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
Cheapest in Sector
Active Screen
Preset: sector_value_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
ACGLN NASDAQ
Arch Capital Group Ltd.
0.910
Financial Services
Insurance - Diversified
MID
Value%
0.990
Quality%
0.880
Mom%
0.240
P/E
1.2×
F-Score
8/9
E/Y
0.6688
EBITDA/EV
0.6895
SH Yield
0.4894
ROE
0.2014
Margin
0.2473
Vol
0.0887
RAM
0.49
QV
0.933
Conf
1.000
CHT NYSE
Chunghwa Telecom Co Ltd
0.910
Communication Services
Telecom Services
LARGE
Value%
0.990
Quality%
0.870
Mom%
0.240
P/E
0.9×
F-Score
8/9
E/Y
0.9331
EBITDA/EV
1.6705
SH Yield
0.0368
ROE
0.0985
Margin
0.1633
Vol
0.1088
RAM
-0.13
QV
0.928
Conf
1.000
CYD NYSE
China Yuchai International Limited
0.980
Consumer Cyclical
Auto Manufacturers
SMALL
Value%
0.990
Quality%
0.700
Mom%
0.950
P/E
3.3×
F-Score
8/9
E/Y
0.4768
EBITDA/EV
1.0423
SH Yield
0.0109
ROE
0.0586
Margin
0.0163
Vol
0.5674
RAM
3.12
QV
0.832
Conf
1.000
ENO NYSE
Entergy New Orleans LLC Pref
0.740
Utilities
Electrical Utilities & Ipps
MICRO
Value%
0.990
Quality%
0.190
Mom%
0.290
P/E
0.1×
F-Score
5/9
E/Y
1.1074
EBITDA/EV
1.7884
SH Yield
0.0159
ROE
0.1028
Margin
0.1341
Vol
0.0805
RAM
0.97
QV
0.434
Conf
1.000
FINV NYSE
FinVolution Group
0.840
Financial Services
Credit Services
SMALL
Value%
0.990
Quality%
0.730
Mom%
0.040
P/E
0.5×
F-Score
3/9
E/Y
2.3127
EBITDA/EV
2.3633
SH Yield
0.7519
ROE
0.1361
Margin
0.1664
Vol
0.4898
RAM
-0.99
QV
0.850
Conf
1.000
FLX NASDAQ
BingEx Ltd
0.860
Industrials
Integrated Freight & Logistics
MICRO
Value%
0.990
Quality%
0.730
Mom%
0.110
P/E
2.1×
F-Score
7/9
E/Y
0.5533
EBITDA/EV
0.3641
SH Yield
0.3421
ROE
0.0980
Margin
0.0194
Vol
0.6289
RAM
-0.33
QV
0.850
Conf
0.939
HDB NYSE
HDFC Bank Limited ADR
0.860
Financial Services
Banks - Regional
LARGE
Value%
0.990
Quality%
0.790
Mom%
0.090
P/E
0.2×
F-Score
7/9
E/Y
0.3390
EBITDA/EV
0.3390
SH Yield
0.0185
ROE
0.1337
Margin
0.1536
Vol
0.2581
RAM
-1.25
QV
0.884
Conf
1.000
HMY NYSE
Harmony Gold Mining Company Limited
0.980
Basic Materials
Gold
LARGE
Value%
0.990
Quality%
0.980
Mom%
0.690
P/E
0.4×
F-Score
8/9
E/Y
2.7396
EBITDA/EV
3.3567
SH Yield
0.0183
ROE
0.5081
Margin
0.1753
Vol
0.6383
RAM
0.33
QV
0.985
Conf
0.872
IH NYSE
Ihuman Inc
0.670
Consumer Defensive
Education & Training Services
MICRO
Value%
0.990
Quality%
0.230
Mom%
0.080
P/E
0.8×
F-Score
6/9
E/Y
0.7668
EBITDA/EV
1.1504
SH Yield
0.3164
ROE
0.0844
Margin
0.1072
Vol
0.5395
RAM
-0.52
QV
0.477
Conf
0.970
IMOS NASDAQ
ChipMOS Technologies Inc
0.930
Technology
Semiconductors
MID
Value%
0.990
Quality%
0.280
Mom%
0.970
P/E
2.8×
F-Score
6/9
E/Y
0.3018
EBITDA/EV
0.3029
SH Yield
0.3646
ROE
0.0336
Margin
0.0325
Vol
0.8894
RAM
2.10
QV
0.526
Conf
1.000
JFIN NASDAQ
Jiayin Group Inc
0.880
Financial Services
Credit Services
MICRO
Value%
0.990
Quality%
0.930
Mom%
0.010
P/E
0.2×
F-Score
5/9
E/Y
1.5039
EBITDA/EV
1.5178
SH Yield
0.7272
ROE
0.2468
Margin
0.1987
Vol
0.5284
RAM
-1.39
QV
0.960
Conf
1.000
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
LX NASDAQ
Lexinfintech Holdings Ltd
0.870
