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
Momentum Leaders
Active Screen
Preset: momentum_leaders ×
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
CMI NYSE
Cummins Inc
0.460
Industrials
Specialty Industrial Machinery
LARGE
Value%
0.090
Quality%
0.760
Mom%
0.920
P/E
33.5×
F-Score
6/9
E/Y
0.0415
EBITDA/EV
0.0530
SH Yield
0.0123
ROE
0.2164
Margin
0.0789
Vol
0.2845
RAM
3.79
QV
0.262
Conf
0.969
BOTJ NASDAQ
Bank of the James Financial Group
0.970
Financial Services
Banks - Regional
MICRO
Value%
0.890
Quality%
0.840
Mom%
0.910
P/E
11.1×
F-Score
7/9
E/Y
0.0917
EBITDA/EV
0.1022
SH Yield
0.0150
ROE
0.1347
Margin
0.1845
Vol
0.2050
RAM
3.78
QV
0.865
Conf
0.969
NVT NYSE
nVent Electric PLC
0.370
Industrials
Electrical Equipment & Parts
LARGE
Value%
0.040
Quality%
0.700
Mom%
0.940
P/E
51.1×
F-Score
6/9
E/Y
0.0260
EBITDA/EV
0.0344
SH Yield
0.0136
ROE
0.1291
Margin
0.1133
Vol
0.3588
RAM
3.75
QV
0.167
Conf
0.940
AXSM NASDAQ
Axsome Therapeutics Inc
0.460
Healthcare
Biotechnology
LARGE
Value%
0.100
Quality%
0.730
Mom%
0.940
F-Score
5/9
SH Yield
-0.0046
ROE
-3.4496
Margin
-0.2659
Vol
0.3368
RAM
3.69
QV
0.270
Conf
0.764
EZPW NASDAQ
EZCORP Inc
0.950
Financial Services
Credit Services
SMALL
Value%
0.800
Quality%
0.760
Mom%
0.950
P/E
13.5×
F-Score
6/9
E/Y
0.0910
EBITDA/EV
0.1051
SH Yield
0.0054
ROE
0.1309
Margin
0.0993
Vol
0.3471
RAM
3.66
QV
0.780
Conf
0.969
KRYS NASDAQ
Krystal Biotech Inc
0.510
Healthcare
Biotechnology
LARGE
Value%
0.020
Quality%
0.950
Mom%
0.960
P/E
46.5×
F-Score
6/9
E/Y
0.0195
EBITDA/EV
0.0201
SH Yield
0.0000
ROE
0.1763
Margin
0.5392
Vol
0.3754
RAM
3.62
QV
0.138
Conf
0.940
ECO NYSE
Okeanis Eco Tankers Corp.
0.960
Industrials
Marine Shipping
MID
Value%
0.780
Quality%
0.880
Mom%
0.960
P/E
10.6×
F-Score
6/9
E/Y
0.0871
EBITDA/EV
0.1033
SH Yield
0.0134
ROE
0.2740
Margin
0.4126
Vol
0.4369
RAM
3.54
QV
0.828
Conf
0.969
BNS NYSE
Bank of Nova Scotia
0.390
Financial Services
Banks - Diversified
LARGE
Value%
0.310
Quality%
0.220
Mom%
0.890
P/E
11.5×
F-Score
4/9
E/Y
0.0207
EBITDA/EV
0.0232
SH Yield
0.0277
ROE
0.1095
Margin
0.1345
Vol
0.1751
RAM
3.52
QV
0.261
Conf
1.000
ROST NASDAQ
Ross Stores Inc
0.520
Consumer Cyclical
Apparel Retail
LARGE
Value%
0.070
Quality%
0.920
Mom%
0.910
P/E
32.3×
F-Score
7/9
E/Y
0.0389
EBITDA/EV
0.0507
SH Yield
0.0238
ROE
0.3673
Margin
0.0974
Vol
0.2306
RAM
3.50
QV
0.254
Conf
1.000
ECPG NASDAQ
Encore Capital Group Inc
0.950
Financial Services
Credit Services
SMALL
Value%
0.830
Quality%
0.690
Mom%
0.950
P/E
6.6×
F-Score
8/9
E/Y
0.1170
EBITDA/EV
0.1219
SH Yield
0.0513
ROE
0.2863
Margin
0.1602
Vol
0.3287
RAM
3.48
QV
0.757
Conf
0.910
PLXS NASDAQ
Plexus Corp
0.200
Technology
Electronic Components
MID
Value%
0.090
Quality%
0.310
Mom%
0.930
P/E
35.8×
F-Score
8/9
E/Y
0.0329
EBITDA/EV
0.0445
SH Yield
0.0124
ROE
0.1259
Margin
0.0435
Vol
0.3523
RAM
3.48
QV
0.167
Conf
0.940
TIGO NASDAQ
Millicom International Cellular SA
0.970
Communication Services
Telecom Services
LARGE
Value%
0.760
Quality%
0.970
Mom%
0.960
P/E
13.4×
F-Score
8/9
E/Y
0.0771
EBITDA/EV
0.1308
