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
GARP
Active Screen
Preset: garp ×
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
BAP NYSE
Credicorp Ltd
0.990
Financial Services
Banks - Regional
LARGE
Value%
0.970
Quality%
0.960
Mom%
0.890
P/E
4.2×
F-Score
8/9
E/Y
0.5496
EBITDA/EV
0.5848
SH Yield
0.0412
ROE
0.1856
Margin
0.2503
Vol
0.2909
RAM
2.07
QV
0.965
Conf
1.000
CARE NASDAQ
Carter Bank and Trust
0.990
Financial Services
Banks - Regional
SMALL
Value%
0.960
Quality%
0.950
Mom%
0.890
P/E
6.4×
F-Score
7/9
E/Y
0.1674
EBITDA/EV
0.1772
SH Yield
0.0323
ROE
0.2142
Margin
0.3381
Vol
0.2715
RAM
2.48
QV
0.955
Conf
1.000
CGAU NYSE
Centerra Gold Inc
0.990
Basic Materials
Gold
MID
Value%
0.940
Quality%
0.830
Mom%
0.940
P/E
5.2×
F-Score
5/9
E/Y
0.2969
EBITDA/EV
0.3402
SH Yield
0.0352
ROE
0.3022
Margin
0.4117
Vol
0.4833
RAM
2.81
QV
0.883
Conf
1.000
FBIOP NASDAQ
Fortress Biotech Inc Pref Series A
0.990
Healthcare
Biotechnology
MICRO
Value%
0.980
Quality%
0.820
Mom%
0.940
P/E
0.8×
F-Score
5/9
E/Y
1.3266
EBITDA/EV
1.3746
SH Yield
-0.1278
ROE
0.7877
Margin
1.9312
Vol
0.6034
RAM
1.80
QV
0.896
Conf
0.939
HG NYSE
Hamilton Insurance Group, Ltd.
0.990
Financial Services
Insurance - Reinsurance
MID
Value%
0.970
Quality%
0.870
Mom%
0.860
P/E
4.9×
F-Score
7/9
E/Y
0.3758
EBITDA/EV
0.3826
SH Yield
0.1051
ROE
0.2312
Margin
0.2171
Vol
0.2429
RAM
2.53
QV
0.919
Conf
1.000
IAG NYSE
IAMGold Corporation
0.990
Basic Materials
Gold
MID
Value%
0.910
Quality%
0.970
Mom%
0.940
P/E
9.7×
F-Score
7/9
E/Y
0.1522
EBITDA/EV
0.1985
SH Yield
0.0034
ROE
0.2332
Margin
0.2953
Vol
0.6354
RAM
2.01
QV
0.940
Conf
1.000
IFS NYSE
Intercorp Financial Services Inc
0.990
Financial Services
Banks - Regional
MID
Value%
0.980
Quality%
0.940
Mom%
0.850
P/E
3.1×
F-Score
9/9
E/Y
0.3999
EBITDA/EV
0.4693
SH Yield
0.0506
ROE
0.1729
Margin
0.2110
Vol
0.3283
RAM
1.27
QV
0.960
Conf
1.000
IRWD NASDAQ
Ironwood Pharmaceuticals Inc
0.990
Healthcare
Drug Manufacturers - Specialty & Generic
SMALL
Value%
0.930
Quality%
0.880
Mom%
0.980
P/E
5.7×
F-Score
6/9
E/Y
0.2139
EBITDA/EV
0.2158
SH Yield
-0.0004
ROE
-0.4705
Margin
0.2826
Vol
0.9936
RAM
4.62
QV
0.905
Conf
0.879
NBR NYSE
Nabors Industries Ltd.
0.990
Energy
Oil & Gas Drilling
SMALL
Value%
0.960
Quality%
0.950
Mom%
0.960
P/E
6.2×
F-Score
7/9
E/Y
0.1816
EBITDA/EV
0.3533
SH Yield
0.0047
ROE
0.3655
Margin
0.0643
Vol
0.6122
RAM
3.65
QV
0.955
Conf
0.970
NEXA NYSE
Nexa Resources SA
0.990
Basic Materials
Other Industrial Metals & Mining
SMALL
Value%
0.960
Quality%
0.850
Mom%
0.960
P/E
9.0×
F-Score
6/9
E/Y
0.2017
EBITDA/EV
0.2966
SH Yield
0.0395
ROE
0.1841
Margin
0.0648
Vol
0.6910
RAM
3.05
QV
0.903
Conf
0.970
RIGL NASDAQ
Rigel Pharmaceuticals Inc
0.990
Healthcare
Biotechnology
SMALL
Value%
0.940
Quality%
0.920
Mom%
0.860
P/E
1.7×
F-Score
6/9
E/Y
0.2045
EBITDA/EV
0.2083
SH Yield
-0.0130
ROE
0.9108
Margin
1.2151
Vol
0.7530
RAM
0.71
QV
0.930
Conf
0.970
RILY NASDAQ
BRC Group Holdings, Inc.
