Structured JSON API for this factor page: https://sharemaestro.com/factors/api/screener/
Factor Screener
O'Shaughnessy multi-factor screening engine
· Snapshot 19 Jul 2026
48+
Matches
3
Pages
EBITDA/EV Value
Active Screen
Preset: ebitda_ev ×
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 + net buybacks — O'Shaughnessy's shareholder 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
Risk-Adjusted Momentum
Highest 12-1 momentum per unit of volatility
Market Leaders
O'Shaughnessy Market Leaders ranked by OS composite
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
48+
tickers match
· Page 2 of 3
NTRS NASDAQ
Northern Trust Corporation
0.870
Financial Services
Asset Management
LARGE
Value%
0.880
Quality%
0.330
Mom%
0.820
P/E
18.3×
F-Score
6/9
E/Y
1.3058
EBITDA/EV
1.7685
SH Yield
0.0566
ROE
0.1440
Margin
0.1283
Vol
0.1763
RAM
2.13
QV
0.539
Conf
0.940
DOMH NASDAQ
Dominari Holdings Inc.
0.510
Financial Services
Capital Markets
MICRO
Value%
0.850
Quality%
0.160
Mom%
0.090
F-Score
5/9
E/Y
1.7549
EBITDA/EV
1.7658
SH Yield
0.2578
ROE
-1.4966
Margin
-0.3137
Vol
0.6810
RAM
-0.33
QV
0.369
Conf
0.881
CHT NYSE
Chunghwa Telecom Co Ltd
0.910
Communication Services
Telecom Services
LARGE
Value%
0.990
Quality%
0.870
Mom%
0.240
P/E
0.8×
F-Score
8/9
E/Y
0.9797
EBITDA/EV
1.7516
SH Yield
0.0389
ROE
0.0987
Margin
0.1598
Vol
0.1127
RAM
-0.04
QV
0.928
Conf
1.000
MWYN NASDAQ
Marwynn Holdings, Inc. Common stock
0.500
Consumer Cyclical
Furnishings, Fixtures & Appliances
NANO
Value%
0.490
Quality%
0.470
Mom%
0.480
F-Score
3/9
EBITDA/EV
1.6477
SH Yield
-0.4096
ROE
-3.5274
Margin
-1.2194
Vol
0.7688
RAM
-0.29
QV
0.480
Conf
0.744
CTRM NASDAQ
Castor Maritime Inc
0.690
Industrials
Marine Shipping
NANO
Value%
0.580
Quality%
0.570
Mom%
0.580
P/E
1.0×
F-Score
6/9
E/Y
0.3095
EBITDA/EV
1.6175
SH Yield
0.2567
ROE
0.0298
Margin
0.2355
Vol
0.4191
RAM
-0.18
QV
0.575
Conf
0.910
TSM NYSE
Taiwan Semiconductor Manufacturing
0.990
Technology
Semiconductors
MEGA
Value%
0.980
Quality%
0.980
Mom%
0.900
P/E
0.9×
F-Score
8/9
E/Y
1.2136
EBITDA/EV
1.5477
SH Yield
0.0090
ROE
0.3485
Margin
0.5037
Vol
0.3029
RAM
3.11
QV
0.980
Conf
1.000
LX NASDAQ
Lexinfintech Holdings Ltd
0.870
Financial Services
Credit Services
MICRO
Value%
0.990
Quality%
0.900
Mom%
0.010
P/E
0.2×
F-Score
7/9
E/Y
1.3312
EBITDA/EV
1.4805
ROE
0.1197
Margin
0.1083
Vol
0.4507
RAM
-1.43
QV
0.944
Conf
0.940
VIPS NYSE
Vipshop Holdings Limited
0.870
Consumer Cyclical
Internet Retail
MID
Value%
0.990
Quality%
0.710
Mom%
0.210
P/E
0.9×
F-Score
6/9
E/Y
1.3924
EBITDA/EV
1.4787
SH Yield
0.7520
ROE
0.1823
Margin
0.0706
Vol
0.3323
RAM
-0.37
QV
0.838
Conf
0.969
FBIOP NASDAQ
Fortress Biotech Inc Pref Series A
0.990
Healthcare
Biotechnology
MICRO
Value%
0.980
Quality%
0.840
Mom%
0.960
P/E
0.8×
F-Score
5/9
E/Y
1.4223
EBITDA/EV
1.4738
SH Yield
-0.1371
ROE
0.7877
Margin
1.9312
Vol
0.5927
RAM
2.83
QV
0.907
Conf
0.910
NAMM NASDAQ
Namib Minerals Ordinary Shares
0.600
Basic Materials
Gold
MICRO
Value%
0.960
Quality%
0.220
Mom%
0.000
P/E
0.8×
F-Score
4/9
E/Y
1.3602
EBITDA/EV
1.4497
SH Yield
0.0000
ROE
-2.5762
Margin
1.2250
Vol
2.6134
RAM
-0.30
QV
0.460
Conf
0.822
BZ NASDAQ
Kanzhun Ltd ADR
0.900
Communication Services
Internet Content & Information
MID
Value%
0.980
Quality%
0.960
Mom%
0.120
P/E
2.0×
F-Score
7/9
E/Y
0.8038
EBITDA/EV
1.4341
SH Yield
-0.2677
ROE
0.1648
