{ "name": "Sharemaestro Factor Intelligence API", "description": "Public, read-only factor investing API for O'Shaughnessy-style value, quality, momentum, yield, risk, strategy, preset, sector, and ticker analytics.", "summary": { "generated_at": "2026-07-23T05:22:16.208Z", "latest_week": "2026-07-19", "scope": { "exchange_symbols": [ "NASDAQ", "NYSE" ], "selected_universe": null, "selected_universe_detail": null, "available_universes": [ { "name": "AUD_AU", "display_name": "Australia - AUD", "currency": "AUD", "include_currencies": [], "countries": [ "AU" ], "min_market_cap_usd": null, "min_market_cap_local": null, "benchmark_symbol": "", "exclude_financials": false, "exclude_utilities": false, "is_active": true, "description": "" }, { "name": "CAD_CA", "display_name": "Canada - CAD", "currency": "CAD", "include_currencies": [], "countries": [ "CA" ], "min_market_cap_usd": null, "min_market_cap_local": null, "benchmark_symbol": "", "exclude_financials": false, "exclude_utilities": false, "is_active": true, "description": "" }, { "name": "EUR_DE", "display_name": "Germany - EUR", "currency": "EUR", "include_currencies": [], "countries": [ "DE" ], "min_market_cap_usd": null, "min_market_cap_local": null, "benchmark_symbol": "", "exclude_financials": false, "exclude_utilities": false, "is_active": true, "description": "" }, { "name": "GBP_UK", "display_name": "United Kingdom - GBP / GBX", "currency": "GBP", "include_currencies": [], "countries": [ "GB" ], "min_market_cap_usd": null, "min_market_cap_local": null, "benchmark_symbol": "", "exclude_financials": false, "exclude_utilities": false, "is_active": true, "description": "" }, { "name": "INR_IN", "display_name": "India - INR", "currency": "INR", "include_currencies": [], "countries": [ "IN" ], "min_market_cap_usd": null, "min_market_cap_local": null, "benchmark_symbol": "", "exclude_financials": false, "exclude_utilities": false, "is_active": true, "description": "" }, { "name": "USD_US", "display_name": "US - USD", "currency": "USD", "include_currencies": [], "countries": [ "US" ], "min_market_cap_usd": null, "min_market_cap_local": null, "benchmark_symbol": "", "exclude_financials": false, "exclude_utilities": false, "is_active": true, "description": "" } ] }, "coverage": { "published": 5070, "scored": 5070, "included_in_ranking": 5070, "market_leaders": 12 } }, "endpoints": { "index": "https://sharemaestro.com/factors/api/", "schema": "https://sharemaestro.com/factors/api/schema/", "universes": "https://sharemaestro.com/factors/api/universes/", "factors": "https://sharemaestro.com/factors/api/factors/", "presets": "https://sharemaestro.com/factors/api/presets/", "preset_detail": "https://sharemaestro.com/factors/api/presets/%7Bpreset%7D/", "screener": "https://sharemaestro.com/factors/api/screener/", "strategies": "https://sharemaestro.com/factors/api/strategies/", "strategy_detail": "https://sharemaestro.com/factors/api/strategies/%7Bslug%7D/", "sectors": "https://sharemaestro.com/factors/api/sectors/", "combinations": "https://sharemaestro.com/factors/api/combinations/", "value_traps": "https://sharemaestro.com/factors/api/value-traps/", "cash_generators": "https://sharemaestro.com/factors/api/cash-generators/", "ticker_detail": "https://sharemaestro.com/factors/api/tickers/%7Buuid%7D/" }, "html_pages": { "dashboard": "https://sharemaestro.com/factors/", "screener": "https://sharemaestro.com/factors/screener/", "strategies": "https://sharemaestro.com/factors/strategies/", "value_traps": "https://sharemaestro.com/factors/value-traps/", "cash_generators": "https://sharemaestro.com/factors/cash-generators/" }, "strategy_groups": [ { "key": "multi_factor", "label": "Multi-Factor", "description": "Composite strategies blending value, momentum, and quality.", "strategies": [ { "key": "os_composite", "name": "OS Composite Score", "slug": "composite", "group": "multi_factor", "tagline": "Strict O'Shaughnessy blend: 50% Value + 25% Momentum + 25% Quality", "thesis": "Strict O'Shaughnessy composite ranking: 50% value, 25% momentum, and 25% quality. The highest-ranked names combine cheapness, trend support, and business quality in a single disciplined signal.", "page_url": "https://sharemaestro.com/factors/composite/", "api_url": "https://sharemaestro.com/factors/api/strategies/composite/" }, { "key": "trending_value", "name": "Trending