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
Quality Compounders
Active Screen
Preset: quality_compounders ×
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
AU NYSE
AngloGold Ashanti plc
0.970
Basic Materials
Gold
LARGE
Value%
0.780
Quality%
0.990
Mom%
0.910
P/E
13.2×
F-Score
8/9
E/Y
0.1187
EBITDA/EV
0.1504
SH Yield
0.0506
ROE
0.4070
Margin
0.3111
Vol
0.5939
RAM
1.64
QV
0.879
Conf
1.000
GPOR NYSE
Gulfport Energy Operating Corp
0.900
Energy
Oil & Gas E&P
MID
Value%
0.960
Quality%
0.990
Mom%
0.130
P/E
4.9×
F-Score
7/9
E/Y
0.2174
EBITDA/EV
0.3022
SH Yield
0.1559
ROE
0.3287
Margin
0.3841
Vol
0.3517
RAM
-0.39
QV
0.975
Conf
0.970
INTU NASDAQ
Intuit Inc
0.360
Technology
Software - Application
LARGE
Value%
0.340
Quality%
0.990
Mom%
0.020
P/E
15.9×
F-Score
9/9
E/Y
0.0824
EBITDA/EV
0.0936
SH Yield
0.0696
ROE
0.2222
Margin
0.2191
Vol
0.4917
RAM
-1.17
QV
0.580
Conf
1.000
KGC NYSE
Kinross Gold Corporation
0.980
Basic Materials
Gold
LARGE
Value%
0.840
Quality%
0.990
Mom%
0.890
P/E
11.1×
F-Score
9/9
E/Y
0.1326
EBITDA/EV
0.1695
SH Yield
0.0308
ROE
0.3134
Margin
0.3604
Vol
0.5179
RAM
1.62
QV
0.912
Conf
1.000
TBPH NASDAQ
Theravance Biopharma Inc
0.980
Healthcare
Biotechnology
SMALL
Value%
0.900
Quality%
0.990
Mom%
0.840
P/E
7.5×
F-Score
6/9
E/Y
0.2168
EBITDA/EV
0.2227
SH Yield
0.0105
ROE
0.3942
Margin
1.0434
Vol
0.4439
RAM
1.22
QV
0.944
Conf
0.939
AEM NYSE
Agnico Eagle Mines Limited
0.930
Basic Materials
Gold
LARGE
Value%
0.720
Quality%
0.980
Mom%
0.800
P/E
15.6×
F-Score
8/9
E/Y
0.1005
EBITDA/EV
0.1210
SH Yield
0.0192
ROE
0.2033
Margin
0.3946
Vol
0.4567
RAM
1.01
QV
0.840
Conf
1.000
APPF NASDAQ
Appfolio Inc
0.110
Technology
Software - Application
MID
Value%
0.050
Quality%
0.980
Mom%
0.090
P/E
35.3×
F-Score
6/9
E/Y
0.0338
EBITDA/EV
0.0381
SH Yield
0.0325
ROE
0.3232
Margin
0.1527
Vol
0.4515
RAM
-0.58
QV
0.221
Conf
0.970
B NYSE
Barrick Mining Corporation
0.980
Basic Materials
Gold
LARGE
Value%
0.870
Quality%
0.980
Mom%
0.920
P/E
11.1×
F-Score
9/9
E/Y
0.1471
EBITDA/EV
0.1733
SH Yield
0.0428
ROE
0.2223
Margin
0.3210
Vol
0.4313
RAM
2.27
QV
0.923
Conf
1.000
CART NASDAQ
Maplebear Inc.
