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
Cheapest in Sector
Active Screen
Preset: sector_value_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
WIT NYSE
Wipro Limited ADR
0.830
Technology
Information Technology Services
LARGE
Value%
0.990
Quality%
0.640
Mom%
0.110
P/E
0.1×
F-Score
4/9
E/Y
1.2071
EBITDA/EV
1.4148
SH Yield
0.0294
ROE
0.1698
Margin
0.1392
Vol
0.3800
RAM
-0.44
QV
0.796
Conf
1.000
YB NASDAQ
Yuanbao Inc. American Depositary Shares
0.890
Technology
Software - Application
SMALL
Value%
0.990
Quality%
0.960
Mom%
0.040
P/E
0.5×
F-Score
6/9
E/Y
2.3264
EBITDA/EV
2.3301
SH Yield
-0.2302
ROE
0.3734
Margin
0.2967
Vol
0.4696
RAM
-1.04
QV
0.975
Conf
0.969
ABEV NYSE
Ambev SA ADR
0.990
Consumer Defensive
Beverages - Brewers
LARGE
Value%
0.980
Quality%
0.980
Mom%
0.810
P/E
3.0×
F-Score
8/9
E/Y
0.6817
EBITDA/EV
0.8877
SH Yield
0.0379
ROE
0.1728
Margin
0.1766
Vol
0.3271
RAM
1.27
QV
0.980
Conf
0.969
ACGLN NASDAQ
Arch Capital Group Ltd.
0.910
Financial Services
Insurance - Diversified
MID
Value%
0.980
Quality%
0.880
Mom%
0.260
P/E
1.2×
F-Score
8/9
E/Y
0.6573
EBITDA/EV
0.6776
SH Yield
0.4772
ROE
0.2014
Margin
0.2473
Vol
0.0959
RAM
0.19
QV
0.929
Conf
0.969
ACGLO NASDAQ
Arch Capital Group Ltd
0.910
Financial Services
Insurance - Diversified
LARGE
Value%
0.980
Quality%
0.880
Mom%
0.240
P/E
2.3×
F-Score
8/9
E/Y
0.3999
EBITDA/EV
0.4123
SH Yield
0.2809
ROE
0.2014
Margin
0.2473
Vol
0.0978
RAM
-0.07
QV
0.929
Conf
0.969
AMX NYSE
America Movil SAB de CV ADR
0.990
Communication Services
Telecom Services
LARGE
Value%
0.980
Quality%
0.970
Mom%
0.860
P/E
0.9×
F-Score
8/9
E/Y
0.2744
EBITDA/EV
0.4969
SH Yield
0.1632
ROE
0.2378
Margin
0.0923
Vol
0.2830
RAM
1.93
QV
0.975
Conf
0.969
ASR NYSE
Grupo Aeroportuario del Sureste SAB de CV ADR
0.910
Industrials
Airports & Air Services
MID
Value%
0.980
Quality%
0.870
Mom%
0.250
P/E
0.9×
F-Score
5/9
E/Y
0.4155
EBITDA/EV
0.5089
SH Yield
0.0206
ROE
0.2341
Margin
0.2625
Vol
0.2594
RAM
0.23
QV
0.923
Conf
0.940
ASX NYSE
ASE Industrial Holding Co Ltd ADR
0.990
Technology
Semiconductors
LARGE
Value%
0.980
Quality%
0.840
Mom%
0.980
P/E
1.8×
F-Score
6/9
E/Y
0.2232
EBITDA/EV
0.4670
SH Yield
-0.0304
ROE
0.1344
Margin
0.0707
Vol
0.5018
RAM
5.62
QV
0.907
Conf
0.969
ATAT NASDAQ
Atour Lifestyle Holdings Limited American Depositary Shares
0.920
Consumer Cyclical
Lodging
MID
Value%
0.980
Quality%
0.960
Mom%
0.200
P/E
2.4×
F-Score
7/9
E/Y
1.2366
EBITDA/EV
1.2615
SH Yield
0.0973
ROE
0.5006
Margin
0.1722
Vol
0.3222
RAM
-0.16
QV
0.970
Conf
0.969
ATHM NYSE
Autohome Inc
0.680
Communication Services
Internet Content & Information
MID
Value%
0.980
Quality%
0.200
Mom%
0.130
P/E
1.9×
F-Score
5/9
E/Y
0.2781
EBITDA/EV
0.6101
SH Yield
0.4549
ROE
0.0560
Margin
0.2121
Vol
0.3070
RAM
-1.06
QV
0.443
Conf
0.969
BABA NYSE
Alibaba Group Holding Ltd
0.730
Consumer Cyclical
Internet Retail
MEGA
Value%
0.980
Quality%
0.220
Mom%
0.210
P/E
2.7×
F-Score
3/9
E/Y
0.2469
EBITDA/EV
0.2574
SH Yield
0.0331
ROE
0.0980
Margin
0.1012
Vol
0.4546
RAM
-0.22
QV
0.464
Conf
0.969
BEKE NYSE
Ke Holdings Inc
0.660
Real Estate
Real Estate Services
LARGE
Value%
0.980
Quality%
0.110
Mom%
0.190
P/E
5.7×
F-Score
4/9
E/Y
0.3837
EBITDA/EV
0.4075
SH Yield
0.3577
ROE
0.0529
Margin
0.0378
Vol
0.3813
RAM
-0.50
QV
0.328
Conf
0.969
BWMX NYSE
Betterware de México, S.A.P.I. de C.V.
