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
Cheapest in Sector
Active Screen
Preset: sector_value_leaders ×
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
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
STNE
StoneCo Ltd
0.900
Technology
Software - Infrastructure
MID
Value%
0.990
Quality%
0.870
Mom%
0.190
P/E
0.8×
F-Score
5/9
E/Y
1.3164
EBITDA/EV
0.5245
SH Yield
0.0000
ROE
0.2869
Margin
0.2483
Vol
0.5247
RAM
-0.07
QV
0.928
Conf
0.970
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
CAAS
China Automotive Systems Inc
0.900
Consumer Cyclical
Auto Parts
MICRO
Value%
0.980
Quality%
0.790
Mom%
0.260
P/E
3.0×
F-Score
7/9
E/Y
0.3358
EBITDA/EV
0.3848
SH Yield
0.0164
ROE
0.1118
Margin
0.0573
Vol
0.2423
RAM
0.25
QV
0.880
Conf
0.894
CIG-C
Energy of Minas Gerais Co DRC
0.870
Utilities
Utilities - Regulated Electric
MID
Value%
0.980
Quality%
0.140
Mom%
0.750
P/E
2.1×
F-Score
4/9
E/Y
0.4811
EBITDA/EV
0.5354
SH Yield
0.7250
ROE
0.1428
Margin
0.1162
Vol
0.3400
RAM
1.26
QV
0.370
Conf
1.000
CMSA
CMS Energy Corporation 5.6% JRSUB NT 78
0.930
Utilities
Multiline Utilities
MID
Value%
0.980
Quality%
0.900
Mom%
0.290
P/E
5.7×
F-Score
6/9
E/Y
0.1744
EBITDA/EV
0.4340
SH Yield
0.1063
ROE
0.1169
Margin
0.1255
Vol
0.0951
RAM
1.13
QV
0.939
Conf
1.000
AFYA
Afya Ltd
0.910
Consumer Defensive
Education & Training Services
SMALL
Value%
0.980
Quality%
0.970
Mom%
0.140
P/E
1.7×
F-Score
7/9
E/Y
0.5803
EBITDA/EV
0.7281
SH Yield
0.2092
ROE
0.1612
Margin
0.2004
Vol
0.2974
RAM
-0.57
QV
0.975
Conf
0.970
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
BEKE
Ke Holdings Inc
0.640
Real Estate
Real Estate Services
LARGE
Value%
0.980
Quality%
0.080
Mom%
0.190
P/E
5.4×
F-Score
4/9
E/Y
0.1860
EBITDA/EV
0.5891
SH Yield
0.1537
ROE
0.0529
Margin
0.0378
Vol
0.3396
RAM
0.06
QV
0.280
Conf
1.000
TCBIO
Texas Capital Bancshares, Inc.
0.930
Financial Services
Banks - Regional
SMALL
Value%
0.980
Quality%
0.930
Mom%
0.280
P/E
2.6×
F-Score
8/9
E/Y
0.3832
EBITDA/EV
0.5555
SH Yield
0.0185
ROE
0.0990
Margin
0.1771
Vol
0.1344
RAM
0.85
QV
0.955
Conf
1.000
BAP
Credicorp Ltd
0.990
Financial Services
Banks - Regional
LARGE
Value%
0.980
Quality%
0.930
Mom%
0.840
P/E
3.6×
F-Score
8/9
E/Y
0.2808
EBITDA/EV
0.5937
SH Yield
0.1430
ROE
0.1856
Margin
0.2503
Vol
0.2414
RAM
2.15
QV
0.955
Conf
1.000
BSBR
Banco Santander Brasil SA ADR
0.770
Financial Services
Banks - Regional
LARGE
Value%
0.980
Quality%
0.230
Mom%
0.320
P/E
1.4×
F-Score
4/9
E/Y
0.7400
EBITDA/EV
1.0088
SH Yield
0.2411
ROE
0.2298
Margin
0.0818
Vol
0.3355
RAM
0.63
QV
0.475
Conf
1.000
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
