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
Low Volatility
Active Screen
Preset: low_vol ×
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
SVCC
Stellar V Capital Corp. Class A Ordinary Shares
0.260
Financial Services
Shell Companies
MICRO
Value%
0.380
Quality%
0.370
Mom%
0.370
P/E
29.7×
F-Score
3/9
E/Y
0.0336
SH Yield
0.0000
ROE
0.0361
Vol
0.0192
RAM
1.64
QV
0.375
Conf
0.697
FVN
Future Vision II Acquisition Corporation Ordinary shares
0.580
Financial Services
Shell Companies
MICRO
Value%
0.530
Quality%
0.520
Mom%
0.520
P/E
52.1×
F-Score
2/9
E/Y
0.0192
EBITDA/EV
0.0074
SH Yield
0.0000
ROE
0.1327
Vol
0.0196
RAM
2.26
QV
0.525
Conf
0.788
TDAC
Translational Development Acquisition Corp. Ordinary Shares
0.410
Financial Services
Shell Companies
MICRO
Value%
0.690
Quality%
0.140
Mom%
0.250
P/E
29.8×
F-Score
2/9
E/Y
0.0335
SH Yield
0.0682
ROE
0.0352
Margin
-27.7515
Vol
0.0200
RAM
2.05
QV
0.311
Conf
0.909
DRDB
Roman DBDR Acquisition Corp. II Ordinary shares
0.630
Financial Services
Shell Companies
MICRO
Value%
0.550
Quality%
0.540
Mom%
0.550
P/E
44.3×
F-Score
3/9
E/Y
0.0226
SH Yield
0.0000
ROE
0.0228
Vol
0.0202
RAM
0.93
QV
0.545
Conf
0.727
GSHR
Gesher Acquisition Corp. II
0.560
Financial Services
Shell Companies
MICRO
Value%
0.510
Quality%
0.510
Mom%
0.510
P/E
35.8×
F-Score
2/9
E/Y
0.0279
SH Yield
0.0000
ROE
0.0298
Vol
0.0207
RAM
1.54
QV
0.510
Conf
0.697
POLE
Andretti Acquisition Corp. II Class A Ordinary Shares
0.340
Financial Services
Shell Companies
MICRO
Value%
0.420
Quality%
0.410
Mom%
0.410
P/E
31.2×
F-Score
2/9
E/Y
0.0321
SH Yield
0.0000
ROE
0.0336
Vol
0.0242
RAM
1.34
QV
0.415
Conf
0.727
ALF
Centurion Acquisition Corp.
0.730
Financial Services
Shell Companies
SMALL
Value%
0.610
Quality%
0.600
Mom%
0.610
P/E
36.7×
F-Score
2/9
E/Y
0.0272
SH Yield
0.0483
ROE
-0.6172
Vol
0.0244
RAM
1.01
QV
0.605
Conf
0.667
NOEM
CO2 Energy Transition Corp. Common Stock
0.400
Financial Services
Shell Companies
MICRO
Value%
0.440
Quality%
0.440
Mom%
0.440
P/E
46.3×
F-Score
2/9
E/Y
0.0216
EBITDA/EV
0.0206
SH Yield
0.0000
ROE
0.0222
Vol
0.0245
RAM
1.69
QV
0.440
Conf
0.788
IBAC
IB Acquisition Corp. Common Stock
0.540
Financial Services
Shell Companies
MICRO
Value%
0.500
Quality%
0.500
Mom%
0.500
P/E
62.9×
F-Score
3/9
E/Y
0.0159
SH Yield
0.0452
ROE
0.1486
Vol
0.0259
RAM
1.52
QV
0.500
Conf
0.727
OXLCM
Oxford Lane Capital Corp. Preferred Stock Shares, 8.25% Series 2031
0.800
Financial Services
Asset Management
MID
Value%
0.810
Quality%
0.690
Mom%
0.280
F-Score
4/9
SH Yield
0.3075
ROE
-0.5205
Margin
-0.6548
Vol
0.0274
RAM
2.91
QV
0.748
Conf
0.909
HCIC
Hennessy Capital Investment Corp V
0.560
Financial Services
Shell Companies
SMALL
Value%
0.510
Quality%
0.500
Mom%
0.510
P/E
23.2×
F-Score
2/9
E/Y
0.0431
EBITDA/EV
0.0436
SH Yield
0.0000
ROE
-0.6097
Vol
0.0299
RAM
0.36
QV
0.505
Conf
0.200
CCIX
Churchill Capital Corp IX
0.670
Financial Services
Shell Companies
SMALL
Value%
0.580
Quality%
0.570
Mom%
0.570
P/E
42.3×
F-Score
2/9
E/Y
0.0236
EBITDA/EV
0.0049
SH Yield
0.0000
ROE
0.0245
Vol
0.0315
RAM
0.33
QV
0.575
Conf
0.788
FITBI
Fifth Third Bancorp
