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
Veiled Value
Active Screen
Preset: veiled_value ×
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
DLO
Dlocal Ltd
0.800
Technology
Software - Infrastructure
MID
Value%
0.670
Quality%
0.920
Mom%
0.330
P/E
17.5×
F-Score
6/9
E/Y
0.0570
EBITDA/EV
0.1027
SH Yield
0.0890
ROE
0.3474
Margin
0.1584
Vol
0.6187
RAM
0.49
QV
0.785
Conf
0.970
KTB
Kontoor Brands Inc
0.800
Consumer Cyclical
Apparel Manufacturing
MID
Value%
0.710
Quality%
0.880
Mom%
0.270
P/E
14.2×
F-Score
6/9
E/Y
0.0706
EBITDA/EV
0.0914
SH Yield
0.0297
ROE
0.4476
Margin
0.0881
Vol
0.5439
RAM
0.17
QV
0.790
Conf
0.970
TBBB
BBB Foods Inc.
0.790
Consumer Defensive
Discount Stores
MID
Value%
0.840
Quality%
0.070
Mom%
0.820
F-Score
4/9
EBITDA/EV
0.2242
SH Yield
0.0000
ROE
-13.7858
Margin
-0.0393
Vol
0.3356
RAM
1.18
QV
0.242
Conf
0.939
MVO
MV Oil Trust
0.790
Energy
Oil & Gas E&P
NANO
Value%
0.640
Quality%
0.630
Mom%
0.640
P/E
2.0×
F-Score
5/9
E/Y
0.5000
EBITDA/EV
0.5311
SH Yield
0.5621
ROE
5.0521
Margin
0.9120
Vol
1.1452
RAM
-0.49
QV
0.635
Conf
0.879
YEXT
Yext Inc
0.780
Technology
Software - Infrastructure
SMALL
Value%
0.850
Quality%
0.830
Mom%
0.020
P/E
11.1×
F-Score
6/9
E/Y
0.0904
EBITDA/EV
0.2159
SH Yield
0.0000
ROE
1.6229
Margin
0.0893
Vol
0.5414
RAM
-1.01
QV
0.840
Conf
0.909
MTN
Vail Resorts Inc
0.770
Consumer Cyclical
Resorts & Casinos
MID
Value%
0.680
Quality%
0.960
Mom%
0.200
P/E
21.1×
F-Score
8/9
E/Y
0.0474
EBITDA/EV
0.1452
SH Yield
0.0661
ROE
0.7639
Margin
0.0789
Vol
0.3275
RAM
-0.34
QV
0.808
Conf
0.914
TE
T1 Energy Inc.
0.770
Industrials
Electrical Equipment & Parts
SMALL
Value%
0.630
Quality%
0.620
Mom%
0.630
F-Score
6/9
SH Yield
0.0000
ROE
-1.2031
Margin
-0.4230
Vol
1.2467
RAM
3.32
QV
0.625
Conf
0.879
EAT
Brinker International Inc
0.770
Consumer Cyclical
Restaurants
MID
Value%
0.700
Quality%
0.960
Mom%
0.140
P/E
13.5×
F-Score
7/9
E/Y
0.0741
EBITDA/EV
0.1208
SH Yield
0.0000
ROE
1.1401
Margin
0.0807
Vol
0.4717
RAM
-0.41
QV
0.820
Conf
1.000
SKE
Skeena Resources Ltd
0.770
Basic Materials
Other Industrial Metals & Mining
MID
Value%
0.630
Quality%
0.630
Mom%
0.630
F-Score
3/9
SH Yield
0.0000
ROE
-1.3788
Vol
0.5355
RAM
2.31
QV
0.630
Conf
0.697
VOC
VOC Energy Trust
0.760
Energy
Oil & Gas E&P
NANO
Value%
0.620
Quality%
0.620
Mom%
0.630
P/E
6.5×
F-Score
2/9
E/Y
0.1538
EBITDA/EV
0.1597
SH Yield
0.0000
ROE
0.7696
Margin
0.9004
Vol
0.3519
RAM
0.84
QV
0.620
Conf
0.727
WEN
The Wendy’s Co
0.750
Consumer Cyclical
Restaurants
SMALL
Value%
0.870
Quality%
0.660
Mom%
0.060
P/E
7.5×
F-Score
4/9
E/Y
0.1341
EBITDA/EV
0.1373
SH Yield
0.0835
ROE
1.4839
Margin
0.0781
Vol
0.3358
RAM
-1.06
QV
0.758
Conf
0.970
ADTN
ADTRAN Inc
0.750
Technology
Communication Equipment
SMALL
Value%
0.680
Quality%
0.190
Mom%
0.910
F-Score
5/9
EBITDA/EV
0.0599
SH Yield
0.0000
ROE
-0.2597
Margin
-0.0318
Vol
0.5391
RAM
1.60
QV
0.359
Conf
0.879
TNET
TriNet Group Inc
0.750
Industrials
Staffing & Employment Services
MID
Value%
0.820
Quality%
0.780
Mom%
0.050
