James O'Shaughnessy — Trending Value
What it finds: Cheapest decile by composite value score crossed with strong 6-12 month momentum — O'Shaughnessy's 'Trending Value' factor stack from 'What Works on Wall Street'. • Source: O'Shaughnessy (4th ed., 2011). • Typical trigger: value score ≥ 90 AND momentum score ≥ 70.
James O'Shaughnessy — 'What Works on Wall Street' (4th edition, 2011). Trending Value factor delivered ~21% annualized 1964-2009 in backtests.
Filter breakdown
- Price ≥ $5
- Avg dollar-volume ≥ $5M
How to use this screen
Click Apply this screen to open the Screener pre-loaded with these filters. Re-rank the results by your preferred metric (Stockscore, Master Rank, RS Rank), then open any ticker for the full chart, factor breakdown, options-sentiment overlay and insider-buying history.
Screens are deterministic snapshots — they recompute every market day against the latest factor table. Save a copy in the Screener to tune thresholds for your own playbook.
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