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
Piotroski Bargains
Active Screen
Preset: piotroski_bargains ×
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
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
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
BWMX
Betterware de México, S.A.P.I. de C.V.
0.990
Consumer Cyclical
Specialty Retail
SMALL
Value%
0.980
Quality%
0.930
Mom%
0.950
P/E
0.6×
F-Score
7/9
E/Y
1.7533
EBITDA/EV
0.6264
SH Yield
1.2716
ROE
0.8089
Margin
0.0835
Vol
0.4428
RAM
2.76
QV
0.955
Conf
0.970
CPAC
Cementos Pacasmayo SAA ADR
0.990
Basic Materials
Building Materials
SMALL
Value%
0.980
Quality%
0.830
Mom%
0.920
P/E
4.9×
F-Score
7/9
E/Y
0.2045
EBITDA/EV
0.2345
SH Yield
0.1838
ROE
0.1441
Margin
0.0844
Vol
0.5634
RAM
1.70
QV
0.902
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
NWG
Natwest Group PLC
0.970
Financial Services
Banks - Regional
LARGE
Value%
0.980
Quality%
0.880
Mom%
0.680
P/E
5.3×
F-Score
7/9
E/Y
0.1887
EBITDA/EV
0.7223
SH Yield
0.0748
ROE
0.1373
Margin
0.2026
Vol
0.3206
RAM
0.52
QV
0.929
Conf
1.000
ACGLO
Arch Capital Group Ltd
0.920
Financial Services
Insurance - Diversified
MID
Value%
0.980
Quality%
0.910
Mom%
0.240
P/E
1.4×
F-Score
8/9
E/Y
0.6964
EBITDA/EV
0.6585
SH Yield
0.0067
ROE
0.2014
Margin
0.2473
Vol
0.0930
RAM
0.62
QV
0.944
Conf
1.000
RLX
RLX Technology Inc
0.760
Consumer Defensive
Tobacco
MID
Value%
0.980
Quality%
0.300
Mom%
0.230
P/E
2.7×
F-Score
7/9
E/Y
0.3724
EBITDA/EV
0.1953
SH Yield
0.0348
ROE
0.0618
Margin
0.2247
Vol
0.2967
RAM
0.07
QV
0.542
Conf
1.000
VINP
Vinci Partners Investments Ltd
0.920
Financial Services
Asset Management
SMALL
Value%
0.980
Quality%
0.880
Mom%
0.290
P/E
1.4×
F-Score
8/9
E/Y
0.7049
EBITDA/EV
0.4591
SH Yield
0.3355
ROE
0.2206
Margin
0.2702
Vol
0.2538
RAM
0.77
QV
0.929
Conf
1.000
MFIN
Medallion Financial Corp
0.920
Financial Services
Credit Services
MICRO
Value%
0.980
Quality%
0.940
Mom%
0.250
P/E
5.9×
F-Score
8/9
E/Y
0.1683
EBITDA/EV
0.3154
SH Yield
0.0478
ROE
0.0968
Margin
0.1167
Vol
0.2742
RAM
0.16
QV
0.960
Conf
1.000
CMCSA
Comcast Corp
0.900
Communication Services
Telecom Services
LARGE
Value%
0.970
Quality%
0.960
Mom%
0.140
P/E
4.6×
F-Score
8/9
E/Y
0.2182
EBITDA/EV
0.2609
SH Yield
0.0571
ROE
0.2129
Margin
0.1500
Vol
0.2491
RAM
-0.55
QV
0.965
Conf
0.970
BFH
Bread Financial Holdings, Inc.
0.990
Financial Services
Credit Services
MID
Value%
0.970
Quality%
0.970
Mom%
0.900
P/E
7.0×
F-Score
7/9
E/Y
0.1425
EBITDA/EV
0.1696
SH Yield
0.0112
ROE
0.1687
Margin
0.1190
Vol
0.3860
RAM
1.84
QV
0.970
Conf
1.000
RNR
Renaissancere Holdings Ltd
0.980
Financial Services
Insurance - Reinsurance
LARGE
Value%
0.970
Quality%
0.960
Mom%
0.700
P/E
4.4×
F-Score
8/9
E/Y
0.2282
EBITDA/EV
0.3623
SH Yield
0.0088
ROE
0.2437
Margin
0.2446
Vol
0.1875
RAM
1.19
QV
0.965
Conf
1.000
APC
ARKO Petroleum Corp.