ASR
Grupo Aeroportuario del Sureste SAB de CV ADR
0.890
Industrials
Airports & Air Services
MID
Value%
0.980
Quality%
0.810
Mom%
0.210
P/E
0.9×
F-Score
5/9
E/Y
1.1619
EBITDA/EV
0.7887
SH Yield
4.9923
ROE
0.2341
Margin
0.2625
Vol
0.2441
RAM
0.02
QV
0.891
Conf
0.970
IMPP
Imperial Petroleum Inc
0.980
Energy
Oil & Gas Midstream
MICRO
Value%
0.980
Quality%
0.740
Mom%
0.880
P/E
3.5×
F-Score
4/9
E/Y
0.2819
EBITDA/EV
0.5764
SH Yield
0.0078
ROE
0.1193
Margin
0.3499
Vol
0.5501
RAM
1.20
QV
0.852
Conf
1.000
SFWL
Shengfeng Development Limited Class A Ordinary Shares
0.740
Industrials
Integrated Freight & Logistics
MICRO
Value%
0.980
Quality%
0.320
Mom%
0.170
P/E
3.1×
F-Score
6/9
E/Y
0.3214
EBITDA/EV
0.4269
SH Yield
0.0000
ROE
0.1729
Margin
0.0212
Vol
0.4890
RAM
-0.18
QV
0.560
Conf
0.839
BILI
Bilibili Inc
0.890
Communication Services
Internet Content & Information
MID
Value%
0.980
Quality%
0.790
Mom%
0.240
P/E
5.7×
F-Score
6/9
E/Y
0.1750
EBITDA/EV
0.1346
SH Yield
0.0000
ROE
0.0901
Margin
0.0458
Vol
0.4995
RAM
0.35
QV
0.880
Conf
0.970
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
AMCX
AMC Networks Inc
0.980
Communication Services
Entertainment
SMALL
Value%
0.980
Quality%
0.770
Mom%
0.830
P/E
8.1×
F-Score
6/9
E/Y
0.1227
EBITDA/EV
0.6574
SH Yield
0.0000
ROE
0.0549
Margin
0.0228
Vol
0.4759
RAM
0.75
QV
0.869
Conf
0.970
ABEV
Ambev SA ADR
0.990
Consumer Defensive
Beverages - Brewers
LARGE
Value%
0.980
Quality%
0.970
Mom%
0.800
P/E
3.1×
F-Score
8/9
E/Y
0.3185
EBITDA/EV
0.8982
SH Yield
0.2833
ROE
0.1728
Margin
0.1766
Vol
0.3244
RAM
1.27
QV
0.975
Conf
1.000
AMX
America Movil SAB de CV ADR
0.990
Communication Services
Telecom Services
LARGE
Value%
0.980
Quality%
0.980
Mom%
0.860
P/E
0.9×
F-Score
8/9
E/Y
1.1616
EBITDA/EV
0.6971
SH Yield
0.4420
ROE
0.2378
Margin
0.0923
Vol
0.2738
RAM
2.37
QV
0.980
Conf
1.000
TCOM
Trip.com Group Ltd ADR
0.890
Consumer Cyclical
Travel Services
LARGE
Value%
0.980
Quality%
0.870
Mom%
0.130
P/E
1.0×
F-Score
6/9
E/Y
0.9933
EBITDA/EV
5.2796
SH Yield
0.0426
ROE
0.1940
Margin
0.5221
Vol
0.3550
RAM
-0.37
QV
0.923
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
BZ
Kanzhun Ltd ADR
0.900
Communication Services
Internet Content & Information
MID
Value%
0.980
Quality%
0.950
Mom%
0.110
P/E
2.0×
F-Score
6/9
E/Y
0.5071
EBITDA/EV
0.7820
SH Yield
0.0831
ROE
0.1648
Margin
0.4015
Vol
0.3256
RAM
-0.69
QV
0.965
Conf
1.000
BNC
CEA Industries Inc.
0.880
Industrials
Farm & Heavy Construction Machinery
MICRO
Value%
0.980
Quality%
0.970
Mom%
0.010
P/E
0.7×
F-Score
6/9
E/Y
1.4814
SH Yield
0.0000
ROE
0.4664
Margin
1.2884
Vol
1.8253
RAM
-0.33
QV
0.975
Conf
0.839