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
Consistent Earners
Active Screen
Preset: earnings_consistency ×
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
50+
tickers match
· Page 2 of 3
PAC
Grupo Aeroportuario del Pacifico SAB De CV ADR
0.930
Industrials
Airports & Air Services
LARGE
Value%
0.980
Quality%
0.980
Mom%
0.240
P/E
1.1×
F-Score
7/9
E/Y
0.9354
EBITDA/EV
0.6349
SH Yield
0.8468
ROE
0.4208
Margin
0.3293
Vol
0.3423
RAM
0.14
QV
0.980
Conf
0.970
IBKR
Interactive Brokers Group Inc
0.930
Financial Services
Capital Markets
LARGE
Value%
0.690
Quality%
0.920
Mom%
0.860
P/E
36.5×
F-Score
4/9
E/Y
0.0274
EBITDA/EV
0.2489
SH Yield
0.0038
ROE
0.1859
Margin
0.0977
Vol
0.3313
RAM
1.81
QV
0.797
Conf
0.970
OMAB
Grupo Aeroportuario del Centro Norte SAB de CV
0.930
Industrials
Airports & Air Services
MID
Value%
0.980
Quality%
0.980
Mom%
0.230
P/E
0.9×
F-Score
6/9
E/Y
1.1297
EBITDA/EV
0.6899
SH Yield
0.9543
ROE
0.4234
Margin
0.3263
Vol
0.3137
RAM
0.18
QV
0.980
Conf
0.970
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
IBEX
IBEX Ltd
0.880
Technology
Information Technology Services
SMALL
Value%
0.900
Quality%
0.880
Mom%
0.240
P/E
9.5×
F-Score
7/9
E/Y
0.1051
EBITDA/EV
0.1694
SH Yield
0.0000
ROE
0.2934
Margin
0.0753
Vol
0.5498
RAM
0.15
QV
0.890
Conf
1.000
CF
CF Industries Holdings Inc
0.960
Basic Materials
Agricultural Inputs
LARGE
Value%
0.840
Quality%
0.970
Mom%
0.740
P/E
10.0×
F-Score
8/9
E/Y
0.1003
EBITDA/EV
0.1842
SH Yield
0.0181
ROE
0.3291
Margin
0.2373
Vol
0.3993
RAM
0.68
QV
0.903
Conf
1.000
WBS
Webster Financial Corporation
0.930
Financial Services
Banks - Regional
LARGE
Value%
0.800
Quality%
0.790
Mom%
0.810
P/E
11.3×
F-Score
7/9
E/Y
0.0885
EBITDA/EV
0.0921
SH Yield
0.0242
ROE
0.1068
Margin
0.2349
Vol
0.2294
RAM
1.68
QV
0.795
Conf
1.000
MGYR
Magyar Bancorp Inc
0.860
Financial Services
Banks - Regional
MICRO
Value%
0.910
Quality%
0.690
Mom%
0.300
P/E
9.6×
F-Score
6/9
E/Y
0.1037
EBITDA/EV
0.1157
SH Yield
0.0187
ROE
0.0899
Margin
0.1832
Vol
0.1661
RAM
0.84
QV
0.792
Conf
1.000
TNK
Teekay Tankers Ltd
0.960
Energy
Oil & Gas Midstream
MID
Value%
0.950
Quality%
0.670
Mom%
0.890
P/E
5.9×
F-Score
3/9
E/Y
0.1701
EBITDA/EV
0.2490
SH Yield
0.0274
ROE
0.1958
Margin
0.4260
Vol
0.3802
RAM
2.34
QV
0.798
Conf
1.000
ALV
Autoliv Inc
0.910
Consumer Cyclical
Auto Parts
MID
Value%
0.790
Quality%
0.790
Mom%
0.720
P/E
13.5×
F-Score
7/9
E/Y
0.0741
EBITDA/EV
0.1209
SH Yield
0.0260
ROE
0.2696
Margin
0.0646
Vol
0.2661
RAM
0.67
QV
0.790
Conf
0.970
COSO
CoastalSouth Bancshares, Inc.
