I'm assuming here its a standard valve and not a thermostatic valve......tightening the screw will make no difference, all that does is fix the plastic cap to the valve body.......if you take the screw out completely and remove the white cap you will see the valve body with a nut almost flush to the top, this nut has the pin in the centre where you have just removed the cap, that nut could have come loose and require tightening but this requires care as you are putting pressure onto the valve so do not force it