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
GARP
Active Screen
Preset: garp ×
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
PAC NYSE
Grupo Aeroportuario del Pacifico SAB De CV ADR
0.980
Industrials
Airports & Air Services
LARGE
Value%
0.970
Quality%
0.970
Mom%
0.670
P/E
1.4×
F-Score
7/9
E/Y
0.4267
EBITDA/EV
0.5239
SH Yield
0.0176
ROE
0.4208
Margin
0.3293
Vol
0.3395
RAM
0.40
QV
0.970
Conf
0.970
PBR NYSE
Petroleo Brasileiro Petrobras SA ADR
0.980
Energy
Oil & Gas Integrated
LARGE
Value%
0.960
Quality%
0.910
Mom%
0.800
P/E
5.3×
F-Score
7/9
E/Y
0.1570
EBITDA/EV
0.2488
SH Yield
0.0307
ROE
0.2386
Margin
0.2181
Vol
0.3423
RAM
1.72
QV
0.935
Conf
1.000
SD NYSE
SandRidge Energy Inc
0.980
Energy
Oil & Gas E&P
SMALL
Value%
0.960
Quality%
0.930
Mom%
0.720
P/E
6.8×
F-Score
8/9
E/Y
0.1756
EBITDA/EV
0.2821
SH Yield
0.0492
ROE
0.1442
Margin
0.4637
Vol
0.3477
RAM
1.00
QV
0.945
Conf
1.000
TBPH NASDAQ
Theravance Biopharma Inc
0.980
Healthcare
Biotechnology
SMALL
Value%
0.900
Quality%
0.990
Mom%
0.840
P/E
7.5×
F-Score
6/9
E/Y
0.2168
EBITDA/EV
0.2227
SH Yield
0.0105
ROE
0.3942
Margin
1.0434
Vol
0.4439
RAM
1.22
QV
0.944
Conf
0.939
VEON NASDAQ
VEON Ltd
0.980
Communication Services
Telecom Services
MID
Value%
0.940
Quality%
0.960
Mom%
0.750
P/E
6.8×
F-Score
6/9
E/Y
0.1012
EBITDA/EV
0.2078
SH Yield
-0.0075
ROE
0.3625
Margin
0.1159
Vol
0.3784
RAM
1.08
QV
0.950
Conf
0.909
ZTO NYSE
ZTO Express (Cayman) Inc
0.980
Industrials
Integrated Freight & Logistics
LARGE
Value%
0.980
Quality%
0.910
Mom%
0.760
P/E
1.8×
F-Score
7/9
E/Y
0.3976
EBITDA/EV
0.4822
SH Yield
0.0177
ROE
0.1474
Margin
0.1787
Vol
0.2414
RAM
1.57
QV
0.944
Conf
1.000
ARIS NYSE
Aris Mining Corporation
0.970
Basic Materials
Gold
MID
Value%
0.830
Quality%
0.930
Mom%
0.960
P/E
19.8×
F-Score
7/9
E/Y
0.1062
EBITDA/EV
0.1235
SH Yield
0.0000
ROE
0.1104
Margin
0.1519
Vol
0.5473
RAM
3.39
QV
0.879
Conf
1.000
AU NYSE
AngloGold Ashanti plc
0.970
Basic Materials
Gold
LARGE
Value%
0.780
Quality%
0.990
Mom%
0.910
P/E
13.2×
F-Score
8/9
E/Y
0.1187
EBITDA/EV
0.1504
SH Yield
0.0506
ROE
0.4070
Margin
0.3111
Vol
0.5939
RAM
1.64
QV
0.879
Conf
1.000
BBDO NYSE
Banco Bradesco S/A ADR
0.970
Financial Services
Banks - Regional
LARGE
Value%
0.970
Quality%
0.910
Mom%
0.680
P/E
1.6×
F-Score
7/9
E/Y
0.1383
EBITDA/EV
0.1820
SH Yield
0.0457
ROE
0.5535
Margin
0.0732
Vol
0.3360
RAM
0.72
QV
0.940
Conf
1.000
CBL NYSE
CBL & Associates Properties Inc
0.970
Real Estate
Reit - Retail
SMALL
Value%
0.850
Quality%
0.890
Mom%
0.910
P/E
8.4×
F-Score
8/9
E/Y
0.1002
EBITDA/EV
0.1462
SH Yield
0.0586
ROE
0.4364
Margin
0.2981
Vol
0.2661
RAM
3.52
QV
0.870
Conf
1.000
CGEN NASDAQ
Compugen
0.970
Healthcare
Biotechnology
MICRO
Value%
0.920
Quality%
0.950
Mom%
0.750
P/E
5.5×
F-Score
7/9
E/Y
0.1700
EBITDA/EV
0.1931
SH Yield
-0.0554
ROE
0.3655
Margin
0.4797
Vol
0.6382
RAM
1.11
QV
0.935
Conf
0.939
CUBI NYSE
Customers Bancorp, Inc.
0.970
Financial Services
Banks - Regional
MID
Value%
0.910
Quality%
0.820
Mom%
0.820
P/E
9.1×
F-Score
5/9
E/Y
0.0889
EBITDA/EV
0.0979
SH Yield
0.0104
ROE
0.1310
Margin
0.1873
Vol
0.3075
RAM
1.45
QV
0.864
Conf
1.000
DCOM NYSE
Dime Community Bancshares, Inc.
