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
Risk-Adjusted Momentum
Active Screen
Preset: risk_adj_momentum ×
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
CLYM NASDAQ
Climb Bio Inc
0.660
Healthcare
Biotechnology
SMALL
Value%
0.570
Quality%
0.550
Mom%
0.570
F-Score
2/9
SH Yield
0.0000
ROE
-0.3565
Vol
1.2056
RAM
6.71
QV
0.560
Conf
0.667
KOD NASDAQ
Kodiak Sciences Inc
0.510
Healthcare
Biotechnology
MID
Value%
0.490
Quality%
0.480
Mom%
0.490
F-Score
2/9
SH Yield
-0.0027
ROE
-2.0576
Vol
1.3628
RAM
6.61
QV
0.485
Conf
0.667
POWL NASDAQ
Powell Industries Inc
0.480
Industrials
Electrical Equipment & Parts
LARGE
Value%
0.020
Quality%
0.870
Mom%
0.990
P/E
57.9×
F-Score
6/9
E/Y
0.0234
EBITDA/EV
0.0242
SH Yield
0.0026
ROE
0.2636
Margin
0.1651
Vol
0.5757
RAM
6.58
QV
0.132
Conf
1.000
ANRO NYSE
Alto Neuroscience, Inc.
0.370
Healthcare
Biotechnology
SMALL
Value%
0.430
Quality%
0.420
Mom%
0.430
F-Score
1/9
SH Yield
-0.2128
ROE
-0.3053
Vol
1.2986
RAM
6.49
QV
0.425
Conf
0.636
ORKA NASDAQ
Oruka Therapeutics, Inc.
0.500
Healthcare
Biotechnology
MID
Value%
0.490
Quality%
0.470
Mom%
0.490
F-Score
1/9
SH Yield
-0.0095
ROE
-0.2389
Vol
0.6625
RAM
6.32
QV
0.480
Conf
0.667
DNTH NASDAQ
Dianthus Therapeutics Inc.
0.200
Healthcare
Biotechnology
MID
Value%
0.180
Quality%
0.050
Mom%
0.980
F-Score
2/9
SH Yield
-0.2237
ROE
-0.0094
Margin
-8.4753
Vol
0.6534
RAM
6.32
QV
0.095
Conf
0.818
FIX NYSE
Comfort Systems USA Inc
0.500
Industrials
Engineering & Construction
LARGE
Value%
0.010
Quality%
0.940
Mom%
0.970
P/E
56.6×
F-Score
7/9
E/Y
0.0230
EBITDA/EV
0.0253
SH Yield
0.0031
ROE
0.4347
Margin
0.1207
Vol
0.4216
RAM
6.32
QV
0.097
Conf
1.000
ARWR NASDAQ
Arrowhead Pharmaceuticals Inc
0.220
Healthcare
Biotechnology
LARGE
Value%
0.120
Quality%
0.210
Mom%
0.980
F-Score
6/9
SH Yield
-0.0042
ROE
-0.4901
Margin
-0.4838
Vol
0.6163
RAM
6.32
QV
0.159
Conf
0.818
HUT NASDAQ
Hut 8 Corp. Common Stock
0.450
Financial Services
Capital Markets
LARGE
Value%
0.470
Quality%
0.450
Mom%
0.460
F-Score
2/9
SH Yield
-0.0625
ROE
-0.2262
Margin
7.6193
Vol
0.8490
RAM
6.29
QV
0.460
Conf
0.818
NESR NASDAQ
National Energy Services Reunited Corp Ordinary Shares
0.470
Energy
Oil & Gas Equipment & Services
MID
Value%
0.290
Quality%
0.310
Mom%
0.980
P/E
38.3×
F-Score
4/9
E/Y
0.0402
EBITDA/EV
0.0920
SH Yield
0.0000
ROE
0.0649
Margin
0.0453
Vol
0.5042
RAM
6.27
QV
0.300
Conf
0.970
VSAT NASDAQ
ViaSat Inc
0.880
Technology
Communication Equipment
MID
Value%
0.660
Quality%
0.640
Mom%
0.980
F-Score
6/9
E/Y
0.0329
EBITDA/EV
0.1294
SH Yield
0.0021
ROE
-0.0073
Margin
-0.0073
Vol
0.7744
RAM
6.18
QV
0.650
Conf
0.909
INTC NASDAQ
Intel Corporation
0.180
Technology
Semiconductors
MEGA
Value%
0.070
Quality%
0.250
Mom%
0.980
F-Score
6/9
EBITDA/EV
0.0160
SH Yield
-0.0199
ROE
-0.0285
Margin
-0.0590
Vol
0.7612
RAM
6.16
QV
0.132
Conf
0.909
EFXT NYSE
Enerflex Ltd.
