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
Momentum Leaders
Active Screen
Preset: momentum_leaders ×
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
ENLT NASDAQ
Enlight Renewable Energy Ltd. Ordinary Shares
0.490
Utilities
Utilities - Renewable
LARGE
Value%
0.100
Quality%
0.730
Mom%
0.980
P/E
82.7×
F-Score
4/9
E/Y
0.0396
EBITDA/EV
0.0652
SH Yield
-0.0241
ROE
0.0688
Margin
0.0864
Vol
0.4700
RAM
7.21
QV
0.270
Conf
1.000
ENS NYSE
Enersys
0.570
Industrials
Electrical Equipment & Parts
MID
Value%
0.150
Quality%
0.810
Mom%
0.960
P/E
28.4×
F-Score
6/9
E/Y
0.0438
EBITDA/EV
0.0563
SH Yield
0.0441
ROE
0.1540
Margin
0.0782
Vol
0.2607
RAM
6.93
QV
0.349
Conf
1.000
FIX NYSE
Comfort Systems USA Inc
0.500
Industrials
Engineering & Construction
LARGE
Value%
0.010
Quality%
0.940
Mom%
0.970
P/E
56.6×
F-Score
7/9
E/Y
0.0230
EBITDA/EV
0.0253
SH Yield
0.0031
ROE
0.4347
Margin
0.1207
Vol
0.4216
RAM
6.32
QV
0.097
Conf
1.000
EFXT NYSE
Enerflex Ltd.
0.890
Energy
Oil & Gas Equipment & Services
MID
Value%
0.670
Quality%
0.700
Mom%
0.970
P/E
53.1×
F-Score
8/9
E/Y
0.0726
EBITDA/EV
0.1114
SH Yield
0.0090
ROE
0.0486
Margin
0.0250
Vol
0.4014
RAM
6.14
QV
0.685
Conf
1.000
GLW NYSE
Corning Incorporated
0.450
Technology
Electronic Components
LARGE
Value%
0.010
Quality%
0.840
Mom%
0.980
P/E
92.7×
F-Score
8/9
E/Y
0.0156
EBITDA/EV
0.0215
SH Yield
0.0065
ROE
0.1532
Margin
0.1109
Vol
0.4815
RAM
5.99
QV
0.092
Conf
1.000
ASX NYSE
ASE Industrial Holding Co Ltd ADR
0.990
Technology
Semiconductors
LARGE
Value%
0.980
Quality%
0.830
Mom%
0.970
P/E
1.9×
F-Score
6/9
E/Y
0.2196
EBITDA/EV
0.4593
SH Yield
-0.0303
ROE
0.1344
Margin
0.0707
Vol
0.4823
RAM
5.30
QV
0.902
Conf
1.000
ROIV NASDAQ
Roivant Sciences Ltd
0.160
Healthcare
Biotechnology
LARGE
Value%
0.160
Quality%
0.040
Mom%
0.960
F-Score
1/9
SH Yield
0.0056
ROE
-0.0662
Margin
-36.2919
Vol
0.3292
RAM
4.91
QV
0.080
Conf
0.818
CAT NYSE
Caterpillar Inc
0.470
Industrials
Farm & Heavy Construction Machinery
MEGA
Value%
0.020
Quality%
0.870
Mom%
0.960
P/E
48.2×
F-Score
6/9
E/Y
0.0276
EBITDA/EV
0.0323
SH Yield
0.0207
ROE
0.5048
Margin
0.1331
Vol
0.2991
RAM
4.90
QV
0.132
Conf
1.000
SPHR NYSE
Sphere Entertainment Co.
0.600
Communication Services
Entertainment
MID
Value%
0.180
Quality%
0.790
Mom%
0.980
P/E
47.0×
F-Score
8/9
E/Y
0.0356
EBITDA/EV
0.0923
SH Yield
0.0077
ROE
0.0533
Margin
0.0904
Vol
0.4927
RAM
4.78
QV
0.377
Conf
0.970
BTSG NASDAQ
BrightSpring Health Services, Inc. Common Stock
0.460
Healthcare
Health Information Services
LARGE
Value%
0.100
Quality%
0.690
Mom%
0.960
P/E
55.2×
F-Score
7/9
E/Y
0.0314
EBITDA/EV
0.0423
SH Yield
0.0079
ROE
0.1190
Margin
0.0173
Vol
0.3435
RAM
4.74
QV
0.263
Conf
0.939
EZPW NASDAQ
EZCORP Inc
0.950
Financial Services
Credit Services
SMALL
Value%
0.800
Quality%
0.760
Mom%
0.950
P/E
13.3×
F-Score
6/9
E/Y
0.0918
EBITDA/EV
0.1061
SH Yield
0.0054
ROE
0.1309
Margin
0.0993
Vol
0.3311
RAM
4.68
QV
0.780
Conf
1.000
FNRN NASDAQ
First Northern Community Bancorp Common stock
0.930
Financial Services
Banks - Regional
SMALL
Value%
0.800
Quality%
0.710
Mom%
0.910
P/E
12.9×
F-Score
6/9
E/Y
0.1788
EBITDA/EV
0.1949
SH Yield
0.0151
ROE
0.1093
Margin
