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
EBITDA/EV Value
Active Screen
Preset: ebitda_ev ×
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
SFB
Stifel Financial Corporation 5.20% Senior Notes due 2047
0.910
Other
Other
MID
Value%
0.980
Quality%
0.840
Mom%
0.250
P/E
3.2×
F-Score
6/9
E/Y
0.3158
EBITDA/EV
2.0177
SH Yield
0.0000
ROE
0.1188
Margin
0.1077
Vol
0.1088
RAM
0.47
QV
0.907
Conf
0.867
ERIC
Telefonaktiebolaget LM Ericsson B ADR
0.990
Technology
Communication Equipment
LARGE
Value%
0.980
Quality%
0.920
Mom%
0.840
P/E
1.7×
F-Score
7/9
E/Y
0.5901
EBITDA/EV
2.0005
SH Yield
0.2172
ROE
0.2432
Margin
0.1080
Vol
0.2938
RAM
1.49
QV
0.950
Conf
1.000
AGMH
AGM Group Holdings Inc Class A
0.740
Technology
Computer Hardware
NANO
Value%
0.610
Quality%
0.610
Mom%
0.620
P/E
0.5×
F-Score
7/9
E/Y
2.1466
EBITDA/EV
1.9289
SH Yield
0.0000
ROE
0.0872
Margin
0.0973
Vol
3.6249
RAM
-0.20
QV
0.610
Conf
0.705
YMM
Full Truck Alliance Co Ltd ADR
0.860
Technology
Software - Application
MID
Value%
0.980
Quality%
0.750
Mom%
0.100
P/E
2.2×
F-Score
5/9
E/Y
0.4590
EBITDA/EV
1.9182
SH Yield
0.1589
ROE
0.1035
Margin
0.3269
Vol
0.3703
RAM
-0.70
QV
0.857
Conf
1.000
MOMO
Hello Group Inc
0.860
Communication Services
Internet Content & Information
SMALL
Value%
0.990
Quality%
0.700
Mom%
0.130
P/E
1.2×
F-Score
7/9
E/Y
0.8158
EBITDA/EV
1.8847
SH Yield
0.3861
ROE
0.0680
Margin
0.0720
Vol
0.2594
RAM
-0.53
QV
0.832
Conf
1.000
AMTD
AMTD IDEA Group
0.820
Financial Services
Asset Management
NANO
Value%
0.660
Quality%
0.650
Mom%
0.660
P/E
0.4×
F-Score
3/9
E/Y
2.7021
EBITDA/EV
1.8835
SH Yield
0.0000
ROE
0.0251
Margin
0.7621
Vol
0.5098
RAM
-0.05
QV
0.655
Conf
0.939
CPZ
Calamos LongShort Equity & Dynamic Income Trust
0.650
Financial Services
Asset Management
MICRO
Value%
0.890
Quality%
0.290
Mom%
0.170
P/E
3.5×
F-Score
3/9
E/Y
0.2871
EBITDA/EV
1.8646
SH Yield
0.2796
ROE
0.2195
Margin
0.8345
Vol
0.1192
RAM
-0.45
QV
0.508
Conf
0.702
ATAT
Atour Lifestyle Holdings Limited American Depositary Shares
0.940
Consumer Cyclical
Lodging
MID
Value%
0.980
Quality%
0.950
Mom%
0.310
P/E
2.5×
F-Score
7/9
E/Y
0.3976
EBITDA/EV
1.8284
SH Yield
0.2390
ROE
0.5006
Margin
0.1722
Vol
0.3346
RAM
0.65
QV
0.965
Conf
1.000
JTAI
Jet.AI Inc.
0.510
Technology
Software - Application
NANO
Value%
0.490
Quality%
0.480
Mom%
0.480
P/E
0.6×
F-Score
3/9
E/Y
1.6650
EBITDA/EV
1.6052
SH Yield
0.0000
ROE
0.1412
Margin
0.6877
Vol
1.1225
RAM
-0.88
QV
0.485
Conf
0.939
RAY
Raytech Holding Limited Ordinary Shares
0.320
Consumer Defensive
Household & Personal Products
NANO
Value%
0.410
Quality%
0.400
Mom%
0.400
P/E
0.7×
F-Score
4/9
E/Y
1.3828
EBITDA/EV
1.5379
SH Yield
0.0000
ROE
0.1017
Margin
0.1104
Vol
1.5213
RAM
-0.55
QV
0.405
Conf
0.728
YYAI
Connexa Sports Technologies Inc.
0.160
Technology
Software - Infrastructure
NANO
Value%
0.340
Quality%
0.330
Mom%
0.330
F-Score
3/9
EBITDA/EV
1.5054
SH Yield
0.0000
ROE
-0.0030
Margin
-0.0354
Vol
2.5474
RAM
-0.39
QV
0.335
Conf
0.885
NEON
Neonode Inc
0.410
Technology
Electronic Components
NANO
Value%
0.450
Quality%
0.440
Mom%
0.440
P/E
3.4×
F-Score
3/9
E/Y
0.2966
EBITDA/EV
1.4709
SH Yield
0.0000
ROE
0.3660
Margin
3.8664
Vol
1.0000
RAM
-0.84
QV
0.445
Conf
0.909
JBS
JBS N.V.