0.990
Financial Services
Financial Conglomerates
SMALL
Value%
0.940
Quality%
0.870
Mom%
0.970
P/E
1.0×
F-Score
5/9
E/Y
0.1491
EBITDA/EV
0.1714
SH Yield
0.1155
ROE
4.8587
Margin
0.2982
Vol
0.9704
RAM
2.73
QV
0.904
Conf
0.939
RILYL NASDAQ
BRC Group Holdings, Inc.
0.990
Financial Services
Financial Conglomerates
SMALL
Value%
0.940
Quality%
0.870
Mom%
0.990
P/E
1.0×
F-Score
5/9
E/Y
0.1495
EBITDA/EV
0.1719
SH Yield
0.1169
ROE
4.8587
Margin
0.2982
Vol
1.6118
RAM
4.80
QV
0.904
Conf
0.939
B NYSE
Barrick Mining Corporation
0.980
Basic Materials
Gold
LARGE
Value%
0.870
Quality%
0.980
Mom%
0.920
P/E
11.1×
F-Score
9/9
E/Y
0.1471
EBITDA/EV
0.1733
SH Yield
0.0428
ROE
0.2223
Margin
0.3210
Vol
0.4313
RAM
2.27
QV
0.923
Conf
1.000
BVN NYSE
Compania de Minas Buenaventura SAA ADR
0.980
Basic Materials
Other Precious Metals & Mining
MID
Value%
0.870
Quality%
0.930
Mom%
0.920
P/E
8.5×
F-Score
7/9
E/Y
0.1289
EBITDA/EV
0.1456
SH Yield
0.0304
ROE
0.2361
Margin
0.4773
Vol
0.5111
RAM
2.24
QV
0.899
Conf
1.000
CYD NYSE
China Yuchai International Limited
0.980
Consumer Cyclical
Auto Manufacturers
SMALL
Value%
0.990
Quality%
0.700
Mom%
0.950
P/E
3.3×
F-Score
8/9
E/Y
0.4768
EBITDA/EV
1.0423
SH Yield
0.0109
ROE
0.0586
Margin
0.0163
Vol
0.5674
RAM
3.12
QV
0.832
Conf
1.000
DDI NASDAQ
Doubledown Interactive Co Ltd
0.980
Communication Services
Electronic Gaming & Multimedia
SMALL
Value%
0.970
Quality%
0.910
Mom%
0.730
P/E
4.9×
F-Score
5/9
E/Y
0.9113
EBITDA/EV
0.9591
SH Yield
0.0002
ROE
0.1163
Margin
0.3077
Vol
0.3091
RAM
1.12
QV
0.940
Conf
1.000
ERO NYSE
Ero Copper Corp
0.980
Basic Materials
Copper
MID
Value%
0.850
Quality%
0.960
Mom%
0.900
P/E
10.6×
F-Score
8/9
E/Y
0.1073
EBITDA/EV
0.1497
SH Yield
-0.0026
ROE
0.2650
Margin
0.3155
Vol
0.5732
RAM
1.34
QV
0.903
Conf
1.000
FBIO NASDAQ
Fortress Biotech Inc
0.980
Healthcare
Biotechnology
MICRO
Value%
0.980
Quality%
0.810
Mom%
0.860
P/E
0.8×
F-Score
5/9
E/Y
1.4382
EBITDA/EV
1.4902
SH Yield
-0.1386
ROE
0.7877
Margin
1.9312
Vol
0.7353
RAM
0.73
QV
0.891
Conf
0.939
FXNC NASDAQ
First National Corp
0.980
Financial Services
Banks - Regional
MICRO
Value%
0.930
Quality%
0.850
Mom%
0.850
P/E
12.6×
F-Score
7/9
E/Y
0.2171
EBITDA/EV
0.2551
SH Yield
0.0239
ROE
0.1113
Margin
0.1805
Vol
0.2489
RAM
2.10
QV
0.889
Conf
1.000
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
INSW NYSE
International Seaways Inc
0.980
Energy
Oil & Gas Midstream
MID
Value%
0.900
Quality%
0.900
Mom%
0.940
P/E
7.7×
F-Score
6/9
E/Y
0.2019
EBITDA/EV
0.2372
SH Yield
0.0986
ROE
0.2488
Margin
0.5539
Vol
0.3561
RAM
3.42
QV
0.900
Conf
1.000
KGC NYSE
Kinross Gold Corporation
0.980
Basic Materials
Gold
LARGE
Value%
0.840
Quality%
0.990
Mom%
0.890
P/E
11.1×
F-Score
9/9
E/Y
0.1326
EBITDA/EV
0.1695
SH Yield
0.0308
ROE
0.3134
Margin
0.3604
Vol
0.5179
RAM
1.62
QV
0.912
Conf
1.000
LPG NYSE
Dorian LPG Ltd
0.980
Energy
Oil & Gas Midstream
SMALL
Value%
0.890
Quality%
0.880
Mom%
0.890
P/E
8.7×
F-Score
7/9
E/Y
0.1074
EBITDA/EV
0.1412
SH Yield
0.0787
ROE
0.1700
Margin
0.4051
Vol
0.4725
RAM
2.09
QV
0.885
Conf
1.000
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