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
Trending Value (Classic)
Active Screen
Preset: trending_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
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
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
RILYL NASDAQ
BRC Group Holdings, Inc.
0.990
Financial Services
Financial Conglomerates
SMALL
Value%
0.940
Quality%
0.870
Mom%
0.990
P/E
1.0×
F-Score
5/9
E/Y
0.1495
EBITDA/EV
0.1719
SH Yield
0.1169
ROE
4.8587
Margin
0.2982
Vol
1.6118
RAM
4.80
QV
0.904
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
PTEN NASDAQ
Patterson-UTI Energy Inc
0.860
Energy
Oil & Gas Drilling
MID
Value%
0.880
Quality%
0.200
Mom%
0.880
F-Score
5/9
EBITDA/EV
0.1818
SH Yield
0.0489
ROE
-0.0377
Margin
-0.0256
Vol
0.5181
RAM
1.96
QV
0.420
Conf
0.909
RILY NASDAQ
BRC Group Holdings, Inc.
0.990
Financial Services
Financial Conglomerates
SMALL
Value%
0.940
Quality%
0.870
Mom%
0.970
P/E
1.0×
F-Score
5/9
E/Y
0.1491
EBITDA/EV
0.1714
SH Yield
0.1155
ROE
4.8587
Margin
0.2982
Vol
0.9704
RAM
2.73
QV
0.904
Conf
0.939
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
TEN NYSE
Tsakos Energy Navigation Limited
0.920
Energy
Oil & Gas Midstream
SMALL
Value%
0.940
Quality%
0.320
Mom%
0.920
P/E
5.4×
F-Score
4/9
E/Y
0.0739
EBITDA/EV
0.1322
SH Yield
0.0157
ROE
0.1089
Margin
0.2481
Vol
0.3427
RAM
3.51
QV
0.548
Conf
1.000
FLXS NASDAQ
Flexsteel Industries Inc
0.980
Consumer Cyclical
Furnishings, Fixtures & Appliances
MICRO
Value%
0.950
Quality%
0.770
Mom%
0.890
P/E
8.5×
F-Score
7/9
E/Y
0.1593
EBITDA/EV
0.1732
SH Yield
0.0163
ROE
0.1679
Margin
0.0679
Vol
0.6219
RAM
0.97
QV
0.855
Conf
1.000
HPK NASDAQ
Highpeak Energy Acquisition Corp
0.620
Energy
Oil & Gas E&P
SMALL
Value%
0.930
Quality%
0.240
Mom%
0.070
F-Score
5/9
EBITDA/EV
0.2057
SH Yield
0.0111
ROE
-0.0987
Margin
-0.1878
Vol
0.6718
RAM
-0.46
QV
0.472
Conf
0.939
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
RILYZ NASDAQ
B. Riley Financial Inc. 5.25% Senior Notes due 2028
0.980
Other
Other
SMALL
Value%
0.940
Quality%
0.740
Mom%
0.970
P/E
1.1×
F-Score
4/9
E/Y
0.1491
EBITDA/EV
0.1715
SH Yield
0.0662
ROE
4.8587
Margin
0.2982
Vol
0.5504
RAM
4.42
QV
0.834
Conf
0.939
ASC NYSE
Ardmore Shpng
0.960
Industrials
Marine Shipping
SMALL
Value%
0.910
Quality%
0.700
Mom%
0.900
P/E
11.9×
F-Score
5/9
E/Y
0.0870
EBITDA/EV
0.1404
SH Yield
0.0753
ROE
0.0891
Margin
0.1800
Vol
0.3860
RAM
2.32
QV
0.798
Conf
1.000
BWLP NYSE
BW LPG Limited
0.980
Energy
Oil & Gas Midstream
MID
Value%
0.960
Quality%
0.740
Mom%
0.890
P/E
7.6×
F-Score
5/9
E/Y
0.1432
EBITDA/EV
0.2163
SH Yield
0.0695
ROE
0.1897
Margin
0.1009
Vol
0.4835
RAM
2.04
QV
0.843
Conf
1.000
KOP NYSE
Koppers Holdings Inc
0.950
Basic Materials
Specialty Chemicals
SMALL
Value%
0.900
Quality%
0.760
Mom%
0.780
P/E
10.9×
F-Score
8/9
E/Y
0.1023
EBITDA/EV
0.1385
SH Yield
0.0635
ROE
0.1401
Margin
0.0410
Vol
0.3421
RAM
0.88
QV
0.827
Conf
1.000
SCHL NASDAQ
Scholastic Corporation
0.900
Communication Services
Publishing
SMALL
Value%
0.940
Quality%
0.230
Mom%
0.940
P/E
12.6×
F-Score
4/9
E/Y
0.1393
EBITDA/EV
0.2266
SH Yield
0.2071
ROE
0.0719
Margin
0.0388
Vol
0.4129
RAM
2.87
QV
0.465
Conf
0.964
SHIP NASDAQ
Seanergy Maritime Holdings Corp
0.970
Industrials
Marine Shipping
SMALL
Value%
0.940
Quality%
0.700
Mom%
0.940
P/E
8.6×
F-Score
4/9
E/Y
0.1040
EBITDA/EV
0.1699
SH Yield
0.0267
ROE
0.1281
Margin
0.2096
Vol
0.4497
RAM
3.12
QV
0.811
Conf
1.000
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
CVE NYSE
Cenovus Energy Inc
0.980
Energy
Oil & Gas Integrated
LARGE
Value%
0.940
Quality%
0.790
Mom%
0.900
P/E
10.1×
F-Score
6/9
E/Y
0.1022
EBITDA/EV
0.1976
SH Yield
0.0718
ROE
0.1425
Margin
0.0940
Vol
0.3422
RAM
3.22
QV
0.862
Conf
1.000
ECPG NASDAQ
Encore Capital Group Inc
0.950
Financial Services
Credit Services
SMALL
Value%
0.850
Quality%
0.710
Mom%
0.920
P/E
6.0×
F-Score
8/9
E/Y
0.1207
EBITDA/EV
0.1258
SH Yield
0.0564
ROE
0.2863
Margin
0.1602
Vol
0.3283
RAM
3.28
QV
0.777
Conf
0.939
LITB NYSE
LightInTheBox Holding Co Ltd ARD
0.890
Consumer Cyclical
Internet Retail
MICRO
Value%
0.940
Quality%
0.140
Mom%
0.950
P/E
6.0×
F-Score
7/9
E/Y
0.2114
EBITDA/EV
0.2362
SH Yield
0.0130
ROE
-3.3446
Margin
0.0407
Vol
0.9998
RAM
1.16
QV
0.363
Conf
0.879
TRMD NASDAQ
Torm PLC Class A
0.980
Energy
Oil & Gas Midstream
MID
Value%
0.940
Quality%
0.800
Mom%
0.880
P/E
8.7×
F-Score
4/9
E/Y
0.1091
EBITDA/EV
0.1657
SH Yield
0.0823
ROE
0.1514
Margin
0.2443
Vol
0.3710
RAM
2.11
QV
0.867
Conf
1.000
EQNR NYSE
Equinor ASA ADR
0.960
Energy
Oil & Gas Integrated
LARGE
Value%
0.940
Quality%
0.820
Mom%
0.740
P/E
14.6×
F-Score
5/9
E/Y
0.2576
EBITDA/EV
0.3700
SH Yield
0.1162
ROE
0.1267
Margin
0.0530
Vol
0.3866
RAM
1.23
QV
0.878
Conf
1.000
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