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
High Yield
Active Screen
Reset
Preset: high_yield ×
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
GTEC NASDAQ
Greenland Acquisition Corp
0.640
Consumer Cyclical Auto Parts NANO
Value%
0.560
Quality%
0.540
Mom%
0.560
P/E
2.7×
F-Score
7/9
E/Y
0.4322
EBITDA/EV
0.5089
SH Yield
0.2406
ROE
0.0704
Margin
0.0627
Vol
0.9084
RAM
-0.80
QV
0.550
Conf
1.000
PSEC NASDAQ
Prospect Capital Corporation
0.380
Financial Services Asset Management SMALL
Value%
0.700
Quality%
0.180
Mom%
0.140
F-Score
3/9
E/Y
0.0105
SH Yield
0.1835
ROE
-0.0083
Margin
-0.3800
Vol
0.3875
RAM
-0.38
QV
0.355
Conf
0.909
GSHD NASDAQ
Goosehead Insurance Inc
0.350
Financial Services Insurance Brokers SMALL
Value%
0.340
Quality%
0.960
Mom%
0.020
P/E
28.7×
F-Score
7/9
E/Y
0.0636
EBITDA/EV
0.0730
SH Yield
0.3862
ROE
-0.2505
Margin
0.0794
Vol
0.5828
RAM
-0.99
QV
0.571
Conf
0.939
STNE NASDAQ
StoneCo Ltd
0.900
Technology Software - Infrastructure MID
Value%
0.990
Quality%
0.890
Mom%
0.170
P/E
0.7×
F-Score
5/9
E/Y
0.4430
EBITDA/EV
0.5290
SH Yield
0.2389
ROE
0.2869
Margin
0.2483
Vol
0.5286
RAM
-0.16
QV
0.939
Conf
0.939
ICMB NASDAQ
Investcorp Credit Management BDC Inc
0.780
Financial Services Asset Management NANO
Value%
0.630
Quality%
0.620
Mom%
0.640
F-Score
2/9
SH Yield
0.2396
ROE
-0.3735
Margin
1.2775
Vol
0.6429
RAM
-0.74
QV
0.625
Conf
0.667
CTRM NASDAQ
Castor Maritime Inc
0.660
Industrials Marine Shipping NANO
Value%
0.570
Quality%
0.560
Mom%
0.570
P/E
1.1×
F-Score
6/9
E/Y
0.1316
EBITDA/EV
0.6878
SH Yield
0.2364
ROE
0.0298
Margin
0.2355
Vol
0.4108
RAM
-0.31
QV
0.565
Conf
0.939
GECC NASDAQ
Great Elm Capital Corp
0.320
Financial Services Asset Management MICRO
Value%
0.410
Quality%
0.400
Mom%
0.400
F-Score
3/9
E/Y
0.0016
SH Yield
-0.1232
ROE
-0.3069
Margin
2.8442
Vol
0.3662
RAM
-1.02
QV
0.405
Conf
0.939
OFS NASDAQ
OFS Capital Corp
0.590
Financial Services Asset Management NANO
Value%
0.530
Quality%
0.520
Mom%
0.530
F-Score
3/9
SH Yield
0.2335
ROE
-0.3488
Margin
4.3467
Vol
0.4683
RAM
-1.17
QV
0.525
Conf
0.909
MNDO NASDAQ
MIND CTI Ltd
0.780
Technology Software - Application NANO
Value%
0.640
Quality%
0.620
Mom%
0.640
P/E
6.5×
F-Score
4/9
E/Y
0.1948
EBITDA/EV
0.2109
SH Yield
0.2397
ROE
0.1261
Margin
0.1526
Vol
0.3166
RAM
-1.02
QV
0.630
Conf
1.000
FSK NYSE
FS KKR Capital Corp
0.430
Financial Services Asset Management MID
Value%
0.740
Quality%
0.270
Mom%
0.060
F-Score
5/9
SH Yield
0.2240
ROE
-0.1043
Margin
-0.9182
Vol
0.3576
RAM
-1.12
QV
0.447
Conf
0.909
LND NYSE
Brasilagro Adr
0.500
Consumer Defensive Farm Products SMALL
Value%
0.800
Quality%
0.120
Mom%
0.220
P/E
9.4×
F-Score
5/9
E/Y
0.0161
EBITDA/EV
0.0297
SH Yield
0.2217
ROE
0.0187
Margin
0.0544
Vol
0.2217
RAM
0.04
QV
0.310
Conf
1.000
EARN NYSE
Ellington Residential Mortgage
0.530
Financial Services Asset Management MICRO
Value%
0.500
Quality%
0.490
Mom%
0.500
F-Score
5/9
SH Yield
0.2187
ROE
-0.0940
Margin
-0.3395
Vol
0.2119
RAM
-0.05
QV
0.495
Conf
0.848
ECAT NYSE
BlackRock ESG Capital Allocation Trust
0.970
Financial Services Asset Management SMALL
Value%
0.940
Quality%
0.900
Mom%
0.690
P/E
7.2×
F-Score
4/9
E/Y
0.1390
EBITDA/EV
0.1390
SH Yield
0.2179
ROE
0.1326
Margin
0.9868
Vol
0.1371
RAM
1.45
QV
0.920
Conf
0.793
BCIC NASDAQ
BCP Investment Corp.
