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
Small Cap Value
Active Screen
Preset: small_cap_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
AUNA
Auna S.A.
0.670
Healthcare
Medical Care Facilities
SMALL
Value%
0.970
Quality%
0.260
Mom%
0.100
P/E
4.7×
F-Score
5/9
E/Y
0.2124
EBITDA/EV
0.2176
SH Yield
0.0000
ROE
0.0392
Margin
0.0151
Vol
0.4189
RAM
-0.53
QV
0.502
Conf
0.970
ESEA
Euroseas Ltd
0.990
Industrials
Marine Shipping
SMALL
Value%
0.970
Quality%
0.960
Mom%
0.890
P/E
3.5×
F-Score
8/9
E/Y
0.2855
EBITDA/EV
0.3310
SH Yield
0.0423
ROE
0.2702
Margin
0.5831
Vol
0.4017
RAM
2.19
QV
0.965
Conf
1.000
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
CRTO
Criteo Sa
0.880
Communication Services
Advertising Agencies
SMALL
Value%
0.970
Quality%
0.920
Mom%
0.070
P/E
7.9×
F-Score
8/9
E/Y
0.1267
EBITDA/EV
0.4864
SH Yield
0.0000
ROE
0.1010
Margin
0.0597
Vol
0.3780
RAM
-0.97
QV
0.945
Conf
1.000
SND
Smart Sand Inc
0.910
Energy
Oil & Gas Equipment & Services
MICRO
Value%
0.970
Quality%
0.190
Mom%
0.960
P/E
9.8×
F-Score
6/9
E/Y
0.1017
EBITDA/EV
0.1249
SH Yield
0.0278
ROE
0.0928
Margin
0.0607
Vol
0.7489
RAM
2.30
QV
0.429
Conf
0.970
BMEZ
BlackRock Health Sciences Trust II
0.900
Financial Services
Asset Management
MICRO
Value%
0.970
Quality%
0.810
Mom%
0.280
P/E
4.4×
F-Score
5/9
E/Y
0.2289
EBITDA/EV
0.2289
SH Yield
0.3739
ROE
0.0566
Margin
0.7372
Vol
0.1542
RAM
0.37
QV
0.886
Conf
0.316
SNDL
SNDL Inc.
0.710
Consumer Defensive
Beverages - Wineries & Distilleries
SMALL
Value%
0.970
Quality%
0.170
Mom%
0.270
F-Score
6/9
EBITDA/EV
0.2901
SH Yield
0.0000
ROE
-0.0101
Margin
-0.0117
Vol
0.6040
RAM
0.14
QV
0.406
Conf
0.909
NOA
North American Construction Group Ltd
0.850
Energy
Oil & Gas Equipment & Services
SMALL
Value%
0.970
Quality%
0.680
Mom%
0.130
P/E
11.8×
F-Score
6/9
E/Y
0.0849
EBITDA/EV
0.2656
SH Yield
0.0348
ROE
0.0699
Margin
0.0263
Vol
0.4730
RAM
-0.35
QV
0.812
Conf
1.000
AMPY
Amplify Energy Corp
0.970
Energy
Oil & Gas E&P
MICRO
Value%
0.970
Quality%
0.770
Mom%
0.820
P/E
15.4×
F-Score
6/9
E/Y
0.0651
EBITDA/EV
0.7881
SH Yield
0.0000
ROE
0.0279
Margin
0.0512
Vol
0.6723
RAM
0.93
QV
0.864
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
GHG
GreenTree Hospitality Group Ltd
0.850
Consumer Cyclical
Lodging
MICRO
Value%
0.970
Quality%
0.780
Mom%
0.050
F-Score
7/9
EBITDA/EV
2.5553
SH Yield
0.3546
ROE
-0.0110
Margin
-0.0170
Vol
0.3535
RAM
-1.14
QV
0.870
Conf
0.939
DDI
Doubledown Interactive Co Ltd
0.910
Communication Services
Electronic Gaming & Multimedia
SMALL
Value%
0.970
Quality%
0.850
Mom%
0.290
P/E
5.1×
F-Score
5/9
E/Y
0.1980
EBITDA/EV
0.8579
SH Yield
0.0001
ROE
0.1163
Margin
0.3077
Vol
0.3103
RAM
0.34
QV
0.908
Conf
1.000
OMSE
OMS Energy Technologies Inc.
