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Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 19 Jul 2026
24+
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Veiled Value
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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
CCSI NASDAQ
Consensus Cloud Solutions Inc
0.980
Technology Software - Infrastructure SMALL
Value%
0.860
Quality%
0.980
Mom%
0.900
P/E
7.8×
F-Score
5/9
E/Y
0.1309
EBITDA/EV
0.1467
SH Yield
0.0562
ROE
4.0022
Margin
0.2509
Vol
0.6344
RAM
0.98
QV
0.918
Conf
0.910
RILYZ NASDAQ
B. Riley Financial Inc. 5.25% Senior Notes due 2028
0.970
Other Other SMALL
Value%
0.940
Quality%
0.730
Mom%
0.910
P/E
1.1×
F-Score
4/9
E/Y
0.1508
EBITDA/EV
0.1734
SH Yield
0.0691
ROE
4.8587
Margin
0.2982
Vol
0.4614
RAM
1.90
QV
0.828
Conf
0.910
TDC NYSE
Teradata Corp
0.970
Technology Software - Infrastructure MID
Value%
0.890
Quality%
0.950
Mom%
0.820
P/E
6.8×
F-Score
7/9
E/Y
0.2208
EBITDA/EV
0.2572
SH Yield
0.0453
ROE
0.7558
Margin
0.2493
Vol
0.5330
RAM
0.81
QV
0.920
Conf
0.940
TIGO NASDAQ
Millicom International Cellular SA
0.970
Communication Services Telecom Services LARGE
Value%
0.760
Quality%
0.970
Mom%
0.960
P/E
13.4×
F-Score
8/9
E/Y
0.0771
EBITDA/EV
0.1308
SH Yield
0.0559
ROE
0.3927
Margin
0.1916
Vol
0.3668
RAM
3.46
QV
0.859
Conf
0.940
LTM NYSE
LATAM Airlines Group S.A.
0.960
Industrials Airlines LARGE
Value%
0.860
Quality%
0.930
Mom%
0.770
P/E
9.2×
F-Score
6/9
E/Y
0.1200
EBITDA/EV
0.1683
SH Yield
0.0405
ROE
0.8692
Margin
0.1120
Vol
0.4000
RAM
0.98
QV
0.894
Conf
0.969
RILYG NASDAQ
B. Riley Financial Inc. 5.00% Senior Notes due 2026
0.960
Other Other SMALL
Value%
0.930
Quality%
0.730
Mom%
0.830
P/E
1.4×
F-Score
4/9
E/Y
0.1406
EBITDA/EV
0.1617
SH Yield
0.0514
ROE
4.8587
Margin
0.2982
Vol
0.2364
RAM
1.98
QV
0.824
Conf
0.910
UNIT NASDAQ
Uniti Group Inc
0.960
Real Estate Reit - Specialty MID
Value%
0.910
Quality%
0.770
Mom%
0.810
P/E
2.3×
F-Score
5/9
E/Y
0.1400
EBITDA/EV
0.2092
SH Yield
0.0000
ROE
3.7121
Margin
0.4053
Vol
0.5969
RAM
0.78
QV
0.837
Conf
0.940
AAUC NYSE
Allied Gold Corporation
0.950
Basic Materials Gold MID
Value%
0.790
Quality%
0.860
Mom%
0.880
F-Score
5/9
E/Y
0.0999
EBITDA/EV
0.1130
SH Yield
-0.0787
ROE
-0.3708
Margin
-0.0906
Vol
0.5033
RAM
1.78
QV
0.824
Conf
0.910
IBKR NASDAQ
Interactive Brokers Group Inc
0.950
Financial Services Capital Markets LARGE
Value%
0.800
Quality%
0.890
Mom%
0.820
P/E
38.9×
F-Score
4/9
E/Y
0.2310
EBITDA/EV
0.2335
SH Yield
0.0034
ROE
0.1859
Margin
0.0977
Vol
0.3340
RAM
1.51
QV
0.844
Conf
0.940
RRR NASDAQ
Red Rock Resorts Inc
0.950
Consumer Cyclical Resorts & Casinos MID
Value%
0.850
Quality%
0.980
Mom%
0.680
P/E
20.3×
F-Score
7/9
E/Y
0.1567
EBITDA/EV
0.2103
SH Yield
0.0624
ROE
1.3047
Margin
0.0921
Vol
0.3511
RAM
0.44
QV
0.913
Conf
0.940
BBY NYSE
Best Buy Co. Inc
0.930
Consumer Cyclical Specialty Retail LARGE
Value%
0.790
Quality%
0.860
Mom%
0.750
P/E
15.7×
F-Score
7/9
E/Y
0.0788
EBITDA/EV
0.1188
SH Yield
0.0541
ROE
0.3707
Margin
0.0273
Vol
0.4503
RAM
0.37
QV
0.824
Conf
1.000
EXPE NASDAQ
Expedia Group Inc.
