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
48+
Matches
3
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
48+
tickers match
· Page 2 of 3
TSM NYSE
Taiwan Semiconductor Manufacturing
0.990
Technology
Semiconductors
MEGA
Value%
0.980
Quality%
0.980
Mom%
0.900
P/E
0.9×
F-Score
8/9
E/Y
1.2136
EBITDA/EV
1.5477
SH Yield
0.0090
ROE
0.3485
Margin
0.5037
Vol
0.3029
RAM
3.11
QV
0.980
Conf
1.000
AMCX NASDAQ
AMC Networks Inc
0.980
Communication Services
Entertainment
SMALL
Value%
0.970
Quality%
0.780
Mom%
0.880
P/E
8.8×
F-Score
6/9
E/Y
0.1443
EBITDA/EV
0.5630
SH Yield
0.0542
ROE
0.0549
Margin
0.0228
Vol
0.4838
RAM
1.08
QV
0.870
Conf
0.910
ARIS NYSE
Aris Mining Corporation
0.980
Basic Materials
Gold
MID
Value%
0.890
Quality%
0.930
Mom%
0.950
P/E
16.6×
F-Score
7/9
E/Y
0.1262
EBITDA/EV
0.1466
SH Yield
0.0000
ROE
0.1104
Margin
0.1519
Vol
0.5585
RAM
2.93
QV
0.910
Conf
0.969
AU NYSE
AngloGold Ashanti plc
0.980
Basic Materials
Gold
LARGE
Value%
0.850
Quality%
0.990
Mom%
0.910
P/E
11.2×
F-Score
8/9
E/Y
0.1400
EBITDA/EV
0.1774
SH Yield
0.0599
ROE
0.4070
Margin
0.3111
Vol
0.6105
RAM
1.66
QV
0.917
Conf
0.969
BBDO NYSE
Banco Bradesco S/A ADR
0.980
Financial Services
Banks - Regional
LARGE
Value%
0.970
Quality%
0.920
Mom%
0.770
P/E
1.7×
F-Score
8/9
E/Y
0.1370
EBITDA/EV
0.1803
SH Yield
0.0474
ROE
0.5535
Margin
0.0732
Vol
0.3449
RAM
0.77
QV
0.945
Conf
0.969
BODI NASDAQ
The Beachbody Company, Inc.
0.980
Communication Services
Internet Content & Information
MICRO
Value%
0.940
Quality%
0.790
Mom%
0.960
P/E
14.5×
F-Score
5/9
E/Y
0.1527
EBITDA/EV
0.3975
SH Yield
-0.0084
ROE
0.1506
Margin
0.0221
Vol
0.9181
RAM
1.29
QV
0.862
Conf
0.881
BVN NYSE
Compania de Minas Buenaventura SAA ADR
0.980
Basic Materials
Other Precious Metals & Mining
MID
Value%
0.900
Quality%
0.920
Mom%
0.920
P/E
7.8×
F-Score
7/9
E/Y
0.1387
EBITDA/EV
0.1566
SH Yield
0.0327
ROE
0.2361
Margin
0.4773
Vol
0.5170
RAM
2.01
QV
0.910
Conf
0.969
CCSI NASDAQ
Consensus Cloud Solutions Inc
0.980
Technology
Software - Infrastructure
SMALL
Value%
0.860
Quality%
0.980
Mom%
0.900
P/E
7.8×
F-Score
5/9
E/Y
0.1309
EBITDA/EV
0.1467
SH Yield
0.0562
ROE
4.0022
Margin
0.2509
Vol
0.6344
RAM
0.98
QV
0.918
Conf
0.910
CGEN NASDAQ
Compugen
0.980
Healthcare
Biotechnology
MICRO
Value%
0.890
Quality%
0.960
Mom%
0.820
P/E
6.4×
F-Score
7/9
E/Y
0.1430
EBITDA/EV
0.1625
SH Yield
-0.0470
ROE
0.3655
Margin
0.4797
Vol
0.6328
RAM
0.48
QV
0.924
Conf
0.910
CMRE NYSE
Costamare Inc
0.980
Industrials
Marine Shipping
SMALL
Value%
0.960
Quality%
0.850
Mom%
0.880
P/E
5.2×
F-Score
7/9
E/Y
0.1604
EBITDA/EV
0.2093
SH Yield
0.0156
ROE
0.1602
Margin
0.4059
Vol
0.3328
RAM
1.93
QV
0.903
Conf
0.969
CYD NYSE
China Yuchai International Limited
0.980
Consumer Cyclical
Auto Manufacturers
SMALL
Value%
0.990
Quality%
0.700
Mom%
0.910
P/E
2.9×
F-Score
8/9
E/Y
0.5289
EBITDA/EV
1.1562
SH Yield
0.0198
ROE
0.0586
Margin
0.0163
Vol
0.5773
RAM
1.56
QV
0.832
Conf
0.969
DAC NYSE
Danaos Corporation
0.980
Industrials
Marine Shipping
MID
Value%
0.970
Quality%
0.830
Mom%
0.830
P/E
4.4×
F-Score
5/9
E/Y
