Structured JSON API for this factor page: https://sharemaestro.com/factors/api/screener/
Factor Screener
O'Shaughnessy multi-factor screening engine
· Snapshot 7 Jun 2026
50+
Matches
3
Pages
Cornerstone Growth
Active Screen
Preset: cornerstone_growth ×
Preset Screens
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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 + buybacks + debt paydown — O'Shaughnessy's total 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
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
50+
tickers match
· Page 2 of 3
RCKY
Rocky Brands Inc
0.830
Consumer Cyclical
Footwear & Accessories
MICRO
Value%
0.760
Quality%
0.250
Mom%
0.870
P/E
15.3×
F-Score
7/9
E/Y
0.0652
EBITDA/EV
0.1215
SH Yield
0.0163
ROE
0.0736
Margin
0.0378
Vol
0.5157
RAM
1.20
QV
0.436
Conf
1.000
PSMT
PriceSmart Inc
0.230
Consumer Defensive
Discount Stores
MID
Value%
0.160
Quality%
0.260
Mom%
0.860
P/E
34.4×
F-Score
5/9
E/Y
0.0291
EBITDA/EV
0.0629
SH Yield
0.0074
ROE
0.1147
Margin
0.0277
Vol
0.2389
RAM
2.00
QV
0.204
Conf
0.986
PRIM
Primoris Services Corporation
0.200
Industrials
Engineering & Construction
MID
Value%
0.150
Quality%
0.230
Mom%
0.850
P/E
26.9×
F-Score
6/9
E/Y
0.0372
EBITDA/EV
0.0672
SH Yield
0.0026
ROE
0.1473
Margin
0.0331
Vol
0.6050
RAM
0.64
QV
0.186
Conf
1.000
MCY
Mercury General Corporation
0.990
Financial Services
Insurance - Property & Casualty
MID
Value%
0.950
Quality%
0.930
Mom%
0.860
P/E
6.7×
F-Score
6/9
E/Y
0.1494
EBITDA/EV
0.2355
SH Yield
0.0125
ROE
0.3242
Margin
0.1368
Vol
0.2530
RAM
2.16
QV
0.940
Conf
1.000
PANL
Pangaea Logistic
0.870
Industrials
Marine Shipping
SMALL
Value%
0.920
Quality%
0.160
Mom%
0.870
P/E
13.5×
F-Score
5/9
E/Y
0.0742
EBITDA/EV
0.1735
SH Yield
0.0288
ROE
0.0785
Margin
0.0510
Vol
0.4846
RAM
1.47
QV
0.384
Conf
1.000
FRST
Primis Financial Corp
0.820
Financial Services
Banks - Regional
SMALL
Value%
0.780
Quality%
0.210
Mom%
0.860
P/E
8.0×
F-Score
6/9
E/Y
0.1244
EBITDA/EV
0.0673
SH Yield
0.0269
ROE
0.1080
Margin
0.1577
Vol
0.2721
RAM
1.97
QV
0.405
Conf
0.970
BNS
Bank of Nova Scotia
0.740
Financial Services
Banks - Diversified
LARGE
Value%
0.730
Quality%
0.120
Mom%
0.860
P/E
7.6×
F-Score
4/9
E/Y
0.1308
EBITDA/EV
0.0243
SH Yield
0.0815
ROE
0.1096
Margin
0.1345
Vol
0.1683
RAM
3.03
QV
0.296
Conf
1.000
OPY
Oppenheimer Holdings Inc
0.840
Financial Services
Capital Markets
SMALL
Value%
0.790
Quality%
0.290
Mom%
0.860
P/E
10.7×
F-Score
7/9
E/Y
0.0938
EBITDA/EV
0.0870
SH Yield
0.0175
ROE
0.1020
Margin
0.0566
Vol
0.3705
RAM
1.46
QV
0.479
Conf
1.000
PBR-A
Petróleo Brasileiro S.A. - Petrobras
0.990
Energy
Oil & Gas Integrated
LARGE
Value%
0.960
Quality%
0.930
Mom%
0.880
P/E
5.0×
F-Score
7/9
E/Y
0.1991
EBITDA/EV
0.1696
SH Yield
0.0732
ROE
0.2386
Margin
0.2181
Vol
0.3031
RAM
2.71
QV
0.945
Conf
1.000
FDX
FedEx Corporation
0.760
Industrials
Integrated Freight & Logistics
LARGE
Value%
0.710
Quality%
0.270
Mom%
0.800
P/E
17.9×
F-Score
5/9
E/Y
0.0557
EBITDA/EV
0.1053
SH Yield
0.0169
ROE
0.1504
Margin
0.0488
Vol
0.5033
RAM
0.29
QV
0.438
Conf
0.986
SPB
Spectrum Brands Holdings Inc
0.830
Consumer Defensive
Household & Personal Products
SMALL
Value%
0.800
Quality%
0.220
Mom%
0.840
P/E
15.0×
F-Score
5/9
E/Y
0.0665
EBITDA/EV
0.1006
SH Yield
0.0235
ROE
0.0665
Margin
0.0448
Vol
0.3708
RAM
1.33
QV
0.420
Conf
1.000
AMX
America Movil SAB de CV ADR
0.990
Communication Services
Telecom Services
LARGE
Value%
0.980
Quality%
