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 Top Picks
Active Screen
Preset: os_top ×
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
ABEV NYSE
Ambev SA ADR
0.990
Consumer Defensive
Beverages - Brewers
LARGE
Value%
0.980
Quality%
0.980
Mom%
0.800
P/E
3.1×
F-Score
8/9
E/Y
0.6501
EBITDA/EV
0.8465
SH Yield
0.0338
ROE
0.1728
Margin
0.1766
Vol
0.3280
RAM
1.31
QV
0.980
Conf
1.000
AMX NYSE
America Movil SAB de CV ADR
0.990
Communication Services
Telecom Services
LARGE
Value%
0.980
Quality%
0.970
Mom%
0.860
P/E
0.9×
F-Score
8/9
E/Y
0.2742
EBITDA/EV
0.4965
SH Yield
0.1608
ROE
0.2378
Margin
0.0923
Vol
0.2983
RAM
1.94
QV
0.975
Conf
1.000
APA NASDAQ
APA Corporation
0.990
Energy
Oil & Gas E&P
LARGE
Value%
0.960
Quality%
0.960
Mom%
0.890
P/E
7.6×
F-Score
5/9
E/Y
0.1965
EBITDA/EV
0.3341
SH Yield
0.0543
ROE
0.2375
Margin
0.1780
Vol
0.4271
RAM
2.40
QV
0.960
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
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
BFH NYSE
Bread Financial Holdings, Inc.
0.990
Financial Services
Credit Services
MID
Value%
0.960
Quality%
0.900
Mom%
0.890
P/E
7.4×
F-Score
7/9
E/Y
0.1486
EBITDA/EV
0.1661
SH Yield
0.0794
ROE
0.1687
Margin
0.1190
Vol
0.3946
RAM
1.57
QV
0.930
Conf
1.000
BHP NYSE
BHP Group Limited
0.990
Basic Materials
Other Industrial Metals & Mining
MEGA
Value%
0.890
Quality%
0.980
Mom%
0.910
P/E
10.3×
F-Score
5/9
E/Y
0.1727
EBITDA/EV
0.2120
SH Yield
0.0166
ROE
0.4293
Margin
0.2010
Vol
0.2911
RAM
3.13
QV
0.934
Conf
0.819
BWMX NYSE
Betterware de México, S.A.P.I. de C.V.
0.990
Consumer Cyclical
Specialty Retail
SMALL
Value%
0.980
Quality%
0.940
Mom%
0.930
P/E
0.6×
F-Score
7/9
E/Y
0.4597
EBITDA/EV
0.5631
SH Yield
0.0506
ROE
0.7298
Margin
0.0770
Vol
0.4286
RAM
2.43
QV
0.960
Conf
0.970
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
CPAC NYSE
Cementos Pacasmayo SAA ADR
0.990
Basic Materials
Building Materials
SMALL
Value%
0.970
Quality%
0.800
Mom%
0.940
P/E
5.9×
F-Score
7/9
E/Y
0.1640
EBITDA/EV
0.2153
SH Yield
0.1516
ROE
0.1441
Margin
0.0844
Vol
0.5885
RAM
1.76
QV
0.881
Conf
1.000
ESEA NASDAQ
Euroseas Ltd
0.990
Industrials
Marine Shipping
SMALL
Value%
0.970
Quality%
0.960
Mom%
0.850
P/E
3.7×
F-Score
8/9
E/Y
0.2713
EBITDA/EV
0.3218
SH Yield
0.0544
ROE
0.2702
Margin
0.5831
Vol
0.4126
RAM
1.28
QV
0.965
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
FSM NYSE
Fortuna Silver Mines Inc
0.990
Basic Materials
Gold
MID
Value%
0.940
Quality%
0.980
Mom%
0.790
P/E
8.2×
F-Score
7/9
E/Y
0.2276
EBITDA/EV
0.3077
SH Yield
0.0109
ROE
0.1923
Margin
0.3111
Vol
0.6033
RAM
0.67
QV
0.960
Conf
0.970
GFI NYSE
Gold Fields Ltd ADR
0.990
Basic Materials
Gold
LARGE
Value%
0.900
Quality%
0.990
Mom%
0.870
P/E
7.2×
F-Score
8/9
E/Y
0.2063
EBITDA/EV
0.2502
SH Yield
0.0384
ROE
0.5718
Margin
0.3450
Vol
0.5126
RAM
1.35
QV
0.944
Conf
0.819
GSL NYSE
Global Ship Lease Inc
0.990
Industrials
Marine Shipping
SMALL
Value%
0.970
Quality%
0.890
Mom%
0.850
P/E
3.5×
F-Score
5/9
E/Y
0.2722
EBITDA/EV
0.3570
SH Yield
0.0636
ROE
0.2063
Margin
0.5023
Vol
0.2944
RAM
1.91
QV
0.929
Conf
1.000
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
PBR-A NYSE
Petróleo Brasileiro S.A. - Petrobras
0.990
Energy
Oil & Gas Integrated
LARGE
Value%
0.970
Quality%
0.930
Mom%
0.790
P/E
5.0×
F-Score
7/9
E/Y
0.1619
EBITDA/EV
0.2566
SH Yield
0.0178
ROE
0.2386
Margin
0.2181
Vol
0.3113
RAM
1.77
QV
0.950
Conf
1.000
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
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