Personality traits prediction plays a significant role in several real-world applications, such as improving the education system, improving production in manufacturing, monitoring social media content, sentiment analysis of crowds for opinion mining, judging abnormalities in personal behavior, etc. The demand for personality traits prediction has increased drastically after COVID-19. Therefore, numerous methods have emerged to predict personality traits from a variety of sources, including handwriting, interviews, social media, text, images, and audio. This review focuses on methods developed between the years 2020 and 2024, categorizing them into Handwriting (Graphology), Vision (images and videos), Audio (speech and acoustic signals), Textual (status updates, descriptions), and Multimodal (combinations of the aforementioned) approaches. We critically analyze the methods proposed, the datasets, the scope of the work, the results obtained, and noteworthy remarks. Based on our critical analysis, we notice that increasingly methods tend to use deep learning over handcrafted features. Additionally, personality traits prediction methods are trending more toward multimodal methods because they consistently achieve the highest accuracy among the input modalities. Detailed discussions, tabular presentations, and figures facilitate easy comprehension and future reference. Then, we shed light on the challenges in this field. Many key applications are detailed. Additionally, we highlight significant limitations and offer insights into potential future directions.