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
EBITDA/EV Value
Active Screen
Preset: ebitda_ev ×
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
REFI NASDAQ
Chicago Atlantic Real Estate Finance Inc
0.840
Real Estate
Reit - Mortgage
MICRO
Value%
0.900
Quality%
0.770
Mom%
0.180
P/E
7.9×
F-Score
3/9
EBITDA/EV
27.9064
SH Yield
0.1642
ROE
0.1015
Margin
0.5177
Vol
0.2306
RAM
-0.33
QV
0.832
Conf
1.000
STG NYSE
Sunlands Technology Group
0.520
Consumer Defensive
Education & Training Services
NANO
Value%
0.500
Quality%
0.480
Mom%
0.500
P/E
0.1×
F-Score
8/9
EBITDA/EV
10.9353
SH Yield
0.0000
ROE
0.3641
Margin
0.1865
Vol
1.6758
RAM
-0.30
QV
0.490
Conf
1.000
GRNQ NASDAQ
GreenPro Capital Corp
0.470
Industrials
Consulting Services
NANO
Value%
0.470
Quality%
0.460
Mom%
0.470
F-Score
2/9
EBITDA/EV
7.5038
SH Yield
-0.0433
ROE
-0.1657
Margin
-1.5325
Vol
0.8194
RAM
-0.21
QV
0.465
Conf
0.879
PETZ NASDAQ
TDH Holdings Inc
0.750
Consumer Cyclical
Restaurants
NANO
Value%
0.620
Quality%
0.610
Mom%
0.620
P/E
8.6×
F-Score
3/9
E/Y
3.0267
EBITDA/EV
4.8800
SH Yield
0.0000
ROE
0.0587
Margin
1.4382
Vol
0.4965
RAM
0.18
QV
0.615
Conf
0.879
SITC NYSE
Site Centers Corp
0.850
Real Estate
Reit - Retail
MICRO
Value%
0.950
Quality%
0.650
Mom%
0.260
P/E
1.4×
F-Score
4/9
E/Y
3.5568
EBITDA/EV
4.1630
SH Yield
0.0000
ROE
0.5230
Margin
1.8787
Vol
0.4108
RAM
0.27
QV
0.786
Conf
0.970
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
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
XNET NASDAQ
Xunlei Ltd Adr
0.960
Technology
Software - Infrastructure
SMALL
Value%
0.970
Quality%
0.770
Mom%
0.670
P/E
0.4×
F-Score
5/9
E/Y
1.2526
EBITDA/EV
3.3129
SH Yield
0.0030
ROE
0.7298
Margin
1.8556
Vol
0.7756
RAM
0.35
QV
0.864
Conf
0.939
VIOT NASDAQ
Viomi Technology ADR
0.660
Consumer Cyclical
Furnishings, Fixtures & Appliances
MICRO
Value%
0.990
Quality%
0.190
Mom%
0.090
P/E
0.4×
F-Score
3/9
E/Y
2.5937
EBITDA/EV
3.3005
SH Yield
0.4775
ROE
0.0903
Margin
0.0583
Vol
1.0403
RAM
-0.26
QV
0.434
Conf
0.909
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
XBP NASDAQ
XBP Europe Holdings Inc
0.540
Technology
Software - Infrastructure
NANO
Value%
0.510
Quality%
0.490
Mom%
0.510
F-Score
4/9
E/Y
3.0270
EBITDA/EV
3.1347
SH Yield
0.0000
ROE
17.5083
Margin
1.6780
Vol
1.2666
RAM
-0.57
QV
0.500
Conf
0.879
CMTL NASDAQ
Comtech Telecommunications Corp
0.840
Technology
Communication Equipment
MICRO
Value%
0.930
Quality%
0.190
Mom%
0.700
F-Score
2/9
EBITDA/EV
3.0259
SH Yield
0.0005
ROE
-0.0952
Margin
-0.0552
Vol
0.9827
RAM
1.17
QV
0.420
Conf
0.879
YMM NYSE
Full Truck Alliance Co Ltd ADR
0.860
Technology
Software - Application
MID
Value%
0.980
Quality%
0.780
Mom%
0.090
P/E
2.0×
F-Score
5/9
E/Y
2.9776
EBITDA/EV
2.9834
SH Yield
0.0108
ROE
0.1035
Margin
0.3269
Vol
0.3762
RAM
-0.72
QV
0.874
Conf
1.000
RERE NYSE
ATRenew Inc DRC
0.860
Consumer Cyclical
Internet Retail
SMALL
Value%
0.960
Quality%
0.120
Mom%
0.810
P/E
2.0×
F-Score
3/9
E/Y
2.6012
EBITDA/EV
2.9103
SH Yield
0.0255
ROE
0.1091
Margin
0.0190
Vol
0.5492
RAM
1.18
QV
0.339
Conf
0.970
LIEN NASDAQ
Chicago Atlantic BDC, Inc.
