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 | 002546.SHE | Nanjing Xinlian Electronics Co Ltd | 78.8 |
| 2 | 002043.SHE | Dehua TB New Decoration Material Co Ltd | 76.6 |
| 3 | CIG-C.US | Energy of Minas Gerais Co DRC | 76.6 |
| 4 | 002668.SHE | Guangdong Homa Appliances Co Ltd | 76.4 |
| 5 | 000951.SHE | Sinotruk Jinan Truck Co Ltd | 76.2 |
| 6 | 000690.SHE | Guangdong Baolihua New Energy Stock Co LTD | 75.9 |
| 7 | ELEC.PA | Électricite de Strasbourg Société Anonyme | 75.7 |
| 8 | GSL.US | Global Ship Lease Inc | 75.2 |
| 9 | STNG.US | Scorpio Tankers Inc | 74.7 |
| 10 | B2AP34.SA | Credicorp Ltd. | 74.5 |
| 11 | 000651.SHE | Gree Electric Appliances Inc of Zhuhai | 74.5 |
| 12 | 600428.SHG | COSCO SHIPPING Specialized Carriers Co Ltd | 74.4 |
| 13 | JET2.LSE | Jet2 PLC | 73.6 |
| 14 | ESEA.US | Euroseas Ltd | 72.4 |
| 15 | BRSR3.SA | Banco do Estado do Rio Grande do Sul S.A | 72.1 |
| 16 | 1184.HK | S.A.S. Dragon Holdings Ltd | 72.0 |
| 17 | MILS3.SA | Mills Estruturas e Serviços de Engenharia S.A | 71.9 |
| 18 | PIRBF.US | Piraeus Bank S.A. | 71.8 |
| 19 | ASC.US | Ardmore Shpng | 71.8 |
| 20 | 002452.SHE | Hunan Changgao High Voltage Switchgear Group Co Ltd | 71.7 |
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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.