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
Veiled Value
Active Screen
Reset
Preset: veiled_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 + 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
MICC NYSE
The Magnum Ice Cream Company N.V.
0.860
Consumer Defensive Packaged Foods LARGE
Value%
0.660
Quality%
0.910
Mom%
0.620
P/E
26.0×
F-Score
5/9
E/Y
0.0824
EBITDA/EV
0.1280
SH Yield
0.0109
ROE
0.7068
Margin
0.0558
Vol
0.4100
QV
0.775
Conf
0.754
HESM NYSE
Hess Midstream Partners LP
0.850
Energy Oil & Gas Midstream MID
Value%
0.770
Quality%
0.980
Mom%
0.280
P/E
14.0×
F-Score
6/9
E/Y
0.1127
EBITDA/EV
0.1371
SH Yield
0.1448
ROE
0.7122
Margin
0.2265
Vol
0.2284
RAM
-0.12
QV
0.869
Conf
0.940
NGL NYSE
NGL Energy Partners LP
0.850
Energy Oil & Gas Midstream SMALL
Value%
0.790
Quality%
0.260
Mom%
0.980
F-Score
5/9
E/Y
0.0733
EBITDA/EV
0.1231
SH Yield
0.3124
ROE
-6.9548
Margin
-0.0571
Vol
0.6044
RAM
4.58
QV
0.453
Conf
0.881
OPFI NYSE
OppFi Inc
0.850
Financial Services Credit Services SMALL
Value%
0.840
Quality%
0.990
Mom%
0.130
P/E
12.1×
F-Score
6/9
E/Y
0.1303
EBITDA/EV
0.1333
SH Yield
0.1110
ROE
0.8737
Margin
0.1086
Vol
0.4030
RAM
-0.68
QV
0.912
Conf
0.940
SNWV NASDAQ
SANUWAVE Health, Inc. Common Stock
0.830
Healthcare Medical Devices MICRO
Value%
0.890
Quality%
0.940
Mom%
0.000
P/E
3.4×
F-Score
6/9
E/Y
0.3177
EBITDA/EV
0.3417
SH Yield
-0.0105
ROE
8.7323
Margin
0.3621
Vol
0.8248
RAM
-0.93
QV
0.915
Conf
0.881
DECK NYSE
Deckers Outdoor Corporation
0.820
Consumer Cyclical Footwear & Accessories LARGE
Value%
0.700
Quality%
0.950
Mom%
0.290
P/E
14.4×
F-Score
6/9
E/Y
0.1003
EBITDA/EV
0.1061
SH Yield
0.0730
ROE
0.4097
Margin
0.1873
Vol
0.4583
RAM
0.15
QV
0.815
Conf
0.940
DK NYSE
Delek US Energy Inc
0.820
Energy Oil & Gas Refining & Marketing MID
Value%
0.750
Quality%
0.210
Mom%
0.940
F-Score
5/9
E/Y
0.0457
EBITDA/EV
0.1049
SH Yield
0.0285
ROE
-0.9790
Margin
-0.0048
Vol
0.5898
RAM
1.25
QV
0.397
Conf
0.881
BLKB NASDAQ
Blackbaud Inc
0.810
Technology Software - Application SMALL
Value%
0.830
Quality%
0.930
Mom%
0.030
P/E
10.5×
F-Score
8/9
E/Y
0.0875
EBITDA/EV
0.1198
SH Yield
0.1339
ROE
4.0893
Margin
0.1241
Vol
0.4485
RAM
-1.29
QV
0.879
Conf
0.881
CNK NYSE
Cinemark Holdings Inc
0.810
Communication Services Entertainment MID
Value%
0.740
Quality%
0.820
Mom%
0.290
P/E
20.9×
F-Score
5/9
E/Y
0.0661
EBITDA/EV
0.1047
SH Yield
0.0889
ROE
0.4463
Margin
0.0529
Vol
0.4441
RAM
0.30
QV
0.779
Conf
0.940
ENR NYSE
Energizer Holdings Inc
0.810
Industrials Electrical Equipment & Parts SMALL
Value%
0.830
Quality%
0.740
Mom%
0.220
P/E
7.1×
F-Score
6/9
E/Y
0.0849
EBITDA/EV
0.1123
SH Yield
0.1280
ROE
1.1264
Margin
0.0655
Vol
0.5800
RAM
-0.01
QV
0.784
Conf
0.940
BAH NYSE
Booz Allen Hamilton Holding
0.800
Industrials Consulting Services MID
Value%
0.840
Quality%
0.820
Mom%
0.070
P/E
9.2×
F-Score
5/9
E/Y
0.0934
EBITDA/EV
0.1080
SH Yield
0.1057
ROE
0.7683
Margin
0.0757
Vol
0.3732
RAM
-1.01
QV
0.830
Conf
0.940
BLBD NASDAQ
Blue Bird Corp
0.800
Industrials Farm & Heavy Construction Machinery MID
Value%
0.350
Quality%
