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🔍 Small Cap Value

As of 7 Jun 2026· 693 passing· 5315 in universe

The academic double premium: small size + deep value. Higher alpha potential but requires the F-Score quality gate to avoid the elevated bankruptcy risk in small-cap value.

693
Passing
0.8986
Avg OS
0.9754
Value
0.7356
Quality
0.4412
Momentum
5315
Universe

Opportunity Map

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Axes show percentile rank within holdings. Bubble size = . Colour = . Hover for detail, click to open ticker.

Strategy Insights

Factor analysis · Risk profile · Composition▾

Factor Pillars

Holdings vs Universe

Standouts

Highest & lowest OS

Sector Concentration

Allocation risk

Risk Profile

Volatility distribution

Quality Gate

Piotroski F-Score

Size Profile

Market cap distribution

Performance Analytics

Awaiting strategy performance history▾
Performance Analytics
Performance history is being prepared in the background. This section will refresh automatically when it is ready.

Top Small Cap Value Picks

Top 10 of 693▾

All Small Cap Value Holdings

693 names⊞ Open in Screener▾

Small Cap Value — Top 693

# Ticker Company Sector OS Score Value % Quality % Mom % P/E ROE Vol
1 DDL Dingdong (Cayman) Limited A… Consumer Defensive 0.960 0.990 0.730 0.710 1.4 0.322 0.53
2 KARO Karooooo Ltd Technology 0.910 0.990 0.970 0.140 1.5 0.300 0.32
3 LX Lexinfintech Holdings Ltd Financial Services 0.880 0.990 0.930 0.010 0.2 0.120 0.46
4 MOMO Hello Group Inc Communication Services 0.860 0.990 0.700 0.130 1.2 0.068 0.26
5 FLX BingEx Ltd Industrials 0.690 0.990 0.240 0.120 0.7 0.098 0.69
6 BWMX Betterware de México, S.A.P… Consumer Cyclical 0.990 0.980 0.930 0.950 0.6 0.809 0.44
7 CPAC Cementos Pacasmayo SAA ADR Basic Materials 0.990 0.980 0.830 0.920 4.9 0.144 0.56
8 GSL Global Ship Lease Inc Industrials 0.990 0.980 0.890 0.880 3.6 0.206 0.29
9 JFU 9F Inc Technology 0.990 0.980 0.820 0.930 4.1 0.044 1.48
10 KSS Kohl's Corporation Consumer Cyclical 0.980 0.980 0.740 0.900 6.5 0.068 0.88
11 DSWL Deswell Industries Inc Technology 0.980 0.980 0.800 0.850 2.6 0.184 0.40
12 AMCX AMC Networks Inc Communication Services 0.980 0.980 0.770 0.830 8.1 0.055 0.48
13 GLRE Greenlight Capital Re Ltd Financial Services 0.930 0.980 0.910 0.310 6.6 0.109 0.25
14 TCBIO Texas Capital Bancshares, I… Financial Services 0.930 0.980 0.930 0.280 2.6 0.099 0.13
15 CX Cemex SAB de CV ADR Basic Materials 0.930 0.980 0.300 0.910 4.0 0.035 0.31
16 DLNG Dynagas LNG Partners LP Energy 0.930 0.980 0.930 0.290 2.1 0.135 0.22
17 VINP Vinci Partners Investments … Financial Services 0.920 0.980 0.880 0.290 1.4 0.221 0.25
18 MFIN Medallion Financial Corp Financial Services 0.920 0.980 0.940 0.250 5.9 0.097 0.27
19 HOVNP Hovnanian Enterprises Inc. … Consumer Cyclical 0.910 0.980 0.300 0.810 3.6 0.044 0.17