0.870
Energy
Oil & Gas Refining & Marketing
MICRO
Value%
0.970
Quality%
0.290
Mom%
0.610
P/E
10.9×
F-Score
7/9
E/Y
0.0918
EBITDA/EV
0.9803
SH Yield
0.0782
ROE
0.0459
Margin
0.0030
Vol
0.2892
QV
0.530
Conf
0.848
OPBK
OP Bancorp
0.960
Financial Services
Banks - Regional
MICRO
Value%
0.970
Quality%
0.810
Mom%
0.690
P/E
7.7×
F-Score
7/9
E/Y
0.1297
EBITDA/EV
0.2964
SH Yield
0.0339
ROE
0.1174
Margin
0.1612
Vol
0.2715
RAM
0.79
QV
0.886
Conf
1.000
HG
Hamilton Insurance Group, Ltd.
0.990
Financial Services
Insurance - Reinsurance
MID
Value%
0.970
Quality%
0.940
Mom%
0.850
P/E
4.9×
F-Score
7/9
E/Y
0.2034
EBITDA/EV
0.3893
SH Yield
0.0000
ROE
0.2312
Margin
0.2171
Vol
0.2398
RAM
2.25
QV
0.955
Conf
1.000
CALM
Cal-Maine Foods Inc
0.890
Consumer Defensive
Farm Products
MID
Value%
0.970
Quality%
0.890
Mom%
0.130
P/E
5.2×
F-Score
7/9
E/Y
0.1938
EBITDA/EV
0.3281
SH Yield
0.1071
ROE
0.2574
Margin
0.2007
Vol
0.2632
RAM
-0.70
QV
0.929
Conf
0.956
EXE
Expand Energy Corporation
0.900
Energy
Oil & Gas E&P
LARGE
Value%
0.970
Quality%
0.970
Mom%
0.130
P/E
6.9×
F-Score
8/9
E/Y
0.1456
EBITDA/EV
0.2839
SH Yield
0.0345
ROE
0.1651
Margin
0.2289
Vol
0.3188
RAM
-0.51
QV
0.970
Conf
0.970
AII
American Integrity Insurance Group, Inc.
0.930
Financial Services
Insurance - Property & Casualty
SMALL
Value%
0.970
Quality%
0.940
Mom%
0.310
P/E
4.1×
F-Score
9/9
E/Y
0.2447
EBITDA/EV
0.6288
SH Yield
0.1528
ROE
0.2427
Margin
0.2756
Vol
0.3943
RAM
0.57
QV
0.955
Conf
1.000
CRTO
Criteo Sa
0.880
Communication Services
Advertising Agencies
SMALL
Value%
0.970
Quality%
0.920
Mom%
0.070
P/E
7.9×
F-Score
8/9
E/Y
0.1267
EBITDA/EV
0.4864
SH Yield
0.0000
ROE
0.1010
Margin
0.0597
Vol
0.3780
RAM
-0.97
QV
0.945
Conf
1.000
GHG
GreenTree Hospitality Group Ltd
0.850
Consumer Cyclical
Lodging
MICRO
Value%
0.970
Quality%
0.780
Mom%
0.050
F-Score
7/9
EBITDA/EV
2.5553
SH Yield
0.3546
ROE
-0.0110
Margin
-0.0170
Vol
0.3535
RAM
-1.14
QV
0.870
Conf
0.939
ESEA
Euroseas Ltd
0.990
Industrials
Marine Shipping
SMALL
Value%
0.970
Quality%
0.960
Mom%
0.890
P/E
3.5×
F-Score
8/9
E/Y
0.2855
EBITDA/EV
0.3310
SH Yield
0.0423
ROE
0.2702
Margin
0.5831
Vol
0.4017
RAM
2.19
QV
0.965
Conf
1.000
VFF
Village Farms International Inc
0.980
Consumer Defensive
Farm Products
MICRO
Value%
0.970
Quality%
0.780
Mom%
0.910
P/E
6.0×
F-Score
7/9
E/Y
0.1669
EBITDA/EV
0.2320
SH Yield
0.0000
ROE
0.1431
Margin
0.1857
Vol
0.8530
RAM
1.36
QV
0.870
Conf
0.970
DB
Deutsche Bank AG
0.970
Financial Services
Banks - Regional
LARGE
Value%
0.970
Quality%
0.890
Mom%
0.670
P/E
8.7×
F-Score
7/9
E/Y
0.1149
EBITDA/EV
0.1932
SH Yield
0.0213
ROE
0.0908
Margin
0.1333
Vol
0.3441
RAM
0.41
QV
0.929
Conf
1.000
MFG
Mizuho Financial Group Inc.
0.920
Financial Services
Banks - Regional
LARGE
Value%
0.970
Quality%
0.290
Mom%
0.880
F-Score
7/9
EBITDA/EV
0.3823
SH Yield
3.3660
ROE
0.1102
Margin
0.1446
Vol
0.3502
RAM
1.66
QV
0.530
Conf
1.000