0.960
Mom%
0.900
P/E
18.6×
F-Score
8/9
E/Y
0.0800
EBITDA/EV
0.0869
SH Yield
0.0151
ROE
0.4464
Margin
0.0891
Vol
0.4590
RAM
1.59
QV
0.580
Conf
0.940
CHDN NASDAQ
Churchill Downs Incorporated
0.800
Consumer Cyclical Gambling MID
Value%
0.760
Quality%
0.900
Mom%
0.140
P/E
15.2×
F-Score
6/9
E/Y
0.0796
EBITDA/EV
0.1019
SH Yield
0.0635
ROE
0.3518
Margin
0.1309
Vol
0.3117
RAM
-0.51
QV
0.827
Conf
0.940
IBAC NASDAQ
IB Acquisition Corp. Common Stock
0.790
Financial Services Shell Companies MICRO
Value%
0.640
Quality%
0.620
Mom%
0.640
P/E
54.8×
F-Score
3/9
SH Yield
0.0518
ROE
0.1486
Vol
0.0265
RAM
1.19
QV
0.630
Conf
0.646
AIRTP NASDAQ
Air T Inc PR
0.780
Industrials Conglomerates SMALL
Value%
0.750
Quality%
0.320
Mom%
0.690
P/E
5.9×
F-Score
5/9
E/Y
0.1460
EBITDA/EV
0.1644
SH Yield
0.0986
ROE
0.9771
Margin
0.2384
Vol
0.1303
RAM
1.74
QV
0.490
Conf
0.910
HTLM NASDAQ
HomesToLife Ltd
0.780
Consumer Cyclical Specialty Retail MICRO
Value%
0.870
Quality%
0.740
Mom%
0.050
P/E
9.5×
F-Score
4/9
E/Y
0.1560
EBITDA/EV
0.1650
SH Yield
0.0323
ROE
0.7946
Margin
0.0426
Vol
0.4898
RAM
-0.92
QV
0.802
Conf
0.940
OSCR NYSE
Oscar Health Inc
0.780
Healthcare Healthcare Plans MID
Value%
0.680
Quality%
0.210
Mom%
0.940
F-Score
4/9
EBITDA/EV
0.0044
SH Yield
-0.0057
ROE
-0.0237
Margin
-0.0030
Vol
0.7357
RAM
1.52
QV
0.378
Conf
0.852
ADBE NASDAQ
Adobe Systems Incorporated
0.770
Technology Software - Application LARGE
Value%
0.740
Quality%
0.960
Mom%
0.060
P/E
13.0×
F-Score
6/9
E/Y
0.0952
EBITDA/EV
0.1030
SH Yield
0.0931
ROE
0.6276
Margin
0.2869
Vol
0.3849
RAM
-1.21
QV
0.843
Conf
0.939
IT NYSE
Gartner Inc
0.770
Technology Information Technology Services MID
Value%
0.810
Quality%
0.860
Mom%
0.020
P/E
12.7×
F-Score
5/9
E/Y
0.0963
EBITDA/EV
0.1140
SH Yield
0.2484
ROE
11.6841
Margin
0.1144
Vol
0.5412
RAM
-1.18
QV
0.835
Conf
0.910
ADEA NASDAQ
ADEIA CORP
0.740
Technology Software - Application MID
Value%
0.260
Quality%
0.990
Mom%
0.930
P/E
22.9×
F-Score
9/9
E/Y
0.0696
EBITDA/EV
0.0914
SH Yield
0.0286
ROE
0.2616
Margin
0.2650
Vol
0.5755
RAM
2.31
QV
0.507
Conf
0.940
APAM NYSE
Artisan Partners Asset Management Inc
0.740
Financial Services Asset Management MID
Value%
0.760
Quality%
0.730
Mom%
0.190
P/E
9.5×
F-Score
6/9
E/Y
0.1698
EBITDA/EV
0.1729
SH Yield
0.1028
ROE
0.7382
Margin
0.2335
Vol
0.1990
RAM
-0.75
QV
0.745
Conf
0.969
PAYC NYSE
Paycom Software, Inc.
0.730
Technology Software - Application MID
Value%
0.690
Quality%
0.960
Mom%
0.070
P/E
14.7×
F-Score
4/9
E/Y
0.0867
EBITDA/EV
0.1117
SH Yield
0.2094
ROE
0.5787
Margin
0.2244
Vol
0.3927
RAM
-1.15
QV
0.814
Conf
0.969
YEXT NYSE
Yext Inc
0.730
Technology Software - Infrastructure SMALL
Value%
0.750
Quality%
0.830
Mom%
0.070
P/E
13.5×
F-Score
6/9
E/Y
0.0785
EBITDA/EV
0.1320
SH Yield
0.3310
ROE
1.6229
Margin
0.0893
Vol
0.5840
RAM
-0.92
QV
0.789
Conf
0.909
ASTS NASDAQ
Ast Spacemobile Inc
0.720
Technology Communication Equipment LARGE
Value%
0.600
Quality%
0.580
Mom%
0.590
F-Score
4/9
SH Yield
-0.1706
ROE
-0.2343
Margin
-5.7367
Vol
0.9847
RAM
0.40
QV
0.590
Conf
0.793
← Prev Page 2 of 3 Next →