20 AFYA Afya Ltd Consumer Defensive 0.910 0.980 0.970 0.140 1.7 0.161 0.30
21 CAAS China Automotive Systems Inc Consumer Cyclical 0.900 0.980 0.790 0.260 3.0 0.112 0.24
22 BNC CEA Industries Inc. Industrials 0.880 0.980 0.970 0.010 0.7 0.466 1.83
23 SFWL Shengfeng Development Limit… Industrials 0.740 0.980 0.320 0.170 3.1 0.173 0.49
24 NUS Nu Skin Enterprises Inc Consumer Defensive 0.720 0.980 0.310 0.130 4.9 0.069 0.57
25 ESEA Euroseas Ltd Industrials 0.990 0.970 0.960 0.890 3.5 0.270 0.40
26 VFF Village Farms International… Consumer Defensive 0.980 0.970 0.780 0.910 6.0 0.143 0.85
27 FBIO Fortress Biotech Inc Healthcare 0.980 0.970 0.930 0.740 0.8 0.788 0.73
28 AMPY Amplify Energy Corp Energy 0.970 0.970 0.770 0.820 15.4 0.028 0.67
29 OPBK OP Bancorp Financial Services 0.960 0.970 0.810 0.690 7.7 0.117 0.27
30 GASS StealthGas Inc Industrials 0.960 0.970 0.660 0.850 5.9 0.086 0.33
31 WLKP Westlake Chemical Partners … Basic Materials 0.930 0.970 0.920 0.320 6.4 0.256 0.16
32 AII American Integrity Insuranc… Financial Services 0.930 0.970 0.940 0.310 4.1 0.243 0.39
33 SNFCA Security National Financial Financial Services 0.910 0.970 0.880 0.230 7.1 0.082 0.29
34 SND Smart Sand Inc Energy 0.910 0.970 0.190 0.960 9.8 0.093 0.75
35 DDI Doubledown Interactive Co L… Communication Services 0.910 0.970 0.850 0.290 5.1 0.116 0.31
36 BMEZ BlackRock Health Sciences T… Financial Services 0.900 0.970 0.810 0.280 4.4 0.057 0.15
37 FSCO FS Credit Opportunities Cor… Financial Services 0.900 0.970 0.930 0.120 6.5 0.104 0.25
38 HRTG Heritage Insurance Hldgs Inc Financial Services 0.900 0.970 0.900 0.170 3.4 0.387 0.54
39 TIGR Up Fintech Holding Ltd Financial Services 0.890 0.970 0.980 0.060 7.0 0.135 0.63
40 CRTO Criteo Sa Communication Services 0.880 0.970 0.920 0.070 7.9 0.101 0.38
41 APC ARKO Petroleum Corp. Energy 0.870 0.970 0.290 0.610 10.9 0.046 0.29
42 GHG GreenTree Hospitality Group… Consumer Cyclical 0.850 0.970 0.780 0.050 — -0.011 0.35
43 NOA North American Construction… Energy 0.850 0.970 0.680 0.130 11.8 0.070 0.47
44 ARDT Ardent Health Partners, Inc. Healthcare 0.850 0.970 0.750 0.060 9.2 0.077 0.56
45 OMSE OMS Energy Technologies Inc. Energy 0.840 0.970 0.740 0.040 4.3 0.262 0.72
46 SNDL SNDL Inc. Consumer Defensive 0.710 0.970 0.170 0.270 — -0.010 0.60
47 AUNA Auna S.A. Healthcare 0.670 0.970 0.260 0.100 4.7 0.039 0.42
48 JRVR James River Group Holdings … Financial Services 0.590 0.970 0.090 0.080 6.3 0.044 0.44
49 UVE Universal Insurance Holding… Financial Services 0.990 0.960 0.940 0.820 5.5 0.335 0.36
50 NBR Nabors Industries Ltd. Energy 0.990 0.960 0.950 0.970 6.6 0.366 0.62

Small Cap Value — Sector Overview

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Sector Allocation

SectorWt%Avg OS#

Sector Factor Profile

Average factor percentile per sector within this strategy's holdings.