0.980
Mom%
0.860
P/E
0.9×
F-Score
8/9
E/Y
1.1616
EBITDA/EV
0.6971
SH Yield
0.4420
ROE
0.2378
Margin
0.0923
Vol
0.2738
RAM
2.37
QV
0.980
Conf
1.000
BAP
Credicorp Ltd
0.990
Financial Services
Banks - Regional
LARGE
Value%
0.980
Quality%
0.930
Mom%
0.840
P/E
3.6×
F-Score
8/9
E/Y
0.2808
EBITDA/EV
0.5937
SH Yield
0.1430
ROE
0.1856
Margin
0.2503
Vol
0.2414
RAM
2.15
QV
0.955
Conf
1.000
RCI
Rogers Communications Inc
0.970
Communication Services
Telecom Services
LARGE
Value%
0.960
Quality%
0.710
Mom%
0.840
P/E
2.8×
F-Score
4/9
E/Y
0.3607
EBITDA/EV
0.2598
SH Yield
0.0516
ROE
0.4089
Margin
0.3004
Vol
0.2734
RAM
1.64
QV
0.826
Conf
0.970
EIX
Edison International
0.970
Utilities
Utilities - Regulated Electric
LARGE
Value%
0.900
Quality%
0.850
Mom%
0.820
P/E
7.7×
F-Score
7/9
E/Y
0.1304
EBITDA/EV
0.1059
SH Yield
0.0481
ROE
0.2137
Margin
0.1887
Vol
0.2289
RAM
1.57
QV
0.875
Conf
1.000
NTWK
NetSol Technologies Inc
0.750
Technology
Software - Application
MICRO
Value%
0.710
Quality%
0.220
Mom%
0.830
P/E
29.0×
F-Score
6/9
E/Y
0.0345
EBITDA/EV
0.1542
SH Yield
0.0000
ROE
0.0475
Margin
0.0245
Vol
0.5758
RAM
0.80
QV
0.395
Conf
0.970
UVE
Universal Insurance Holdings Inc
0.990
Financial Services
Insurance - Property & Casualty
SMALL
Value%
0.960
Quality%
0.940
Mom%
0.820
P/E
5.5×
F-Score
8/9
E/Y
0.1820
EBITDA/EV
0.4695
SH Yield
0.0207
ROE
0.3348
Margin
0.1225
Vol
0.3555
RAM
1.33
QV
0.950
Conf
1.000
PAHC
Phibro Animal Health Corporation
0.700
Healthcare
Drug Manufacturers - Specialty & Generic
SMALL
Value%
0.660
Quality%
0.220
Mom%
0.820
P/E
14.0×
F-Score
5/9
E/Y
0.0716
EBITDA/EV
0.1163
SH Yield
0.0146
ROE
0.2632
Margin
0.0635
Vol
0.6042
RAM
1.11
QV
0.381
Conf
1.000
IFS
Intercorp Financial Services Inc
0.980
Financial Services
Banks - Regional
MID
Value%
0.980
Quality%
0.900
Mom%
0.780
P/E
2.5×
F-Score
9/9
E/Y
0.3948
EBITDA/EV
0.4461
SH Yield
0.0888
ROE
0.1729
Margin
0.2110
Vol
0.2624
RAM
1.06
QV
0.939
Conf
1.000
RM
Regional Management Corp
0.980
Financial Services
Credit Services
SMALL
Value%
0.950
Quality%
0.900
Mom%
0.790
P/E
7.1×
F-Score
6/9
E/Y
0.1406
EBITDA/EV
0.0735
SH Yield
0.0339
ROE
0.1299
Margin
0.0740
Vol
0.3611
RAM
0.89
QV
0.925
Conf
1.000
ABEV
Ambev SA ADR
0.990
Consumer Defensive
Beverages - Brewers
LARGE
Value%
0.980
Quality%
0.970
Mom%
0.800
P/E
3.1×
F-Score
8/9
E/Y
0.3185
EBITDA/EV
0.8982
SH Yield
0.2833
ROE
0.1728
Margin
0.1766
Vol
0.3244
RAM
1.27
QV
0.975
Conf
1.000
VIV
Telefonica Brasil SA ADR
0.980
Communication Services
Telecom Services
LARGE
Value%
0.980
Quality%
0.910
Mom%
0.810
P/E
3.2×
F-Score
7/9
E/Y
0.3115
EBITDA/EV
0.7779
SH Yield
0.1077
ROE
0.0929
Margin
0.1052
Vol
0.3247
RAM
1.74
QV
0.944
Conf
1.000
VOYA
Voya Financial Inc
0.850
Financial Services
Financial Conglomerates
MID
Value%
0.840
Quality%
0.300
Mom%
0.770
P/E
12.4×
F-Score
6/9
E/Y
0.0809
EBITDA/EV
0.0993
SH Yield
0.0262
ROE
0.1460
Margin
0.0919
Vol
0.2365
RAM
1.04
QV
0.502
Conf
1.000
NPB
Northpointe Bancshares, Inc.
0.840
Financial Services
Banks - Regional
MICRO
Value%
0.880
Quality%
0.180
Mom%
0.790
P/E
3.0×
F-Score
5/9
E/Y
0.3301
EBITDA/EV
0.0608
SH Yield
0.0353
ROE
0.1497
Margin
0.1791
Vol
0.2824
RAM
1.26
QV
0.398
Conf
1.000
LYG
Lloyds Banking Group PLC ADR
0.340
Financial Services
Banks - Regional
LARGE
Value%
0.290
Quality%
0.290
Mom%
0.780
P/E
15.7×
F-Score
5/9
E/Y
0.0637
EBITDA/EV
0.0491
SH Yield
0.0246
ROE
0.1053
Margin
0.0772
Vol
0.2734
RAM
1.26
QV
0.290
Conf
1.000