SH Yield
0.0559
ROE
0.3927
Margin
0.1916
Vol
0.3668
RAM
3.46
QV
0.859
Conf
0.940
BHE NYSE
Benchmark Electronics Inc
0.200
Technology
Electronic Components
MID
Value%
0.150
Quality%
0.180
Mom%
0.940
P/E
82.2×
F-Score
6/9
E/Y
0.0322
EBITDA/EV
0.0487
SH Yield
0.0174
ROE
0.0312
Margin
0.0127
Vol
0.3998
RAM
3.41
QV
0.164
Conf
0.969
ATLO NASDAQ
Ames National Corporation
0.970
Financial Services
Banks - Regional
MICRO
Value%
0.890
Quality%
0.810
Mom%
0.890
P/E
11.4×
F-Score
9/9
E/Y
0.1419
EBITDA/EV
0.1471
SH Yield
0.0361
ROE
0.1078
Margin
0.2731
Vol
0.2054
RAM
3.39
QV
0.849
Conf
1.000
FTI NYSE
TechnipFMC PLC
0.620
Energy
Oil & Gas Equipment & Services
LARGE
Value%
0.160
Quality%
0.920
Mom%
0.940
P/E
26.5×
F-Score
8/9
E/Y
0.0506
EBITDA/EV
0.0648
SH Yield
0.0352
ROE
0.3219
Margin
0.1063
Vol
0.2944
RAM
3.39
QV
0.384
Conf
0.969
BLTE NASDAQ
Belite Bio Inc ADR
0.700
Healthcare
Biotechnology
MID
Value%
0.590
Quality%
0.580
Mom%
0.590
F-Score
4/9
SH Yield
-0.0303
ROE
-0.1134
Vol
0.4134
RAM
3.38
QV
0.585
Conf
0.616
SXI NYSE
Standex International Corporation
0.170
Industrials
Specialty Industrial Machinery
MID
Value%
0.090
Quality%
0.250
Mom%
0.920
P/E
37.1×
F-Score
3/9
E/Y
0.0460
EBITDA/EV
0.0556
SH Yield
0.0050
ROE
0.1312
Margin
0.1118
Vol
0.3036
RAM
3.35
QV
0.150
Conf
0.940
FDX NYSE
FedEx Corporation
0.850
Industrials
Integrated Freight & Logistics
LARGE
Value%
0.780
Quality%
0.320
Mom%
0.940
P/E
16.8×
F-Score
6/9
E/Y
0.0599
EBITDA/EV
0.1018
SH Yield
0.0151
ROE
0.1401
Margin
0.0468
Vol
0.3719
RAM
3.35
QV
0.500
Conf
1.000
INDV NASDAQ
Indivior PLC Ordinary Shares
0.340
Healthcare
Drug Manufacturers - Specialty & Generic
MID
Value%
0.290
Quality%
0.120
Mom%
0.960
P/E
19.1×
F-Score
4/9
E/Y
0.0654
EBITDA/EV
0.0687
SH Yield
0.0259
ROE
-1.7431
Margin
0.1944
Vol
0.4176
RAM
3.33
QV
0.187
Conf
0.852
BMO NYSE
Bank of Montreal
0.930
Financial Services
Banks - Diversified
LARGE
Value%
0.760
Quality%
0.810
Mom%
0.880
P/E
13.1×
F-Score
7/9
E/Y
0.0566
EBITDA/EV
0.0662
SH Yield
0.0478
ROE
0.1138
Margin
0.1263
Vol
0.1657
RAM
3.33
QV
0.785
Conf
1.000
HP NYSE
Helmerich and Payne Inc
0.830
Energy
Oil & Gas Drilling
MID
Value%
0.830
Quality%
0.110
Mom%
0.950
F-Score
4/9
EBITDA/EV
0.0968
SH Yield
0.0293
ROE
-0.1486
Margin
-0.0939
Vol
0.4017
RAM
3.33
QV
0.302
Conf
0.910
KGS NYSE
Kodiak Gas Services, Inc.
0.610
Energy
Oil & Gas Equipment & Services
MID
Value%
0.180
Quality%
0.850
Mom%
0.940
P/E
96.9×
F-Score
6/9
E/Y
0.0448
EBITDA/EV
0.0867
SH Yield
0.0466
ROE
0.0578
Margin
0.0513
Vol
0.3771
RAM
3.28
QV
0.391
Conf
0.969
DGII NASDAQ
Digi International Inc
0.490
Technology
Communication Equipment
MID
Value%
0.070
Quality%
0.860
Mom%
0.930
P/E
55.7×
F-Score
5/9
E/Y
0.0240
EBITDA/EV
0.0394
SH Yield
-0.0032
ROE
0.0649
Margin
0.0910
Vol
0.3344
RAM
3.25
QV
0.245
Conf
0.910
MG NYSE
Mistras Group Inc
0.720
Industrials
Security & Protection Services
SMALL
Value%
0.630
Quality%
0.180
Mom%
0.940
P/E
22.3×
F-Score
4/9
E/Y
0.0632
EBITDA/EV
0.1099
SH Yield
0.0000
ROE
0.0961
Margin
0.0306
Vol
0.4096
RAM
3.23
QV
0.337
Conf
0.940