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
High Yield
Active Screen
Reset
Preset: high_yield ×
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
24+ tickers match · Page 1 of 2
CSAN NYSE
Cosan SA ADR
0.800
Energy Oil & Gas Refining & Marketing MID
Value%
0.940
Quality%
0.650
Mom%
0.050
F-Score
4/9
E/Y
0.0944
EBITDA/EV
0.1459
SH Yield
0.8714
ROE
-2.7494
Margin
-0.2406
Vol
0.5524
RAM
-0.66
QV
0.782
Conf
0.879
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
TASK NASDAQ
Taskus Inc
0.870
Technology Information Technology Services SMALL
Value%
0.960
Quality%
0.910
Mom%
0.080
P/E
4.3×
F-Score
7/9
E/Y
0.2079
EBITDA/EV
0.2819
SH Yield
0.7648
ROE
0.3835
Margin
0.0870
Vol
0.5235
RAM
-0.43
QV
0.935
Conf
0.970
ATHM NYSE
Autohome Inc
0.670
Communication Services Internet Content & Information MID
Value%
0.980
Quality%
0.220
Mom%
0.110
P/E
1.6×
F-Score
5/9
E/Y
0.3334
EBITDA/EV
0.7313
ROE
0.0560
Margin
0.2121
Vol
0.2757
RAM
-1.08
QV
0.464
Conf
0.970
HUYA NYSE
HUYA Inc
0.540
Communication Services Entertainment SMALL
Value%
0.850
Quality%
0.020
Mom%
0.290
F-Score
4/9
SH Yield
0.8841
ROE
-0.0245
Margin
-0.0175
Vol
0.6186
RAM
0.18
QV
0.130
Conf
0.848
TORO NASDAQ
Toro Ltd
0.380
Energy Oil & Gas Midstream MICRO
Value%
0.290
Quality%
0.160
Mom%
0.970
P/E
34.5×
F-Score
1/9
E/Y
0.0107
EBITDA/EV
0.0825
SH Yield
0.5299
ROE
0.0158
Margin
0.2190
Vol
1.0729
RAM
2.62
QV
0.215
Conf
0.970
SID NYSE
Companhia Siderurgica Nacional ADR
0.560
Basic Materials Steel SMALL
Value%
0.900
Quality%
0.130
Mom%
0.130
F-Score
6/9
E/Y
0.0584
EBITDA/EV
0.1651
SH Yield
0.4976
ROE
-0.1551
Margin
-0.0443
Vol
0.5520
RAM
-0.10
QV
0.342
Conf
0.909
MVO NYSE
MV Oil Trust
0.690
Energy Oil & Gas E&P NANO
Value%
0.590
Quality%
0.570
Mom%
0.590
P/E
1.8×
F-Score
5/9
E/Y
0.5851
EBITDA/EV
0.5851
SH Yield
0.4762
ROE
5.0521
Margin
0.9120
Vol
1.1466
RAM
-0.53
QV
0.580
Conf
0.879
ZYBT NASDAQ
Zhengye Biotechnology Holding Limited Ordinary Shares
0.230
Healthcare Drug Manufacturers - Specialty & Generic NANO
Value%
0.370
Quality%
0.360
Mom%
0.360
F-Score
3/9
SH Yield
0.4508
ROE
-0.2793
Margin
-0.5997
Vol
1.2631
RAM
-0.72
QV
0.365
Conf
0.788
OCCI NASDAQ
OFS Credit Company Inc
0.600
Financial Services Asset Management MICRO
Value%
0.880
Quality%
0.310
Mom%
0.060
F-Score
3/9
SH Yield
-0.5055
ROE
-0.2793
Margin
-0.8116
Vol
0.3897
RAM
-0.81
QV
0.522
Conf
0.837
SDHC NYSE
Smith Douglas Homes Corp.