0.2328
EBITDA/EV
0.3143
SH Yield
0.0356
ROE
0.1327
Margin
0.4985
Vol
0.2537
RAM
1.77
QV
0.897
Conf
0.969
DLX NYSE
Deluxe Corporation
0.980
Industrials
Conglomerates
SMALL
Value%
0.920
Quality%
0.870
Mom%
0.880
P/E
11.5×
F-Score
6/9
E/Y
0.1014
EBITDA/EV
0.1547
SH Yield
0.0461
ROE
0.1491
Margin
0.0487
Vol
0.4463
RAM
1.09
QV
0.895
Conf
0.940
FBIO NASDAQ
Fortress Biotech Inc
0.980
Healthcare
Biotechnology
MICRO
Value%
0.980
Quality%
0.840
Mom%
0.880
P/E
0.9×
F-Score
5/9
E/Y
1.2798
EBITDA/EV
1.3261
SH Yield
-0.1233
ROE
0.7877
Margin
1.9312
Vol
0.7494
RAM
0.71
QV
0.907
Conf
0.910
FLXS NASDAQ
Flexsteel Industries Inc
0.980
Consumer Cyclical
Furnishings, Fixtures & Appliances
MICRO
Value%
0.940
Quality%
0.770
Mom%
0.920
P/E
9.6×
F-Score
7/9
E/Y
0.1414
EBITDA/EV
0.1537
SH Yield
0.0152
ROE
0.1679
Margin
0.0679
Vol
0.6272
RAM
1.22
QV
0.851
Conf
0.969
FSM NYSE
Fortuna Silver Mines Inc
0.980
Basic Materials
Gold
MID
Value%
0.960
Quality%
0.970
Mom%
0.780
P/E
7.2×
F-Score
7/9
E/Y
0.2641
EBITDA/EV
0.3569
SH Yield
0.0124
ROE
0.1923
Margin
0.3111
Vol
0.5984
RAM
0.79
QV
0.965
Conf
0.940
GSL NYSE
Global Ship Lease Inc
0.980
Industrials
Marine Shipping
SMALL
Value%
0.970
Quality%
0.870
Mom%
0.850
P/E
3.7×
F-Score
5/9
E/Y
0.2586
EBITDA/EV
0.3393
SH Yield
0.0600
ROE
0.2063
Margin
0.5023
Vol
0.2937
RAM
1.55
QV
0.919
Conf
0.969
HG NYSE
Hamilton Insurance Group, Ltd.
0.980
Financial Services
Insurance - Reinsurance
MID
Value%
0.970
Quality%
0.820
Mom%
0.900
P/E
5.5×
F-Score
7/9
E/Y
0.3133
EBITDA/EV
0.3190
SH Yield
0.0944
ROE
0.2312
Margin
0.2171
Vol
0.2441
RAM
2.42
QV
0.892
Conf
0.969
HTHT NASDAQ
Huazhu Group Ltd
0.980
Consumer Cyclical
Lodging
LARGE
Value%
0.950
Quality%
0.920
Mom%
0.770
P/E
2.6×
F-Score
6/9
E/Y
0.2104
EBITDA/EV
0.2439
SH Yield
0.0781
ROE
0.4568
Margin
0.1932
Vol
0.2744
RAM
1.29
QV
0.935
Conf
0.969
IFS NYSE
Intercorp Financial Services Inc
0.980
Financial Services
Banks - Regional
MID
Value%
0.980
Quality%
0.830
Mom%
0.880
P/E
3.2×
F-Score
9/9
E/Y
0.4576
EBITDA/EV
0.5370
SH Yield
0.0488
ROE
0.1675
Margin
0.2110
Vol
0.3284
RAM
1.77
QV
0.902
Conf
0.969
IHS NYSE
IHS Holding Ltd
0.980
Real Estate
Real Estate Services
MID
Value%
0.920
Quality%
0.930
Mom%
0.800
P/E
14.7×
F-Score
7/9
E/Y
0.1732
EBITDA/EV
0.2341
SH Yield
0.0000
ROE
-0.9638
Margin
0.1196
Vol
0.2382
RAM
1.60
QV
0.925
Conf
0.881
INSW NYSE
International Seaways Inc
0.980
Energy
Oil & Gas Midstream
MID
Value%
0.900
Quality%
0.900
Mom%
0.960
P/E
7.9×
F-Score
6/9
E/Y
0.1971
EBITDA/EV
0.2316
SH Yield
0.0960
ROE
0.2488
Margin
0.5539
Vol
0.3654
RAM
3.96
QV
0.900
Conf
0.969
KARO NASDAQ
Karooooo Ltd
0.980
Technology
Software - Application
SMALL
Value%
0.980
Quality%
0.980
Mom%
0.660
P/E
1.9×
F-Score
5/9
E/Y
0.7613
EBITDA/EV
1.2238
SH Yield
0.0439
ROE
0.2857
Margin
0.1776
Vol
0.3470
RAM
-0.15
QV
0.980
Conf
1.000
KGC NYSE
Kinross Gold Corporation
0.980
Basic Materials
Gold
LARGE
Value%
0.890
Quality%
0.990
Mom%
0.860
P/E
9.4×
F-Score
9/9
E/Y
0.1580
EBITDA/EV
0.2019
SH Yield
0.0364
ROE
0.3134
Margin
0.3604
Vol
0.5293
RAM
1.42
QV
0.939
Conf
0.969