Structured JSON API for this factor page: https://sharemaestro.com/factors/api/screener/
Factor Screener
O'Shaughnessy multi-factor screening engine
· Snapshot 19 Jul 2026
24+
Matches
2
Pages
Preset Screens
▾
OS Top Picks
Highest OS composite — balanced value, quality, momentum
Trending Value (VC2)
O'Shaughnessy's #1 strategy — cheapest VC2 decile + 6M momentum
Deep Value
Low P/E, high earnings yield, strong F-Score
VC2 Cheapest Decile
Top 10% by Value Composite 2 — O'Shaughnessy multi-factor value
Quality at a Price
High QV composite — avoids value traps via quality gate
Cornerstone Value
O'Shaughnessy Market Leaders (ex-utilities) ranked by dividend yield
Cornerstone Growth
All Stocks universe, P/S < 1.5, 5yr earnings consistency, strongest momentum
GARP
Growth at a reasonable price — revenue growth + moderate P/E
Shareholder Yield
Dividends + net buybacks — O'Shaughnessy's shareholder cash return
EBITDA/EV Value
Highest EBITDA/EV (positive only) — O'Shaughnessy's strongest value signal
Trending Value (Classic)
Cheapest decile by value + 6M momentum overlay
Quality Compounders
High ROE, margins, low debt — long-term compounders
Piotroski Bargains
F-Score ≥7 with top-half value
Alpha Within Value
Cheap + internally funded buybacks + good capital allocation
Veiled Value
OSAM insight: expensive by P/B but cheap by everything else
Consistent Earners
5+ years of consecutive EPS growth — O'Shaughnessy growth signal
Momentum Leaders
Strongest 12-1 momentum with controlled risk
Risk-Adjusted Momentum
Highest 12-1 momentum per unit of volatility
Market Leaders
O'Shaughnessy Market Leaders ranked by OS composite
Market Leaders Value
OSAM production strategy — market leaders + shareholder yield
Small Cap Value
Small/micro caps with strong value — higher alpha potential
Tiny Titans
O'Shaughnessy micro-caps (~25M-250M local currency), low P/S, momentum
Low Volatility
Defensive picks — lowest vol with positive momentum
OS Score Improvers
Biggest positive change in composite score vs prior snapshot
Cheapest in Sector
Sector-relative bargains (fallback: top value cohort when sector score unavailable)
High Yield
Top dividend and FCF yields for income investors
24+
tickers match
· Page 1 of 2
ABEV NYSE
Ambev SA ADR
0.990
Consumer Defensive
Beverages - Brewers
LARGE
Value%
0.980
Quality%
0.980
Mom%
0.810
P/E
3.0×
F-Score
8/9
E/Y
0.6817
EBITDA/EV
0.8877
SH Yield
0.0379
ROE
0.1728
Margin
0.1766
Vol
0.3271
RAM
1.27
QV
0.980
Conf
0.969
AMX NYSE
America Movil SAB de CV ADR
0.990
Communication Services
Telecom Services
LARGE
Value%
0.980
Quality%
0.970
Mom%
0.860
P/E
0.9×
F-Score
8/9
E/Y
0.2744
EBITDA/EV
0.4969
SH Yield
0.1632
ROE
0.2378
Margin
0.0923
Vol
0.2830
RAM
1.93
QV
0.975
Conf
0.969
APA NASDAQ
APA Corporation
0.990
Energy
Oil & Gas E&P
LARGE
Value%
0.950
Quality%
0.960
Mom%
0.920
P/E
8.1×
F-Score
5/9
E/Y
0.1879
EBITDA/EV
0.3194
SH Yield
0.0509
ROE
0.2375
Margin
0.1780
Vol
0.4213
RAM
1.96
QV
0.955
Conf
0.969
ASX NYSE
ASE Industrial Holding Co Ltd ADR
0.990
Technology
Semiconductors
LARGE
Value%
0.980
Quality%
0.840
Mom%
0.980
P/E
1.8×
F-Score
6/9
E/Y
0.2232
EBITDA/EV
0.4670
SH Yield
-0.0304
ROE
0.1344
Margin
0.0707
Vol
0.5018
RAM
5.62
QV
0.907
Conf
0.969
B NYSE
Barrick Mining Corporation
0.990
Basic Materials
Gold
LARGE
Value%
0.900
Quality%
0.980
Mom%
0.910
P/E
9.6×
F-Score
9/9
E/Y
0.1481
EBITDA/EV
0.1797
SH Yield
0.0495
ROE
0.2237
Margin
0.3214
Vol
0.4435
RAM
2.23
QV
0.939
Conf
0.969
BAP NYSE
Credicorp Ltd
0.990
Financial Services
Banks - Regional
LARGE
Value%
0.970
Quality%
0.960
Mom%
0.910
P/E
4.3×
F-Score
8/9
E/Y
0.5323
EBITDA/EV
0.5664
SH Yield
0.0404
ROE
0.1856
Margin
0.2503
Vol
0.2902
RAM
2.66
QV
0.965
Conf
0.969
BFH NYSE
Bread Financial Holdings, Inc.