0.540
Real Estate Real Estate - Development MICRO
Value%
0.880
Quality%
0.150
Mom%
0.100
P/E
13.4×
F-Score
2/9
E/Y
0.3755
EBITDA/EV
0.3941
SH Yield
0.4322
ROE
0.1045
Margin
0.0090
Vol
0.5281
RAM
-0.68
QV
0.363
Conf
1.000
XIFR NYSE
XPLR Infrastructure LP Unit
0.840
Utilities Utilities - Renewable SMALL
Value%
0.880
Quality%
0.190
Mom%
0.810
P/E
10.7×
F-Score
4/9
E/Y
0.0271
EBITDA/EV
0.1271
SH Yield
0.3814
ROE
0.0325
Margin
0.0882
Vol
0.3376
RAM
1.28
QV
0.409
Conf
0.939
GHG NYSE
GreenTree Hospitality Group Ltd
0.840
Consumer Cyclical Lodging MICRO
Value%
0.980
Quality%
0.760
Mom%
0.050
F-Score
7/9
E/Y
1.3325
EBITDA/EV
1.2980
SH Yield
0.3672
ROE
-0.0110
Margin
-0.0170
Vol
0.3528
RAM
-1.26
QV
0.863
Conf
0.970
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
TLF NASDAQ
Tandy Leather Factory Inc
0.800
Consumer Cyclical Specialty Retail NANO
Value%
0.640
Quality%
0.630
Mom%
0.650
F-Score
5/9
EBITDA/EV
0.0990
SH Yield
0.3904
ROE
-0.0486
Margin
-0.0294
Vol
0.2177
RAM
0.16
QV
0.635
Conf
0.939
IEP NASDAQ
Icahn Enterprises LP
0.060
Energy Oil & Gas Refining & Marketing MID
Value%
0.240
Quality%
0.060
Mom%
0.310
F-Score
3/9
E/Y
0.0213
EBITDA/EV
0.0874
SH Yield
0.2743
ROE
-0.1663
Margin
-0.0323
Vol
0.2327
RAM
0.69
QV
0.120
Conf
0.909
HRZN NASDAQ
Horizon Technology Finance
0.690
Financial Services Asset Management MICRO
Value%
0.740
Quality%
0.780
Mom%
0.090
P/E
13.4×
F-Score
5/9
E/Y
0.0328
EBITDA/EV
0.0453
SH Yield
0.2236
ROE
0.0646
Margin
0.2883
Vol
0.4518
RAM
-0.78
QV
0.760
Conf
0.970
EBR-B NYSE
Centrais Elétricas Brasileiras S.A. - Eletrobrás
0.950
Utilities Utilities - Renewable LARGE
Value%
0.880
Quality%
0.730
Mom%
0.860
F-Score
6/9
EBITDA/EV
0.0412
SH Yield
0.2672
ROE
-0.0550
Margin
-0.1411
Vol
0.2650
RAM
2.27
QV
0.801
Conf
0.685
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
TCPC NASDAQ
BlackRock TCP Capital Corp
0.310
Financial Services Asset Management MICRO
Value%
0.680
Quality%
0.200
Mom%
0.040
F-Score
2/9
E/Y
0.0073
SH Yield
0.2765
ROE
-0.2232
Margin
-5.1586
Vol
0.3444
RAM
-1.27
QV
0.369
Conf
0.909
PDCC NYSE
Pearl Diver Credit Company Inc.
0.830
Financial Services Asset Management MICRO
Value%
0.910
Quality%
0.820
Mom%
0.090
P/E
3.6×
F-Score
5/9
SH Yield
0.2516
ROE
0.1861
Margin
0.7865
Vol
0.3135
RAM
-0.87
QV
0.864
Conf
0.793
GDEV NASDAQ
GDEV Inc.
0.580
Communication Services Electronic Gaming & Multimedia MICRO
Value%
0.950
Quality%
0.090
Mom%
0.100
P/E
3.2×
F-Score
5/9
E/Y
0.4399
EBITDA/EV
0.4689
SH Yield
0.2431
ROE
-0.7922
Margin
0.1765
Vol
0.9341
RAM
-0.18
QV
0.292
Conf
0.909
BOBS NYSE
Bob's Discount Furniture, Inc.
0.840
Consumer Cyclical Specialty Retail SMALL
Value%
0.680
Quality%
0.770
Mom%
0.640
P/E
14.4×
F-Score
7/9
E/Y
0.0645
EBITDA/EV
0.0919
SH Yield
0.2430
ROE
0.2578
Margin
0.0514
Vol
1.0013
QV
0.724
Conf
0.879
RWAY NASDAQ
Runway Growth Finance Corp
0.780
Financial Services Asset Management MICRO
Value%
0.810
Quality%
0.850
Mom%
0.070
F-Score
7/9
EBITDA/EV
0.0134
SH Yield
0.2952
ROE
-0.0060
Margin
-0.0260
Vol
0.2587
RAM
-1.08
QV
0.830
Conf
0.939
Page 1 of 2 Next →