Best O'Shaughnessy-Style Stocks for 2026
Quantitative value and momentum: combining value factors with price strength.
James O'Shaughnessy's research showed that combining traditional value factors (low price-to-sales, low P/E) with positive 6-12 month price momentum outperformed either signal alone. This screen surfaces stocks that look cheap AND are not in a sustained downtrend.
Data as of (updated daily)
Top 20 by composite score
| # | Ticker | Name | Composite |
|---|---|---|---|
| 1 | GSL.US | Global Ship Lease Inc | 77.5 |
| 2 | 002668.SHE | Guangdong Homa Appliances Co Ltd | 77.1 |
| 3 | TSTH.BK | Tata Steel (Thailand) Public Company Limited | 75.4 |
| 4 | 000651.SHE | Gree Electric Appliances Inc of Zhuhai | 74.8 |
| 5 | CIEB.MX | Corporación Interamericana de Entretenimiento S.A.B. de C.V | 74.7 |
| 6 | ETC.BK | Earth Tech Environment Public Company Limited | 74.3 |
| 7 | DAC.US | Danaos Corporation | 73.3 |
| 8 | 603706.SHG | Xinjiang East Universe Group Gas Co Ltd | 73.1 |
| 9 | 001218.SHE | Hunan Resun Co Ltd | 72.9 |
| 10 | 1184.HK | S.A.S. Dragon Holdings Ltd | 72.9 |
| 11 | 002452.SHE | Hunan Changgao High Voltage Switchgear Group Co Ltd | 72.5 |
| 12 | MILS3.SA | Mills Estruturas e Serviços de Engenharia S.A | 72.4 |
| 13 | MER.LSE | Mears Group plc | 71.9 |
| 14 | 002734.SHE | Limin Chemical Co Ltd | 71.7 |
| 15 | HTHT.US | Huazhu Group Ltd | 71.5 |
| 16 | 002266.SHE | Zhefu Holding Group Co Ltd | 71.2 |
| 17 | GAIN.US | Gladstone Investment Corporation | 70.1 |
| 18 | 003013.SHE | Guangzhou Metro Design And Research | 69.5 |
| 19 | LNR.TO | Linamar Corporation | 69.1 |
| 20 | 1983.HK | Luzhou City Commercial Bank Co Ltd | 69.1 |
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Methodology: How we score stocks. Data refreshed nightly around 03:30 ET. This page lists the top 20 by composite score; use the screener for the full ranked list.