They clip thick wire into short lengths. Each length then becomes a screw by stamping it in between molds.
The screw head is also stamped in; they grip the screw by the threads, then bash the other end with a mold that forms the mushroomed out top. The range of possible shapes for commercially produced screws is limited to what can be made in a press.
For more complex shapes that can’t be made by pressing, you would need to use a lathe and/or other precision equipment, which is much slower. Screws made this way are much more expensive and are generally only used in applications like aerospace where paying $10, $100, or even $1000 for a single screw makes sense.
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