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
OS Score Improvers
Active Screen
Reset
Preset: os_improvers ×
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
CARG NASDAQ
CarGurus
0.430
Consumer Cyclical Auto & Truck Dealerships MID
Value%
0.320
Quality%
0.990
Mom%
0.180
P/E
18.2×
F-Score
7/9
E/Y
0.0788
EBITDA/EV
0.0921
SH Yield
0.1268
ROE
0.6287
Margin
0.1557
Vol
0.4574
RAM
-0.26
QV
0.563
Conf
0.970
EAT NYSE
Brinker International Inc
0.420
Consumer Cyclical Restaurants MID
Value%
0.330
Quality%
0.960
Mom%
0.170
P/E
15.3×
F-Score
7/9
E/Y
0.0669
EBITDA/EV
0.0921
SH Yield
0.0490
ROE
1.1401
Margin
0.0807
Vol
0.4921
RAM
-0.47
QV
0.563
Conf
1.000
CLDT NYSE
Chatham Lodging Trust REIT
0.470
Real Estate Reit - Hotel & Motel SMALL
Value%
0.340
Quality%
0.290
Mom%
0.900
P/E
67.7×
F-Score
5/9
E/Y
0.0304
EBITDA/EV
0.0848
SH Yield
0.0526
ROE
0.0127
Margin
0.0313
Vol
0.3051
RAM
2.06
QV
0.314
Conf
1.000
EXP NYSE
Eagle Materials Inc
0.460
Basic Materials Building Materials MID
Value%
0.340
Quality%
0.860
Mom%
0.310
P/E
16.4×
F-Score
5/9
E/Y
0.0710
EBITDA/EV
0.0904
SH Yield
0.0606
ROE
0.2874
Margin
0.1836
Vol
0.3637
RAM
0.05
QV
0.541
Conf
1.000
TCBS NASDAQ
Texas Community Bancshares Inc
0.500
Financial Services Banks - Regional MICRO
Value%
0.660
Quality%
0.330
Mom%
0.280
P/E
16.9×
F-Score
7/9
E/Y
0.0398
EBITDA/EV
0.0462
SH Yield
0.0649
ROE
0.0560
Margin
0.1179
Vol
0.1913
RAM
0.22
QV
0.467
Conf
1.000
OPTU NYSE
Optimum Communications, Inc.
0.530
Communication Services Telecom Services SMALL
Value%
0.500
Quality%
0.490
Mom%
0.510
F-Score
3/9
EBITDA/EV
0.0174
SH Yield
0.0216
ROE
0.8996
Margin
-0.5501
Vol
1.0306
RAM
-0.65
QV
0.495
Conf
0.848
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
NVRI NYSE
Enviri Corporation
0.540
Industrials Waste Management SMALL
Value%
0.510
Quality%
0.490
Mom%
0.510
F-Score
3/9
EBITDA/EV
0.0662
SH Yield
0.0004
ROE
0.2555
Margin
-0.0750
QV
0.500
Conf
0.697
PEW NYSE
GrabAGun Digital Holdings Inc.
0.530
Industrials Aerospace & Defense MICRO
Value%
0.500
Quality%
0.490
Mom%
0.510
F-Score
2/9
SH Yield
0.0000
ROE
-0.0492
Margin
-0.0657
Vol
0.5683
QV
0.495
Conf
0.758
UEIC NASDAQ
Universal Electronics Inc
0.530
Technology Consumer Electronics MICRO
Value%
0.890
Quality%
0.160
Mom%
0.050
F-Score
6/9
EBITDA/EV
0.0403
SH Yield
0.0522
ROE
-0.1411
Margin
-0.0554
Vol
0.4783
RAM
-0.88
QV
0.377
Conf
0.879
RYZ NYSE
Ryerson Holding Corporation
0.520
Industrials Metal Fabrication SMALL
Value%
0.500
Quality%
0.480
Mom%
0.500
F-Score
4/9
EBITDA/EV
0.0273
SH Yield
0.0204
ROE
-0.0361
Margin
-0.0093
Vol
0.5625
QV
0.490
Conf
0.788
DLO NASDAQ
Dlocal Ltd
0.630
Technology Software - Infrastructure MID
Value%
0.340
Quality%
0.830
Mom%
0.690
P/E
19.6×
F-Score
7/9
E/Y
0.0792
EBITDA/EV
0.0890
SH Yield
0.0166
ROE
0.3474
Margin
0.1584
Vol
0.6128
RAM
0.30
QV
0.531
Conf
0.970
LTH NYSE
Life Time Group Holdings Inc
0.630
Consumer Cyclical Leisure MID
Value%
0.310
Quality%
0.870
Mom%
0.710
P/E
21.3×
F-Score
7/9
E/Y
0.0480
EBITDA/EV
0.0730
SH Yield
0.0000
ROE
0.1198
Margin
0.1253
Vol
0.3522
RAM
0.37
QV
0.519
Conf
0.970
SKY NYSE
Skyline Corporation
0.650
Consumer Cyclical Residential Construction MID
Value%
0.320
Quality%
0.860
Mom%
0.740
P/E
22.1×
F-Score
9/9
E/Y
0.0681
EBITDA/EV
0.0799
SH Yield
0.0000
ROE
0.1315
Margin
0.0777
Vol
0.5233
RAM
0.34
QV
0.525
Conf
0.970
SSP NASDAQ
E. W. Scripps Co Class A
0.500
Communication Services Broadcasting MICRO
Value%
0.810
Quality%
0.110
Mom%
0.210
F-Score
3/9
E/Y
0.0522
EBITDA/EV
0.0975
SH Yield
0.0000
ROE
-0.0797
Margin
-0.0463
Vol
0.8034
RAM
0.12
QV
0.298
Conf
0.939
RBRK NYSE
Rubrik, Inc.
