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
29
Matches
2
Pages
Cornerstone Value
Active Screen
Preset: cornerstone_value ×
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 + 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
29
tickers match
· Page 2 of 2
AAPL
Apple Inc
0.460
Technology
Consumer Electronics
MEGA
Value%
0.020
Quality%
0.980
Mom%
0.840
P/E
37.0×
F-Score
8/9
E/Y
0.0270
EBITDA/EV
0.0349
SH Yield
0.0034
ROE
1.1510
Margin
0.2715
Vol
0.2526
RAM
1.75
QV
0.140
Conf
1.000
GOOG
Alphabet Inc Class C
0.540
Communication Services
Internet Content & Information
MEGA
Value%
0.060
Quality%
0.960
Mom%
0.930
P/E
27.9×
F-Score
6/9
E/Y
0.0358
EBITDA/EV
0.0485
SH Yield
0.0023
ROE
0.3346
Margin
0.3791
Vol
0.3172
RAM
4.03
QV
0.240
Conf
1.000
GOOGL
Alphabet Inc Class A
0.540
Communication Services
Internet Content & Information
MEGA
Value%
0.050
Quality%
0.960
Mom%
0.940
P/E
28.2×
F-Score
6/9
E/Y
0.0355
EBITDA/EV
0.0481
SH Yield
0.0023
ROE
0.3346
Margin
0.3791
Vol
0.3235
RAM
4.07
QV
0.219
Conf
1.000
NVDA
NVIDIA Corporation
0.410
Technology
Semiconductors
MEGA
Value%
0.030
Quality%
0.880
Mom%
0.830
P/E
31.3×
F-Score
4/9
E/Y
0.0319
EBITDA/EV
0.0386
SH Yield
0.0002
ROE
0.8165
Margin
0.6297
Vol
0.2961
RAM
1.75
QV
0.162
Conf
1.000
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