0.800
Financial Services
Asset Management
MICRO
Value%
0.870
Quality%
0.190
Mom%
0.660
P/E
6.9×
F-Score
3/9
E/Y
0.1234
EBITDA/EV
2.7457
SH Yield
0.1328
ROE
0.1124
Margin
0.7023
Vol
0.1959
RAM
0.83
QV
0.407
Conf
0.970
TK NYSE
Teekay Corporation
0.970
Energy
Oil & Gas Midstream
SMALL
Value%
0.960
Quality%
0.770
Mom%
0.860
P/E
14.9×
F-Score
5/9
E/Y
2.5801
EBITDA/EV
2.7357
SH Yield
0.1679
ROE
0.0963
Margin
0.0695
Vol
0.3221
RAM
2.08
QV
0.860
Conf
0.970
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
FINV NYSE
FinVolution Group
0.840
Financial Services
Credit Services
SMALL
Value%
0.990
Quality%
0.730
Mom%
0.040
P/E
0.5×
F-Score
3/9
E/Y
2.3127
EBITDA/EV
2.3633
SH Yield
0.7519
ROE
0.1361
Margin
0.1664
Vol
0.4898
RAM
-0.99
QV
0.850
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
KPLT NASDAQ
Katapult Holdings Inc
0.210
Technology
Software - Infrastructure
NANO
Value%
0.360
Quality%
0.340
Mom%
0.350
P/E
2.4×
F-Score
4/9
E/Y
0.3958
EBITDA/EV
2.2370
ROE
-0.3990
Margin
0.0426
Vol
0.9392
RAM
-0.27
QV
0.350
Conf
0.788
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
HEPS NASDAQ
D-MARKET Electronic Services & Trading ADR
0.650
Consumer Cyclical
Internet Retail
SMALL
Value%
0.930
Quality%
0.180
Mom%
0.200
F-Score
4/9
EBITDA/EV
2.1557
SH Yield
0.0000
ROE
-5.1015
Margin
-0.0691
Vol
0.5619
RAM
-0.09
QV
0.409
Conf
0.818
YB NASDAQ
Yuanbao Inc. American Depositary Shares
0.890
Technology
Software - Application
SMALL
Value%
0.990
Quality%
0.940
Mom%
0.080
P/E
0.5×
F-Score
5/9
E/Y
2.1211
EBITDA/EV
2.1231
SH Yield
-0.2929
ROE
0.3734
Margin
0.2967
Vol
0.5344
RAM
-0.71
QV
0.965
Conf
0.970
VISN NASDAQ
CommScope Holding Company, Inc.
0.980
Technology
Communication Equipment
MID
Value%
0.940
Quality%
0.740
Mom%
0.980
P/E
4759.5×
F-Score
6/9
E/Y
1.4056
EBITDA/EV
1.9577
SH Yield
0.7899
ROE
0.0001
Margin
0.0001
Vol
1.1888
RAM
4.17
QV
0.834
Conf
0.970
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