0.950
Consumer Defensive
Packaged Foods
LARGE
Value%
0.980
Quality%
0.720
Mom%
0.650
P/E
1.4×
F-Score
7/9
E/Y
0.7235
EBITDA/EV
1.4573
SH Yield
0.5530
ROE
0.2249
Margin
0.0200
Vol
0.4011
QV
0.840
Conf
0.939
PAYP
PayPay Corporation American Depository Shares
0.360
Technology
Software - Infrastructure
MID
Value%
0.430
Quality%
0.420
Mom%
0.420
F-Score
8/9
EBITDA/EV
1.4030
SH Yield
0.0328
ROE
0.3913
Margin
0.3217
Vol
0.7665
QV
0.425
Conf
0.786
YOUL
Youlife Group Inc. American Depositary Shares
0.160
Consumer Defensive
Education & Training Services
NANO
Value%
0.340
Quality%
0.330
Mom%
0.330
P/E
0.8×
F-Score
3/9
E/Y
1.2230
EBITDA/EV
1.3900
SH Yield
0.0000
ROE
0.0587
Margin
0.0232
Vol
1.0271
QV
0.335
Conf
0.879
VIPS
Vipshop Holdings Limited
0.750
Consumer Cyclical
Internet Retail
MID
Value%
0.990
Quality%
0.260
Mom%
0.230
P/E
0.9×
F-Score
5/9
E/Y
1.1239
EBITDA/EV
1.3863
SH Yield
0.2693
ROE
0.1823
Margin
0.0706
Vol
0.3245
RAM
0.09
QV
0.507
Conf
1.000
LX
Lexinfintech Holdings Ltd
0.880
Financial Services
Credit Services
SMALL
Value%
0.990
Quality%
0.930
Mom%
0.010
P/E
0.2×
F-Score
7/9
E/Y
4.1443
EBITDA/EV
1.3628
SH Yield
1.0996
ROE
0.1197
Margin
0.1083
Vol
0.4563
RAM
-1.49
QV
0.960
Conf
1.000
TIMB
TIM Participacoes SA
0.990
Communication Services
Telecom Services
LARGE
Value%
0.980
Quality%
0.980
Mom%
0.790
P/E
2.4×
F-Score
8/9
E/Y
0.4202
EBITDA/EV
1.2936
SH Yield
0.5014
ROE
0.1774
Margin
0.1602
Vol
0.3263
RAM
1.38
QV
0.980
Conf
1.000
HRTG
Heritage Insurance Hldgs Inc
0.900
Financial Services
Insurance - Property & Casualty
SMALL
Value%
0.970
Quality%
0.900
Mom%
0.170
P/E
3.4×
F-Score
6/9
E/Y
0.2960
EBITDA/EV
1.1934
SH Yield
0.0000
ROE
0.3874
Margin
0.2599
Vol
0.5446
RAM
-0.19
QV
0.934
Conf
1.000
EDUC
Educational Development Corporation
0.610
Communication Services
Publishing
NANO
Value%
0.540
Quality%
0.540
Mom%
0.540
P/E
3.5×
F-Score
5/9
E/Y
0.2820
EBITDA/EV
1.1897
SH Yield
0.0000
ROE
0.0780
Margin
0.1529
Vol
0.4035
RAM
0.20
QV
0.540
Conf
0.956
MKTW
Marketwise Inc
0.430
Financial Services
Financial Data & Stock Exchanges
NANO
Value%
0.460
Quality%
0.450
Mom%
0.450
P/E
9.9×
F-Score
3/9
E/Y
0.1011
EBITDA/EV
1.1595
SH Yield
0.0956
ROE
-0.3396
Margin
0.0129
Vol
0.5569
RAM
0.37
QV
0.455
Conf
0.909
HAO
Haoxi Health Technology Limited Class A Ordinary Shares
0.560
Communication Services
Advertising Agencies
NANO
Value%
0.510
Quality%
0.510
Mom%
0.510
P/E
1.0×
F-Score
4/9
E/Y
0.9764
EBITDA/EV
1.1498
SH Yield
0.0000
ROE
0.2430
Margin
0.1182
Vol
1.3679
RAM
-0.35
QV
0.510
Conf
0.909
KARO
Karooooo Ltd
0.910
Technology
Software - Application
SMALL
Value%
0.990
Quality%
0.970
Mom%
0.140
P/E
1.5×
F-Score
5/9
E/Y
0.6828
EBITDA/EV
1.1210
SH Yield
0.0000
ROE
0.3002
Margin
0.1814
Vol
0.3178
RAM
-0.37
QV
0.980
Conf
0.986
NAMM
Namib Minerals Ordinary Shares
0.420
Basic Materials
Gold
MICRO
Value%
0.450
Quality%
0.440
Mom%
0.450
P/E
1.0×
F-Score
4/9
E/Y
0.9744
EBITDA/EV
1.1198
SH Yield
0.0000
ROE
-2.5762
Margin
1.2250
Vol
2.6683
QV
0.445
Conf
0.788
NTES
NetEase Inc
0.920
Communication Services
Electronic Gaming & Multimedia
LARGE
Value%
0.980
Quality%
0.980
Mom%
0.200
P/E
2.3×
F-Score
7/9
E/Y
0.4426
EBITDA/EV
1.0799
SH Yield
0.1731
ROE
0.2072
Margin
0.2984
Vol
0.2750
RAM
-0.28
QV
0.980
Conf
1.000