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
Cheapest in Sector
Active Screen
Preset: sector_value_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
WDH NYSE
Waterdrop Inc ADR
0.740
Financial Services
Insurance - Diversified
SMALL
Value%
0.990
Quality%
0.250
Mom%
0.220
P/E
0.8×
F-Score
5/9
E/Y
0.8378
EBITDA/EV
0.8378
SH Yield
0.0242
ROE
0.1091
Margin
0.1253
Vol
0.4945
RAM
0.14
QV
0.497
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
YB NASDAQ
Yuanbao Inc. American Depositary Shares
0.890
Technology
Software - Application
SMALL
Value%
0.990
Quality%
0.940
Mom%
0.080
P/E
0.5×
F-Score
5/9
E/Y
2.1211
EBITDA/EV
2.1231
SH Yield
-0.2929
ROE
0.3734
Margin
0.2967
Vol
0.5344
RAM
-0.71
QV
0.965
Conf
0.970
ABEV NYSE
Ambev SA ADR
0.990
Consumer Defensive
Beverages - Brewers
LARGE
Value%
0.980
Quality%
0.980
Mom%
0.800
P/E
3.1×
F-Score
8/9
E/Y
0.6501
EBITDA/EV
0.8465
SH Yield
0.0338
ROE
0.1728
Margin
0.1766
Vol
0.3280
RAM
1.31
QV
0.980
Conf
1.000
ACGLO NASDAQ
Arch Capital Group Ltd
0.910
Financial Services
Insurance - Diversified
LARGE
Value%
0.980
Quality%
0.880
Mom%
0.240
P/E
2.3×
F-Score
8/9
E/Y
0.4073
EBITDA/EV
0.4199
SH Yield
0.2874
ROE
0.2014
Margin
0.2473
Vol
0.0904
RAM
0.31
QV
0.929
Conf
1.000
AFYA NASDAQ
Afya Ltd
0.910
Consumer Defensive
Education & Training Services
SMALL
Value%
0.980
Quality%
0.970
Mom%
0.140
P/E
1.7×
F-Score
7/9
E/Y
0.4221
EBITDA/EV
0.5256
SH Yield
0.0264
ROE
0.1612
Margin
0.2004
Vol
0.2936
RAM
-0.52
QV
0.975
Conf
0.970
AMCX NASDAQ
AMC Networks Inc
0.980
Communication Services
Entertainment
SMALL
Value%
0.980
Quality%
0.820
Mom%
0.840
P/E
7.8×
F-Score
6/9
E/Y
0.2474
EBITDA/EV
0.5534
SH Yield
0.0607
ROE
0.0549
Margin
0.0228
Vol
0.4779
RAM
1.13
QV
0.896
Conf
0.939
AMX NYSE
America Movil SAB de CV ADR
0.990
Communication Services
Telecom Services
LARGE
Value%
0.980
Quality%
0.970
Mom%
0.860
P/E
0.9×
F-Score
8/9
E/Y
0.2742
EBITDA/EV
0.4965
SH Yield
0.1608
ROE
0.2378
Margin
0.0923
Vol
0.2983
RAM
1.94
QV
0.975
Conf
1.000
ASR NYSE
Grupo Aeroportuario del Sureste SAB de CV ADR
0.920
Industrials
Airports & Air Services
MID
Value%
0.980
Quality%
0.880
Mom%
0.290
P/E
0.9×
F-Score
5/9
E/Y
0.4060
EBITDA/EV
0.4974
SH Yield
0.0187
ROE
0.2341
Margin
0.2625
Vol
0.2490
RAM
0.22
QV
0.929
Conf
0.970
ASX NYSE
ASE Industrial Holding Co Ltd ADR
0.990
Technology
Semiconductors
LARGE
Value%
0.980
Quality%
0.830
Mom%
0.970
P/E
1.9×
F-Score
6/9
E/Y
0.2196
EBITDA/EV
0.4593
SH Yield
-0.0303
ROE
0.1344
Margin
0.0707
Vol
0.4823
RAM
5.30
QV
0.902
Conf
1.000
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
ATHM NYSE
Autohome Inc
0.670
Communication Services
Internet Content & Information
MID
Value%
0.980
Quality%
0.220
Mom%
0.110
P/E
1.6×
F-Score
5/9
E/Y
0.3334
EBITDA/EV
0.7313
ROE
0.0560
Margin
0.2121
Vol
0.2757
RAM
-1.08
QV
0.464
Conf
0.970
BABA NYSE
Alibaba Group Holding Ltd
0.740