0.520
Technology Software - Infrastructure LARGE
Value%
0.500
Quality%
0.480
Mom%
0.500
F-Score
5/9
SH Yield
0.0000
ROE
0.5995
Margin
-0.2025
Vol
0.5964
RAM
-0.37
QV
0.490
Conf
0.788
TOUR NASDAQ
Tuniu Corp
0.610
Consumer Cyclical Travel Services MICRO
Value%
0.960
Quality%
0.100
Mom%
0.120
P/E
1.5×
F-Score
4/9
E/Y
0.5564
EBITDA/EV
0.6610
ROE
0.0356
Margin
0.0617
Vol
0.3940
RAM
-0.23
QV
0.310
Conf
0.939
UCL NASDAQ
Ucloudlink Group Inc
0.550
Communication Services Telecom Services NANO
Value%
0.510
Quality%
0.500
Mom%
0.510
P/E
11.9×
F-Score
6/9
E/Y
0.2348
EBITDA/EV
0.2884
SH Yield
0.0000
ROE
0.1324
Margin
0.0428
Vol
0.6857
RAM
-0.67
QV
0.505
Conf
0.939
WHLRP NASDAQ
Wheeler Real Estate Investment Trust Inc Pref
0.530
Real Estate Reit - Retail NANO
Value%
0.500
Quality%
0.490
Mom%
0.500
P/E
1.6×
F-Score
7/9
E/Y
0.0721
EBITDA/EV
0.1115
SH Yield
0.0000
ROE
0.0931
Margin
0.0590
Vol
0.5082
RAM
1.63
QV
0.495
Conf
0.970
ASBP NASDAQ
Aspire BioPharma, Inc.
0.480
Healthcare Biotechnology NANO
Value%
0.480
Quality%
0.460
Mom%
0.470
F-Score
4/9
SH Yield
-0.0312
ROE
-3.0406
Margin
-340.3968
Vol
1.6131
RAM
-0.61
QV
0.470
Conf
0.697
EARN NYSE
Ellington Residential Mortgage
0.530
Financial Services Asset Management MICRO
Value%
0.500
Quality%
0.490
Mom%
0.500
F-Score
5/9
SH Yield
0.2187
ROE
-0.0940
Margin
-0.3395
Vol
0.2119
RAM
-0.05
QV
0.495
Conf
0.848
HCSG NASDAQ
Healthcare Services Group Inc
0.700
Healthcare Medical Care Facilities SMALL
Value%
0.350
Quality%
0.820
Mom%
0.840
P/E
23.2×
F-Score
7/9
E/Y
0.0548
EBITDA/EV
0.0663
SH Yield
0.0499
ROE
0.1321
Margin
0.0367
Vol
0.4271
RAM
0.99
QV
0.536
Conf
0.970
THH NASDAQ
TryHard Holdings Limited Ordinary Shares
0.550
Industrials Specialty Business Services NANO
Value%
0.510
Quality%
0.500
Mom%
0.510
P/E
145.2×
F-Score
3/9
SH Yield
0.0000
ROE
0.0000
Margin
0.0043
Vol
1.7285
QV
0.505
Conf
0.596
UTSI NASDAQ
UTStarcom Holdings Corp
0.550
Technology Communication Equipment NANO
Value%
0.510
Quality%
0.500
Mom%
0.510
F-Score
2/9
SH Yield
0.0000
ROE
-0.2178
Margin
-0.8855
Vol
0.4830
RAM
0.28
QV
0.505
Conf
0.788
Page 1 of 2 Next →