAM
0.76
QV
0.420
Conf
0.764
VATE NYSE
Innovate Corp
0.940
Industrials Engineering & Construction MICRO
Value%
0.830
Quality%
0.690
Mom%
0.910
F-Score
4/9
E/Y
0.0472
EBITDA/EV
0.0861
SH Yield
0.0187
ROE
0.2143
Margin
-0.0396
Vol
1.1150
RAM
2.40
QV
0.757
Conf
0.852
AMWL NYSE
American Well Corp
0.670
Healthcare Health Information Services MICRO
Value%
0.690
Quality%
0.110
Mom%
0.790
F-Score
6/9
SH Yield
-0.0027
ROE
-0.3866
Margin
-0.3702
Vol
0.7645
RAM
0.06
QV
0.275
Conf
0.793
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