0.410
Consumer Cyclical
Internet Retail
LARGE
Value%
0.290
Quality%
0.980
Mom%
0.220
P/E
21.6×
F-Score
6/9
E/Y
0.0616
EBITDA/EV
0.0725
SH Yield
0.1582
ROE
0.1870
Margin
0.1255
Vol
0.3621
RAM
-0.16
QV
0.533
Conf
0.970
CRUS NASDAQ
Cirrus Logic Inc
0.710
Technology
Semiconductors
MID
Value%
0.270
Quality%
0.980
Mom%
0.850
P/E
20.1×
F-Score
8/9
E/Y
0.0649
EBITDA/EV
0.0717
SH Yield
0.0377
ROE
0.1947
Margin
0.2075
Vol
0.3123
RAM
2.05
QV
0.514
Conf
0.970
DOCS NYSE
Doximity Inc
0.300
Healthcare
Health Information Services
MID
Value%
0.290
Quality%
0.980
Mom%
0.020
P/E
19.1×
F-Score
6/9
E/Y
0.0708
EBITDA/EV
0.0753
SH Yield
0.1117
ROE
0.2062
Margin
0.3040
Vol
0.5589
RAM
-1.17
QV
0.533
Conf
0.970
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
HLN NYSE
Haleon plc
0.850
Healthcare
Drug Manufacturers - Specialty & Generic
LARGE
Value%
0.820
Quality%
0.980
Mom%
0.180
P/E
14.2×
F-Score
8/9
E/Y
0.0905
EBITDA/EV
0.1015
SH Yield
0.0377
ROE
0.1696
Margin
0.1443
Vol
0.1947
RAM
-0.46
QV
0.896
Conf
0.846
INCY NASDAQ
Incyte Corporation
0.940
Healthcare
Biotechnology
LARGE
Value%
0.740
Quality%
0.980
Mom%
0.790
P/E
13.7×
F-Score
8/9
E/Y
0.1097
EBITDA/EV
0.1155
SH Yield
-0.0161
ROE
0.2579
Margin
0.2671
Vol
0.3333
RAM
1.26
QV
0.852
Conf
0.970
KARO NASDAQ
Karooooo Ltd
0.930
Technology
Software - Application
SMALL
Value%
0.990
Quality%
0.980
Mom%
0.240
P/E
1.5×
F-Score
5/9
E/Y
0.9602
EBITDA/EV
1.5322
SH Yield
0.0264
ROE
0.3002
Margin
0.1814
Vol
0.3171
RAM
0.10
QV
0.985
Conf
0.964
LOPE NASDAQ
Grand Canyon Education Inc
0.360
Consumer Defensive
Education & Training Services
MID
Value%
0.290
Quality%
0.980
Mom%
0.120
P/E
17.1×
F-Score
7/9
E/Y
0.0763
EBITDA/EV
0.0871
SH Yield
0.0839
ROE
0.3159
Margin
0.1954
Vol
0.3315
RAM
-0.51
QV
0.533
Conf
0.970
META NASDAQ
Meta Platforms Inc.
0.330
Communication Services
Internet Content & Information
MEGA
Value%
0.250
Quality%
0.980
Mom%
0.150
P/E
20.8×
F-Score
5/9
E/Y
0.0607
EBITDA/EV
0.0742
SH Yield
0.0128
ROE
0.2897
Margin
0.3284
Vol
0.3607
RAM
-0.29
QV
0.495
Conf
1.000
MSFT NASDAQ
Microsoft Corporation
0.220
Technology
Software - Infrastructure
MEGA
Value%
0.160
Quality%
0.980
Mom%
0.140
P/E
22.5×
F-Score
6/9
E/Y
0.0553
EBITDA/EV
0.0707
SH Yield
0.0166
ROE
0.3022
Margin
0.3934
Vol
0.2769
RAM
-0.42
QV
0.396
Conf
1.000
MU NASDAQ
Micron Technology Inc
0.540
Technology
Semiconductors
MEGA
Value%
0.020
Quality%
0.980
Mom%
0.990
P/E
53.0×
F-Score
7/9
E/Y
0.0222
EBITDA/EV
0.0291
SH Yield
0.0004
ROE
0.3328
Margin
0.4149
Vol
0.7330
RAM
6.95
QV
0.140
Conf
0.964
NEM NYSE
Newmont Goldcorp Corp
0.970
Basic Materials
Gold
LARGE
Value%
0.810
Quality%
0.980
Mom%
0.900
P/E
13.1×
F-Score
9/9
E/Y
0.1308
EBITDA/EV
0.1567
SH Yield
0.0446
ROE
0.2421
Margin
0.3464
Vol
0.4510
RAM
1.92
QV
0.891
Conf
1.000
NTES NASDAQ
NetEase Inc
0.920
Communication Services
Electronic Gaming & Multimedia
LARGE
Value%
0.980
Quality%
0.980
Mom%
0.190
P/E
2.3×
F-Score
7/9
E/Y
0.9822
EBITDA/EV
1.0336
SH Yield
0.0331
ROE
0.2072
Margin
0.2984
Vol
0.2815
RAM
-0.28
QV
0.980
Conf
1.000
PLTR NASDAQ
Palantir Technologies Inc.
0.110
Technology
Software - Infrastructure
MEGA
Value%
0.000
Quality%
0.980
Mom%
0.200
P/E
135.0×
F-Score
8/9
E/Y
0.0076
EBITDA/EV
0.0077
SH Yield
0.0000
ROE
0.2700
Margin
0.4367
Vol
0.5560
RAM
-0.01
QV
0.000
Conf
0.970
RMBS NASDAQ
Rambus Inc
0.500
Technology
Semiconductors
LARGE
Value%
0.010
Quality%
0.980
Mom%
0.940
P/E
66.4×
F-Score
7/9
E/Y
0.0188
EBITDA/EV
0.0210
SH Yield
0.0000
ROE
0.1651
Margin
0.3189
Vol
0.6828
RAM
2.06
QV
0.099
Conf
0.970
CDNS NASDAQ
Cadence Design Systems Inc
0.390
Technology
Software - Application
LARGE
Value%
0.020
Quality%
0.970
Mom%
0.730
P/E
91.2×
F-Score
7/9
E/Y
0.0158
EBITDA/EV
0.0182
SH Yield
0.0080
ROE
0.1785
Margin
0.2118
Vol
0.3458
RAM
0.77
QV
0.139
Conf
0.939
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