0.850
Financial Services
Banks - Regional
LARGE
Value%
0.870
Quality%
0.720
Mom%
0.280
P/E
9.8×
F-Score
8/9
E/Y
0.1017
EBITDA/EV
0.0813
SH Yield
0.0550
ROE
0.0637
Margin
0.1591
Vol
0.0327
RAM
2.38
QV
0.791
Conf
1.000
FSHP
Flag Ship Acquisition Corp. Ordinary Shares
0.590
Financial Services
Shell Companies
NANO
Value%
0.530
Quality%
0.520
Mom%
0.530
P/E
23.9×
F-Score
3/9
E/Y
0.0418
SH Yield
0.0737
ROE
-0.4206
Vol
0.0330
RAM
1.63
QV
0.525
Conf
0.667
FERA
Fifth Era Acquisition Corp I Class A Ordinary Shares
0.590
Financial Services
Shell Companies
MICRO
Value%
0.530
Quality%
0.530
Mom%
0.530
P/E
51.1×
F-Score
2/9
E/Y
0.0196
SH Yield
0.0000
ROE
0.0174
Vol
0.0333
RAM
0.80
QV
0.530
Conf
0.697
OACC
Oaktree Acquisition Corp. III Life Sciences Class A Ordinary Share
0.390
Financial Services
Shell Companies
MICRO
Value%
0.440
Quality%
0.430
Mom%
0.430
P/E
29.1×
F-Score
3/9
E/Y
0.0344
SH Yield
0.0000
ROE
0.0358
Vol
0.0345
RAM
0.22
QV
0.435
Conf
0.758
JACS
Jackson Acquisition Company II
0.800
Financial Services
Shell Companies
MICRO
Value%
0.640
Quality%
0.640
Mom%
0.650
P/E
27.6×
F-Score
3/9
E/Y
0.0362
SH Yield
0.0000
ROE
0.0362
Vol
0.0348
RAM
0.95
QV
0.640
Conf
0.758
CAPN
Cayson Acquisition Corp Ordinary shares
0.680
Financial Services
Shell Companies
MICRO
Value%
0.580
Quality%
0.570
Mom%
0.580
P/E
42.7×
F-Score
3/9
E/Y
0.0234
SH Yield
0.0000
ROE
0.0435
Vol
0.0350
RAM
2.03
QV
0.575
Conf
0.727
TXNM
TXNM Energy, Inc.
0.120
Utilities
Utilities - Regulated Electric
MID
Value%
0.300
Quality%
0.320
Mom%
0.280
P/E
37.7×
F-Score
5/9
E/Y
0.0265
EBITDA/EV
0.0847
SH Yield
0.0310
ROE
0.0423
Margin
0.0671
Vol
0.0355
RAM
1.96
QV
0.310
Conf
1.000
RFAI
RF Acquisition Corp II Ordinary Shares
0.310
Financial Services
Shell Companies
MICRO
Value%
0.400
Quality%
0.400
Mom%
0.400
P/E
22.4×
F-Score
3/9
E/Y
0.0446
SH Yield
0.0000
ROE
0.0638
Vol
0.0359
RAM
1.11
QV
0.400
Conf
0.758
YHNA
YHN Acquisition I Limited Ordinary Shares
0.160
Financial Services
Shell Companies
NANO
Value%
0.340
Quality%
0.330
Mom%
0.330
P/E
34.9×
F-Score
3/9
E/Y
0.0287
SH Yield
0.0598
ROE
0.2482
Vol
0.0369
RAM
1.26
QV
0.335
Conf
0.727
AGNCP
AGNC Investment Corp.
0.040
Real Estate
Reit - Mortgage
LARGE
Value%
0.090
Quality%
0.270
Mom%
0.290
P/E
19.1×
F-Score
4/9
E/Y
0.0523
EBITDA/EV
0.0307
SH Yield
0.0600
ROE
0.1208
Margin
0.4360
Vol
0.0419
RAM
2.46
QV
0.156
Conf
1.000
AGNCM
AGNC Investment Corp.
0.040
Real Estate
Reit - Mortgage
LARGE
Value%
0.090
Quality%
0.270
Mom%
0.300
P/E
19.1×
F-Score
4/9
E/Y
0.0523
EBITDA/EV
0.0307
SH Yield
0.0600
ROE
0.1208
Margin
0.4360
Vol
0.0433
RAM
2.53
QV
0.156
Conf
1.000
AGNCN
AGNC Investment Corp.
0.040
Real Estate
Reit - Mortgage
LARGE
Value%
0.090
Quality%
0.290
Mom%
0.290
P/E
19.7×
F-Score
4/9
E/Y
0.0508
EBITDA/EV
0.0305
SH Yield
0.0583
ROE
0.1208
Margin
0.4360
Vol
0.0441
RAM
2.44
QV
0.162
Conf
1.000
EURK
Eureka Acquisition Corp Class A Ordinary Share
0.600
Financial Services
Shell Companies
NANO
Value%
0.540
Quality%
0.530
Mom%
0.540
P/E
73.9×
F-Score
3/9
E/Y
0.0135
SH Yield
0.0000
ROE
-0.2187
Vol
0.0443
RAM
2.10
QV
0.535
Conf
0.667