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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 19 Jul 2026
24+
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VC2 Cheapest Decile
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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
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
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
ATHM NYSE
Autohome Inc
0.680
Communication Services Internet Content & Information MID
Value%
0.980
Quality%
0.200
Mom%
0.130
P/E
1.9×
F-Score
5/9
E/Y
0.2781
EBITDA/EV
0.6101
SH Yield
0.4549
ROE
0.0560
Margin
0.2121
Vol
0.3070
RAM
-1.06
QV
0.443
Conf
0.969
CHA NASDAQ
Chagee Holdings Limited American Depositary Shares
0.830
Consumer Cyclical Restaurants MID
Value%
0.980
Quality%
0.730
Mom%
0.030
P/E
2.3×
F-Score
3/9
E/Y
0.4981
EBITDA/EV
0.6267
SH Yield
0.0814
ROE
0.1205
Margin
0.0722
Vol
0.5597
RAM
-0.88
QV
0.846
Conf
0.940
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
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
GGB NYSE
Gerdau SA ADR
0.900
Basic Materials Steel MID
Value%
0.980
Quality%
0.210
Mom%
0.890
P/E
5.7×
F-Score
5/9
E/Y
0.2218
EBITDA/EV
0.4116
SH Yield
0.1345
ROE
0.0311
Margin
0.0237
Vol
0.3668
RAM
1.40
QV
0.454
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
HERE NASDAQ
Here Group Limited
0.590
Consumer Cyclical Leisure MICRO
Value%
0.970
Quality%
0.180
Mom%
0.010
P/E
0.3×
F-Score
4/9
E/Y
0.1640
EBITDA/EV
0.2256
SH Yield
0.1053
ROE
0.4297
Margin
0.3159
Vol
0.8901
RAM
-0.88
QV
0.418
Conf
0.969
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
IMOS NASDAQ
ChipMOS Technologies Inc
0.930
Technology Semiconductors MID
Value%
0.980
Quality%
0.280
Mom%
0.980
P/E
2.9×
F-Score
6/9
E/Y
0.2978
EBITDA/EV
0.2989
SH Yield
0.3522
ROE
0.0336
Margin
0.0325
Vol
0.9168
RAM
2.86
QV
0.524
Conf
0.969
JD NASDAQ
JD.com Inc Adr
0.680
Consumer Cyclical Internet Retail LARGE
Value%
0.980
Quality%
0.170
Mom%
0.180
P/E
2.9×
F-Score
4/9
E/Y
0.2261
EBITDA/EV
0.3195
SH Yield
0.5695
ROE
0.0640
Margin
0.0104
Vol
0.2991
RAM
-0.53
QV
0.408
Conf
0.969
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
NUS NYSE
Nu Skin Enterprises Inc
0.710
Consumer Defensive Household & Personal Products MICRO
Value%
0.980
Quality%
0.320
Mom%
0.080
P/E
4.7×
F-Score
6/9
E/Y
0.2373
EBITDA/EV
0.3885
SH Yield
0.1246
ROE
0.0687
Margin
0.0378
Vol
0.5543
RAM
-0.69
QV
0.560
Conf
0.940
PAGS NYSE
PagSeguro Digital Ltd
0.950
Technology Software - Infrastructure MID
Value%
0.970
Quality%
0.710
Mom%
0.680
P/E
1.2×
F-Score
7/9
E/Y
0.1656
EBITDA/EV
0.2048
SH Yield
0.5768
ROE
0.1489
Margin
0.1079
Vol
0.3936
RAM
0.42
QV
0.830
Conf
0.969
TAK NYSE
Takeda Pharmaceutical Co Ltd ADR
0.950
Healthcare Drug Manufacturers - Specialty & Generic LARGE
Value%
0.970
Quality%
0.700
Mom%
0.670
P/E
0.3×
F-Score
6/9
E/Y
0.1427
EBITDA/EV
0.3141
SH Yield
0.9422
ROE
0.0247
Margin
0.0425
Vol
0.2132
RAM
0.50
QV
0.824
Conf
0.910
TCBIO NASDAQ
Texas Capital Bancshares, Inc.
0.910
Financial Services Banks - Regional SMALL
Value%
0.980
Quality%
0.860
Mom%
0.290
P/E
2.6×
F-Score
8/9
E/Y
0.5068
EBITDA/EV
0.5659
SH Yield
0.3131
ROE
0.0990
Margin
0.1771
Vol
0.1273
RAM
0.51
QV
0.918
Conf
0.969
TIMB NYSE
TIM Participacoes SA
0.990
Communication Services Telecom Services LARGE
Value%
0.980
Quality%
0.980
Mom%
0.760
P/E
2.4×
F-Score
8/9
E/Y
0.3236
EBITDA/EV
0.5976
SH Yield
0.0904
ROE
0.1774
Margin
0.1602
Vol
0.3206
RAM
0.72
QV
0.980
Conf
0.969
VINP NASDAQ
Vinci Partners Investments Ltd
0.920
Financial Services Asset Management SMALL
Value%
0.980
Quality%
0.910
Mom%
0.270
P/E
1.4×
F-Score
8/9
E/Y
0.3742
EBITDA/EV
0.4110
SH Yield
0.1462
ROE
0.2206
Margin
0.2702
Vol
0.2455
RAM
0.19
QV
0.944
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
VIV NYSE
Telefonica Brasil SA ADR
0.980
Communication Services Telecom Services LARGE
Value%
0.980
Quality%
0.890
Mom%
0.760
P/E
3.5×
F-Score
7/9
E/Y
0.2760
EBITDA/EV
0.7318
SH Yield
0.2031
ROE
0.0929
Margin
0.1052
Vol
0.3339
RAM
0.64
QV
0.934
Conf
0.969
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