Consumer Cyclical
Internet Retail
MEGA
Value%
0.980
Quality%
0.230
Mom%
0.260
P/E
2.5×
F-Score
3/9
E/Y
0.2582
EBITDA/EV
0.2692
SH Yield
0.0355
ROE
0.0980
Margin
0.1012
Vol
0.4267
RAM
0.35
QV
0.475
Conf
1.000
BEKE NYSE
Ke Holdings Inc
0.670
Real Estate
Real Estate Services
LARGE
Value%
0.980
Quality%
0.160
Mom%
0.170
P/E
4.9×
F-Score
4/9
E/Y
0.4628
EBITDA/EV
0.4916
SH Yield
0.4154
ROE
0.0529
Margin
0.0378
Vol
0.3611
RAM
-0.20
QV
0.396
Conf
1.000
BILI NASDAQ
Bilibili Inc
0.880
Communication Services
Internet Content & Information
MID
Value%
0.980
Quality%
0.840
Mom%
0.150
P/E
5.1×
F-Score
6/9
E/Y
0.1340
EBITDA/EV
0.1548
SH Yield
0.1148
ROE
0.0901
Margin
0.0458
Vol
0.4934
RAM
-0.26
QV
0.907
Conf
0.939
BSBR NYSE
Banco Santander Brasil SA ADR
0.740
Financial Services
Banks - Regional
LARGE
Value%
0.980
Quality%
0.200
Mom%
0.280
P/E
1.3×
F-Score
4/9
E/Y
0.9672
EBITDA/EV
1.0336
SH Yield
0.0388
ROE
0.2298
Margin
0.0818
Vol
0.3395
RAM
0.26
QV
0.443
Conf
1.000
BWMX NYSE
Betterware de México, S.A.P.I. de C.V.
0.990
Consumer Cyclical
Specialty Retail
SMALL
Value%
0.980
Quality%
0.940
Mom%
0.930
P/E
0.6×
F-Score
7/9
E/Y
0.4597
EBITDA/EV
0.5631
SH Yield
0.0506
ROE
0.7298
Margin
0.0770
Vol
0.4286
RAM
2.43
QV
0.960
Conf
0.970
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
CAAS NASDAQ
China Automotive Systems Inc
0.890
Consumer Cyclical
Auto Parts
MICRO
Value%
0.980
Quality%
0.760
Mom%
0.270
P/E
3.0×
F-Score
7/9
E/Y
0.2690
EBITDA/EV
0.2695
SH Yield
0.0163
ROE
0.1118
Margin
0.0573
Vol
0.2457
RAM
0.38
QV
0.863
Conf
0.872
CHA NASDAQ
Chagee Holdings Limited American Depositary Shares
0.830
Consumer Cyclical
Restaurants
MID
Value%
0.980
Quality%
0.720
Mom%
0.020
P/E
2.4×
F-Score
3/9
E/Y
0.4831
EBITDA/EV
0.6079
SH Yield
0.0790
ROE
0.1205
Margin
0.0722
Vol
0.5619
RAM
-1.14
QV
0.840
Conf
0.970
CIG NYSE
Companhia Energetica de Minas Gerais CEMIG Pref ADR
0.870
Utilities
Utilities - Regulated Electric
MID
Value%
0.980
Quality%
0.240
Mom%
0.700
P/E
1.4×
F-Score
4/9
E/Y
0.2171
EBITDA/EV
0.2804
SH Yield
0.0629
ROE
0.1428
Margin
0.1162
Vol
0.2992
RAM
0.96
QV
0.485
Conf
1.000
CIG-C NYSE
Energy of Minas Gerais Co DRC
0.870
Utilities
Utilities - Regulated Electric
MID
Value%
0.980
Quality%
0.240
Mom%
0.700
P/E
2.1×
F-Score
4/9
E/Y
0.1965
EBITDA/EV
0.2556
SH Yield
0.0809
ROE
0.1428
Margin
0.1162
Vol
0.3478
RAM
0.86
QV
0.485
Conf
1.000
DDL NYSE
Dingdong (Cayman) Limited ADR
0.890
Consumer Defensive
Grocery Stores
SMALL
Value%
0.980
Quality%
0.700
Mom%
0.310
P/E
1.2×
F-Score
6/9
E/Y
0.2259
EBITDA/EV
0.4636
SH Yield
0.0196
ROE
0.3220
Margin
0.0199
Vol
0.5504
RAM
0.50
QV
0.828
Conf
0.970
DLNG NYSE
Dynagas LNG Partners LP
0.920
Energy
Oil & Gas Midstream
MICRO
Value%
0.980
Quality%
0.900
Mom%
0.280
P/E
2.0×
F-Score
7/9
E/Y
0.2502
EBITDA/EV
0.3444
SH Yield
0.4650
ROE
0.1345
Margin
0.4160
Vol
0.2284
RAM
0.57
QV
0.939
Conf
0.970