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
Low Volatility
Active Screen
Preset: low_vol ×
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
BMAC NYSE
Black Mountain Acquisition Corp
0.540
Financial Services
Shell Companies
MICRO
Value%
0.510
Quality%
0.490
Mom%
0.510
P/E
42.9×
F-Score
2/9
SH Yield
0.0000
ROE
0.0807
Vol
0.0000
QV
0.500
Conf
0.209
FSNB NYSE
Fusion Acquisition Corp II
0.690
Financial Services
Shell Companies
MICRO
Value%
0.590
Quality%
0.570
Mom%
0.590
P/E
18.1×
F-Score
2/9
SH Yield
0.0000
ROE
0.0204
Vol
0.0000
QV
0.580
Conf
0.200
OZON NASDAQ
Ozon Holdings PLC
0.730
Technology
Software & It Services
MID
Value%
0.610
Quality%
0.600
Mom%
0.610
F-Score
4/9
ROE
0.5920
Margin
-0.1140
Vol
0.0000
QV
0.605
Conf
0.236
VECT NASDAQ
VectivBio Holding AG
0.120
Healthcare
Pharmaceuticals
SMALL
Value%
0.110
Quality%
0.750
Mom%
0.220
F-Score
3/9
SH Yield
0.0000
ROE
-0.4393
Margin
-3.4284
Vol
0.0000
QV
0.287
Conf
0.254
DMAA NASDAQ
Drugs Made In America Acquisition Corp. Ordinary Shares
0.650
Financial Services
Shell Companies
MICRO
Value%
0.560
Quality%
0.550
Mom%
0.560
P/E
38.8×
F-Score
2/9
SH Yield
0.0000
ROE
0.0284
Vol
0.0103
RAM
4.00
QV
0.555
Conf
0.697
QSEA NASDAQ
Quartzsea Acquisition Corporati
0.270
Financial Services
Shell Companies
MICRO
Value%
0.390
Quality%
0.370
Mom%
0.380
P/E
166.4×
F-Score
2/9
SH Yield
-0.7091
ROE
0.0088
Vol
0.0118
RAM
3.47
QV
0.380
Conf
0.643
DUET NASDAQ
DUET Acquisition Corp
0.640
Financial Services
Shell Companies
NANO
Value%
0.560
Quality%
0.550
Mom%
0.560
P/E
85.8×
F-Score
3/9
EBITDA/EV
0.0080
SH Yield
0.0000
ROE
0.0818
Margin
0.1369
Vol
0.0121
RAM
2.81
QV
0.555
Conf
0.264
KFII NASDAQ
K&F Growth Acquisition Corp. II Class A Ordinary shares
0.610
Financial Services
Shell Companies
SMALL
Value%
0.540
Quality%
0.530
Mom%
0.550
P/E
37.7×
F-Score
3/9
SH Yield
0.0000
ROE
-1.1395
Vol
0.0136
RAM
2.59
QV
0.535
Conf
0.606
ANSC NASDAQ
Agriculture & Natural Solutions Acquisition Corporation Class A Ordinary Shares
0.790
Financial Services
Shell Companies
SMALL
Value%
0.640
Quality%
0.630
Mom%
0.650
P/E
51.5×
F-Score
2/9
SH Yield
0.0366
ROE
0.0271
Vol
0.0149
RAM
3.48
QV
0.635
Conf
0.727
LPAA NASDAQ
Launch One Acquisition Corp. Class A Ordinary shares
0.610
Financial Services
Shell Companies
SMALL
Value%
0.540
Quality%
0.530
Mom%
0.540
P/E
40.4×
F-Score
2/9
SH Yield
0.0000
ROE
-0.6420
Vol
0.0151
RAM
2.09
QV
0.535
Conf
0.576
LPBB NASDAQ
Launch Two Acquisition Corp. Class A Ordinary Shares
0.610
Financial Services
Shell Companies
SMALL
Value%
0.540
Quality%
0.530
Mom%
0.540
P/E
35.5×
F-Score
2/9
SH Yield
0.0000
ROE
0.0369
Vol
0.0153
RAM
1.19
QV
0.535
Conf
0.667
MACI NASDAQ
Melar Acquisition Corp. I Class A Ordinary Shares
0.600
Financial Services
Shell Companies
MICRO
Value%
0.540
Quality%
0.520
Mom%
0.540
P/E
49.2×
F-Score
3/9
EBITDA/EV
0.0159
SH Yield
0.0000
ROE
0.0287
Vol
0.0155
RAM
1.90
QV
0.530
Conf
0.727
CHAR NASDAQ
Charlton Aria Acquisition Corporation Class A Ordinary Shares
0.650
Financial Services
Shell Companies
MICRO
Value%
0.570
Quality%
0.550
Mom%
0.570
P/E
39.1×
F-Score
4/9
SH Yield
0.0310
ROE
0.0334
Vol
0.0156
RAM
3.22
QV
0.560
Conf
0.727
AACB NASDAQ
Artius II Acquisition Inc.