0.950
Financial Services
Banks - Regional
SMALL
Value%
0.860
Quality%
0.830
Mom%
0.730
P/E
12.3×
F-Score
7/9
E/Y
0.0810
EBITDA/EV
0.0993
SH Yield
0.0000
ROE
0.0995
Margin
0.1891
Vol
0.2161
RAM
1.08
QV
0.845
Conf
1.000
CCEP
Coca-Cola European Partners PLC
0.860
Consumer Defensive
Beverages - Non-Alcoholic
LARGE
Value%
0.820
Quality%
0.920
Mom%
0.250
P/E
12.7×
F-Score
6/9
E/Y
0.0790
EBITDA/EV
0.1287
SH Yield
0.0436
ROE
0.4288
Margin
0.0813
Vol
0.2368
RAM
0.12
QV
0.869
Conf
0.867
SHBI
Shore Bancshares Inc
0.950
Financial Services
Banks - Regional
SMALL
Value%
0.860
Quality%
0.820
Mom%
0.810
P/E
11.2×
F-Score
8/9
E/Y
0.0895
EBITDA/EV
0.1044
SH Yield
0.0229
ROE
0.1042
Margin
0.1820
Vol
0.2419
RAM
1.46
QV
0.840
Conf
1.000
MTCH
Match Group Inc
0.840
Communication Services
Internet Content & Information
MID
Value%
0.730
Quality%
0.930
Mom%
0.310
P/E
13.6×
F-Score
8/9
E/Y
0.0734
EBITDA/EV
0.0858
SH Yield
0.0202
ROE
-3.0383
Margin
0.1883
Vol
0.2779
RAM
0.68
QV
0.824
Conf
0.939
GCT
GigaCloud Technology Inc Class A Ordinary Shares
0.910
Technology
Software - Infrastructure
SMALL
Value%
0.930
Quality%
0.320
Mom%
0.900
P/E
7.8×
F-Score
4/9
E/Y
0.1280
EBITDA/EV
0.1963
SH Yield
0.0000
ROE
0.2907
Margin
0.1077
Vol
0.7183
RAM
1.61
QV
0.546
Conf
1.000
DUK
Duke Energy Corporation
0.770
Utilities
Utilities - Regulated Electric
LARGE
Value%
0.690
Quality%
0.820
Mom%
0.310
P/E
18.8×
F-Score
6/9
E/Y
0.0531
EBITDA/EV
0.0860
SH Yield
0.0670
ROE
0.0944
Margin
0.1544
Vol
0.1547
RAM
0.68
QV
0.752
Conf
1.000
BLX
Foreign Trade Bank of Latin America Inc
0.950
Financial Services
Banks - Regional
MID
Value%
0.810
Quality%
0.890
Mom%
0.820
P/E
10.5×
F-Score
6/9
E/Y
0.0957
EBITDA/EV
0.0490
SH Yield
0.0421
ROE
0.1356
Margin
0.3875
Vol
0.2160
RAM
1.76
QV
0.849
Conf
1.000
STN
Stantec Inc
0.440
Industrials
Engineering & Construction
MID
Value%
0.700
Quality%
0.310
Mom%
0.110
P/E
18.5×
F-Score
5/9
E/Y
0.0539
EBITDA/EV
0.1045
SH Yield
0.0122
ROE
0.1343
Margin
0.0585
Vol
0.2678
RAM
-0.64
QV
0.466
Conf
0.970
OBT
Orange County Bancorp Inc
0.970
Financial Services
Banks - Regional
SMALL
Value%
0.890
Quality%
0.920
Mom%
0.830
P/E
10.5×
F-Score
6/9
E/Y
0.0949
EBITDA/EV
0.2128
SH Yield
0.0172
ROE
0.1515
Margin
0.2829
Vol
0.3157
RAM
1.40
QV
0.905
Conf
1.000
BY
Byline Bancorp Inc
0.930
Financial Services
Banks - Regional
SMALL
Value%
0.830
Quality%
0.780
Mom%
0.760
P/E
11.0×
F-Score
6/9
E/Y
0.0908
EBITDA/EV
0.0974
SH Yield
0.0125
ROE
0.1089
Margin
0.2198
Vol
0.2354
RAM
1.18
QV
0.805
Conf
1.000
TSM
Taiwan Semiconductor Manufacturing
0.770
Technology
Semiconductors
MEGA
Value%
0.630
Quality%
0.620
Mom%
0.630
F-Score
8/9
ROE
0.3283
Margin
0.4700
Vol
0.2807
RAM
3.67
QV
0.625
Conf
1.000
III
Information Services Group Inc
0.670
Technology
Information Technology Services
MICRO
Value%
0.680
Quality%
0.790
Mom%
0.160
P/E
20.1×
F-Score
6/9
E/Y
0.0497
EBITDA/EV
0.1008
SH Yield
0.0432
ROE
0.1122
Margin
0.0429
Vol
0.3841
RAM
-0.38
QV
0.733
Conf
1.000
FBP
First BanCorp.
0.960
Financial Services
Banks - Regional
MID
Value%
0.850
Quality%
0.960
Mom%
0.730
P/E
10.6×
F-Score
9/9
E/Y
0.0939
EBITDA/EV
0.1281
SH Yield
0.0312
ROE
0.1813
Margin
0.2863
Vol
0.2183
RAM
1.02
QV
0.903
Conf
1.000
WRB
W. R. Berkley Corp
0.760
Financial Services
Insurance - Property & Casualty
LARGE
Value%
0.750
Quality%
0.800
Mom%
0.200
P/E
14.4×
F-Score
6/9
E/Y
0.0693
EBITDA/EV
0.0890
SH Yield
0.0260
ROE
0.1927
Margin
0.1264
Vol
0.2315
RAM
-0.40
QV
0.775
Conf
1.000
KTB
Kontoor Brands Inc
0.800
Consumer Cyclical
Apparel Manufacturing
MID
Value%
0.710
Quality%
0.880
Mom%
0.270
P/E
14.2×
F-Score
6/9
E/Y
0.0706
EBITDA/EV
0.0914
SH Yield
0.0297
ROE
0.4476
Margin
0.0881
Vol
0.5439
RAM
0.17
QV
0.790
Conf
0.970