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
Quality at a Price
Active Screen
Preset: quality_value ×
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
VEON
VEON Ltd
0.920
Communication Services
Telecom Services
MID
Value%
0.950
Quality%
0.980
Mom%
0.240
P/E
6.9×
F-Score
6/9
E/Y
0.1450
EBITDA/EV
0.5053
SH Yield
0.0000
ROE
0.3625
Margin
0.1159
Vol
0.3953
RAM
0.01
QV
0.965
Conf
0.939
ATAT
Atour Lifestyle Holdings Limited American Depositary Shares
0.940
Consumer Cyclical
Lodging
MID
Value%
0.980
Quality%
0.950
Mom%
0.310
P/E
2.5×
F-Score
7/9
E/Y
0.3976
EBITDA/EV
1.8284
SH Yield
0.2390
ROE
0.5006
Margin
0.1722
Vol
0.3346
RAM
0.65
QV
0.965
Conf
1.000
HCI
HCI Group Inc
0.910
Financial Services
Insurance - Property & Casualty
MID
Value%
0.950
Quality%
0.980
Mom%
0.200
P/E
6.7×
F-Score
7/9
E/Y
0.1497
EBITDA/EV
0.4313
SH Yield
0.0144
ROE
0.2780
Margin
0.3264
Vol
0.3551
RAM
-0.25
QV
0.965
Conf
1.000
NRDS
Nerdwallet Inc
0.890
Communication Services
Internet Content & Information
SMALL
Value%
0.950
Quality%
0.980
Mom%
0.100
P/E
8.0×
F-Score
8/9
E/Y
0.1244
EBITDA/EV
0.2753
SH Yield
0.0000
ROE
0.2049
Margin
0.0811
Vol
0.4986
RAM
-0.36
QV
0.965
Conf
1.000
CHTR
Charter Communications Inc
0.880
Communication Services
Telecom Services
LARGE
Value%
0.970
Quality%
0.950
Mom%
0.010
P/E
3.4×
F-Score
7/9
E/Y
0.2943
EBITDA/EV
0.1817
SH Yield
0.0000
ROE
0.3011
Margin
0.0903
Vol
0.4621
RAM
-1.32
QV
0.960
Conf
0.970
MFIN
Medallion Financial Corp
0.920
Financial Services
Credit Services
MICRO
Value%
0.980
Quality%
0.940
Mom%
0.250
P/E
5.9×
F-Score
8/9
E/Y
0.1683
EBITDA/EV
0.3154
SH Yield
0.0478
ROE
0.0968
Margin
0.1167
Vol
0.2742
RAM
0.16
QV
0.960
Conf
1.000
LX
Lexinfintech Holdings Ltd
0.880
Financial Services
Credit Services
SMALL
Value%
0.990
Quality%
0.930
Mom%
0.010
P/E
0.2×
F-Score
7/9
E/Y
4.1443
EBITDA/EV
1.3628
SH Yield
1.0996
ROE
0.1197
Margin
0.1083
Vol
0.4563
RAM
-1.49
QV
0.960
Conf
1.000
NBR
Nabors Industries Ltd.
0.990
Energy
Oil & Gas Drilling
SMALL
Value%
0.960
Quality%
0.950
Mom%
0.970
P/E
6.6×
F-Score
7/9
E/Y
0.1525
EBITDA/EV
0.4379
SH Yield
0.0044
ROE
0.3655
Margin
0.0643
Vol
0.6183
RAM
3.61
QV
0.955
Conf
0.970
APA
APA Corporation
0.990
Energy
Oil & Gas E&P
LARGE
Value%
0.950
Quality%
0.960
Mom%
0.920
P/E
8.4×
F-Score
5/9
E/Y
0.1184
EBITDA/EV
0.3301
SH Yield
0.0276
ROE
0.2375
Margin
0.1780
Vol
0.4227
RAM
2.37
QV
0.955
Conf
1.000
AII
American Integrity Insurance Group, Inc.
0.930
Financial Services
Insurance - Property & Casualty
SMALL
Value%
0.970
Quality%
0.940
Mom%
0.310
P/E
4.1×
F-Score
9/9
E/Y
0.2447
EBITDA/EV
0.6288
SH Yield
0.1528
ROE
0.2427
Margin
0.2756
Vol
0.3943
RAM
0.57
QV
0.955
Conf
1.000
PHI
PLDT Inc ADR
0.910
Communication Services
Telecom Services
MID
Value%
0.970
Quality%
0.940
Mom%
0.180
P/E
0.1×
F-Score
5/9
EBITDA/EV
0.3369
ROE
0.2407
Margin
0.1360
Vol
0.2464
RAM
-0.12
QV
0.955
Conf
0.970
HG
Hamilton Insurance Group, Ltd.
