Structured JSON API for this factor page: https://sharemaestro.com/factors/api/screener/
Factor Screener
O'Shaughnessy multi-factor screening engine
· Snapshot 21 Jun 2026
48+
Matches
3
Pages
EBITDA/EV Value
Active Screen
Preset: ebitda_ev ×
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
ENO NYSE
Entergy New Orleans LLC Pref
0.740
Utilities
Electrical Utilities & Ipps
MICRO
Value%
0.990
Quality%
0.190
Mom%
0.290
P/E
0.1×
F-Score
5/9
E/Y
1.1074
EBITDA/EV
1.7884
SH Yield
0.0159
ROE
0.1028
Margin
0.1341
Vol
0.0805
RAM
0.97
QV
0.434
Conf
1.000
BZ NASDAQ
Kanzhun Ltd ADR
0.900
Communication Services
Internet Content & Information
MID
Value%
0.980
Quality%
0.960
Mom%
0.110
P/E
1.8×
F-Score
7/9
E/Y
0.9985
EBITDA/EV
1.7815
SH Yield
-0.2986
ROE
0.1648
Margin
0.4015
Vol
0.3253
RAM
-0.69
QV
0.970
Conf
1.000
WIT NYSE
Wipro Limited ADR
0.740
Technology
Information Technology Services
LARGE
Value%
0.990
Quality%
0.330
Mom%
0.130
P/E
0.2×
F-Score
4/9
E/Y
1.4919
EBITDA/EV
1.7296
SH Yield
0.0243
ROE
0.1536
Margin
0.1425
Vol
0.3477
RAM
-0.84
QV
0.572
Conf
1.000
TDIC NASDAQ
Dreamland Limited Class A Ordinary Shares
0.640
Communication Services
Advertising Agencies
NANO
Value%
0.560
Quality%
0.550
Mom%
0.560
P/E
1.4×
F-Score
3/9
E/Y
1.2465
EBITDA/EV
1.7051
SH Yield
0.0000
ROE
0.7198
Margin
0.1403
Vol
1.7597
QV
0.555
Conf
0.793
ERIC NASDAQ
Telefonaktiebolaget LM Ericsson B ADR
0.970
Technology
Communication Equipment
LARGE
Value%
0.980
Quality%
0.770
Mom%
0.820
P/E
1.5×
F-Score
7/9
E/Y
1.4096
EBITDA/EV
1.6708
SH Yield
0.0276
ROE
0.2432
Margin
0.1080
Vol
0.3064
RAM
2.22
QV
0.869
Conf
1.000
CHT NYSE
Chunghwa Telecom Co Ltd
0.910
Communication Services
Telecom Services
LARGE
Value%
0.990
Quality%
0.870
Mom%
0.240
P/E
0.9×
F-Score
8/9
E/Y
0.9331
EBITDA/EV
1.6705
SH Yield
0.0368
ROE
0.0985
Margin
0.1633
Vol
0.1088
RAM
-0.13
QV
0.928
Conf
1.000
VIPS NYSE
Vipshop Holdings Limited
0.760
Consumer Cyclical
Internet Retail
MID
Value%
0.990
Quality%
0.290
Mom%
0.210
P/E
0.9×
F-Score
5/9
E/Y
1.5147
EBITDA/EV
1.6085
SH Yield
0.0465
ROE
0.1823
Margin
0.0706
Vol
0.3282
RAM
0.03
QV
0.536
Conf
1.000
BNC NASDAQ
CEA Industries Inc.
0.810
Industrials
Farm & Heavy Construction Machinery
MICRO
Value%
0.970
Quality%
0.660
Mom%
0.010
P/E
0.3×
F-Score
6/9
EBITDA/EV
1.6024
SH Yield
0.0000
ROE
0.9706
Margin
2.5600
Vol
1.7967
RAM
-0.36
QV
0.800
Conf
0.810
KARO NASDAQ
Karooooo Ltd
0.930
Technology
Software - Application
SMALL
Value%
0.990
Quality%
0.980
Mom%
0.240
P/E
1.5×
F-Score
5/9
E/Y
0.9602
EBITDA/EV
1.5322
SH Yield
0.0264
ROE
0.3002
Margin
0.1814
Vol
0.3171
RAM
0.10
QV
0.985
Conf
0.964
JFIN NASDAQ
Jiayin Group Inc
0.880
Financial Services
Credit Services
MICRO
Value%
0.990
Quality%
0.930
Mom%
0.010
P/E
0.2×
F-Score
5/9
E/Y
1.5039
EBITDA/EV
1.5178
SH Yield
0.7272
ROE
0.2468
Margin
0.1987
Vol
0.5284
RAM
-1.39
QV
0.960
Conf
1.000
RAY NASDAQ
Raytech Holding Limited Ordinary Shares
0.180
Consumer Defensive
Household & Personal Products
NANO
Value%
0.350
Quality%
0.330
Mom%
0.340
P/E
0.7×
F-Score
4/9
E/Y
1.3729
EBITDA/EV
1.5054
ROE
0.1017
Margin
0.1104
Vol
1.5119
RAM
-0.54
QV
0.340
Conf
0.641
FBIO NASDAQ
Fortress Biotech Inc
0.980
Healthcare
Biotechnology
MICRO
Value%
0.980
Quality%
0.810
Mom%
0.860
P/E
0.8×
F-Score
5/9
E/Y
1.4382
EBITDA/EV
1.4902
SH Yield
-0.1386
ROE
0.7877
Margin
1.9312
Vol
0.7353
RAM
0.73
QV
0.891
Conf
0.939
LX NASDAQ
Lexinfintech Holdings Ltd
0.870
Financial Services
Credit Services
SMALL
Value%
0.990
Quality%
0.910
Mom%
0.010
P/E
0.2×
F-Score
7/9
E/Y
1.2504
EBITDA/EV
1.3906
SH Yield
0.8043
ROE
0.1197
Margin
0.1083
Vol
0.4536
RAM
-1.50
QV
0.949
Conf
1.000
FBIOP NASDAQ
Fortress Biotech Inc Pref Series A
0.990
Healthcare
Biotechnology
MICRO
Value%
0.980
Quality%
0.820
Mom%
0.940
P/E
0.8×
F-Score
5/9
E/Y
1.3266
EBITDA/EV
1.3746
SH Yield
-0.1278
ROE
0.7877
Margin
1.9312
Vol
0.6034
RAM
1.80
QV
0.896
Conf
0.939
GHG NYSE
GreenTree Hospitality Group Ltd
0.840
Consumer Cyclical
Lodging
MICRO
Value%
0.980
Quality%
0.760
Mom%
0.050
F-Score
7/9
E/Y
1.3325
EBITDA/EV
1.2980
SH Yield
0.3672
ROE
-0.0110
Margin
-0.0170
Vol
0.3528
RAM
-1.26
QV
0.863
Conf
0.970
DOMH NASDAQ
Dominari Holdings Inc.