0.990
Consumer Cyclical
Specialty Retail
SMALL
Value%
0.980
Quality%
0.940
Mom%
0.940
P/E
0.6×
F-Score
7/9
E/Y
0.4526
EBITDA/EV
0.5544
SH Yield
0.0491
ROE
0.7233
Margin
0.0770
Vol
0.3766
RAM
2.93
QV
0.960
Conf
0.940
BZ NASDAQ
Kanzhun Ltd ADR
0.900
Communication Services
Internet Content & Information
MID
Value%
0.980
Quality%
0.960
Mom%
0.120
P/E
2.0×
F-Score
7/9
E/Y
0.8038
EBITDA/EV
1.4341
SH Yield
-0.2677
ROE
0.1648
Margin
0.4015
Vol
0.3360
RAM
-0.82
QV
0.970
Conf
0.969
CAAS NASDAQ
China Automotive Systems Inc
0.890
Consumer Cyclical
Auto Parts
MICRO
Value%
0.980
Quality%
0.770
Mom%
0.270
P/E
3.0×
F-Score
7/9
E/Y
0.2713
EBITDA/EV
0.2717
SH Yield
0.0165
ROE
0.1118
Margin
0.0573
Vol
0.2472
RAM
0.23
QV
0.869
Conf
0.829
CHA NASDAQ
Chagee Holdings Limited American Depositary Shares
0.830
Consumer Cyclical
Restaurants
MID
Value%
0.980
Quality%
0.730
Mom%
0.030
P/E
2.3×
F-Score
3/9
E/Y
0.4981
EBITDA/EV
0.6267
SH Yield
0.0814
ROE
0.1205
Margin
0.0722
Vol
0.5597
RAM
-0.88
QV
0.846
Conf
0.940
CIG NYSE
Companhia Energetica de Minas Gerais CEMIG Pref ADR
0.950
Utilities
Utilities - Regulated Electric
MID
Value%
0.980
Quality%
0.630
Mom%
0.730
P/E
1.3×
F-Score
4/9
E/Y
0.2148
EBITDA/EV
0.2770
SH Yield
0.0626
ROE
0.1705
Margin
0.1118
Vol
0.2963
RAM
0.69
QV
0.786
Conf
0.969
DDL NYSE
Dingdong (Cayman) Limited ADR
0.770
Consumer Defensive
Grocery Stores
SMALL
Value%
0.980
Quality%
0.320
Mom%
0.220
P/E
1.3×
F-Score
6/9
E/Y
0.2002
EBITDA/EV
0.4109
SH Yield
0.0177
ROE
0.3220
Margin
0.0199
Vol
0.5613
RAM
-0.21
QV
0.560
Conf
0.940
DLNG NYSE
Dynagas LNG Partners LP
0.910
Energy
Oil & Gas Midstream
MICRO
Value%
0.980
Quality%
0.880
Mom%
0.260
P/E
1.9×
F-Score
7/9
E/Y
0.2545
EBITDA/EV
0.3503
SH Yield
0.4871
ROE
0.1345
Margin
0.4160
Vol
0.2584
RAM
0.14
QV
0.929
Conf
0.940
DSWL NASDAQ
Deswell Industries Inc
0.890
Technology
Electronic Components
MICRO
Value%
0.980
Quality%
0.280
Mom%
0.740
P/E
2.8×
F-Score
4/9
E/Y
0.3715
EBITDA/EV
0.4270
SH Yield
0.1117
ROE
0.1877
Margin
0.1627
Vol
0.3823
RAM
0.76
QV
0.524
Conf
0.940
FBIO NASDAQ
Fortress Biotech Inc
0.980
Healthcare
Biotechnology
MICRO
Value%
0.980
Quality%
0.840
Mom%
0.880
P/E
0.9×
F-Score
5/9
E/Y
1.2798
EBITDA/EV
1.3261
SH Yield
-0.1233
ROE
0.7877
Margin
1.9312
Vol
0.7494
RAM
0.71
QV
0.907
Conf
0.910
FBIOP NASDAQ
Fortress Biotech Inc Pref Series A
0.990
Healthcare
Biotechnology
MICRO
Value%
0.980
Quality%
0.840
Mom%
0.960
P/E
0.8×
F-Score
5/9
E/Y
1.4223
EBITDA/EV
1.4738
SH Yield
-0.1371
ROE
0.7877
Margin
1.9312
Vol
0.5927
RAM
2.83
QV
0.907
Conf
0.910
FUTU NASDAQ
Futu Holdings Ltd
0.890
Financial Services
Capital Markets
LARGE
Value%
0.980
Quality%
0.990
Mom%
0.060
P/E
1.3×
F-Score
7/9
E/Y
0.7597
EBITDA/EV
0.7535
SH Yield
0.0273
ROE
0.2439
Margin
0.4183
Vol
0.5772
RAM
-0.67
QV
0.985
Conf
0.969
GGB NYSE
Gerdau SA ADR
0.900
Basic Materials
Steel
MID
Value%
0.980
Quality%
0.210
Mom%
0.890
P/E
5.7×
F-Score
5/9
E/Y
0.2218
EBITDA/EV
0.4116
SH Yield
0.1345
ROE
0.0311
Margin
0.0237
Vol
0.3668
RAM
1.40
QV
0.454
Conf
0.969