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
Momentum Leaders
Active Screen
Preset: momentum_leaders ×
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
ROST NASDAQ
Ross Stores Inc
0.520
Consumer Cyclical
Apparel Retail
LARGE
Value%
0.070
Quality%
0.930
Mom%
0.900
P/E
32.2×
F-Score
7/9
E/Y
0.0390
EBITDA/EV
0.0508
SH Yield
0.0238
ROE
0.3673
Margin
0.0974
Vol
0.2121
RAM
4.02
QV
0.255
Conf
1.000
RIO NYSE
Rio Tinto ADR
0.980
Basic Materials
Other Industrial Metals & Mining
LARGE
Value%
0.930
Quality%
0.870
Mom%
0.910
P/E
7.6×
F-Score
3/9
E/Y
0.1601
EBITDA/EV
0.2234
SH Yield
0.0402
ROE
0.3453
Margin
0.1928
Vol
0.2399
RAM
4.02
QV
0.899
Conf
0.819
ECG NYSE
Everus Construction Group Inc
0.420
Industrials
Engineering & Construction
MID
Value%
0.060
Quality%
0.720
Mom%
0.950
P/E
36.0×
F-Score
5/9
E/Y
0.0389
EBITDA/EV
0.0426
SH Yield
0.0000
ROE
0.3252
Margin
0.0565
Vol
0.3807
RAM
3.97
QV
0.208
Conf
0.970
CMI NYSE
Cummins Inc
0.430
Industrials
Specialty Industrial Machinery
LARGE
Value%
0.060
Quality%
0.760
Mom%
0.930
P/E
37.0×
F-Score
6/9
E/Y
0.0378
EBITDA/EV
0.0482
SH Yield
0.0112
ROE
0.2164
Margin
0.0789
Vol
0.2718
RAM
3.93
QV
0.214
Conf
1.000
AXSM NASDAQ
Axsome Therapeutics Inc
0.450
Healthcare
Biotechnology
LARGE
Value%
0.100
Quality%
0.700
Mom%
0.940
F-Score
5/9
SH Yield
-0.0042
ROE
-3.4496
Margin
-0.2659
Vol
0.3457
RAM
3.89
QV
0.265
Conf
0.788
CM NYSE
Canadian Imperial Bank Of Commerce
0.370
Financial Services
Banks - Diversified
LARGE
Value%
0.260
Quality%
0.300
Mom%
0.880
P/E
10.4×
F-Score
5/9
E/Y
0.0443
EBITDA/EV
0.0487
SH Yield
0.0250
ROE
0.1496
Margin
0.1588
Vol
0.1912
RAM
3.86
QV
0.279
Conf
1.000
RILYG NASDAQ
B. Riley Financial Inc. 5.00% Senior Notes due 2026
0.970
Other
Other
SMALL
Value%
0.930
Quality%
0.730
Mom%
0.940
P/E
1.4×
F-Score
4/9
E/Y
0.1402
EBITDA/EV
0.1613
SH Yield
0.0510
ROE
4.8587
Margin
0.2982
Vol
0.3359
RAM
3.85
QV
0.824
Conf
0.939
DHC NASDAQ
Diversified Healthcare Trust
0.370
Real Estate
Reit - Healthcare Facilities
MID
Value%
0.330
Quality%
0.100
Mom%
0.940
F-Score
5/9
EBITDA/EV
0.0367
SH Yield
0.0051
ROE
-0.1976
Margin
-0.2110
Vol
0.3532
RAM
3.85
QV
0.182
Conf
0.879
PKE NYSE
Park Aerospace Corp
0.430
Industrials
Aerospace & Defense
SMALL
Value%
0.040
Quality%
0.780
Mom%
0.950
P/E
50.0×
F-Score
4/9
E/Y
0.0287
EBITDA/EV
0.0319
SH Yield
0.0154
ROE
0.1045
Margin
0.1635
Vol
0.4216
RAM
3.82
QV
0.177
Conf
1.000
FET NYSE
Forum Energy Technologies Inc
0.800
Energy
Oil & Gas Equipment & Services
SMALL
Value%
0.680
Quality%
0.260
Mom%
0.960
F-Score
6/9
E/Y
0.0466
EBITDA/EV
0.1009
SH Yield
0.0638
ROE
-0.0224
Margin
-0.0078
Vol
0.4996
RAM
3.82
QV
0.420
Conf
0.909
MYRG NASDAQ
MYR Group Inc
0.510
Industrials
Engineering & Construction
MID
Value%
0.060
Quality%
0.880
Mom%
0.950
P/E
50.6×
F-Score
8/9
E/Y
0.0279
EBITDA/EV
0.0375
SH Yield
0.0000
ROE
0.2019
Margin
0.0371
Vol
0.4312
RAM
3.80
QV
0.230
Conf
0.970
BTE NYSE
Baytex Energy Corp
0.870
Energy
Oil & Gas E&P