0.890
Energy
Oil & Gas Equipment & Services
MID
Value%
0.670
Quality%
0.700
Mom%
0.970
P/E
53.1×
F-Score
8/9
E/Y
0.0726
EBITDA/EV
0.1114
SH Yield
0.0090
ROE
0.0486
Margin
0.0250
Vol
0.4014
RAM
6.14
QV
0.685
Conf
1.000
TTMI NASDAQ
TTM Technologies Inc
0.360
Technology
Electronic Components
LARGE
Value%
0.010
Quality%
0.690
Mom%
0.980
P/E
115.1×
F-Score
7/9
E/Y
0.0118
EBITDA/EV
0.0182
SH Yield
0.0000
ROE
0.1063
Margin
0.0629
Vol
0.6830
RAM
6.12
QV
0.083
Conf
0.970
GLW NYSE
Corning Incorporated
0.450
Technology
Electronic Components
LARGE
Value%
0.010
Quality%
0.840
Mom%
0.980
P/E
92.7×
F-Score
8/9
E/Y
0.0156
EBITDA/EV
0.0215
SH Yield
0.0065
ROE
0.1532
Margin
0.1109
Vol
0.4815
RAM
5.99
QV
0.092
Conf
1.000
AAOI NASDAQ
Applied Opt
0.140
Technology
Communication Equipment
LARGE
Value%
0.130
Quality%
0.020
Mom%
0.990
F-Score
4/9
SH Yield
-0.0639
ROE
-0.0392
Margin
-0.0855
Vol
1.1297
RAM
5.97
QV
0.051
Conf
0.818
VICR NASDAQ
Vicor Corporation
0.480
Technology
Electronic Components
LARGE
Value%
0.000
Quality%
0.910
Mom%
0.980
P/E
110.5×
F-Score
8/9
E/Y
0.0083
EBITDA/EV
0.0097
SH Yield
-0.0014
ROE
0.1813
Margin
0.2898
Vol
0.8606
RAM
5.90
QV
0.000
Conf
0.970
NKTR NASDAQ
Nektar Therapeutics
0.190
Healthcare
Biotechnology
MID
Value%
0.180
Quality%
0.030
Mom%
0.990
F-Score
3/9
SH Yield
-0.0878
ROE
-0.2744
Margin
-2.8418
Vol
1.1642
RAM
5.86
QV
0.073
Conf
0.818
SYRE NASDAQ
Spyre Therapeutics Inc.
0.460
Healthcare
Biotechnology
MID
Value%
0.470
Quality%
0.460
Mom%
0.470
F-Score
2/9
SH Yield
-0.0418
ROE
-0.2675
Margin
-1.9828
Vol
0.6716
RAM
5.86
QV
0.465
Conf
0.758
ERAS NASDAQ
Erasca Inc
0.440
Healthcare
Biotechnology
MID
Value%
0.460
Quality%
0.450
Mom%
0.460
F-Score
3/9
SH Yield
-0.0609
ROE
-0.7039
Vol
1.2555
RAM
5.74
QV
0.455
Conf
0.667
AXGN NASDAQ
Axogen Inc
0.190
Healthcare
Medical Devices
MID
Value%
0.090
Quality%
0.220
Mom%
0.980
F-Score
5/9
SH Yield
0.0000
ROE
-0.1285
Margin
-0.1321
Vol
0.5688
RAM
5.63
QV
0.141
Conf
0.848
AIP NASDAQ
Arteris Inc
0.580
Technology
Semiconductors
MID
Value%
0.170
Quality%
0.770
Mom%
0.980
F-Score
6/9
SH Yield
0.0000
ROE
-13.3477
Margin
-0.4492
Vol
0.6044
RAM
5.59
QV
0.362
Conf
0.758
DOCN NYSE
DigitalOcean Holdings Inc
0.500
Technology
Software - Infrastructure
LARGE
Value%
0.010
Quality%
0.930
Mom%
0.990
P/E
76.4×
F-Score
7/9
E/Y
0.0116
EBITDA/EV
0.0229
SH Yield
0.0013
ROE
0.2669
Margin
0.2497
Vol
0.8584
RAM
5.58
QV
0.096
Conf
0.970
INBX NASDAQ
Inhibrx Biosciences, Inc.
0.760
Healthcare
Biotechnology
SMALL
Value%
0.630
Quality%
0.610
Mom%
0.630
F-Score
3/9
SH Yield
0.0000
ROE
6.1890
Margin
-100.1423
Vol
1.0501
RAM
5.51
QV
0.620
Conf
0.758