⚠ Value Trap Detector

Cheap stocks with deteriorating fundamentals — O’Shaughnessy’s biggest pitfall. These look like bargains but the data says avoid. Use quality gates to protect your portfolio.

Snapshot 7 Jun 2026 Universe 5315 stocks Traps 25 (0.5% of universe)

-30.8%

Avg EPS Growth

-19.5%

Avg Rev Growth

-27.4%

Avg 12-1 Mom

3.4

Avg F-Score

47.3%

Avg Quality Pctl

72.1%

Avg Volatility

-93.2%

Avg ROE

-53.8%

Avg Max DD

⚠

Threat Overview

25 value traps detected — 0.5% of scored universe

🏆 Quality at Price (safe) 📊 F-Score Bargains (safe) ▾

Severe (4+ signals) Moderate (3 signals) Mild (2 signals)

Universe comparison: Universe avg EPS growth 35.7% vs trap avg -30.8%. Universe avg F-Score 4.5 vs trap avg 3.4. Universe avg vol 78.6% vs trap avg 72.1%.

📉

Diagnostic Charts

Visual anatomy of the value trap problem

▾

▤Value% vs Quality%

High value% but low quality% = the trap.

↓Earnings & Revenue Destruction

Revenue and EPS decline driving these into value territory.

◔Sector Concentration

Sectors with most traps — extra caution here.

○Risk-Return Bubble Map

Bubble = trap stock sized by danger signals.

▓F-Score Distribution

Healthy=7-9, distressed=0-3. Traps cluster low.

▧Danger Signal Count

More signals = more danger. 4+ = critical.

📋

Full Trap List

All 25 detected value traps ranked by danger signal count

▾

SBC

SBC Medical Group Holdings In…

4 ⚠

Industrials

95.0%

Value

80.0%

Quality

7.0%

Mom

-17.4%

EPS Δ

3/9

F-Score

-32.6%

12-1 Mom

EPS declining (-17%), Revenue shrinking (-14%), Negative momentum (-33%), Weak F-Score (3)

SUPV

Grupo Supervielle SA

4 ⚠

Financial Services

63.0%

Value

62.0%

Quality

63.0%

Mom

—

EPS Δ

2/9

F-Score

-34.1%

12-1 Mom

Revenue shrinking (-35%), Negative momentum (-34%), Weak F-Score (2), High accruals (11123%)

ARBK

Argo Blockchain PLC ADR

4 ⚠

Financial Services

60.0%

Value

60.0%

Quality

60.0%

Mom

—

EPS Δ

2/9

F-Score

-96.0%

12-1 Mom

Revenue shrinking (-17%), Negative momentum (-96%), Weak F-Score (2), High accruals (347%)

SEVN

Seven Hills Realty Trust

4 ⚠

Real Estate

81.0%

Value

26.0%

Quality

13.0%

Mom

-10.7%

EPS Δ

2/9

F-Score

-20.0%

12-1 Mom

EPS declining (-11%), Revenue shrinking (-7%), Negative momentum (-20%), Weak F-Score (2)

DFH

Dream Finders Homes Inc

4 ⚠

Consumer Cyclical

89.0%

Value

5.0%

Quality

8.0%

Mom

-47.7%

EPS Δ

2/9

F-Score

-35.0%

12-1 Mom

EPS declining (-48%), Revenue shrinking (-9%), Negative momentum (-35%), Weak F-Score (2)

SDHC

Smith Douglas Homes Corp.

4 ⚠

Real Estate

83.0%

Value

11.0%

Quality

8.0%

Mom

-45.7%

EPS Δ

2/9

F-Score

-32.5%

12-1 Mom

EPS declining (-46%), Revenue shrinking (-6%), Negative momentum (-33%), Weak F-Score (2)

HDSN

Hudson Technologies Inc

4 ⚠

Basic Materials

75.0%

Value

3.0%

Quality

10.0%

Mom

-19.0%

EPS Δ

2/9

F-Score

-26.6%

12-1 Mom

EPS declining (-19%), Negative momentum (-27%), Weak F-Score (2), High accruals (14%)

BYND

Beyond Meat Inc

4 ⚠

Consumer Defensive

79.0%

Value

0.0%

Quality

1.0%

Mom

—

EPS Δ

3/9

F-Score

-74.9%

12-1 Mom

Revenue shrinking (-17%), Negative momentum (-75%), Weak F-Score (3), High accruals (64%)

GLAD

Gladstone Capital Corporation

4 ⚠

Financial Services

66.0%

Value

15.0%

Quality

12.0%

Mom

-49.6%

EPS Δ

5/9

F-Score

-19.2%

12-1 Mom

EPS declining (-50%), Revenue shrinking (-36%), Negative momentum (-19%), High accruals (11%)

BYRN

Byrna Technologies Inc

4 ⚠

Industrials

68.0%

Value

19.0%

Quality

0.0%

Mom

-38.9%

EPS Δ

3/9

F-Score

-83.0%

12-1 Mom

EPS declining (-39%), Negative momentum (-83%), Weak F-Score (3), High accruals (14%)

