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
GARP
Active Screen
Preset: garp ×
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
DCOM
Dime Community Bancshares, Inc.
0.980
Financial Services
Banks - Regional
SMALL
Value%
0.930
Quality%
0.870
Mom%
0.830
P/E
13.1×
F-Score
8/9
E/Y
0.0761
EBITDA/EV
0.7708
SH Yield
0.0309
ROE
0.0827
Margin
0.1665
Vol
0.2351
RAM
1.81
QV
0.899
Conf
1.000
DSWL
Deswell Industries Inc
0.980
Technology
Electronic Components
MICRO
Value%
0.980
Quality%
0.800
Mom%
0.850
P/E
2.6×
F-Score
7/9
E/Y
0.3819
EBITDA/EV
0.5458
SH Yield
0.1071
ROE
0.1842
Margin
0.1741
Vol
0.4009
RAM
1.40
QV
0.885
Conf
0.728
PKBK
Parke Bancorp Inc
0.980
Financial Services
Banks - Regional
SMALL
Value%
0.910
Quality%
0.860
Mom%
0.880
P/E
8.9×
F-Score
8/9
E/Y
0.1127
EBITDA/EV
0.1340
SH Yield
0.0227
ROE
0.1247
Margin
0.2806
Vol
0.2182
RAM
2.90
QV
0.885
Conf
1.000
HMY
Harmony Gold Mining Company Limited
0.980
Basic Materials
Gold
MID
Value%
0.990
Quality%
0.980
Mom%
0.670
P/E
0.4×
F-Score
8/9
E/Y
2.6527
EBITDA/EV
3.6026
SH Yield
0.4506
ROE
0.5081
Margin
0.1753
Vol
0.6411
RAM
0.39
QV
0.985
Conf
0.894
RIGL
Rigel Pharmaceuticals Inc
0.980
Healthcare
Biotechnology
SMALL
Value%
0.940
Quality%
0.920
Mom%
0.760
P/E
1.6×
F-Score
6/9
E/Y
0.6182
EBITDA/EV
0.2151
SH Yield
0.0000
ROE
0.9108
Margin
1.2151
Vol
0.7540
RAM
0.28
QV
0.930
Conf
1.000
B
Barrick Mining Corporation
0.980
Basic Materials
Gold
LARGE
Value%
0.860
Quality%
0.980
Mom%
0.930
P/E
10.8×
F-Score
9/9
E/Y
0.0923
EBITDA/EV
0.1984
SH Yield
0.0213
ROE
0.2223
Margin
0.3210
Vol
0.4353
RAM
2.79
QV
0.918
Conf
1.000
INSW
International Seaways Inc
0.980
Energy
Oil & Gas Midstream
MID
Value%
0.880
Quality%
0.880
Mom%
0.950
P/E
7.4×
F-Score
6/9
E/Y
0.1354
EBITDA/EV
0.1604
SH Yield
0.0537
ROE
0.2488
Margin
0.5539
Vol
0.3659
RAM
4.53
QV
0.880
Conf
1.000
TCBI
Texas Capital Bancshares, Inc.
0.970
Financial Services
Banks - Regional
MID
Value%
0.930
Quality%
0.930
Mom%
0.770
P/E
12.9×
F-Score
8/9
E/Y
0.0772
EBITDA/EV
0.2035
SH Yield
0.0037
ROE
0.0990
Margin
0.1771
Vol
0.2572
RAM
1.21
QV
0.930
Conf
1.000
ARIS
Aris Mining Corporation
0.970
Basic Materials
Gold
MID
Value%
0.800
Quality%
0.950
Mom%
0.970
P/E
18.3×
F-Score
7/9
E/Y
0.0545
EBITDA/EV
0.1330
SH Yield
0.0000
ROE
0.1104
Margin
0.1519
Vol
0.5645
RAM
4.69
QV
0.872
Conf
1.000
FBIOP
Fortress Biotech Inc Pref Series A
0.970
Healthcare
Biotechnology
SMALL
Value%
0.810
Quality%
0.950
Mom%
0.900
P/E
6.2×
F-Score
5/9
E/Y
0.1609
SH Yield
0.0006
ROE
0.7877
Margin
1.9312
Vol
0.6163
RAM
0.69
QV
0.877
Conf
0.909
LTM
LATAM Airlines Group S.A.