Value", "slug": "trending-value", "group": "multi_factor", "tagline": "O'Shaughnessy's #1 strategy \u2014 cheapest VC2 decile ranked by 6M momentum", "thesis": "The single best-performing strategy in What Works on Wall Street. Take the cheapest decile by Value Composite 2, then rank by 6-month price momentum. Combines deep value with trend confirmation to avoid dead-money traps.", "page_url": "https://sharemaestro.com/factors/trending-value/", "api_url": "https://sharemaestro.com/factors/api/strategies/trending-value/" }, { "key": "quality_value", "name": "Quality \u00d7 Value", "slug": "quality-value", "group": "multi_factor", "tagline": "Geometric mean of quality and value percentiles \u2014 avoids value traps", "thesis": "The geometric mean penalises extreme weakness in either pillar. A stock that is very cheap but low quality scores poorly, unlike an additive blend. This is the anti-value-trap strategy.", "page_url": "https://sharemaestro.com/factors/quality-value/", "api_url": "https://sharemaestro.com/factors/api/strategies/quality-value/" } ] }, { "key": "value", "label": "Value", "description": "Buying cheap stocks by various measures of intrinsic worth.", "strategies": [ { "key": "cornerstone_value", "name": "Cornerstone Value", "slug": "cornerstone-value", "group": "value", "tagline": "Market Leaders (ex-utilities) ranked by dividend yield", "thesis": "O'Shaughnessy's conservative strategy. Start with Market Leaders (large, profitable, liquid) and select the highest dividend yield. Conservative but consistent \u2014 the pension fund strategy.", "page_url": "https://sharemaestro.com/factors/cornerstone-value/", "api_url": "https://sharemaestro.com/factors/api/strategies/cornerstone-value/" }, { "key": "deep_value", "name": "Deep Value", "slug": "deep-value", "group": "value", "tagline": "Rock-bottom P/E + high earnings yield + strong F-Score", "thesis": "The contrarian play. Extremely cheap stocks that pass a Piotroski quality gate. These are names the market has given up on \u2014 the F-Score filter ensures fundamentals haven't actually collapsed.", "page_url": "https://sharemaestro.com/factors/deep-value/", "api_url": "https://sharemaestro.com/factors/api/strategies/deep-value/" }, { "key": "vc2_cheapest", "name": "VC2 Cheapest Decile", "slug": "vc2-cheapest", "group": "value", "tagline": "Top decile by VC2 with factor-native tie-breaks", "thesis": "Value Composite 2 ranks stocks by P/E, P/S, P/B, P/CF, EBITDA/EV, and shareholder yield. The cheapest decile is the feeding pool for Trending Value \u2014 before momentum overlay. Pure multi-metric cheapness.", "page_url": "https://sharemaestro.com/factors/vc2-cheapest/", "api_url": "https://sharemaestro.com/factors/api/strategies/vc2-cheapest/" }, { "key": "ebitda_ev", "name": "EBITDA/EV Value", "slug": "ebitda-ev", "group": "value", "tagline": "O'Shaughnessy's single best value factor", "thesis": "Enterprise value normalises for capital structure, making EBITDA/EV comparable across leveraged and unleveraged businesses. O'Shaughnessy found this factor alone beat the market in 96% of rolling 5-year periods.", "page_url": "https://sharemaestro.com/factors/ebitda-ev/", "api_url": "https://sharemaestro.com/factors/api/strategies/ebitda-ev/" }, { "key": "veiled_value", "name": "Veiled Value", "slug": "veiled-value", "group": "value", "tagline": "OSAM insight: expensive by P/B but cheap by everything else", "thesis": "Asset-light businesses (tech, healthcare, services) look expensive on book value due to intangible assets and buyback distortion. But they're cheap on earnings, sales, and cash flow. OSAM showed this subset outperforms in 90%+ of periods.", "page_url": "https://sharemaestro.com/factors/veiled-value/", "api_url": "https://sharemaestro.com/factors/api/strategies/veiled-value/" }, { "key": "sector_relative", "name": "Cheapest in Sector", "slug": "sector-relative", "group": "value", "tagline": "Best value within each sector \u2014 neutralises cross-sector P/E distortion", "thesis": "Comparing tech P/E to utility P/E is meaningless. Sector-relative value finds the cheapest names within their own peer group. This surfaces idiosyncratic mispricing rather than sector-level