0.840
Energy
Oil & Gas Equipment & Services
MICRO
Value%
0.970
Quality%
0.740
Mom%
0.040
P/E
4.3×
F-Score
5/9
E/Y
0.2341
EBITDA/EV
0.9702
SH Yield
0.0000
ROE
0.2623
Margin
0.2201
Vol
0.7157
RAM
-0.61
QV
0.847
Conf
0.728
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
OPBK
OP Bancorp
0.960
Financial Services
Banks - Regional
MICRO
Value%
0.970
Quality%
0.810
Mom%
0.690
P/E
7.7×
F-Score
7/9
E/Y
0.1297
EBITDA/EV
0.2964
SH Yield
0.0339
ROE
0.1174
Margin
0.1612
Vol
0.2715
RAM
0.79
QV
0.886
Conf
1.000
TIGR
Up Fintech Holding Ltd
0.890
Financial Services
Capital Markets
SMALL
Value%
0.970
Quality%
0.980
Mom%
0.060
P/E
7.0×
F-Score
8/9
E/Y
0.1427
EBITDA/EV
0.2971
SH Yield
0.0000
ROE
0.1350
Margin
0.1763
Vol
0.6257
RAM
-0.37
QV
0.975
Conf
0.970
APC
ARKO Petroleum Corp.
0.870
Energy
Oil & Gas Refining & Marketing
MICRO
Value%
0.970
Quality%
0.290
Mom%
0.610
P/E
10.9×
F-Score
7/9
E/Y
0.0918
EBITDA/EV
0.9803
SH Yield
0.0782
ROE
0.0459
Margin
0.0030
Vol
0.2892
QV
0.530
Conf
0.848
SNFCA
Security National Financial
0.910
Financial Services
Insurance - Life
MICRO
Value%
0.970
Quality%
0.880
Mom%
0.230
P/E
7.1×
F-Score
7/9
E/Y
0.1414
EBITDA/EV
0.2465
SH Yield
0.0000
ROE
0.0818
Margin
0.2078
Vol
0.2884
RAM
0.11
QV
0.924
Conf
1.000
ARDT
Ardent Health Partners, Inc.
0.850
Healthcare
Medical Care Facilities
SMALL
Value%
0.970
Quality%
0.750
Mom%
0.060
P/E
9.2×
F-Score
6/9
E/Y
0.1091
EBITDA/EV
0.2896
SH Yield
0.0000
ROE
0.0774
Margin
0.0209
Vol
0.5633
RAM
-0.57
QV
0.853
Conf
1.000
JRVR
James River Group Holdings Ltd
0.590
Financial Services
Insurance - Specialty
MICRO
Value%
0.970
Quality%
0.090
Mom%
0.080
P/E
6.3×
F-Score
5/9
E/Y
0.1585
EBITDA/EV
0.1499
SH Yield
0.0537
ROE
0.0444
Margin
0.0434
Vol
0.4364
RAM
-0.68
QV
0.295
Conf
0.970
GASS
StealthGas Inc
0.960
Industrials
Marine Shipping
SMALL
Value%
0.970
Quality%
0.660
Mom%
0.850
P/E
5.9×
F-Score
5/9
E/Y
0.1707
EBITDA/EV
0.3198
SH Yield
0.0000
ROE
0.0859
Margin
0.3479
Vol
0.3294
RAM
1.75
QV
0.800
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
HRTG
Heritage Insurance Hldgs Inc
0.900
Financial Services
Insurance - Property & Casualty
SMALL
Value%
0.970
Quality%
0.900
Mom%
0.170
P/E
3.4×
F-Score
6/9
E/Y
0.2960
EBITDA/EV
1.1934
SH Yield
0.0000
ROE
0.3874
Margin
0.2599
Vol
0.5446
RAM
-0.19
QV
0.934
Conf
1.000
MNSB
Mainstreet Bank
0.950
Financial Services
Banks - Regional
MICRO
Value%
0.960
Quality%
0.660
Mom%
0.770
P/E
10.4×
F-Score
5/9
E/Y
0.0966
EBITDA/EV
0.2951
SH Yield
0.0291
ROE
0.0803
Margin
0.1296
Vol
0.2828
RAM
1.12
QV
0.796
Conf
0.970
GLIBA
GCI Liberty, Inc. - Series A GCI Group
0.930
Communication Services
Telecom Services
SMALL
Value%
0.960
Quality%
0.720
Mom%
0.520
P/E
11.3×
F-Score
5/9
E/Y
0.0888
EBITDA/EV
0.3114
SH Yield
0.0000
ROE
0.0450
Margin
0.0756
Vol
0.4270
QV
0.831
Conf
0.879