P/E
13.8×
F-Score
6/9
E/Y
0.0725
EBITDA/EV
0.1395
SH Yield
0.0242
ROE
1.9157
Margin
0.0322
Vol
0.4597
RAM
-1.03
QV
0.800
Conf
0.970
BLBD
Blue Bird Corp
0.740
Industrials
Farm & Heavy Construction Machinery
MID
Value%
0.310
Quality%
0.940
Mom%
0.890
P/E
17.1×
F-Score
8/9
E/Y
0.0586
EBITDA/EV
0.0953
SH Yield
0.0000
ROE
0.4464
Margin
0.0891
Vol
0.4652
RAM
1.61
QV
0.540
Conf
1.000
CHDN
Churchill Downs Incorporated
0.730
Consumer Cyclical
Gambling
MID
Value%
0.690
Quality%
0.870
Mom%
0.170
P/E
15.8×
F-Score
6/9
E/Y
0.0634
EBITDA/EV
0.0964
SH Yield
0.0052
ROE
0.3518
Margin
0.1309
Vol
0.3209
RAM
-0.31
QV
0.775
Conf
0.970
CNK
Cinemark Holdings Inc
0.730
Communication Services
Entertainment
MID
Value%
0.690
Quality%
0.840
Mom%
0.200
P/E
21.1×
F-Score
5/9
E/Y
0.0475
EBITDA/EV
0.1044
SH Yield
0.0110
ROE
0.4463
Margin
0.0529
Vol
0.4298
RAM
-0.35
QV
0.761
Conf
0.970
PII
Polaris Industries Inc
0.730
Consumer Cyclical
Recreational Vehicles
MID
Value%
0.730
Quality%
0.060
Mom%
0.890
F-Score
3/9
SH Yield
0.0400
ROE
-0.5945
Margin
-0.0613
Vol
0.4528
RAM
1.55
QV
0.209
Conf
0.879
ASPC
A SPAC III Acquisition Corp. Class A Ordinary Shares
0.720
Financial Services
Shell Companies
NANO
Value%
0.600
Quality%
0.590
Mom%
0.600
P/E
3.7×
F-Score
3/9
E/Y
0.2686
SH Yield
0.0000
ROE
2.9214
Vol
0.8681
RAM
0.16
QV
0.595
Conf
0.727
OPAL
OPAL Fuels Inc
0.720
Utilities
Utilities - Regulated Gas
MICRO
Value%
0.830
Quality%
0.680
Mom%
0.070
P/E
3.1×
F-Score
6/9
E/Y
0.3249
EBITDA/EV
0.0640
SH Yield
0.1905
ROE
2.3436
Margin
0.0575
Vol
0.6744
RAM
-0.43
QV
0.751
Conf
0.970
GDDY
Godaddy Inc
0.720
Technology
Software - Infrastructure
LARGE
Value%
0.710
Quality%
0.950
Mom%
0.030
P/E
13.0×
F-Score
5/9
E/Y
0.0768
EBITDA/EV
0.0968
SH Yield
0.0000
ROE
3.6667
Margin
0.1732
Vol
0.3324
RAM
-1.51
QV
0.821
Conf
0.970
BAH
Booz Allen Hamilton Holding
0.710
Industrials
Consulting Services
MID
Value%
0.740
Quality%
0.770
Mom%
0.130
P/E
11.3×
F-Score
5/9
E/Y
0.0885
EBITDA/EV
0.0861
SH Yield
0.0288
ROE
0.7683
Margin
0.0757
Vol
0.3510
RAM
-0.67
QV
0.755
Conf
0.970
RH
RH
0.710
Consumer Cyclical
Specialty Retail
MID
Value%
0.670
Quality%
0.920
Mom%
0.120
P/E
23.2×
F-Score
7/9
E/Y
0.0432
EBITDA/EV
0.0930
SH Yield
0.0000
ROE
2.0592
Margin
0.0363
Vol
0.5848
RAM
-0.46
QV
0.785
Conf
0.914
NVRI
Enviri Corporation
0.710
Industrials
Waste Management
SMALL
Value%
0.680
Quality%
0.060
Mom%
0.950
F-Score
2/9
EBITDA/EV
0.0568
SH Yield
0.0001
ROE
-0.7212
Margin
-0.0750
Vol
0.4447
RAM
3.03
QV
0.202
Conf
0.879
BMY
Bristol-Myers Squibb Company
0.710
Healthcare
Drug Manufacturers - General
LARGE
Value%
0.330
Quality%
0.980
Mom%
0.730
P/E
16.1×
F-Score
8/9
E/Y
0.0622
EBITDA/EV
0.0907
SH Yield
0.0433
ROE
0.3625
Margin
0.1501
Vol
0.2536
RAM
0.86
QV
0.569
Conf
0.970
IT
Gartner Inc
0.690
Technology
Information Technology Services
LARGE
Value%
0.680
Quality%
0.950
Mom%
0.020
P/E
15.5×
F-Score
5/9
E/Y
0.0645
EBITDA/EV
0.0987
SH Yield
0.0000
ROE
11.6841
Margin
0.1144
Vol
0.5148
RAM
-1.21
QV
0.804
Conf
0.970