cheapness.", "page_url": "https://sharemaestro.com/factors/sector-relative/", "api_url": "https://sharemaestro.com/factors/api/strategies/sector-relative/" } ] }, { "key": "quality", "label": "Quality", "description": "Profitable, well-managed businesses with strong fundamentals.", "strategies": [ { "key": "piotroski_bargains", "name": "Piotroski Bargains", "slug": "piotroski-bargains", "group": "quality", "tagline": "F-Score \u2265 7 with top-half value \u2014 the academic quality screen", "thesis": "Joseph Piotroski's 9-point fundamental strength test applied to cheap stocks. Each point tests profitability, leverage, or operating efficiency. A score of 7+ means the business is fundamentally improving.", "page_url": "https://sharemaestro.com/factors/piotroski-bargains/", "api_url": "https://sharemaestro.com/factors/api/strategies/piotroski-bargains/" }, { "key": "quality_compounders", "name": "Quality Compounders", "slug": "quality-compounders", "group": "quality", "tagline": "High ROE, high margins, low debt, growing revenue", "thesis": "Long-duration compounders that reinvest at high rates of return. The quality factors here \u2014 ROE > 15%, margins > 10%, D/E < 1.0 \u2014 identify businesses with durable competitive advantages.", "page_url": "https://sharemaestro.com/factors/quality-compounders/", "api_url": "https://sharemaestro.com/factors/api/strategies/quality-compounders/" }, { "key": "capital_allocators", "name": "Capital Allocators", "slug": "capital-allocators", "group": "quality", "tagline": "Best capital allocation quality \u2014 managers who deploy cash well", "thesis": "Not all shareholder yield is created equal. This strategy surfaces companies that fund buybacks internally (not with debt), buy back at attractive valuations, and maintain strong fundamentals.", "page_url": "https://sharemaestro.com/factors/capital-allocators/", "api_url": "https://sharemaestro.com/factors/api/strategies/capital-allocators/" }, { "key": "consistent_earners", "name": "Consistent Earners", "slug": "consistent-earners", "group": "quality", "tagline": "5+ years of consecutive EPS growth + value overlay", "thesis": "O'Shaughnessy's growth signal. Companies that have grown earnings every year for 5+ years demonstrate execution consistency. Combined with a value floor, this avoids overpaying for growth.", "page_url": "https://sharemaestro.com/factors/consistent-earners/", "api_url": "https://sharemaestro.com/factors/api/strategies/consistent-earners/" } ] }, { "key": "growth", "label": "Growth", "description": "Revenue and earnings growth at reasonable prices.", "strategies": [ { "key": "cornerstone_growth", "name": "Cornerstone Growth", "slug": "cornerstone-growth", "group": "growth", "tagline": "P/S < 1.5, 5yr earnings consistency, strongest momentum", "thesis": "O'Shaughnessy's growth strategy. Start with consistent earners, filter for reasonable sales multiples (P/S < 1.5), then rank by 12-1 momentum. Growth at a reasonable price with trend confirmation.", "page_url": "https://sharemaestro.com/factors/cornerstone-growth/", "api_url": "https://sharemaestro.com/factors/api/strategies/cornerstone-growth/" }, { "key": "garp", "name": "GARP", "slug": "garp", "group": "growth", "tagline": "Growth at a Reasonable Price \u2014 revenue growth + moderate P/E", "thesis": "The balanced approach: find companies growing revenue at 10%+ per year but still trading at reasonable P/E (\u226425). The quality gate ensures we're buying real growth, not accounting tricks.", "page_url": "https://sharemaestro.com/factors/garp/", "api_url": "https://sharemaestro.com/factors/api/strategies/garp/" } ] }, { "key": "momentum", "label": "Momentum", "description": "Riding price trends with risk controls.", "strategies": [ { "key": "risk_adj_momentum", "name": "Risk-Adjusted Momentum", "slug": "risk-adj-momentum", "group": "momentum", "tagline": "Momentum 12-1 \u00f7 Volatility \u2014 a Sharpe-like momentum score", "thesis": "Raw momentum rewards volatile stocks. Dividing by volatility penalises erratic returns and rewards smooth, consistent trends. This is the Sharpe ratio applied to price momentum.", "page_url": "https://sharemaestro.com/factors/risk-adj-momentum/", "api_url": "https://sharemaestro.com/factors/api/strategies/risk-adj-momentum/" }, { "key": "momentum_leaders", "name": "Momentum