0.970
Financial Services
Banks - Regional
SMALL
Value%
0.940
Quality%
0.790
Mom%
0.830
P/E
13.9×
F-Score
8/9
E/Y
0.3635
EBITDA/EV
0.3749
SH Yield
0.0251
ROE
0.0827
Margin
0.1665
Vol
0.2420
RAM
1.85
QV
0.862
Conf
1.000
IMPP NASDAQ
Imperial Petroleum Inc
0.970
Energy
Oil & Gas Midstream
MICRO
Value%
0.980
Quality%
0.690
Mom%
0.820
P/E
3.3×
F-Score
4/9
E/Y
0.4425
EBITDA/EV
0.6356
SH Yield
-0.2630
ROE
0.1193
Margin
0.3499
Vol
0.5477
RAM
1.21
QV
0.822
Conf
1.000
JHG NYSE
Janus Henderson Group PLC
0.970
Financial Services
Asset Management
MID
Value%
0.840
Quality%
0.960
Mom%
0.810
P/E
10.4×
F-Score
8/9
E/Y
0.1099
EBITDA/EV
0.1151
SH Yield
0.0428
ROE
0.1488
Margin
0.2423
Vol
0.1398
RAM
3.13
QV
0.898
Conf
1.000
KNOP NYSE
KNOT Offshore Partners LP
0.970
Energy
Oil & Gas Midstream
SMALL
Value%
0.940
Quality%
0.730
Mom%
0.860
P/E
19.4×
F-Score
7/9
E/Y
0.0835
EBITDA/EV
0.1912
SH Yield
0.0210
ROE
0.0299
Margin
0.0492
Vol
0.3376
RAM
2.22
QV
0.828
Conf
0.970
LTM NYSE
LATAM Airlines Group S.A.
0.970
Industrials
Airlines
LARGE
Value%
0.850
Quality%
0.950
Mom%
0.820
P/E
9.7×
F-Score
6/9
E/Y
0.1148
EBITDA/EV
0.1610
SH Yield
0.0381
ROE
0.8692
Margin
0.1120
Vol
0.3890
RAM
0.92
QV
0.899
Conf
1.000
MRX NASDAQ
Marex Group plc Ordinary Shares
0.970
Financial Services
Capital Markets
MID
Value%
0.920
Quality%
0.820
Mom%
0.840
P/E
9.4×
F-Score
5/9
E/Y
0.4201
EBITDA/EV
0.4359
SH Yield
0.0189
ROE
0.3661
Margin
0.0906
Vol
0.4327
RAM
0.88
QV
0.869
Conf
1.000
NEM NYSE
Newmont Goldcorp Corp
0.970
Basic Materials
Gold
LARGE
Value%
0.810
Quality%
0.980
Mom%
0.900
P/E
13.1×
F-Score
9/9
E/Y
0.1308
EBITDA/EV
0.1567
SH Yield
0.0446
ROE
0.2421
Margin
0.3464
Vol
0.4510
RAM
1.92
QV
0.891
Conf
1.000
NRIM NASDAQ
Northrim BanCorp Inc
0.970
Financial Services
Banks - Regional
SMALL
Value%
0.930
Quality%
0.930
Mom%
0.660
P/E
8.6×
F-Score
6/9
E/Y
0.1393
EBITDA/EV
0.1461
SH Yield
0.0243
ROE
0.1934
Margin
0.2635
Vol
0.3579
RAM
0.45
QV
0.930
Conf
1.000
NUTX NASDAQ
Nutex Health Inc
0.970
Healthcare
Medical Care Facilities
SMALL
Value%
0.930
Quality%
0.980
Mom%
0.680
P/E
10.7×
F-Score
7/9
E/Y
0.2162
EBITDA/EV
0.2293
SH Yield
0.0843
ROE
0.2783
Margin
0.1095
Vol
0.9685
RAM
0.05
QV
0.955
Conf
1.000
PEBK NASDAQ
Peoples Bancorp of North Carolina
0.970
Financial Services
Banks - Regional
MICRO
Value%
0.880
Quality%
0.890
Mom%
0.850
P/E
11.3×
F-Score
7/9
E/Y
0.1218
EBITDA/EV
0.1346
SH Yield
0.0231
ROE
0.1257
Margin
0.1834
Vol
0.2941
RAM
1.85
QV
0.885
Conf
1.000
PKBK NASDAQ
Parke Bancorp Inc
0.970
Financial Services
Banks - Regional
SMALL
Value%
0.920
Quality%
0.780
Mom%
0.870
P/E
9.0×
F-Score
8/9
E/Y
0.1314
EBITDA/EV
0.1323
SH Yield
0.0335
ROE
0.1247
Margin
0.2806
Vol
0.2136
RAM
3.13
QV
0.847
Conf
1.000
RCI NYSE
Rogers Communications Inc
0.970
Communication Services
Telecom Services
LARGE
Value%
0.960
Quality%
0.750
Mom%
0.790
P/E
2.8×
F-Score
4/9
E/Y
0.1648
EBITDA/EV
0.2498
SH Yield
0.0194
ROE
0.4089
Margin
0.3004
Vol
0.2737
RAM
1.31
QV
0.849
Conf
0.970