0.990
Financial Services
Credit Services
MID
Value%
0.970
Quality%
0.880
Mom%
0.890
P/E
7.2×
F-Score
7/9
E/Y
0.1529
EBITDA/EV
0.1710
SH Yield
0.0818
ROE
0.1687
Margin
0.1190
Vol
0.4009
RAM
1.74
QV
0.924
Conf
0.969
BWMX NYSE
Betterware de México, S.A.P.I. de C.V.
0.990
Consumer Cyclical
Specialty Retail
SMALL
Value%
0.980
Quality%
0.940
Mom%
0.940
P/E
0.6×
F-Score
7/9
E/Y
0.4526
EBITDA/EV
0.5544
SH Yield
0.0491
ROE
0.7233
Margin
0.0770
Vol
0.3766
RAM
2.93
QV
0.960
Conf
0.940
CARE NASDAQ
Carter Bank and Trust
0.990
Financial Services
Banks - Regional
SMALL
Value%
0.960
Quality%
0.960
Mom%
0.910
P/E
6.9×
F-Score
7/9
E/Y
0.2009
EBITDA/EV
0.2126
SH Yield
0.0300
ROE
0.2142
Margin
0.3381
Vol
0.2807
RAM
2.53
QV
0.960
Conf
0.969
CGAU NYSE
Centerra Gold Inc
0.990
Basic Materials
Gold
MID
Value%
0.960
Quality%
0.810
Mom%
0.950
P/E
4.7×
F-Score
5/9
E/Y
0.3319
EBITDA/EV
0.3803
SH Yield
0.0386
ROE
0.3022
Margin
0.4117
Vol
0.4854
RAM
2.90
QV
0.882
Conf
0.969
CPAC NYSE
Cementos Pacasmayo SAA ADR
0.990
Basic Materials
Building Materials
SMALL
Value%
0.970
Quality%
0.800
Mom%
0.940
P/E
5.5×
F-Score
7/9
E/Y
0.1699
EBITDA/EV
0.2231
SH Yield
0.1752
ROE
0.1441
Margin
0.0844
Vol
0.5933
RAM
2.14
QV
0.881
Conf
0.969
ERIC NASDAQ
Telefonaktiebolaget LM Ericsson B ADR
0.990
Technology
Communication Equipment
LARGE
Value%
0.990
Quality%
0.930
Mom%
0.800
P/E
1.3×
F-Score
7/9
E/Y
1.1462
EBITDA/EV
1.3589
SH Yield
0.0320
ROE
0.2358
Margin
0.1070
Vol
0.3292
RAM
1.75
QV
0.960
Conf
1.000
ERO NYSE
Ero Copper Corp
0.990
Basic Materials
Copper
MID
Value%
0.910
Quality%
0.960
Mom%
0.910
P/E
8.6×
F-Score
8/9
E/Y
0.1280
EBITDA/EV
0.1786
SH Yield
-0.0033
ROE
0.2650
Margin
0.3155
Vol
0.5739
RAM
1.91
QV
0.935
Conf
0.969
ESEA NASDAQ
Euroseas Ltd
0.990
Industrials
Marine Shipping
SMALL
Value%
0.970
Quality%
0.960
Mom%
0.830
P/E
3.7×
F-Score
8/9
E/Y
0.2692
EBITDA/EV
0.3192
SH Yield
0.0445
ROE
0.2702
Margin
0.5831
Vol
0.4135
RAM
1.10
QV
0.965
Conf
0.969
FBIOP NASDAQ
Fortress Biotech Inc Pref Series A
0.990
Healthcare
Biotechnology
MICRO
Value%
0.980
Quality%
0.840
Mom%
0.960
P/E
0.8×
F-Score
5/9
E/Y
1.4223
EBITDA/EV
1.4738
SH Yield
-0.1371
ROE
0.7877
Margin
1.9312
Vol
0.5927
RAM
2.83
QV
0.907
Conf
0.910
IAG NYSE
IAMGold Corporation
0.990
Basic Materials
