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
GARP
Active Screen
Preset: garp ×
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
KGC NYSE
Kinross Gold Corporation
0.980
Basic Materials
Gold
LARGE
Value%
0.890
Quality%
0.990
Mom%
0.860
P/E
9.4×
F-Score
9/9
E/Y
0.1580
EBITDA/EV
0.2019
SH Yield
0.0364
ROE
0.3134
Margin
0.3604
Vol
0.5293
RAM
1.42
QV
0.939
Conf
0.969
MRX NASDAQ
Marex Group plc Ordinary Shares
0.980
Financial Services
Capital Markets
MID
Value%
0.930
Quality%
0.810
Mom%
0.890
P/E
8.8×
F-Score
5/9
E/Y
0.4602
EBITDA/EV
0.4774
SH Yield
0.0203
ROE
0.3661
Margin
0.0906
Vol
0.4437
RAM
1.73
QV
0.868
Conf
0.969
NEM NYSE
Newmont Goldcorp Corp
0.980
Basic Materials
Gold
LARGE
Value%
0.860
Quality%
0.980
Mom%
0.880
P/E
11.3×
F-Score
9/9
E/Y
0.1520
EBITDA/EV
0.1821
SH Yield
0.0516
ROE
0.2421
Margin
0.3464
Vol
0.4452
RAM
1.80
QV
0.918
Conf
0.969
NUTX NASDAQ
Nutex Health Inc
0.980
Healthcare
Medical Care Facilities
SMALL
Value%
0.910
Quality%
0.980
Mom%
0.800
P/E
11.6×
F-Score
7/9
E/Y
0.2025
EBITDA/EV
0.2148
SH Yield
0.0778
ROE
0.2783
Margin
0.1095
Vol
0.9793
RAM
0.33
QV
0.944
Conf
0.969
RIGL NASDAQ
Rigel Pharmaceuticals Inc
0.980
Healthcare
Biotechnology
SMALL
Value%
0.900
Quality%
0.930
Mom%
0.930
P/E
2.1×
F-Score
6/9
E/Y
0.1671
EBITDA/EV
0.1702
SH Yield
-0.0106
ROE
0.9108
Margin
1.2151
Vol
0.7736
RAM
0.97
QV
0.915
Conf
0.940
SD NYSE
SandRidge Energy Inc
0.980
Energy
Oil & Gas E&P
SMALL
Value%
0.960
Quality%
0.930
Mom%
0.810
P/E
6.6×
F-Score
8/9
E/Y
0.1815
EBITDA/EV
0.2916
SH Yield
0.0533
ROE
0.1442
Margin
0.4637
Vol
0.3428
RAM
1.28
QV
0.945
Conf
0.969
SSRM NASDAQ
SSR Mining Inc
0.980
Basic Materials
Gold
MID
Value%
0.880
Quality%
0.920
Mom%
0.950
P/E
23.0×
F-Score
7/9
E/Y
0.1261
EBITDA/EV
0.1470
SH Yield
0.0000
ROE
0.0635
Margin
0.1217
Vol
0.6910
RAM
2.35
QV
0.900
Conf
0.969
TBPH NASDAQ
Theravance Biopharma Inc
0.980
Healthcare
Biotechnology
SMALL
Value%
0.900
Quality%
0.990
Mom%
0.840
P/E
7.7×
F-Score
7/9
E/Y
0.2094
EBITDA/EV
0.2150
SH Yield
0.0102
ROE
0.3942
Margin
1.0434
Vol
0.4488
RAM
1.06
QV
0.944
Conf
0.910
WDS NYSE
Woodside Energy Group Ltd
0.980
Energy
Oil & Gas E&P
LARGE
Value%
0.960
Quality%
0.850
Mom%
0.820
P/E
6.6×
F-Score
4/9
E/Y
0.1405
EBITDA/EV
0.3302
SH Yield
0.0284
ROE
0.1752
Margin
0.2406
Vol
0.3566
RAM
0.97
QV
0.903
Conf
0.829
CBL NYSE
CBL & Associates Properties Inc
0.970
Real Estate
Reit - Retail
SMALL
Value%
0.820
Quality%
0.890
Mom%
0.940
P/E
9.8×
F-Score
8/9
E/Y
0.0936
EBITDA/EV
0.1365
SH Yield
0.0502
ROE
0.4364
Margin
0.2981
Vol
0.2939
RAM
3.05
QV
0.854
Conf
0.969
CSTM NYSE
Constellium Nv
0.970
Basic Materials
Aluminum
MID
Value%
0.900
Quality%
0.740
Mom%
0.950
P/E
8.9×
F-Score
8/9
E/Y
0.1216
EBITDA/EV
0.1785
SH Yield
0.0334
ROE
0.3839
Margin
0.0499
Vol
0.3894
RAM
3.87
QV
0.816
Conf
0.940
DCOM NYSE
Dime Community Bancshares, Inc.