0.990
Financial Services
Insurance - Reinsurance
MID
Value%
0.970
Quality%
0.940
Mom%
0.850
P/E
4.9×
F-Score
7/9
E/Y
0.2034
EBITDA/EV
0.3893
SH Yield
0.0000
ROE
0.2312
Margin
0.2171
Vol
0.2398
RAM
2.25
QV
0.955
Conf
1.000
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
TCBIO
Texas Capital Bancshares, Inc.
0.930
Financial Services
Banks - Regional
SMALL
Value%
0.980
Quality%
0.930
Mom%
0.280
P/E
2.6×
F-Score
8/9
E/Y
0.3832
EBITDA/EV
0.5555
SH Yield
0.0185
ROE
0.0990
Margin
0.1771
Vol
0.1344
RAM
0.85
QV
0.955
Conf
1.000
NUTX
Nutex Health Inc
0.920
Healthcare
Medical Care Facilities
SMALL
Value%
0.930
Quality%
0.980
Mom%
0.290
P/E
9.9×
F-Score
7/9
E/Y
0.1013
EBITDA/EV
0.3617
SH Yield
0.0605
ROE
0.2783
Margin
0.1095
Vol
0.9706
RAM
0.12
QV
0.955
Conf
1.000
ZTO
ZTO Express (Cayman) Inc
0.990
Industrials
Integrated Freight & Logistics
LARGE
Value%
0.980
Quality%
0.930
Mom%
0.810
P/E
1.9×
F-Score
7/9
E/Y
0.5148
EBITDA/EV
0.4266
SH Yield
0.2111
ROE
0.1474
Margin
0.1787
Vol
0.2393
RAM
2.13
QV
0.955
Conf
1.000
BWMX
Betterware de México, S.A.P.I. de C.V.
0.990
Consumer Cyclical
Specialty Retail
SMALL
Value%
0.980
Quality%
0.930
Mom%
0.950
P/E
0.6×
F-Score
7/9
E/Y
1.7533
EBITDA/EV
0.6264
SH Yield
1.2716
ROE
0.8089
Margin
0.0835
Vol
0.4428
RAM
2.76
QV
0.955
Conf
0.970
BAP
Credicorp Ltd
0.990
Financial Services
Banks - Regional
LARGE
Value%
0.980
Quality%
0.930
Mom%
0.840
P/E
3.6×
F-Score
8/9
E/Y
0.2808
EBITDA/EV
0.5937
SH Yield
0.1430
ROE
0.1856
Margin
0.2503
Vol
0.2414
RAM
2.15
QV
0.955
Conf
1.000
DLNG
Dynagas LNG Partners LP
0.930
Energy
Oil & Gas Midstream
MICRO
Value%
0.980
Quality%
0.930
Mom%
0.290
P/E
2.1×
F-Score
7/9
E/Y
0.4827
EBITDA/EV
0.8389
SH Yield
0.5327
ROE
0.1345
Margin
0.4160
Vol
0.2205
RAM
0.38
QV
0.955
Conf
0.970
UVE
Universal Insurance Holdings Inc
0.990
Financial Services
Insurance - Property & Casualty
SMALL
Value%
0.960
Quality%
0.940
Mom%
0.820
P/E
5.5×
F-Score
8/9
E/Y
0.1820
EBITDA/EV
0.4695
SH Yield
0.0207
ROE
0.3348
Margin
0.1225
Vol
0.3555
RAM
1.33
QV
0.950
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
NVO
Novo Nordisk A/S
0.880
Healthcare
Drug Manufacturers - General
LARGE
Value%
0.970
Quality%
0.930
Mom%
0.060
P/E
1.6×
F-Score
5/9
E/Y
0.6381
EBITDA/EV
0.5738
SH Yield
0.2742
ROE
0.6006
Margin
0.3720
Vol
0.5957
RAM
-0.59
QV
0.950
Conf
1.000
FSCO
FS Credit Opportunities Corp.
0.900
Financial Services
Asset Management
SMALL
Value%
0.970
Quality%
0.930
Mom%
0.120
P/E
6.5×
F-Score
5/9
E/Y
0.1542
EBITDA/EV
0.2688
SH Yield
0.1626
ROE
0.1041
Margin
0.7257
Vol
0.2535
RAM
-0.79
QV
0.950
Conf
0.839
FBIO
Fortress Biotech Inc
0.980
Healthcare
Biotechnology
MICRO
Value%
0.970
Quality%
0.930
Mom%
0.740
P/E
0.8×
F-Score
5/9
E/Y
1.2552
SH Yield
0.0049
ROE
0.7877
Margin
1.9312
Vol
0.7334
RAM
0.27
QV
0.950
Conf
0.909
ERIC
Telefonaktiebolaget LM Ericsson B ADR
0.990
Technology
Communication Equipment
LARGE
Value%
0.980
Quality%
0.920
Mom%
0.840
P/E
1.7×
F-Score
7/9
E/Y
0.5901
EBITDA/EV
2.0005
SH Yield
0.2172
ROE
0.2432
Margin
0.1080
Vol
0.2938
RAM
1.49
QV
0.950
Conf
1.000