Gold
MID
Value%
0.940
Quality%
0.970
Mom%
0.940
P/E
8.1×
F-Score
7/9
E/Y
0.1810
EBITDA/EV
0.2361
SH Yield
0.0040
ROE
0.2332
Margin
0.2953
Vol
0.6484
RAM
2.23
QV
0.955
Conf
0.969
IRWD NASDAQ
Ironwood Pharmaceuticals Inc
0.990
Healthcare
Drug Manufacturers - Specialty & Generic
SMALL
Value%
0.920
Quality%
0.910
Mom%
0.980
P/E
6.2×
F-Score
6/9
E/Y
0.2028
EBITDA/EV
0.2046
SH Yield
-0.0003
ROE
-0.4705
Margin
0.2826
Vol
1.0159
RAM
3.56
QV
0.915
Conf
0.852
IX NYSE
Orix Corp Ads
0.990
Financial Services
Financial Conglomerates
LARGE
Value%
0.980
Quality%
0.820
Mom%
0.900
F-Score
8/9
E/Y
0.1640
EBITDA/EV
0.2414
ROE
0.0996
Margin
0.1341
Vol
0.3047
RAM
2.75
QV
0.896
Conf
0.881
NBR NYSE
Nabors Industries Ltd.
0.990
Energy
Oil & Gas Drilling
SMALL
Value%
0.960
Quality%
0.940
Mom%
0.970
P/E
6.0×
F-Score
7/9
E/Y
0.1838
EBITDA/EV
0.3578
SH Yield
0.0049
ROE
0.3655
Margin
0.0643
Vol
0.5894
RAM
3.21
QV
0.950
Conf
0.940
NEXA NYSE
Nexa Resources SA
0.990
Basic Materials
Other Industrial Metals & Mining
SMALL
Value%
0.970
Quality%
0.830
Mom%
0.960
P/E
7.7×
F-Score
6/9
E/Y
0.2179
EBITDA/EV
0.3204
SH Yield
0.0461
ROE
0.1841
Margin
0.0648
Vol
0.7358
RAM
2.70
QV
0.897
Conf
0.940
PBR NYSE
Petroleo Brasileiro Petrobras SA ADR
0.990
Energy
Oil & Gas Integrated
LARGE
Value%
0.960
Quality%
0.910
Mom%
0.860
P/E
5.7×
F-Score
7/9
E/Y
0.1493
EBITDA/EV
0.2366
SH Yield
0.0286
ROE
0.2386
Margin
0.2181
Vol
0.3382
RAM
1.38
QV
0.935
Conf
0.969
RILYL NASDAQ
BRC Group Holdings, Inc.
0.990
Financial Services
Financial Conglomerates
SMALL
Value%
0.940
Quality%
0.880
Mom%
0.950
P/E
0.8×
F-Score
5/9
E/Y
0.1549
EBITDA/EV
0.1782
SH Yield
0.1384
ROE
4.8587
Margin
0.2982
Vol
1.1232
RAM
1.53
QV
0.910
Conf
0.910
TIMB NYSE
TIM Participacoes SA
0.990
Communication Services
Telecom Services
LARGE
Value%
0.980
Quality%
0.980
Mom%
0.760
P/E
2.4×
F-Score
8/9
E/Y
0.3236
EBITDA/EV
0.5976
SH Yield
0.0904
ROE
0.1774
Margin
0.1602
Vol
0.3206
RAM
0.72
QV
0.980
Conf
0.969
TOYO NASDAQ
TOYO Co., Ltd Ordinary Shares
0.990
Technology
Solar
MICRO
Value%
0.970
Quality%
0.970
Mom%
0.860
P/E
5.6×
F-Score
7/9
E/Y
0.2402
EBITDA/EV
0.4105
SH Yield
-0.0179
ROE
0.2837
Margin
0.0928
Vol
1.0926
RAM
2.09
QV
0.970
Conf
0.881
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