0.970
Financial Services
Banks - Regional
SMALL
Value%
0.940
Quality%
0.790
Mom%
0.820
P/E
14.4×
F-Score
8/9
E/Y
0.3246
EBITDA/EV
0.3348
SH Yield
0.0243
ROE
0.0827
Margin
0.1665
Vol
0.2394
RAM
1.58
QV
0.862
Conf
0.969
DDI NASDAQ
Doubledown Interactive Co Ltd
0.970
Communication Services
Electronic Gaming & Multimedia
SMALL
Value%
0.970
Quality%
0.920
Mom%
0.650
P/E
4.9×
F-Score
5/9
E/Y
0.9140
EBITDA/EV
0.9619
SH Yield
0.0002
ROE
0.1163
Margin
0.3077
Vol
0.3052
RAM
0.52
QV
0.945
Conf
0.969
FCAP NASDAQ
First Capital Inc
0.970
Financial Services
Banks - Regional
MICRO
Value%
0.940
Quality%
0.750
Mom%
0.870
P/E
11.7×
F-Score
6/9
E/Y
0.3936
EBITDA/EV
0.4137
SH Yield
0.0230
ROE
0.1265
Margin
0.2603
Vol
0.4911
RAM
1.33
QV
0.840
Conf
0.940
FRO NYSE
Frontline Ltd
0.970
Energy
Oil & Gas Midstream
MID
Value%
0.830
Quality%
0.900
Mom%
0.950
P/E
9.0×
F-Score
7/9
E/Y
0.1087
EBITDA/EV
0.1403
SH Yield
0.0707
ROE
0.3185
Margin
0.4019
Vol
0.4832
RAM
3.01
QV
0.864
Conf
0.969
FXNC NASDAQ
First National Corp
0.970
Financial Services
Banks - Regional
MICRO
Value%
0.930
Quality%
0.850
Mom%
0.830
P/E
12.7×
F-Score
7/9
E/Y
0.2147
EBITDA/EV
0.2523
SH Yield
0.0238
ROE
0.1113
Margin
0.1805
Vol
0.2311
RAM
1.98
QV
0.889
Conf
0.969
HCI NYSE
HCI Group Inc
0.970
Financial Services
Insurance - Property & Casualty
MID
Value%
0.940
Quality%
0.930
Mom%
0.700
P/E
7.5×
F-Score
7/9
E/Y
0.3190
EBITDA/EV
0.3271
SH Yield
0.0171
ROE
0.2780
Margin
0.3264
Vol
0.3562
RAM
0.43
QV
0.935
Conf
0.969
IMPP NASDAQ
Imperial Petroleum Inc
0.970
Energy
Oil & Gas Midstream
MICRO
Value%
0.980
Quality%
0.710
Mom%
0.860
P/E
3.2×
F-Score
4/9
E/Y
0.4902
EBITDA/EV
0.6963
SH Yield
-0.2748
ROE
0.1193
Margin
0.3499
Vol
0.5602
RAM
0.93
QV
0.834
Conf
0.969
KINS NASDAQ
Kingstone Companies Inc
0.970
Financial Services
Insurance - Property & Casualty
MICRO
Value%
0.920
Quality%
0.940
Mom%
0.680
P/E
9.4×
F-Score
7/9
E/Y
0.1379
EBITDA/EV
0.1473
SH Yield
-0.0226
ROE
0.2714
Margin
0.1491
Vol
0.4221
RAM
0.07
QV
0.930
Conf
0.969
LPG NYSE
Dorian LPG Ltd
0.970
Energy
Oil & Gas Midstream
SMALL
Value%
0.880
Quality%
0.870
Mom%
0.860
P/E
9.1×
F-Score
7/9
E/Y
0.1043
EBITDA/EV
0.1371
SH Yield
0.0759
ROE
0.1700
Margin
0.4051
Vol
0.4819
RAM
1.08
QV
0.875
Conf
0.969
MFC NYSE
Manulife Financial Corp
0.970
Financial Services
Insurance - Life
LARGE
Value%
0.950
Quality%
0.810
Mom%
0.820
P/E
11.3×
F-Score
6/9
E/Y
0.1364
EBITDA/EV
0.1304
SH Yield
0.0464
ROE
0.1247
Margin
0.0809
Vol
0.1798
RAM
2.05
QV
0.877
Conf
0.969
PEBK NASDAQ
Peoples Bancorp of North Carolina
0.970
Financial Services
Banks - Regional
MICRO
Value%
0.890
Quality%
0.910
Mom%
0.850
P/E
11.4×
F-Score
7/9
E/Y
0.1215
EBITDA/EV
0.1342
SH Yield
0.0231
ROE
0.1257
Margin
0.1834
Vol
0.2748
RAM
1.86
QV
0.900
Conf
0.969
PKBK NASDAQ
Parke Bancorp Inc
0.970
Financial Services
Banks - Regional
SMALL
Value%
0.910
Quality%
0.780
Mom%
0.850
P/E
9.4×
F-Score
8/9
E/Y
0.1271
EBITDA/EV
0.1279
SH Yield
0.0329
ROE
0.1247
Margin
0.2806
Vol
0.2069
RAM
2.36
QV
0.842
Conf
0.969
RILY NASDAQ
BRC Group Holdings, Inc.
0.970
Financial Services
Financial Conglomerates
MICRO
Value%
0.950
Quality%
0.880
Mom%
0.760
P/E
0.7×
F-Score
5/9
E/Y
0.1577
EBITDA/EV
0.1814
SH Yield
0.1522
ROE
4.8587
Margin
0.2982
Vol
0.9447
RAM
0.45
QV
0.914
Conf
0.910