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
OS Score Improvers
Active Screen
Preset: os_improvers ×
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
QUMS NASDAQ
Quantumsphere Acquisition Corporation
0.400
Financial Services
Shell Companies
MICRO
Value%
0.450
Quality%
0.430
Mom%
0.440
P/E
114.7×
F-Score
3/9
SH Yield
-0.7583
ROE
0.0120
Vol
0.0113
QV
0.440
Conf
0.587
SFBS NYSE
ServisFirst Bancshares Inc
0.420
Financial Services
Banks - Regional
MID
Value%
0.350
Quality%
0.820
Mom%
0.280
P/E
16.0×
F-Score
8/9
E/Y
0.0726
EBITDA/EV
0.0735
SH Yield
0.0167
ROE
0.1550
Margin
0.2904
Vol
0.2643
RAM
-0.08
QV
0.536
Conf
0.969
BRR NASDAQ
ProCap Financial, Inc.
0.410
Financial Services
Capital Markets
MICRO
Value%
0.450
Quality%
0.440
Mom%
0.450
F-Score
3/9
SH Yield
0.0000
ROE
-0.4457
Margin
-1590.9525
Vol
1.0215
QV
0.445
Conf
0.675
MATH NASDAQ
Metalpha Technology Holding Limited
0.490
Financial Services
Capital Markets
NANO
Value%
0.490
Quality%
0.470
Mom%
0.480
P/E
3.2×
F-Score
6/9
E/Y
0.0305
EBITDA/EV
0.0397
SH Yield
-0.0531
ROE
0.3761
Margin
0.2959
Vol
0.8221
RAM
-0.85
QV
0.480
Conf
0.624
MBRX NASDAQ
Moleculin Biotech Inc
0.490
Healthcare
Biotechnology
NANO
Value%
0.480
Quality%
0.470
Mom%
0.480
F-Score
3/9
SH Yield
0.0070
ROE
-1.9978
Vol
1.0111
RAM
-0.85
QV
0.475
Conf
0.646
MIMI NASDAQ
Mint Incorporation Limited Class A Ordinary Shares
0.490
Industrials
Engineering & Construction
NANO
Value%
0.480
Quality%
0.470
Mom%
0.480
F-Score
2/9
SH Yield
-0.3478
ROE
-2.2587
Margin
-0.4473
Vol
1.4813
RAM
-0.65
QV
0.475
Conf
0.561
MOBX NASDAQ
Mobix Labs Inc
0.490
Technology
Semiconductors
NANO
Value%
0.480
Quality%
0.470
Mom%
0.480
F-Score
5/9
SH Yield
-0.1217
ROE
-4.5200
Margin
-5.6491
Vol
5.5140
RAM
-0.14
QV
0.475
Conf
0.764
MODD NASDAQ
Modular Medical Inc
0.490
Healthcare
Medical Devices
NANO
Value%
0.480
Quality%
0.470
Mom%
0.480
F-Score
2/9
ROE
-2.1793
Vol
0.9731
RAM
-0.77
QV
0.475
Conf
0.587
MSW NASDAQ
Ming Shing Group Holdings Limited Ordinary Shares
0.490
Industrials
Engineering & Construction
NANO
Value%
0.480
Quality%
0.470
Mom%
0.480
F-Score
2/9
SH Yield
-0.5853
ROE
2.1868
Margin
-0.1693
Vol
1.0867
RAM
-0.67
QV
0.475
Conf
0.578
NERV NASDAQ
Minerva Neurosciences Inc
0.490
Healthcare
Biotechnology
MICRO
Value%
0.480
Quality%
0.470
Mom%
0.480
F-Score
1/9
ROE
1.6341
Vol
1.2010
RAM
1.04
QV
0.475
Conf
0.587
PLSM NASDAQ
Pulsenmore Ltd. Ordinary Shares
0.410
Healthcare
Medical Devices
NANO
Value%
0.450
Quality%
0.430
Mom%
0.440
F-Score
4/9
SH Yield
0.0000
ROE
-0.8269
Margin
-1.3097
Vol
1.1375
QV
0.440
Conf
0.628
QNCX NASDAQ
Quince Therapeutics, Inc.