0.2625
Vol
0.1887
RAM
4.60
QV
0.754
Conf
1.000
NWPX NASDAQ
Northwest Pipe Company
0.580
Basic Materials
Steel
SMALL
Value%
0.170
Quality%
0.780
Mom%
0.970
P/E
32.0×
F-Score
9/9
E/Y
0.0395
EBITDA/EV
0.0533
SH Yield
0.0155
ROE
0.1040
Margin
0.0766
Vol
0.4170
RAM
4.58
QV
0.364
Conf
0.970
TIGO NASDAQ
Millicom International Cellular SA
0.970
Communication Services
Telecom Services
LARGE
Value%
0.810
Quality%
0.970
Mom%
0.950
P/E
11.5×
F-Score
8/9
E/Y
0.0844
EBITDA/EV
0.1432
SH Yield
0.0652
ROE
0.3927
Margin
0.1916
Vol
0.3641
RAM
4.51
QV
0.886
Conf
0.970
BELFB NASDAQ
Bel Fuse B Inc
0.460
Technology
Electronic Components
MID
Value%
0.030
Quality%
0.830
Mom%
0.960
P/E
76.6×
F-Score
9/9
E/Y
0.0228
EBITDA/EV
0.0287
SH Yield
0.0009
ROE
0.1254
Margin
0.0784
Vol
0.4422
RAM
4.50
QV
0.158
Conf
0.970
MTRN NYSE
Materion Corporation
0.110
Basic Materials
Other Industrial Metals & Mining
MID
Value%
0.030
Quality%
0.140
Mom%
0.970
P/E
74.8×
F-Score
5/9
E/Y
0.0176
EBITDA/EV
0.0289
SH Yield
0.0034
ROE
0.0799
Margin
0.0399
Vol
0.4109
RAM
4.40
QV
0.065
Conf
1.000
NOK NYSE
Nokia Corp ADR
0.170
Technology
Communication Equipment
LARGE
Value%
0.040
Quality%
0.290
Mom%
0.960
P/E
94.6×
F-Score
6/9
E/Y
0.0180
EBITDA/EV
0.0324
SH Yield
-0.0068
ROE
0.0376
Margin
0.0398
Vol
0.4754
RAM
4.40
QV
0.108
Conf
1.000
TD NYSE
Toronto Dominion Bank
0.560
Financial Services
Banks - Diversified
LARGE
Value%
0.270
Quality%
0.640
Mom%
0.880
P/E
13.2×
F-Score
5/9
E/Y
0.0398
EBITDA/EV
0.0441
SH Yield
0.0130
ROE
0.1200
Margin
0.1324
Vol
0.1508
RAM
4.22
QV
0.416
Conf
1.000
CSTM NYSE
Constellium Nv
0.960
Basic Materials
Aluminum
MID
Value%
0.860
Quality%
0.760
Mom%
0.950
P/E
10.8×
F-Score
8/9
E/Y
0.1065
EBITDA/EV
0.1564
SH Yield
0.0277
ROE
0.3839
Margin
0.0499
Vol
0.3785
RAM
4.16
QV
0.808
Conf
0.970
NVT NYSE
nVent Electric PLC
0.390
Industrials
Electrical Equipment & Parts
LARGE
Value%
0.040
Quality%
0.700
Mom%
0.950
P/E
58.4×
F-Score
6/9
E/Y
0.0229
EBITDA/EV
0.0303
SH Yield
0.0131
ROE
0.1291
Margin
0.1133
Vol
0.3287
RAM
4.14
QV
0.167
Conf
0.970
GOOGL NASDAQ
Alphabet Inc Class A
0.540
Communication Services
Internet Content & Information
MEGA
Value%
0.060
Quality%
0.960
Mom%
0.930
P/E
28.0×
F-Score
6/9
E/Y
0.0431
EBITDA/EV
0.0482
SH Yield
0.0091
ROE
0.3346
Margin
0.3791
Vol
0.3148
RAM
4.14
QV
0.240
Conf
1.000
MTZ NYSE
MasTec Inc
0.340
Industrials
Engineering & Construction
LARGE
Value%
0.030
Quality%
0.650
Mom%
0.940
P/E
65.4×
F-Score
8/9
E/Y
0.0236
EBITDA/EV
0.0346
SH Yield
0.0017
ROE
0.1386
Margin
0.0300
Vol
0.3252
RAM
4.10
QV
0.140
Conf
0.970
GOOG NASDAQ
Alphabet Inc Class C
0.550
Communication Services
Internet Content & Information
MEGA
Value%
0.070
Quality%
0.960
Mom%
0.930
P/E
28.0×
F-Score
6/9
E/Y
0.0431
EBITDA/EV
0.0482
SH Yield
0.0091
ROE
0.3346
Margin
0.3791
Vol
0.3095
RAM
4.09
QV
0.259
Conf
1.000
INDV NASDAQ
Indivior PLC Ordinary Shares
0.340
Healthcare
Drug Manufacturers - Specialty & Generic
MID
Value%
0.290
Quality%
0.120
Mom%
0.950
P/E
18.0×
F-Score
4/9
E/Y
0.0689
EBITDA/EV
0.0724
SH Yield
0.0274
ROE
-1.7431
Margin
0.1944
Vol
0.4175
RAM
4.02
QV
0.187
Conf
0.879
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