Structured JSON API for this factor page: https://sharemaestro.com/factors/api/screener/
Factor Screener
O'Shaughnessy multi-factor screening engine
· Snapshot 21 Jun 2026
24+
Matches
2
Pages
Deep Value
Active Screen
Preset: deep_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 + 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
24+
tickers match
· Page 1 of 2
HMY NYSE
Harmony Gold Mining Company Limited
0.980
Basic Materials
Gold
LARGE
Value%
0.990
Quality%
0.980
Mom%
0.690
P/E
0.4×
F-Score
8/9
E/Y
2.7396
EBITDA/EV
3.3567
SH Yield
0.0183
ROE
0.5081
Margin
0.1753
Vol
0.6383
RAM
0.33
QV
0.985
Conf
0.872
JCSE NASDAQ
JE Cleantech Holdings Ltd
0.780
Industrials
Specialty Industrial Machinery
NANO
Value%
0.630
Quality%
0.620
Mom%
0.640
P/E
2.2×
F-Score
7/9
E/Y
2.5625
EBITDA/EV
3.1423
SH Yield
0.3321
ROE
0.1637
Margin
0.1594
Vol
1.6446
RAM
0.29
QV
0.625
Conf
0.939
TCOM NASDAQ
Trip.com Group Ltd ADR
0.900
Consumer Cyclical
Travel Services
LARGE
Value%
0.990
Quality%
0.920
Mom%
0.130
P/E
0.9×
F-Score
6/9
E/Y
2.4734
EBITDA/EV
2.5303
SH Yield
0.2049
ROE
0.1940
Margin
0.5221
Vol
0.3460
RAM
-0.49
QV
0.954
Conf
1.000
WW NASDAQ
WW International, Inc. Common Stock
0.850
Healthcare
Medical Care Facilities
MICRO
Value%
0.930
Quality%
0.320
Mom%
0.620
P/E
0.2×
F-Score
6/9
E/Y
2.1510
EBITDA/EV
2.3166
SH Yield
0.0000
ROE
4.0539
Margin
1.5550
Vol
0.8529
QV
0.546
Conf
0.818
MOMO NASDAQ
Hello Group Inc
0.860
Communication Services
Internet Content & Information
SMALL
Value%
0.990
Quality%
0.790
Mom%
0.090
P/E
1.1×
F-Score
7/9
E/Y
2.0874
EBITDA/EV
2.1975
SH Yield
0.9880
ROE
0.0681
Margin
0.0720
Vol
0.2596
RAM
-0.98
QV
0.884
Conf
1.000
KRKR NASDAQ
36Kr Holdings Inc
0.670
Communication Services
Advertising Agencies
NANO
Value%
0.580
Quality%
0.560
Mom%
0.580
P/E
0.5×
F-Score
7/9
E/Y
1.7809
EBITDA/EV
3.6022
SH Yield
0.0000
ROE
0.0843
Margin
0.0490
Vol
0.8017
RAM
-0.47
QV
0.570
Conf
0.879
ERIC NASDAQ
Telefonaktiebolaget LM Ericsson B ADR
0.970
Technology
Communication Equipment
LARGE
Value%
0.980
Quality%
0.770
Mom%
0.820
P/E
1.5×
F-Score
7/9
E/Y
1.4096
EBITDA/EV
1.6708
SH Yield
0.0276
ROE
0.2432
Margin
0.1080
Vol
0.3064
RAM
2.22
QV
0.869
Conf
1.000
LX NASDAQ
Lexinfintech Holdings Ltd
0.870
Financial Services
Credit Services
SMALL
Value%
0.990
Quality%
0.910
Mom%
0.010
P/E
0.2×
F-Score
7/9
E/Y
1.2504
EBITDA/EV
1.3906
SH Yield
0.8043
ROE
0.1197
Margin
0.1083
Vol
0.4536
RAM
-1.50
QV
0.949
Conf
1.000
NOAH NYSE
Noah Holdings Ltd
0.910
Financial Services
Asset Management
SMALL
Value%
0.990
Quality%
0.920
Mom%
0.200
P/E
1.3×
F-Score
9/9
E/Y
1.2279
EBITDA/EV
1.0228
SH Yield
0.1919
ROE
0.0547
Margin
0.2044
Vol
0.2675
RAM
-0.27
QV
0.954
Conf
1.000
ATAT NASDAQ
Atour Lifestyle Holdings Limited American Depositary Shares
0.930
Consumer Cyclical
Lodging
MID
Value%
0.980
Quality%
0.970
Mom%
0.300
P/E
2.5×
F-Score
7/9
E/Y
1.1581
EBITDA/EV
1.1815
SH Yield
0.0942
ROE
0.5006
Margin
0.1722
Vol
0.3259
RAM
0.35
QV
0.975
Conf
1.000
BZ NASDAQ
Kanzhun Ltd ADR
0.900
Communication Services
Internet Content & Information
MID
Value%
0.980
Quality%
0.960
Mom%
0.110
P/E
1.8×
F-Score
7/9
E/Y
0.9985
EBITDA/EV
1.7815
SH Yield
-0.2986
ROE
0.1648
Margin
0.4015
Vol
0.3253
RAM
-0.69
QV
0.970
Conf
1.000
NTES NASDAQ
NetEase Inc
0.920
Communication Services
Electronic Gaming & Multimedia
LARGE
Value%