0.930
Consumer Cyclical Travel Services LARGE
Value%
0.720
Quality%
0.950
Mom%
0.810
P/E
21.7×
F-Score
7/9
E/Y
0.0718
EBITDA/EV
0.1012
SH Yield
0.0774
ROE
2.5833
Margin
0.0981
Vol
0.4396
RAM
0.71
QV
0.827
Conf
0.910
SUN NYSE
Sunoco LP
0.930
Energy Oil & Gas Refining & Marketing LARGE
Value%
0.870
Quality%
0.630
Mom%
0.810
P/E
16.0×
F-Score
6/9
E/Y
0.1144
EBITDA/EV
0.1696
SH Yield
-0.0550
ROE
0.3377
Margin
0.0285
Vol
0.2347
RAM
1.15
QV
0.740
Conf
0.910
ITRN NASDAQ
Ituran Location and Control Ltd
0.920
Technology Scientific & Technical Instruments SMALL
Value%
0.660
Quality%
0.970
Mom%
0.860
P/E
18.4×
F-Score
6/9
E/Y
0.0802
EBITDA/EV
0.0992
SH Yield
0.0538
ROE
0.2899
Margin
0.1603
Vol
0.3023
RAM
2.55
QV
0.800
Conf
0.969
WSE NASDAQ
Wise Group plc Class A Ordinary Shares
0.920
Technology Information Technology Services LARGE
Value%
0.760
Quality%
0.960
Mom%
0.640
P/E
15.7×
F-Score
5/9
E/Y
0.0873
EBITDA/EV
0.0906
SH Yield
0.0000
ROE
0.5452
Margin
0.2085
Vol
0.4846
QV
0.854
Conf
0.793
AVAH NASDAQ
Aveanna Healthcare Holdings Inc
0.910
Healthcare Medical Care Facilities MID
Value%
0.700
Quality%
0.740
Mom%
0.950
P/E
8.1×
F-Score
6/9
E/Y
0.0802
EBITDA/EV
0.0874
SH Yield
-0.0024
ROE
1.0893
Margin
0.1037
Vol
0.7717
RAM
1.25
QV
0.720
Conf
0.910
BCO NYSE
Brinks Company
0.910
Industrials Security & Protection Services MID
Value%
0.750
Quality%
0.900
Mom%
0.700
P/E
27.5×
F-Score
7/9
E/Y
0.0783
EBITDA/EV
0.1186
SH Yield
0.0478
ROE
0.6878
Margin
0.0334
Vol
0.4008
RAM
0.14
QV
0.822
Conf
0.940
BMY NYSE
Bristol-Myers Squibb Company
0.900
Healthcare Drug Manufacturers - General LARGE
Value%
0.670
Quality%
0.980
Mom%
0.740
P/E
17.0×
F-Score
8/9
E/Y
0.0658
EBITDA/EV
0.0865
SH Yield
0.0413
ROE
0.3625
Margin
0.1501
Vol
0.2648
RAM
0.64
QV
0.810
Conf
0.940
GCMG NASDAQ
GCM Grosvenor Inc
0.900
Financial Services Asset Management SMALL
Value%
0.870
Quality%
0.990
Mom%
0.320
P/E
15.5×
F-Score
5/9
E/Y
0.1673
EBITDA/EV
0.1712
SH Yield
0.0118
ROE
1.9761
Margin
0.0917
Vol
0.3906
RAM
0.16
QV
0.928
Conf
0.940
NATL NASDAQ
NCR Atleos Corporation
0.900
Technology Software - Application MID
Value%
0.690
Quality%
0.770
Mom%
0.890
P/E
19.9×
F-Score
6/9
E/Y
0.0794
EBITDA/EV
0.1257
SH Yield
0.0049
ROE
0.4444
Margin
0.0398
Vol
0.3292
RAM
1.78
QV
0.729
Conf
0.910
MPC NYSE
Marathon Petroleum Corp
0.890
Energy Oil & Gas Refining & Marketing LARGE
Value%
0.670
Quality%
0.750
Mom%
0.880
P/E
19.7×
F-Score
7/9
E/Y
0.0687
EBITDA/EV
0.0938
SH Yield
0.0473
ROE
0.2765
Margin
0.0341
Vol
0.3676
RAM
1.15
QV
0.709
Conf
0.969
NRT NYSE
North European Oil Royalty Trust
0.890
Energy Oil & Gas E&P MICRO
Value%
0.710
Quality%
0.640
Mom%
0.910
P/E
7.6×
F-Score
4/9
E/Y
0.1392
EBITDA/EV
0.1399
SH Yield
0.1307
ROE
4.9704
Margin
0.9114
Vol
0.4376
RAM
1.60
QV
0.674
Conf
0.970
CCEP NASDAQ
Coca-Cola European Partners PLC
0.870
Consumer Defensive Beverages - Non-Alcoholic LARGE
Value%
0.820
Quality%
0.940
Mom%
0.300
P/E
13.9×
F-Score
6/9
E/Y
0.0950
EBITDA/EV
0.1174
SH Yield
0.0452
ROE
0.4288
Margin
0.0813
Vol
0.2422
RAM
0.11
QV
0.878
Conf
0.804
UL NYSE
Unilever PLC ADR
0.870
Consumer Defensive Household & Personal Products LARGE
Value%
0.860
Quality%
0.970
Mom%
0.210
P/E
11.4×
F-Score
5/9
E/Y
0.1302
EBITDA/EV
0.1488
SH Yield
0.0478
ROE
0.7615
Margin
0.1064
Vol
0.2202
RAM
-0.46
QV
0.913
Conf
0.804
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