0.480
Financial Services
Capital Markets
MICRO
Value%
0.830
Quality%
0.140
Mom%
0.090
F-Score
5/9
E/Y
1.2849
EBITDA/EV
1.2929
SH Yield
0.2112
ROE
-1.4966
Margin
-0.3137
Vol
0.6779
RAM
-0.43
QV
0.341
Conf
0.909
MWYN NASDAQ
Marwynn Holdings, Inc. Common stock
0.350
Consumer Cyclical
Furnishings, Fixtures & Appliances
NANO
Value%
0.420
Quality%
0.410
Mom%
0.420
F-Score
3/9
EBITDA/EV
1.2437
SH Yield
-0.3105
ROE
-3.5274
Margin
-1.2194
Vol
0.7556
RAM
-0.59
QV
0.415
Conf
0.781
YOUL NASDAQ
Youlife Group Inc. American Depositary Shares
0.710
Consumer Defensive
Education & Training Services
NANO
Value%
0.600
Quality%
0.590
Mom%
0.600
P/E
0.9×
F-Score
3/9
E/Y
0.8520
EBITDA/EV
1.2254
ROE
0.0587
Margin
0.0232
Vol
1.0251
QV
0.595
Conf
0.818
ATAT NASDAQ
Atour Lifestyle Holdings Limited American Depositary Shares
0.930
Consumer Cyclical
Lodging
MID
Value%
0.980
Quality%
0.970
Mom%
0.300
P/E
2.5×
F-Score
7/9
E/Y
1.1581
EBITDA/EV
1.1815
SH Yield
0.0942
ROE
0.5006
Margin
0.1722
Vol
0.3259
RAM
0.35
QV
0.975
Conf
1.000
IH NYSE
Ihuman Inc
0.670
Consumer Defensive
Education & Training Services
MICRO
Value%
0.990
Quality%
0.230
Mom%
0.080
P/E
0.8×
F-Score
6/9
E/Y
0.7668
EBITDA/EV
1.1504
SH Yield
0.3164
ROE
0.0844
Margin
0.1072
Vol
0.5395
RAM
-0.52
QV
0.477
Conf
0.970
NAMM NASDAQ
Namib Minerals Ordinary Shares
0.590
Basic Materials
Gold
MICRO
Value%
0.950
Quality%
0.210
Mom%
0.000
P/E
1.0×
F-Score
4/9
E/Y
1.0612
EBITDA/EV
1.1310
SH Yield
0.0000
ROE
-2.5762
Margin
1.2250
Vol
2.6303
RAM
-0.35
QV
0.447
Conf
0.848
OMSE NASDAQ
OMS Energy Technologies Inc.
0.840
Energy
Oil & Gas Equipment & Services
MICRO
Value%
0.970
Quality%
0.790
Mom%
0.040
P/E
3.8×
F-Score
5/9
E/Y
1.0155
EBITDA/EV
1.0862
SH Yield
0.0000
ROE
0.2623
Margin
0.2201
Vol
0.6864
RAM
-0.61
QV
0.875
Conf
0.707
RDY NYSE
Dr. Reddy’s Laboratories Ltd ADR
0.860
Healthcare
Drug Manufacturers - Specialty & Generic
LARGE
Value%
0.990
Quality%
0.680
Mom%
0.170
P/E
0.3×
F-Score
4/9
E/Y
0.7901
EBITDA/EV
1.0760
SH Yield
0.0068
ROE
0.1160
Margin
0.1272
Vol
0.1876
RAM
-0.54
QV
0.820
Conf
1.000
UGP NYSE
Ultrapar Participacoes SA ADR
0.980
Energy
Oil & Gas Refining & Marketing
MID
Value%
0.970
Quality%
0.790
Mom%
0.880
P/E
1.7×
F-Score
6/9
E/Y
0.8675
EBITDA/EV
1.0664
SH Yield
0.2606
ROE
0.9065
Margin
0.0206
Vol
0.3566
RAM
2.64
QV
0.875
Conf
1.000