Financial Services
Credit Services
SMALL
Value%
0.990
Quality%
0.910
Mom%
0.010
P/E
0.2×
F-Score
7/9
E/Y
1.2504
EBITDA/EV
1.3906
SH Yield
0.8043
ROE
0.1197
Margin
0.1083
Vol
0.4536
RAM
-1.50
QV
0.949
Conf
1.000
MOMO NASDAQ
Hello Group Inc
0.860
Communication Services
Internet Content & Information
SMALL
Value%
0.990
Quality%
0.790
Mom%
0.090
P/E
1.1×
F-Score
7/9
E/Y
2.0874
EBITDA/EV
2.1975
SH Yield
0.9880
ROE
0.0681
Margin
0.0720
Vol
0.2596
RAM
-0.98
QV
0.884
Conf
1.000
NOAH NYSE
Noah Holdings Ltd
0.910
Financial Services
Asset Management
SMALL
Value%
0.990
Quality%
0.920
Mom%
0.200
P/E
1.3×
F-Score
9/9
E/Y
1.2279
EBITDA/EV
1.0228
SH Yield
0.1919
ROE
0.0547
Margin
0.2044
Vol
0.2675
RAM
-0.27
QV
0.954
Conf
1.000
PAYP NASDAQ
PayPay Corporation American Depository Shares
0.970
Technology
Software - Infrastructure
MID
Value%
0.990
Quality%
0.890
Mom%
0.630
P/E
0.2×
F-Score
8/9
E/Y
0.3342
EBITDA/EV
0.5166
SH Yield
0.0338
ROE
0.1273
Margin
0.1239
Vol
0.7073
QV
0.939
Conf
0.909
PDD NASDAQ
PDD Holdings Inc.
0.890
Consumer Cyclical
Internet Retail
LARGE
Value%
0.990
Quality%
0.870
Mom%
0.140
P/E
1.2×
F-Score
4/9
E/Y
0.9618
EBITDA/EV
0.9972
SH Yield
0.0000
ROE
0.2294
Margin
0.2199
Vol
0.3428
RAM
-0.19
QV
0.928
Conf
0.970
RDY NYSE
Dr. Reddy’s Laboratories Ltd ADR
0.860
Healthcare
Drug Manufacturers - Specialty & Generic
LARGE
Value%
0.990
Quality%
0.680
Mom%
0.170
P/E
0.3×
F-Score
4/9
E/Y
0.7901
EBITDA/EV
1.0760
SH Yield
0.0068
ROE
0.1160
Margin
0.1272
Vol
0.1876
RAM
-0.54
QV
0.820
Conf
1.000
SSL NYSE
Sasol Ltd
0.980
Basic Materials
Specialty Chemicals
MID
Value%
0.990
Quality%
0.690
Mom%
0.930
P/E
0.4×
F-Score
5/9
E/Y
0.5506
EBITDA/EV
0.7469
SH Yield
0.0002
ROE
0.1061
Margin
0.0421
Vol
0.5759
RAM
2.70
QV
0.826
Conf
0.970
STNE NASDAQ
StoneCo Ltd
0.900
Technology
Software - Infrastructure
MID
Value%
0.990
Quality%
0.890
Mom%
0.170
P/E
0.7×
F-Score
5/9
E/Y
0.4430
EBITDA/EV
0.5290
SH Yield
0.2389
ROE
0.2869
Margin
0.2483
Vol
0.5286
RAM
-0.16
QV
0.939
Conf
0.939
TCOM NASDAQ
Trip.com Group Ltd ADR
0.900
Consumer Cyclical
Travel Services
LARGE
Value%
0.990
Quality%
0.920
Mom%
0.130
P/E
0.9×
F-Score
6/9
E/Y
2.4734
EBITDA/EV
2.5303
SH Yield
0.2049
ROE
0.1940
Margin
0.5221
Vol
0.3460
RAM
-0.49
QV
0.954
Conf
1.000
TKC NYSE
Turkcell Iletisim Hizmetleri AS
0.890
Communication Services
Telecom Services
MID
Value%
0.990
Quality%
0.740
Mom%
0.290
P/E
0.4×
F-Score
7/9
E/Y
0.3091
EBITDA/EV
0.7498
SH Yield
0.0188
ROE
0.0491
Margin
0.0785
Vol
0.3156
RAM
0.17
QV
0.856
Conf
1.000
VIOT NASDAQ
Viomi Technology ADR
0.660
Consumer Cyclical
Furnishings, Fixtures & Appliances
MICRO
Value%
0.990
Quality%
0.190
Mom%
0.090
P/E
0.4×
F-Score
3/9
E/Y
2.5937
EBITDA/EV
3.3005
SH Yield
0.4775
ROE
0.0903
Margin
0.0583
Vol
1.0403
RAM
-0.26
QV
0.434
Conf
0.909
VIPS NYSE
Vipshop Holdings Limited
0.760
Consumer Cyclical
Internet Retail
MID
Value%
0.990
Quality%
0.290
Mom%
0.210
P/E
0.9×
F-Score
5/9
E/Y
1.5147
EBITDA/EV
1.6085
SH Yield
0.0465
ROE
0.1823
Margin
0.0706
Vol
0.3282
RAM
0.03
QV
0.536
Conf
1.000
Page 1 of 2
Next →