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
Deep Value
Active Screen
Preset: deep_value ×
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
BBD
Banco Bradesco SA ADR
0.860
Financial Services
Banks - Regional
LARGE
Value%
0.920
Quality%
0.170
Mom%
0.770
P/E
1.6×
F-Score
6/9
E/Y
0.6412
SH Yield
0.3063
ROE
0.6618
Margin
0.0632
Vol
0.3396
RAM
1.20
QV
0.395
Conf
0.939
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
ASX
ASE Industrial Holding Co Ltd ADR
0.990
Technology
Semiconductors
LARGE
Value%
0.990
Quality%
0.890
Mom%
0.970
P/E
1.6×
F-Score
6/9
E/Y
0.6175
EBITDA/EV
0.5309
SH Yield
0.3035
ROE
0.1344
Margin
0.0707
Vol
0.4725
RAM
5.61
QV
0.939
Conf
1.000
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
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
UGP
Ultrapar Participacoes SA ADR
0.980
Energy
Oil & Gas Refining & Marketing
MID
Value%
0.970
Quality%
0.720
Mom%
0.910
P/E
1.8×
F-Score
6/9
E/Y
0.5676
EBITDA/EV
0.4496
SH Yield
0.2558
ROE
0.9065
Margin
0.0206
Vol
0.3561
RAM
3.43
QV
0.836
Conf
1.000
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
INTR
Inter & Co. Inc. Class A Common Shares
0.850
Financial Services
Banks - Regional
MID
Value%
0.960
Quality%
0.680
Mom%
0.150
P/E
1.8×
F-Score
6/9
E/Y
0.5616
EBITDA/EV
0.0671
SH Yield
0.1328
ROE
0.1409
Margin
0.0899
Vol
0.4446
RAM
-0.13
QV
0.808
Conf
0.970
ZTO
ZTO Express (Cayman) Inc
0.990
Industrials
Integrated Freight & Logistics
LARGE
Value%
0.980
Quality%
0.930
Mom%
0.810
P/E
1.9×
F-Score
7/9
E/Y
0.5148
EBITDA/EV
0.4266
SH Yield
0.2111
ROE
0.1474
Margin
0.1787
Vol
0.2393
RAM
2.13
QV
0.955
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
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
TLIH
Ten-League International Holdings Limited Ordinary Shares
0.240
Industrials
Industrial Distribution
NANO
Value%
0.370
Quality%
0.360
Mom%
0.360
P/E
2.1×
F-Score
8/9
E/Y
0.4726
EBITDA/EV
0.5625
SH Yield
0.0000
ROE
0.3345
Margin
0.0733
Vol
1.2604
QV
0.365
Conf
0.909
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
JCSE
JE Cleantech Holdings Ltd
0.510
Industrials
Specialty Industrial Machinery
NANO
Value%
0.490
Quality%
0.480
Mom%
0.490
P/E
2.3×
F-Score
7/9
E/Y
0.4394
EBITDA/EV
0.6336
SH Yield
0.0000
ROE
0.1637
Margin
0.1594
Vol
1.6405
RAM
0.17
QV
0.485
Conf
0.939
AXIA
AXIA Energia
0.980
Utilities
Utilities - Renewable
LARGE
Value%
0.960
Quality%
0.770
Mom%
0.920
P/E
2.3×
F-Score
6/9
E/Y
0.4275
EBITDA/EV
0.0877
SH Yield
0.5489
ROE
0.0784
Margin
0.2190
Vol
0.3831
RAM
3.13
QV
0.860
Conf
1.000
CHA
Chagee Holdings Limited American Depositary Shares
0.860
Consumer Cyclical
Restaurants
MID
Value%
0.990
Quality%
0.840
Mom%
0.010
P/E
2.4×
F-Score
6/9
E/Y
0.4251
EBITDA/EV
0.4940
SH Yield
0.5561
ROE
0.1205
Margin
0.0722
Vol
0.5612
RAM
-1.17
QV
0.912
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
GTEC
Greenland Acquisition Corp
0.560
Consumer Cyclical
Auto Parts
NANO
Value%
0.510
Quality%
0.510
Mom%
0.510
P/E
2.4×
F-Score
6/9
E/Y
0.4193
EBITDA/EV
0.5772
SH Yield
0.2726
ROE
0.0704
Margin
0.0627
Vol
0.9107
RAM
-0.76
QV
0.510
Conf
1.000
IMOS
ChipMOS Technologies Inc
0.940
Technology
Semiconductors
MID
Value%
0.990
Quality%
0.280
Mom%
0.970
P/E
2.4×
F-Score
6/9
E/Y
0.4084
EBITDA/EV
0.3723
SH Yield
0.4336
ROE
0.0336
Margin
0.0325
Vol
0.8897
RAM
2.48
QV
0.526
Conf
1.000
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
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
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
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
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
MATH
Metalpha Technology Holding Limited
0.450
Financial Services
Capital Markets
NANO
Value%
0.460
Quality%
0.460
Mom%
0.460
P/E
2.8×
F-Score
6/9
E/Y
0.3616
EBITDA/EV
0.0486
SH Yield
0.0000
ROE
0.3761
Margin
0.2959
Vol
0.8161
RAM
-0.91
QV
0.460
Conf
0.683