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
Small Cap Value
Active Screen
Preset: small_cap_value ×
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
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
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
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
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
WDH NYSE
Waterdrop Inc ADR
0.740
Financial Services
Insurance - Diversified
SMALL
Value%
0.990
Quality%
0.250
Mom%
0.220
P/E
0.8×
F-Score
5/9
E/Y
0.8378
EBITDA/EV
0.8378
SH Yield
0.0242
ROE
0.1091
Margin
0.1253
Vol
0.4945
RAM
0.14
QV
0.497
Conf
1.000
YB NASDAQ
Yuanbao Inc. American Depositary Shares
0.890
Technology
Software - Application
SMALL
Value%
0.990
Quality%
0.940
Mom%
0.080
P/E
0.5×
F-Score
5/9
E/Y
2.1211
EBITDA/EV
2.1231
SH Yield
-0.2929
ROE
0.3734
Margin
0.2967
Vol
0.5344
RAM
-0.71
QV
0.965
Conf
0.970
AFYA NASDAQ
Afya Ltd
0.910
Consumer Defensive
Education & Training Services
SMALL
Value%
0.980
Quality%
0.970
Mom%
0.140
P/E
1.7×
F-Score
7/9
E/Y
0.4221
EBITDA/EV
0.5256
SH Yield
0.0264
ROE
0.1612
Margin
0.2004
Vol
0.2936
RAM
-0.52
QV
0.975
Conf
0.970
AMCX NASDAQ
AMC Networks Inc
0.980
Communication Services
Entertainment
SMALL
Value%
0.980
Quality%
0.820
Mom%
0.840
P/E
7.8×
F-Score
6/9
E/Y
0.2474
EBITDA/EV
0.5534
SH Yield
0.0607
ROE
0.0549
Margin
0.0228
Vol
0.4779
RAM
1.13
QV
0.896
Conf
0.939
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
CAAS NASDAQ
China Automotive Systems Inc
0.890
Consumer Cyclical
Auto Parts
MICRO
Value%
0.980
Quality%
0.760
Mom%
0.270
P/E
3.0×
F-Score
7/9
E/Y
0.2690
EBITDA/EV
0.2695
SH Yield
0.0163
ROE
0.1118
Margin
0.0573
Vol
0.2457
RAM
0.38
QV
0.863
Conf
0.872
DDL NYSE
Dingdong (Cayman) Limited ADR
0.890
Consumer Defensive
Grocery Stores
SMALL
Value%
0.980
Quality%
0.700
Mom%
0.310
P/E
1.2×
F-Score
6/9
E/Y
0.2259
EBITDA/EV
0.4636
SH Yield
0.0196
ROE
0.3220
Margin
0.0199
Vol
0.5504
RAM
0.50
QV
0.828
Conf
0.970
DLNG NYSE
Dynagas LNG Partners LP
0.920
Energy
Oil & Gas Midstream
MICRO
Value%
0.980
Quality%
0.900
Mom%
0.280
P/E
2.0×
F-Score
7/9
E/Y
0.2502
EBITDA/EV
0.3444
SH Yield
0.4650
ROE
0.1345
Margin
0.4160
Vol
0.2284
RAM
0.57
QV
0.939
Conf
0.970
FBIO NASDAQ
Fortress Biotech Inc
0.980
Healthcare
Biotechnology
MICRO
Value%
0.980
Quality%
0.810
Mom%
0.860
P/E
0.8×
F-Score
5/9
E/Y
1.4382
EBITDA/EV
1.4902
SH Yield
-0.1386
ROE
0.7877
Margin
1.9312
Vol
0.7353
RAM
0.73
QV
0.891
Conf
0.939
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
GHG NYSE
GreenTree Hospitality Group Ltd
0.840
Consumer Cyclical
Lodging
MICRO
Value%
0.980
Quality%
0.760
Mom%
0.050
F-Score
7/9
E/Y
1.3325
EBITDA/EV
1.2980
SH Yield
0.3672
ROE
-0.0110
Margin
-0.0170
Vol
0.3528
RAM
-1.26
QV
0.863
Conf
0.970
MFIN NASDAQ
Medallion Financial Corp
0.910
Financial Services
Credit Services
MICRO
Value%
0.980
Quality%
0.860
Mom%
0.300
P/E
5.6×
F-Score
8/9
E/Y
0.2474
EBITDA/EV
0.2621
SH Yield
0.0521
ROE
0.0968
Margin
0.1167
Vol
0.2645
RAM
0.40
QV
0.918
Conf
1.000
NUS NYSE
Nu Skin Enterprises Inc
0.830
Consumer Defensive
Household & Personal Products
MICRO
Value%
0.980
Quality%
0.670
Mom%
0.100
P/E
4.5×
F-Score
6/9
E/Y
0.2452
EBITDA/EV
0.4013
SH Yield
0.1300
ROE
0.0687
Margin
0.0378
Vol
0.5703
RAM
-0.38
QV
0.810
Conf
0.970
SFWL NASDAQ
Shengfeng Development Limited Class A Ordinary Shares
0.750
Industrials
Integrated Freight & Logistics
MICRO
Value%
0.980
Quality%
0.320
Mom%
0.180
P/E
3.1×
F-Score
6/9
E/Y
0.2312
EBITDA/EV
0.3953
SH Yield
0.0000
ROE
0.1729
Margin
0.0212
Vol
0.4948
RAM
-0.05
QV
0.560
Conf
0.793
TCBIO NASDAQ
Texas Capital Bancshares, Inc.
0.910
Financial Services
Banks - Regional
SMALL
Value%
0.980
Quality%
0.870
Mom%
0.260
P/E
2.6×
F-Score
8/9
E/Y
0.5105
EBITDA/EV
0.5701
SH Yield
0.3154
ROE
0.0990
Margin
0.1771
Vol
0.1295
RAM
0.46
QV
0.923
Conf
1.000
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