Leaders", "slug": "momentum-leaders", "group": "momentum", "tagline": "Strongest 12-1 momentum with controlled risk", "thesis": "Pure price trend. Select names with 12-1 momentum \u2265 15% and volatility \u2264 50%. The volatility cap prevents chasing speculative spikes.", "page_url": "https://sharemaestro.com/factors/momentum-leaders/", "api_url": "https://sharemaestro.com/factors/api/strategies/momentum-leaders/" } ] }, { "key": "income", "label": "Income", "description": "Dividend yield and total shareholder return.", "strategies": [ { "key": "shareholder_yield", "name": "Shareholder Yield", "slug": "shareholder-yield", "group": "income", "tagline": "Dividends + net buybacks \u2014 O'Shaughnessy's shareholder cash return", "thesis": "Dividends alone miss half the picture. Shareholder yield adds net buybacks. O'Shaughnessy found shareholder yield a better predictor of future returns than dividends alone. Pure ranking by yield \u2014 no quality gate \u2014 as in the original book.", "page_url": "https://sharemaestro.com/factors/shareholder-yield/", "api_url": "https://sharemaestro.com/factors/api/strategies/shareholder-yield/" }, { "key": "high_yield", "name": "High Yield", "slug": "high-yield", "group": "income", "tagline": "Top dividend and FCF yields for income investors", "thesis": "Pure income screen. Dividend yield \u2265 3% backed by FCF yield \u2265 4%. The FCF floor ensures dividends are covered by cash generation, not funded by debt.", "page_url": "https://sharemaestro.com/factors/high-yield/", "api_url": "https://sharemaestro.com/factors/api/strategies/high-yield/" } ] }, { "key": "universe", "label": "Universe", "description": "Strategies defined by market-cap universe membership.", "strategies": [ { "key": "market_leaders", "name": "Market Leaders", "slug": "market-leaders", "group": "universe", "tagline": "O'Shaughnessy large-cap quality universe", "thesis": "Market Leaders: above-average market cap, shares outstanding, cash flow per share, and revenue. Non-utility. This is the quality large-cap universe that feeds Cornerstone Value and other conservative strategies.", "page_url": "https://sharemaestro.com/factors/market-leaders/", "api_url": "https://sharemaestro.com/factors/api/strategies/market-leaders/" }, { "key": "tiny_titans", "name": "Tiny Titans", "slug": "tiny-titans", "group": "universe", "tagline": "O'Shaughnessy micro-caps: $25M\u2013$250M, low P/S, momentum", "thesis": "The highest-alpha, highest-risk strategy. Micro-cap stocks are less covered, less liquid, and more volatile \u2014 but the size premium combined with value and momentum has historically produced outsized returns.", "page_url": "https://sharemaestro.com/factors/tiny-titans/", "api_url": "https://sharemaestro.com/factors/api/strategies/tiny-titans/" }, { "key": "small_cap_value", "name": "Small Cap Value", "slug": "small-cap-value", "group": "universe", "tagline": "Small/micro caps with strong value \u2014 size + value premium", "thesis": "The academic double premium: small size + deep value. Higher alpha potential but requires the F-Score quality gate to avoid the elevated bankruptcy risk in small-cap value.", "page_url": "https://sharemaestro.com/factors/small-cap-value/", "api_url": "https://sharemaestro.com/factors/api/strategies/small-cap-value/" } ] }, { "key": "defensive", "label": "Defensive", "description": "Low-volatility and capital preservation.", "strategies": [ { "key": "low_volatility", "name": "Low Volatility", "slug": "low-volatility", "group": "defensive", "tagline": "Lowest volatility with positive momentum \u2014 the defensive allocation", "thesis": "The low-volatility anomaly: less volatile stocks have historically delivered better risk-adjusted returns than the market. Adding a positive momentum floor avoids catching falling knives.", "page_url": "https://sharemaestro.com/factors/low-volatility/", "api_url": "https://sharemaestro.com/factors/api/strategies/low-volatility/" } ] } ], "usage": { "format": "JSON", "pagination": "Use limit and offset where supported. Maximum limit is 250.", "robots": "Public read-only responses are indexable and carry X-Robots-Tag headers.", "disclaimer": "Educational and research use only. Not financial advice." } }