0.970
Industrials
Airlines
LARGE
Value%
0.880
Quality%
0.950
Mom%
0.770
P/E
8.3×
F-Score
6/9
E/Y
0.1212
EBITDA/EV
0.1875
SH Yield
0.0503
ROE
0.8692
Margin
0.1120
Vol
0.3785
RAM
0.97
QV
0.914
Conf
1.000
SBFG
SB Financial Group Inc
0.970
Financial Services
Banks - Regional
MICRO
Value%
0.950
Quality%
0.850
Mom%
0.720
P/E
8.6×
F-Score
7/9
E/Y
0.1161
EBITDA/EV
0.3158
SH Yield
0.0280
ROE
0.1122
Margin
0.1722
Vol
0.2878
RAM
0.87
QV
0.899
Conf
1.000
SHIP
Seanergy Maritime Holdings Corp
0.970
Industrials
Marine Shipping
SMALL
Value%
0.940
Quality%
0.730
Mom%
0.950
P/E
8.7×
F-Score
4/9
E/Y
0.1146
EBITDA/EV
0.1632
SH Yield
0.0224
ROE
0.1281
Margin
0.2096
Vol
0.4300
RAM
3.96
QV
0.828
Conf
1.000
FDBC
Fidelity D&D Bancorp Inc
0.970
Financial Services
Banks - Regional
MICRO
Value%
0.950
Quality%
0.930
Mom%
0.680
P/E
9.3×
F-Score
7/9
E/Y
0.1079
EBITDA/EV
0.3093
SH Yield
0.0349
ROE
0.1213
Margin
0.2085
Vol
0.3531
RAM
0.43
QV
0.940
Conf
1.000
EGO
Eldorado Gold Corp
0.970
Basic Materials
Gold
MID
Value%
0.900
Quality%
0.870
Mom%
0.840
P/E
10.3×
F-Score
6/9
E/Y
0.0966
EBITDA/EV
0.1586
SH Yield
0.0025
ROE
0.1330
Margin
0.2871
Vol
0.5591
RAM
1.10
QV
0.885
Conf
1.000
JHG
Janus Henderson Group PLC
0.970
Financial Services
Asset Management
MID
Value%
0.840
Quality%
0.950
Mom%
0.830
P/E
10.1×
F-Score
8/9
E/Y
0.0989
EBITDA/EV
0.1267
SH Yield
0.0241
ROE
0.1488
Margin
0.2423
Vol
0.1482
RAM
2.91
QV
0.893
Conf
1.000
TIGO
Millicom International Cellular SA
0.970
Communication Services
Telecom Services
LARGE
Value%
0.810
Quality%
0.980
Mom%
0.950
P/E
11.2×
F-Score
8/9
E/Y
0.0890
EBITDA/EV
0.1631
SH Yield
0.0512
ROE
0.3927
Margin
0.1916
Vol
0.3295
RAM
4.35
QV
0.891
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
KGC
Kinross Gold Corporation
0.970
Basic Materials
Gold
LARGE
Value%
0.810
Quality%
0.990
Mom%
0.910
P/E
11.0×
F-Score
9/9
E/Y
0.0906
EBITDA/EV
0.1667
SH Yield
0.0052
ROE
0.3134
Margin
0.3604
Vol
0.5195
RAM
2.11
QV
0.895
Conf
1.000
CDLR
Cadeler A/S
0.970
Industrials
Engineering & Construction
MID
Value%
0.930
Quality%
0.910
Mom%
0.700
P/E
7.7×
F-Score
6/9
E/Y
0.1292
EBITDA/EV
0.1309
SH Yield
0.0000
ROE
0.1611
Margin
0.3995
Vol
0.4219
RAM
0.92
QV
0.920
Conf
1.000
CGEN
Compugen
0.970
Healthcare
Biotechnology
MICRO
Value%
0.900
Quality%
0.950
Mom%
0.760
P/E
5.7×
F-Score
6/9
E/Y
0.1755
EBITDA/EV
0.1826
SH Yield
0.0000
ROE
0.3655
Margin
0.4797
Vol
0.6367
RAM
1.05
QV
0.925
Conf
0.970
ECO
Okeanis Eco Tankers Corp.
0.970
Industrials
Marine Shipping
SMALL
Value%
0.820
Quality%
0.910
Mom%
0.950
P/E
9.2×
F-Score
6/9
E/Y
0.1091
EBITDA/EV
0.1194
SH Yield
0.0658
ROE
0.2740
Margin
0.4126
Vol
0.4353
RAM
4.08
QV
0.864
Conf
1.000
KNOP
KNOT Offshore Partners LP
0.970
Energy
Oil & Gas Midstream
SMALL
Value%
0.920
Quality%
0.770
Mom%
0.890
P/E
19.9×
F-Score
7/9
E/Y
0.0503
EBITDA/EV
0.1898
SH Yield
0.0287
ROE
0.0299
Margin
0.0492
Vol
0.3355
RAM
2.23
QV
0.842
Conf
0.970
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
PCB
PCB Bancorp
0.960
Financial Services
Banks - Regional
SMALL
Value%
0.930
Quality%
0.760
Mom%
0.770
P/E
8.9×
F-Score
7/9
E/Y
0.1125
EBITDA/EV
0.1345
SH Yield
0.0336
ROE
0.1018
Margin
0.1903
Vol
0.2305
RAM
1.39
QV
0.841
Conf
1.000