MID
Value%
0.840
Quality%
0.290
Mom%
0.930
F-Score
6/9
EBITDA/EV
0.1397
SH Yield
0.0755
ROE
-0.3459
Margin
-1.3986
Vol
0.4122
RAM
3.74
QV
0.494
Conf
0.939
LSCC NASDAQ
Lattice Semiconductor Corporation
0.390
Technology
Semiconductors
LARGE
Value%
0.000
Quality%
0.780
Mom%
0.960
P/E
1059.5×
F-Score
5/9
E/Y
0.0016
EBITDA/EV
0.0037
SH Yield
0.0040
ROE
0.0269
Margin
0.0346
Vol
0.4997
RAM
3.68
QV
0.000
Conf
0.970
RPRX NASDAQ
Royalty Pharma Plc
0.610
Healthcare
Biotechnology
LARGE
Value%
0.210
Quality%
0.890
Mom%
0.840
P/E
28.4×
F-Score
4/9
E/Y
0.0500
EBITDA/EV
0.0487
SH Yield
0.0414
ROE
0.1201
Margin
0.3391
Vol
0.1623
RAM
3.68
QV
0.432
Conf
0.970
VRT NYSE
Vertiv Holdings Co
0.490
Industrials
Electrical Equipment & Parts
LARGE
Value%
0.010
Quality%
0.930
Mom%
0.960
P/E
82.1×
F-Score
5/9
E/Y
0.0154
EBITDA/EV
0.0180
SH Yield
0.0005
ROE
0.3671
Margin
0.1437
Vol
0.4804
RAM
3.67
QV
0.096
Conf
1.000
PBT NYSE
Permian Basin Royalty Trust
0.310
Energy
Oil & Gas Midstream
SMALL
Value%
0.000
Quality%
0.660
Mom%
0.930
P/E
79.0×
F-Score
4/9
E/Y
0.0127
EBITDA/EV
0.0127
SH Yield
0.0134
ROE
90.8554
Margin
0.8861
Vol
0.4542
RAM
3.62
QV
0.000
Conf
0.939
AAMI NYSE
Acadian Asset Management Inc
0.520
Financial Services
Asset Management
MID
Value%
0.060
Quality%
0.920
Mom%
0.940
P/E
31.8×
F-Score
7/9
E/Y
0.0580
EBITDA/EV
0.0635
SH Yield
0.0163
ROE
1.0865
Margin
0.1313
Vol
0.3500
RAM
3.62
QV
0.235
Conf
1.000
BWAY NASDAQ
Brainsway Ltd
0.520
Healthcare
Medical Devices
SMALL
Value%
0.020
Quality%
0.980
Mom%
0.950
P/E
67.8×
F-Score
8/9
E/Y
0.0201
EBITDA/EV
0.0230
SH Yield
0.0000
ROE
0.1163
Margin
0.1568
Vol
0.4927
RAM
3.59
QV
0.140
Conf
0.970
BMO NYSE
Bank of Montreal
0.950
Financial Services
Banks - Diversified
LARGE
Value%
0.800
Quality%
0.850
Mom%
0.870
P/E
12.3×
F-Score
7/9
E/Y
0.0586
EBITDA/EV
0.0685
SH Yield
0.0509
ROE
0.1138
Margin
0.1263
Vol
0.1659
RAM
3.55
QV
0.825
Conf
1.000
KGS NYSE
Kodiak Gas Services, Inc.
0.580
Energy
Oil & Gas Equipment & Services
MID
Value%
0.140
Quality%
0.880
Mom%
0.930
P/E
102.8×
F-Score
6/9
E/Y
0.0422
EBITDA/EV
0.0817
SH Yield
0.0439
ROE
0.0578
Margin
0.0513
Vol
0.3494
RAM
3.52
QV
0.351
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
TEN NYSE
Tsakos Energy Navigation Limited
0.920
Energy
Oil & Gas Midstream
SMALL
Value%
0.940
Quality%
0.320
Mom%
0.920
P/E
5.4×
F-Score
4/9
E/Y
0.0739
EBITDA/EV
0.1322
SH Yield
0.0157
ROE
0.1089
Margin
0.2481
Vol
0.3427
RAM
3.51
QV
0.548
Conf
1.000
OUT NYSE
Outfront Media Inc
0.420
Real Estate
Reit - Specialty
MID
Value%
0.110
Quality%
0.650
Mom%
0.920
P/E
29.4×
F-Score
4/9
E/Y
0.0351
EBITDA/EV
0.0504
SH Yield
0.0385
ROE
0.2821
Margin
0.0998
Vol
0.3461
RAM
3.51
QV
0.267
Conf
0.970
THR NYSE
Thermon Group Holdings Inc
0.170
Industrials
Specialty Industrial Machinery
MID
Value%
0.050
Quality%
0.310
Mom%
0.940
P/E
45.2×
F-Score
6/9
E/Y
0.0342
EBITDA/EV
0.0423
SH Yield
0.0000
ROE
0.0827
Margin
0.0831
Vol
0.4101
RAM
3.49
QV
0.124
Conf
0.970