Margin
0.4015
Vol
0.3360
RAM
-0.82
QV
0.970
Conf
0.969
WIT NYSE
Wipro Limited ADR
0.830
Technology
Information Technology Services
LARGE
Value%
0.990
Quality%
0.640
Mom%
0.110
P/E
0.1×
F-Score
4/9
E/Y
1.2071
EBITDA/EV
1.4148
SH Yield
0.0294
ROE
0.1698
Margin
0.1392
Vol
0.3800
RAM
-0.44
QV
0.796
Conf
1.000
MVO NYSE
MV Oil Trust
0.220
Energy
Oil & Gas E&P
NANO
Value%
0.370
Quality%
0.350
Mom%
0.360
P/E
0.8×
F-Score
5/9
E/Y
1.3890
EBITDA/EV
1.3890
SH Yield
0.0000
ROE
5.0521
Margin
0.9120
Vol
1.5188
RAM
-0.56
QV
0.360
Conf
0.822
LE NASDAQ
Lands’ End Inc
0.870
Consumer Cyclical
Apparel Retail
SMALL
Value%
0.960
Quality%
0.760
Mom%
0.220
P/E
1.0×
F-Score
5/9
E/Y
1.2899
EBITDA/EV
1.3633
SH Yield
0.0101
ROE
0.6874
Margin
0.2624
Vol
0.6055
RAM
0.01
QV
0.854
Conf
0.939
ERIC NASDAQ
Telefonaktiebolaget LM Ericsson B ADR
0.990
Technology
Communication Equipment
LARGE
Value%
0.990
Quality%
0.930
Mom%
0.800
P/E
1.3×
F-Score
7/9
E/Y
1.1462
EBITDA/EV
1.3589
SH Yield
0.0320
ROE
0.2358
Margin
0.1070
Vol
0.3292
RAM
1.75
QV
0.960
Conf
1.000
ENO NYSE
Entergy New Orleans LLC Pref
0.900
Utilities
Electrical Utilities & Ipps
MICRO
Value%
0.990
Quality%
0.790
Mom%
0.280
P/E
0.1×
F-Score
5/9
E/Y
0.8287
EBITDA/EV
1.3417
SH Yield
0.0323
ROE
2.9011
Margin
0.1341
Vol
0.0782
RAM
0.37
QV
0.884
Conf
0.969
FBIO NASDAQ
Fortress Biotech Inc
0.980
Healthcare
Biotechnology
MICRO
Value%
0.980
Quality%
0.840
Mom%
0.880
P/E
0.9×
F-Score
5/9
E/Y
1.2798
EBITDA/EV
1.3261
SH Yield
-0.1233
ROE
0.7877
Margin
1.9312
Vol
0.7494
RAM
0.71
QV
0.907
Conf
0.910
DEFT NASDAQ
DeFi Technologies Inc.
0.450
Financial Services
Capital Markets
MICRO
Value%
0.860
Quality%
0.130
Mom%
0.000
P/E
2.0×
F-Score
4/9
E/Y
1.2604
EBITDA/EV
1.2819
SH Yield
-0.5898
ROE
0.5411
Margin
3.3602
Vol
1.1000
RAM
-0.75
QV
0.334
Conf
0.909
ATAT NASDAQ
Atour Lifestyle Holdings Limited American Depositary Shares
0.920
Consumer Cyclical
Lodging
MID
Value%
0.980
Quality%
0.960
Mom%
0.200
P/E
2.4×
F-Score
7/9
E/Y
1.2366
EBITDA/EV
1.2615
SH Yield
0.0973
ROE
0.5006
Margin
0.1722
Vol
0.3222
RAM
-0.16
QV
0.970
Conf
0.969
KARO NASDAQ
Karooooo Ltd
0.980
Technology
Software - Application
SMALL
Value%
0.980
Quality%
0.980
Mom%
0.660
P/E
1.9×
F-Score
5/9
E/Y
0.7613
EBITDA/EV
1.2238
SH Yield
0.0439
ROE
0.2857
Margin
0.1776
Vol
0.3470
RAM
-0.15
QV
0.980
Conf
1.000
CRE NASDAQ
Cre8 Enterprise Limited Class A Ordinary Shares
0.650
Industrials
Specialty Business Services
NANO
Value%
0.560
Quality%
0.550
Mom%
0.560
P/E
1.2×
F-Score
6/9
E/Y
0.9364
EBITDA/EV
1.2036
ROE
0.1026
Margin
0.0403
Vol
1.7019
QV
0.555
Conf
0.653
YOUL NASDAQ
Youlife Group Inc. American Depositary Shares
0.260
Consumer Defensive
Education & Training Services
NANO
Value%
0.390
Quality%
0.370
Mom%
0.380
P/E
0.9×
F-Score
3/9
E/Y
0.8146
EBITDA/EV
1.1717
ROE
0.0587
Margin
0.0232
Vol
1.0221
RAM
-0.82
QV
0.380
Conf
0.822
CYD NYSE
China Yuchai International Limited
0.980
Consumer Cyclical
Auto Manufacturers
SMALL
Value%
0.990
Quality%
0.700
Mom%
0.910
P/E
2.9×
F-Score
8/9
E/Y
0.5289
EBITDA/EV
1.1562
SH Yield
0.0198
ROE
0.0586
Margin
0.0163
Vol
0.5773
RAM
1.56
QV
0.832
Conf
0.969
ASBP NASDAQ
Aspire BioPharma, Inc.
0.720
Healthcare
Biotechnology
NANO
Value%
0.600
Quality%
0.580
Mom%
0.590
F-Score
3/9
EBITDA/EV
1.1502
SH Yield
-0.0329
ROE
-3.0406
Margin
-340.3968
Vol
1.5349
RAM
-0.64
QV
0.590
Conf
0.764