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
OS Top Picks
Active Screen
Preset: os_top ×
Preset Screens
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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
BFH
Bread Financial Holdings, Inc.
0.990
Financial Services
Credit Services
MID
Value%
0.970
Quality%
0.970
Mom%
0.900
P/E
7.0×
F-Score
7/9
E/Y
0.1425
EBITDA/EV
0.1696
SH Yield
0.0112
ROE
0.1687
Margin
0.1190
Vol
0.3860
RAM
1.84
QV
0.970
Conf
1.000
CARE
Carter Bank and Trust
0.990
Financial Services
Banks - Regional
SMALL
Value%
0.960
Quality%
0.980
Mom%
0.880
P/E
5.8×
F-Score
7/9
E/Y
0.1735
EBITDA/EV
0.1867
SH Yield
0.0000
ROE
0.2142
Margin
0.3381
Vol
0.2725
RAM
2.18
QV
0.970
Conf
1.000
RILYZ
B. Riley Financial Inc. 5.25% Senior Notes due 2028
0.980
Other
Other
SMALL
Value%
0.950
Quality%
0.690
Mom%
0.970
P/E
1.6×
F-Score
4/9
E/Y
0.6175
EBITDA/EV
0.6143
SH Yield
0.0687
ROE
4.8587
Margin
0.2982
Vol
0.5515
RAM
4.29
QV
0.810
Conf
0.909
RILYL
BRC Group Holdings, Inc.
0.980
Financial Services
Financial Conglomerates
SMALL
Value%
0.930
Quality%
0.790
Mom%
0.980
P/E
1.4×
F-Score
5/9
E/Y
0.7371
EBITDA/EV
0.1665
SH Yield
0.0820
ROE
4.8587
Margin
0.2982
Vol
1.6121
RAM
3.41
QV
0.857
Conf
0.939
FSM
Fortuna Silver Mines Inc
0.980
Basic Materials
Gold
MID
Value%
0.940
Quality%
0.970
Mom%
0.760
P/E
8.5×
F-Score
7/9
E/Y
0.1179
EBITDA/EV
0.3118
SH Yield
0.0000
ROE
0.1923
Margin
0.3111
Vol
0.6064
RAM
0.84
QV
0.955
Conf
1.000
DSWL
Deswell Industries Inc
0.980
Technology
Electronic Components
MICRO
Value%
0.980
Quality%
0.800
Mom%
0.850
P/E
2.6×
F-Score
7/9
E/Y
0.3819
EBITDA/EV
0.5458
SH Yield
0.1071
ROE
0.1842
Margin
0.1741
Vol
0.4009
RAM
1.40
QV
0.885
Conf
0.728
FLOC
Flowco Holdings Inc.
0.980
Energy
Oil & Gas Equipment & Services
SMALL
Value%
0.890
Quality%
0.960
Mom%
0.820
P/E
17.8×
F-Score
7/9
E/Y
0.0563
EBITDA/EV
0.2876
SH Yield
0.0692
ROE
0.1269
Margin
0.0549
Vol
0.3718
RAM
1.30
QV
0.924
Conf
0.970
GFI
Gold Fields Ltd ADR
0.980
Basic Materials
Gold
LARGE
Value%
0.900
Quality%
0.990
Mom%
0.880
P/E
6.8×
F-Score
8/9
E/Y
0.1472
EBITDA/EV
0.2679
SH Yield
0.0324
ROE
0.5718
Margin
0.3450
Vol
0.5198
RAM
1.73
QV
0.944
Conf
0.839
DCOM
Dime Community Bancshares, Inc.
0.980
Financial Services
Banks - Regional
SMALL
Value%
0.930
Quality%
0.870
Mom%
0.830
P/E
13.1×
F-Score
8/9
E/Y
0.0761
EBITDA/EV
0.7708
SH Yield
0.0309
ROE
0.0827
Margin
0.1665
Vol
0.2351
RAM
1.81
QV
0.899
Conf
1.000
DLX
Deluxe Corporation
0.980
Industrials
Conglomerates
SMALL
Value%
0.930
Quality%
0.810
Mom%
0.890
P/E
10.3×
F-Score
6/9
E/Y
0.0969
EBITDA/EV
0.1686
SH Yield
0.0523
ROE
0.1491
Margin
0.0487
Vol
0.4546
RAM
1.90
QV
0.868
Conf
0.970
VFF
Village Farms International Inc
0.980
Consumer Defensive
Farm Products
MICRO
Value%
0.970
Quality%
0.780
Mom%
0.910
P/E
6.0×
F-Score
7/9
E/Y
0.1669
EBITDA/EV
0.2320
SH Yield
0.0000
ROE
0.1431
Margin
0.1857
Vol
0.8530
RAM
1.36
QV
0.870
Conf
0.970
RILY
BRC Group Holdings, Inc.