0.670
Financial Services
Shell Companies
MICRO
Value%
0.570
Quality%
0.560
Mom%
0.580
P/E
53.3×
F-Score
2/9
SH Yield
0.0000
ROE
0.0254
Vol
0.0160
RAM
1.79
QV
0.565
Conf
0.697
GPAT NASDAQ
GP-Act III Acquisition Corp. Class A Ordinary Share
0.640
Financial Services
Shell Companies
SMALL
Value%
0.560
Quality%
0.540
Mom%
0.560
P/E
35.1×
F-Score
2/9
SH Yield
0.0000
ROE
0.0375
Vol
0.0160
RAM
1.53
QV
0.550
Conf
0.697
UYSC NASDAQ
UY Scuti Acquisition Corp.
0.570
Financial Services
Shell Companies
MICRO
Value%
0.520
Quality%
0.510
Mom%
0.520
P/E
154.8×
F-Score
1/9
SH Yield
0.0000
ROE
0.0090
Vol
0.0168
RAM
3.92
QV
0.515
Conf
0.582
CUB NASDAQ
Lionheart Holdings
0.610
Financial Services
Shell Companies
SMALL
Value%
0.540
Quality%
0.530
Mom%
0.540
P/E
38.4×
F-Score
2/9
SH Yield
0.0000
ROE
0.0365
Vol
0.0169
RAM
1.52
QV
0.535
Conf
0.667
SZZL NASDAQ
Sizzle Acquisition Corp. II - Class A ordinary shares
0.270
Financial Services
Shell Companies
SMALL
Value%
0.390
Quality%
0.370
Mom%
0.380
P/E
40.0×
F-Score
2/9
SH Yield
-0.7145
ROE
0.0355
Vol
0.0171
RAM
1.94
QV
0.380
Conf
0.636
TAVI NASDAQ
Tavia Acquisition Corp. Ordinary Shares
0.560
Financial Services
Shell Companies
MICRO
Value%
0.520
Quality%
0.500
Mom%
0.520
P/E
48.9×
F-Score
2/9
SH Yield
0.0000
ROE
0.0286
Vol
0.0172
RAM
2.22
QV
0.510
Conf
0.697
SOUL NYSE
Soulpower Acquisition Corporation
0.520
Financial Services
Shell Companies
SMALL
Value%
0.500
Quality%
0.480
Mom%
0.500
P/E
45.5×
F-Score
4/9
SH Yield
0.0000
ROE
0.0311
Vol
0.0173
RAM
2.02
QV
0.490
Conf
0.697
CCAQ NASDAQ
Committed Capital Acquisition Corp II
0.270
Capital Markets
Financial
MICRO
Value%
0.390
Quality%
0.370
Mom%
0.380
P/E
51.4×
F-Score
2/9
SH Yield
-0.6779
ROE
0.0287
Vol
0.0177
RAM
1.91
QV
0.380
Conf
0.636
CHPG NASDAQ
ChampionsGate Acquisition Corporation Class A Ordinary Share
0.270
Financial Services
Shell Companies
MICRO
Value%
0.390
Quality%
0.370
Mom%
0.380
P/E
55.6×
F-Score
4/9
SH Yield
-0.7261
ROE
0.0246
Vol
0.0178
RAM
2.08
QV
0.380
Conf
0.697
IPEX NASDAQ
Inflection Point Acquisition Corp. V
0.620
Financial Services
Shell Companies
MICRO
Value%
0.550
Quality%
0.530
Mom%
0.550
P/E
485.0×
F-Score
1/9
SH Yield
0.0000
ROE
0.0031
Vol
0.0183
RAM
2.22
QV
0.540
Conf
0.697
FACT NASDAQ
FACT II Acquisition Corp. Class A Ordinary Shares
0.640
Financials
Investment Holding Companies
MICRO
Value%
0.560
Quality%
0.550
Mom%
0.560
P/E
56.4×
F-Score
4/9
SH Yield
0.0000
ROE
0.0261
Vol
0.0185
RAM
2.16
QV
0.555
Conf
0.636
Page 1 of 2
Next →