0.400
Healthcare
Biotechnology
NANO
Value%
0.450
Quality%
0.430
Mom%
0.440
F-Score
1/9
ROE
-2.1080
Vol
1.5563
RAM
-0.61
QV
0.440
Conf
0.528
MGN NASDAQ
Megan Holdings Limited Ordinary Shares
0.500
Industrials
Engineering & Construction
NANO
Value%
0.490
Quality%
0.470
Mom%
0.480
P/E
4.3×
F-Score
5/9
E/Y
1.0667
EBITDA/EV
1.0814
ROE
0.0182
Margin
0.0105
Vol
1.7561
QV
0.480
Conf
0.764
MKDW NASDAQ
MKDWELL Tech Inc. Ordinary Share
0.500
Consumer Cyclical
Auto Parts
NANO
Value%
0.490
Quality%
0.470
Mom%
0.480
F-Score
5/9
SH Yield
0.0000
ROE
-0.4450
Margin
-0.8489
Vol
1.4517
RAM
0.20
QV
0.480
Conf
0.735
MNY NASDAQ
MoneyHero Limited Class A Ordinary Shares
0.490
Communication Services
Internet Content & Information
NANO
Value%
0.480
Quality%
0.470
Mom%
0.480
F-Score
2/9
SH Yield
-0.0000
ROE
-0.2723
Margin
-0.1253
Vol
0.6245
RAM
-0.47
QV
0.475
Conf
0.793
MTEX NASDAQ
Mannatech Incorporated
0.500
Consumer Defensive
Food Distribution
NANO
Value%
0.490
Quality%
0.470
Mom%
0.480
F-Score
2/9
EBITDA/EV
0.1509
SH Yield
0.0000
ROE
2.2926
Margin
-0.1197
Vol
0.7124
RAM
-0.44
QV
0.480
Conf
0.735
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
PAAC NASDAQ
Proem Acquisition Corp I
0.410
Financial Services
Shell Companies
MICRO
Value%
0.450
Quality%
0.430
Mom%
0.440
F-Score
0/9
SH Yield
0.0000
Vol
0.0245
QV
0.440
Conf
0.294
PCAP NASDAQ
ProCap Acquisition Corp Class A Ordinary Shares
0.410
Financial Services
Shell Companies
SMALL
Value%
0.450
Quality%
0.440
Mom%
0.450
P/E
42.5×
F-Score
1/9
SH Yield
-0.0132
ROE
0.0309
Vol
0.0251
RAM
-0.57
QV
0.445
Conf
0.646
PFE NYSE
Pfizer Inc
0.410
Healthcare
Drug Manufacturers - General
LARGE
Value%
0.350
Quality%
0.750
Mom%
0.320
P/E
19.1×
F-Score
6/9
E/Y
0.0515
EBITDA/EV
0.0814
SH Yield
0.0687
ROE
0.0831
Margin
0.1183
Vol
0.2537
RAM
0.40
QV
0.512
Conf
0.940
PHAT NASDAQ
Phathom Pharmaceuticals Inc
0.430
Healthcare
Biotechnology
SMALL
Value%
0.460
Quality%
0.440
Mom%
0.450
F-Score
4/9
SH Yield
0.0000
ROE
0.4668
Margin
-0.7677
Vol
0.5838
RAM
0.63
QV
0.450
Conf
0.704
PHUN NASDAQ
Phunware Inc
0.430
Technology
Software - Application
NANO
Value%
0.460
Quality%
0.440
Mom%
0.450
F-Score
2/9
SH Yield
0.0000
ROE
-0.1170
Margin
-4.5326
Vol
0.4433
RAM
-0.96
QV
0.450
Conf
0.764
PMN NASDAQ
ProMIS Neurosciences Inc.
0.410
Healthcare
Biotechnology
MICRO
Value%
0.450
Quality%
0.440
Mom%
0.450
F-Score
1/9
SH Yield
-0.1486
ROE
-0.6689
Vol
1.1493
RAM
-0.04
QV
0.445
Conf
0.616
PTN NASDAQ
Palatin Technologies, Inc. Common Stock
0.440
Healthcare
Biotechnology
NANO
Value%
0.460
Quality%
0.450
Mom%
0.460
F-Score
2/9
SH Yield
-0.4922
ROE
-0.5900
Margin
-0.4850
Vol
1.6896
QV
0.455
Conf
0.735