0.980
Quality%
0.980
Mom%
0.190
P/E
2.3×
F-Score
7/9
E/Y
0.9822
EBITDA/EV
1.0336
SH Yield
0.0331
ROE
0.2072
Margin
0.2984
Vol
0.2815
RAM
-0.28
QV
0.980
Conf
1.000
HRTG NYSE
Heritage Insurance Hldgs Inc
0.890
Financial Services
Insurance - Property & Casualty
SMALL
Value%
0.970
Quality%
0.800
Mom%
0.260
P/E
3.5×
F-Score
6/9
E/Y
0.9619
EBITDA/EV
1.0072
SH Yield
0.0032
ROE
0.3874
Margin
0.2599
Vol
0.5435
RAM
0.04
QV
0.881
Conf
0.970
CHT NYSE
Chunghwa Telecom Co Ltd
0.910
Communication Services
Telecom Services
LARGE
Value%
0.990
Quality%
0.870
Mom%
0.240
P/E
0.9×
F-Score
8/9
E/Y
0.9331
EBITDA/EV
1.6705
SH Yield
0.0368
ROE
0.0985
Margin
0.1633
Vol
0.1088
RAM
-0.13
QV
0.928
Conf
1.000
SLDE NASDAQ
Slide Insurance Holdings, Inc. Common Stock
0.890
Financial Services
Insurance - Property & Casualty
SMALL
Value%
0.970
Quality%
0.940
Mom%
0.100
P/E
3.9×
F-Score
7/9
E/Y
0.9035
EBITDA/EV
0.8970
SH Yield
-0.1189
ROE
0.4409
Margin
0.3886
Vol
0.4099
RAM
-0.49
QV
0.955
Conf
0.939
UGP NYSE
Ultrapar Participacoes SA ADR
0.980
Energy
Oil & Gas Refining & Marketing
MID
Value%
0.970
Quality%
0.790
Mom%
0.880
P/E
1.7×
F-Score
6/9
E/Y
0.8675
EBITDA/EV
1.0664
SH Yield
0.2606
ROE
0.9065
Margin
0.0206
Vol
0.3566
RAM
2.64
QV
0.875
Conf
1.000
IH NYSE
Ihuman Inc
0.670
Consumer Defensive
Education & Training Services
MICRO
Value%
0.990
Quality%
0.230
Mom%
0.080
P/E
0.8×
F-Score
6/9
E/Y
0.7668
EBITDA/EV
1.1504
SH Yield
0.3164
ROE
0.0844
Margin
0.1072
Vol
0.5395
RAM
-0.52
QV
0.477
Conf
0.970
FENG NYSE
Phoenix New Media Limited
0.530
Communication Services
Internet Content & Information
NANO
Value%
0.500
Quality%
0.490
Mom%
0.500
P/E
1.4×
F-Score
7/9
E/Y
0.7559
SH Yield
0.0000
ROE
0.0115
Margin
0.0170
Vol
0.3405
RAM
-0.50
QV
0.495
Conf
0.879
FUTU NASDAQ
Futu Holdings Ltd
0.910
Financial Services
Capital Markets
LARGE
Value%
0.980
Quality%
0.990
Mom%
0.140
P/E
1.3×
F-Score
7/9
E/Y
0.7514
EBITDA/EV
0.7453
SH Yield
0.0269
ROE
0.2439
Margin
0.4183
Vol
0.6296
RAM
-0.32
QV
0.985
Conf
1.000
CRE NASDAQ
Cre8 Enterprise Limited Class A Ordinary Shares
0.710
Industrials
Specialty Business Services
NANO
Value%
0.600
Quality%
0.580
Mom%
0.600
P/E
1.5×
F-Score
6/9
E/Y
0.7173
EBITDA/EV
0.9219
ROE
0.1026
Margin
0.0403
Vol
1.7066
QV
0.590
Conf
0.687
PUK NYSE
Prudential PLC ADR
0.970
Financial Services
Insurance - Life
LARGE
Value%
0.960
Quality%
0.940
Mom%
0.680
P/E
5.0×
F-Score
6/9
E/Y
0.6760
EBITDA/EV
0.8838
SH Yield
0.0199
ROE
0.3361
Margin
0.1743
Vol
0.2476
RAM
1.19
QV
0.950
Conf
0.819
ACGLN NASDAQ
Arch Capital Group Ltd.
0.910
Financial Services
Insurance - Diversified
MID
Value%
0.990
Quality%
0.880
Mom%
0.240
P/E
1.2×
F-Score
8/9
E/Y
0.6688
EBITDA/EV
0.6895
SH Yield
0.4894
ROE
0.2014
Margin
0.2473
Vol
0.0887
RAM
0.49
QV
0.933
Conf
1.000
ABEV NYSE
Ambev SA ADR
0.990
Consumer Defensive
Beverages - Brewers
LARGE
Value%
0.980
Quality%
0.980
Mom%
0.800
P/E
3.1×
F-Score
8/9
E/Y
0.6501
EBITDA/EV
0.8465
SH Yield
0.0338
ROE
0.1728
Margin
0.1766
Vol
0.3280
RAM
1.31
QV
0.980
Conf
1.000
SFB NYSE
Stifel Financial Corporation 5.20% Senior Notes due 2047
0.900
Other
Other
MID
Value%
0.980
Quality%
0.840
Mom%
0.220
P/E
3.2×
F-Score
7/9
E/Y
0.5938
EBITDA/EV
0.6238
SH Yield
0.0164
ROE
0.1144
Margin
0.1077
Vol
0.0986
RAM
-0.24
QV
0.907
Conf
0.872
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