0.660
Financial Services Asset Management MICRO
Value%
0.710
Quality%
0.760
Mom%
0.080
P/E
64.1×
F-Score
5/9
E/Y
0.0323
EBITDA/EV
0.0526
SH Yield
0.3436
ROE
0.0073
Margin
0.0233
Vol
0.2935
RAM
-1.07
QV
0.735
Conf
0.970
CRCT NASDAQ
Cricut Inc
0.870
Technology Computer Hardware SMALL
Value%
0.910
Quality%
0.980
Mom%
0.110
P/E
12.8×
F-Score
7/9
E/Y
0.1421
EBITDA/EV
0.1758
SH Yield
0.2397
ROE
0.2045
Margin
0.1036
Vol
0.4957
RAM
-0.59
QV
0.944
Conf
1.000
CION NYSE
Cion Investment Corp
0.240
Financial Services Asset Management SMALL
Value%
0.320
Quality%
0.670
Mom%
0.160
F-Score
6/9
E/Y
0.0159
EBITDA/EV
0.0184
SH Yield
0.2774
ROE
-0.0015
Margin
-0.0065
Vol
0.3373
RAM
-0.56
QV
0.463
Conf
0.939
OPAL NASDAQ
OPAL Fuels Inc
0.080
Utilities Utilities - Regulated Gas MICRO
Value%
0.320
Quality%
0.290
Mom%
0.060
P/E
2.9×
F-Score
6/9
E/Y
0.0017
EBITDA/EV
0.0273
SH Yield
0.2001
ROE
2.3436
Margin
0.0575
Vol
0.6489
RAM
-0.48
QV
0.305
Conf
0.970
BCAT NYSE
BlackRock Capital Allocation Trust
0.970
Financial Services Asset Management SMALL
Value%
0.930
Quality%
0.920
Mom%
0.750
P/E
7.5×
F-Score
6/9
E/Y
0.1341
EBITDA/EV
0.1341
SH Yield
0.1998
ROE
0.1392
Margin
0.9865
Vol
0.1117
RAM
2.51
QV
0.925
Conf
0.766
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
BGS NYSE
B&G Foods Inc
0.360
Consumer Defensive Packaged Foods SMALL
Value%
0.660
Quality%
0.080
Mom%
0.290
F-Score
4/9
E/Y
0.0243
EBITDA/EV
0.0565
SH Yield
0.1954
ROE
-0.1900
Margin
-0.0423
Vol
0.4877
RAM
0.28
QV
0.230
Conf
0.909
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
WHLRD NASDAQ
Wheeler Real Estate Investment Trust, Inc.
0.540
Real Estate Reit - Retail NANO
Value%
0.510
Quality%
0.490
Mom%
0.510
P/E
5.9×
F-Score
7/9
E/Y
0.0728
EBITDA/EV
0.1126
SH Yield
0.1894
ROE
0.0931
Margin
0.0590
Vol
0.3216
RAM
0.51
QV
0.500
Conf
1.000
WHF NASDAQ
WhiteHorse Finance
0.820
Financial Services Asset Management MICRO
Value%
0.830
Quality%
0.830
Mom%
0.160
P/E
14.8×
F-Score
6/9
E/Y
0.0608
EBITDA/EV
0.0331
SH Yield
0.2365
ROE
0.0375
Margin
0.2193
Vol
0.2909
RAM
-0.38
QV
0.830
Conf
1.000
GSBD NYSE
Goldman Sachs BDC Inc
0.760
Financial Services Asset Management SMALL
Value%
0.740
Quality%
0.800
Mom%
0.200
P/E
14.1×
F-Score
6/9
E/Y
0.0463
EBITDA/EV
0.0624
SH Yield
0.2324
ROE
0.0541
Margin
0.2587
Vol
0.2176
RAM
-0.42
QV
0.769
Conf
1.000
← Prev Page 2 of 3 Next →