0.980
Financial Services
Financial Conglomerates
MICRO
Value%
0.950
Quality%
0.790
Mom%
0.960
P/E
0.7×
F-Score
5/9
E/Y
1.4516
EBITDA/EV
0.1967
SH Yield
0.1615
ROE
4.8587
Margin
0.2982
Vol
0.9714
RAM
1.78
QV
0.866
Conf
0.939
VBNK
VersaBank
0.980
Financial Services
Banks - Regional
SMALL
Value%
0.940
Quality%
0.850
Mom%
0.910
P/E
14.9×
F-Score
5/9
E/Y
0.0669
EBITDA/EV
0.1033
SH Yield
0.0071
ROE
0.0551
Margin
0.0934
Vol
0.3900
RAM
2.11
QV
0.894
Conf
1.000
ERO
Ero Copper Corp
0.980
Basic Materials
Copper
MID
Value%
0.870
Quality%
0.960
Mom%
0.890
P/E
9.3×
F-Score
8/9
E/Y
0.1078
EBITDA/EV
0.1646
SH Yield
0.0000
ROE
0.2650
Margin
0.3155
Vol
0.5655
RAM
1.42
QV
0.914
Conf
1.000
PLAB
Photronics Inc
0.980
Technology
Semiconductor Equipment & Materials
SMALL
Value%
0.940
Quality%
0.870
Mom%
0.900
P/E
10.7×
F-Score
5/9
E/Y
0.0932
EBITDA/EV
0.2226
SH Yield
0.0000
ROE
0.1281
Margin
0.1847
Vol
0.7529
RAM
2.61
QV
0.904
Conf
1.000
IMPP
Imperial Petroleum Inc
0.980
Energy
Oil & Gas Midstream
MICRO
Value%
0.980
Quality%
0.740
Mom%
0.880
P/E
3.5×
F-Score
4/9
E/Y
0.2819
EBITDA/EV
0.5764
SH Yield
0.0078
ROE
0.1193
Margin
0.3499
Vol
0.5501
RAM
1.20
QV
0.852
Conf
1.000
TOYO
TOYO Co., Ltd Ordinary Shares
0.980
Technology
Solar
SMALL
Value%
0.830
Quality%
0.970
Mom%
0.980
P/E
15.0×
F-Score
7/9
E/Y
0.0668
EBITDA/EV
0.1731
SH Yield
0.0000
ROE
0.2837
Margin
0.0928
Vol
0.9485
RAM
2.42
QV
0.897
Conf
0.939
TRMD
Torm PLC Class A
0.980
Energy
Oil & Gas Midstream
MID
Value%
0.940
Quality%
0.820
Mom%
0.910
P/E
8.5×
F-Score
4/9
E/Y
0.1172
EBITDA/EV
0.1674
SH Yield
0.0909
ROE
0.1514
Margin
0.2443
Vol
0.3806
RAM
2.97
QV
0.878
Conf
1.000
CGAU
Centerra Gold Inc
0.980
Basic Materials
Gold
MID
Value%
0.950
Quality%
0.730
Mom%
0.940
P/E
4.8×
F-Score
4/9
E/Y
0.2067
EBITDA/EV
0.3737
SH Yield
0.0133
ROE
0.3022
Margin
0.4117
Vol
0.4839
RAM
3.35
QV
0.833
Conf
1.000
PKBK
Parke Bancorp Inc
0.980
Financial Services
Banks - Regional
SMALL
Value%
0.910
Quality%
0.860
Mom%
0.880
P/E
8.9×
F-Score
8/9
E/Y
0.1127
EBITDA/EV
0.1340
SH Yield
0.0227
ROE
0.1247
Margin
0.2806
Vol
0.2182
RAM
2.90
QV
0.885
Conf
1.000
HTHT
Huazhu Group Ltd
0.980
Consumer Cyclical
Lodging
LARGE
Value%
0.960
Quality%
0.940
Mom%
0.790
P/E
3.0×
F-Score
6/9
E/Y
0.3385
EBITDA/EV
0.7347
SH Yield
0.2666
ROE
0.4568
Margin
0.1932
Vol
0.2694
RAM
1.51
QV
0.950
Conf
1.000
BOTJ
Bank of the James Financial Group
0.980
Financial Services
Banks - Regional
MICRO
Value%
0.920
Quality%
0.890
Mom%
0.880
P/E
9.5×
F-Score
7/9
E/Y
0.1050
EBITDA/EV
0.1220
SH Yield
0.0174
ROE
0.1347
Margin
0.1845
Vol
0.1938
RAM
3.43
QV
0.905
Conf
1.000
CVE
Cenovus Energy Inc
0.980
Energy
Oil & Gas Integrated
LARGE
Value%
0.920
Quality%
0.800
Mom%
0.940
P/E
11.4×
F-Score
6/9
E/Y
0.0876
EBITDA/EV
0.1878
SH Yield
0.0280
ROE
0.1425
Margin
0.0940
Vol
0.3315
RAM
3.53
QV
0.858
Conf
1.000
CYD
China Yuchai International Limited
0.980
Consumer Cyclical
Auto Manufacturers
MID
Value%
0.990
Quality%
0.710
Mom%
0.970
P/E
3.8×
F-Score
8/9
E/Y
0.2635
EBITDA/EV
0.5598
SH Yield
0.0671
ROE
0.0586
Margin
0.0163
Vol
0.5538
RAM
2.96
QV
0.838
Conf
1.000
AMCX
AMC Networks Inc
0.980
Communication Services
Entertainment
SMALL
Value%
0.980
Quality%
0.770
Mom%
0.830
P/E
8.1×
F-Score
6/9
E/Y
0.1227
EBITDA/EV
0.6574
SH Yield
0.0000
ROE
0.0549
Margin
0.0228
Vol
0.4759
RAM
0.75
QV
0.869
Conf
0.970