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
VC2 Cheapest Decile
Active Screen
Preset: vc2_cheapest ×
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
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
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
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
CX
Cemex SAB de CV ADR
0.930
Basic Materials
Building Materials
SMALL
Value%
0.980
Quality%
0.300
Mom%
0.910
P/E
4.0×
F-Score
6/9
E/Y
0.2503
EBITDA/EV
0.4221
SH Yield
0.0713
ROE
0.0348
Margin
0.0276
Vol
0.3053
RAM
3.17
QV
0.542
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
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
CSAN
Cosan SA ADR
0.820
Energy
Oil & Gas Refining & Marketing
MID
Value%
0.940
Quality%
0.700
Mom%
0.050
F-Score
5/9
EBITDA/EV
0.2475
SH Yield
0.8368
ROE
-2.7494
Margin
-0.2406
Vol
0.5634
RAM
-0.50
QV
0.811
Conf
0.879
CYD
China Yuchai International Limited
0.980
Consumer Cyclical
Auto Manufacturers
MID
Value%
0.990
Quality%
0.710
Mom%
0.970
P/E
3.8×
F-Score
8/9
E/Y
0.2635
EBITDA/EV
0.5598
SH Yield
0.0671
ROE
0.0586
Margin
0.0163
Vol
0.5538
RAM
2.96
QV
0.838
Conf
1.000
EHTH
eHealth Inc
0.560
Financial Services
Insurance Brokers
MICRO
Value%
0.960
Quality%
0.090
Mom%
0.020
P/E
1.7×
F-Score
2/9
E/Y
0.6025
EBITDA/EV
0.7344
SH Yield
0.1065
ROE
0.0344
Margin
0.0631
Vol
0.8485
RAM
-0.66
QV
0.294
Conf
0.970
EMBC
Embecta Corp
0.850
Healthcare
Medical Instruments & Supplies
MICRO
Value%
0.960
Quality%
0.840
Mom%
0.010
P/E
1.8×
F-Score
6/9
E/Y
0.5619
EBITDA/EV
0.2477
SH Yield
0.1773
ROE
-0.1787
Margin
0.1073
Vol
0.8124
RAM
-0.76
QV
0.898
Conf
0.939
WILC
G Willi-Food International Ltd
0.920
Consumer Defensive
Food Distribution
SMALL
Value%
0.980
Quality%
0.210
Mom%
0.940
P/E
5.2×
F-Score
4/9
E/Y
0.1936
EBITDA/EV
0.3560
SH Yield
0.0981
ROE
0.1384
Margin
0.1463
Vol
0.3663
RAM
3.66
QV
0.454
Conf
1.000
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
HOVNP
Hovnanian Enterprises Inc. PFD DEP1/1000A
0.910
Consumer Cyclical
Homebuilding & Construction Supplies
MICRO
Value%
0.980
Quality%
0.300
Mom%
0.810
P/E
3.6×
F-Score
6/9
E/Y
0.2750
EBITDA/EV
0.1421
SH Yield
0.0804
ROE
0.0443
Margin
0.0125
Vol
0.1661
RAM
2.55
QV
0.542
Conf
1.000
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
DLNG
Dynagas LNG Partners LP
0.930
Energy
Oil & Gas Midstream
MICRO
Value%
0.980
Quality%
0.930
Mom%
0.290
P/E
2.1×
F-Score
7/9
E/Y
0.4827
EBITDA/EV
0.8389
SH Yield
0.5327
ROE
0.1345
Margin
0.4160
Vol
0.2205
RAM
0.38
QV
0.955
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
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
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
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
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
ACGLN
Arch Capital Group Ltd.
0.920
Financial Services
Insurance - Diversified
MID
Value%
0.990
Quality%
0.910
Mom%
0.250
P/E
1.2×
F-Score
8/9
E/Y
0.8279
EBITDA/EV
0.7535
SH Yield
0.0080
ROE
0.2014
Margin
0.2473
Vol
0.0900
RAM
0.87
QV
0.949
Conf
1.000
FLX
BingEx Ltd
0.690
Industrials
Integrated Freight & Logistics
MICRO
Value%
0.990
Quality%
0.240
Mom%
0.120
P/E
0.7×
F-Score
6/9
E/Y
1.4986
EBITDA/EV
0.9375
SH Yield
0.0000
ROE
0.0980
Margin
0.0194
Vol
0.6855
RAM
-0.20
QV
0.487
Conf
0.970
HTHT
Huazhu Group Ltd
0.980
Consumer Cyclical
Lodging
LARGE
Value%
0.960
Quality%
0.940
Mom%
0.790
P/E
3.0×
F-Score
6/9
E/Y
0.3385
EBITDA/EV
0.7347
SH Yield
0.2666
ROE
0.4568
Margin
0.1932
Vol
0.2694
RAM
1.51
QV
0.950
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