DRIO

DarioHealth Corp

4 ⚠

Healthcare

66.0%

Value

9.0%

Quality

4.0%

Mom

—

EPS Δ

3/9

F-Score

-44.3%

12-1 Mom

Revenue shrinking (-24%), Negative momentum (-44%), Weak F-Score (3), High accruals (85%)

SBS

Companhia de Saneamento Basic…

3 ⚠

Utilities

97.0%

Value

30.0%

Quality

83.0%

Mom

-22.9%

EPS Δ

3/9

F-Score

63.9%

12-1 Mom

EPS declining (-23%), Revenue shrinking (-13%), Weak F-Score (3)

FSCO

FS Credit Opportunities Corp.

3 ⚠

Financial Services

97.0%

Value

93.0%

Quality

12.0%

Mom

-20.2%

EPS Δ

5/9

F-Score

-20.1%

12-1 Mom

EPS declining (-20%), Revenue shrinking (-19%), Negative momentum (-20%)

CALM

Cal-Maine Foods Inc

3 ⚠

Consumer Defensive

97.0%

Value

89.0%

Quality

13.0%

Mom

-29.9%

EPS Δ

7/9

F-Score

-18.4%

12-1 Mom

EPS declining (-30%), Revenue shrinking (-9%), Negative momentum (-18%)

BTMD

biote Corp

3 ⚠

Healthcare

95.0%

Value

86.0%

Quality

5.0%

Mom

-28.4%

EPS Δ

5/9

F-Score

-43.1%

12-1 Mom

EPS declining (-28%), Revenue shrinking (-6%), Negative momentum (-43%)

KGEI

Kolibri Global Energy Inc. Co…

3 ⚠

Energy

92.0%

Value

81.0%

Quality

11.0%

Mom

-32.9%

EPS Δ

4/9

F-Score

-24.9%

12-1 Mom

EPS declining (-33%), Revenue shrinking (-18%), Negative momentum (-25%)

SITC

Site Centers Corp

3 ⚠

Real Estate

95.0%

Value

66.0%

Quality

17.0%

Mom

-68.5%

EPS Δ

4/9

F-Score

-5.0%

12-1 Mom

EPS declining (-69%), Revenue shrinking (-53%), High accruals (41%)

FINV

FinVolution Group

3 ⚠

Financial Services

99.0%

Value

67.0%

Quality

6.0%

Mom

-15.3%

EPS Δ

3/9

F-Score

-35.9%

12-1 Mom

EPS declining (-15%), Negative momentum (-36%), Weak F-Score (3)

CINT

Ci&T Inc

3 ⚠

Technology

93.0%

Value

72.0%

Quality

8.0%

Mom

15.0%

EPS Δ

7/9

F-Score

-33.6%

12-1 Mom

Revenue shrinking (-25%), Negative momentum (-34%), High accruals (10%)

ACH

Accendra Health Inc

3 ⚠

Healthcare

66.0%

Value

65.0%

Quality

67.0%

Mom

—

EPS Δ

2/9

F-Score

-55.3%

12-1 Mom

Revenue shrinking (-59%), Negative momentum (-55%), Weak F-Score (2)

BIDU

Baidu Inc

3 ⚠

Communication Services

78.0%

Value

23.0%

Quality

83.0%

Mom

-84.6%

EPS Δ

3/9

F-Score

64.4%

12-1 Mom

EPS declining (-85%), Revenue shrinking (-57%), Weak F-Score (3)

CHMG

Chemung Financial Corp

3 ⚠

Financial Services

75.0%

Value

28.0%

Quality

85.0%

Mom

-19.3%

EPS Δ

3/9

F-Score

49.5%

12-1 Mom

EPS declining (-19%), Revenue shrinking (-5%), Weak F-Score (3)

CURV

Torrid Holdings Inc

3 ⚠

Consumer Cyclical

65.0%

Value

64.0%

Quality

66.0%

Mom

—

EPS Δ

2/9

F-Score

-68.4%

12-1 Mom

Revenue shrinking (-10%), Negative momentum (-68%), Weak F-Score (2)

Ihuman Inc

3 ⚠

Consumer Defensive

64.0%

Value

64.0%

Quality

65.0%

Mom

-18.2%

EPS Δ

5/9

F-Score

-24.6%

12-1 Mom

EPS declining (-18%), Revenue shrinking (-13%), Negative momentum (-25%)

GWH

ESS Tech Inc

3 ⚠

Industrials

64.0%

Value

64.0%

Quality

65.0%

Mom

—

EPS Δ

2/9

F-Score

-36.1%

12-1 Mom

Revenue shrinking (-73%), Negative momentum (-36%), Weak F-Score (2)

O’Shaughnessy’s warning: cheap stocks with deteriorating fundamentals are the #1 reason value investing underperforms. The antidote is quality gates — F-Score ≥ 5, positive earnings, and the Quality × Value composite.