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
VC2 Cheapest Decile
Active Screen
Preset: vc2_cheapest ×
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
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
ACGLO NASDAQ
Arch Capital Group Ltd
0.910
Financial Services
Insurance - Diversified
LARGE
Value%
0.980
Quality%
0.880
Mom%
0.240
P/E
2.3×
F-Score
8/9
E/Y
0.4073
EBITDA/EV
0.4199
SH Yield
0.2874
ROE
0.2014
Margin
0.2473
Vol
0.0904
RAM
0.31
QV
0.929
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
BEKE NYSE
Ke Holdings Inc
0.670
Real Estate
Real Estate Services
LARGE
Value%
0.980
Quality%
0.160
Mom%
0.170
P/E
4.9×
F-Score
4/9
E/Y
0.4628
EBITDA/EV
0.4916
SH Yield
0.4154
ROE
0.0529
Margin
0.0378
Vol
0.3611
RAM
-0.20
QV
0.396
Conf
1.000
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
CHA NASDAQ
Chagee Holdings Limited American Depositary Shares
0.830
Consumer Cyclical
Restaurants
MID
Value%
0.980
Quality%
0.720
Mom%
0.020
P/E
2.4×
F-Score
3/9
E/Y
0.4831
EBITDA/EV
0.6079
SH Yield
0.0790
ROE
0.1205
Margin
0.0722
Vol
0.5619
RAM
-1.14
QV
0.840
Conf
0.970
CIG NYSE
Companhia Energetica de Minas Gerais CEMIG Pref ADR
0.870
Utilities
Utilities - Regulated Electric
MID
Value%
0.980
Quality%
0.240
Mom%
0.700
P/E
1.4×
F-Score
4/9
E/Y
0.2171
EBITDA/EV
0.2804
SH Yield
0.0629
ROE
0.1428
Margin
0.1162
Vol
0.2992
RAM
0.96
QV
0.485
Conf
1.000
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
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
GGB NYSE
Gerdau SA ADR
0.900
Basic Materials
Steel
MID
Value%
0.980
Quality%
0.240
Mom%
0.850
P/E
5.0×
F-Score
5/9
E/Y
0.2346
EBITDA/EV
0.4352
SH Yield
0.1519
ROE
0.0311
Margin
0.0237
Vol
0.3733
RAM
1.93
QV
0.485
Conf
1.000
HERE NASDAQ
Here Group Limited
0.590
Consumer Cyclical
Leisure
MICRO
Value%
0.970
Quality%
0.170
Mom%
0.000
P/E
0.3×
F-Score
4/9
E/Y
0.1579
EBITDA/EV
0.2477
SH Yield
0.0939
ROE
0.4299
Margin
0.3163
Vol
0.9080
RAM
-0.88
QV
0.406
Conf
1.000
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
JD NASDAQ
JD.com Inc Adr
0.710
Consumer Cyclical
Internet Retail
LARGE
Value%
0.980
Quality%
0.220
Mom%
0.190
P/E
2.7×
F-Score
4/9
E/Y
0.2327
EBITDA/EV
0.3289
SH Yield
0.6118
ROE
0.0640
Margin
0.0104
Vol
0.2914
RAM
0.02
QV
0.464
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
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
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
PHI NYSE
PLDT Inc ADR
0.900
Communication Services
Telecom Services
MID
Value%
0.970
Quality%
0.920
Mom%
0.180
P/E
0.1×
F-Score
5/9
E/Y
0.1322
EBITDA/EV
0.2787
SH Yield
0.0457
ROE
0.2407
Margin
0.1360
Vol
0.2480
RAM
-0.23
QV
0.945
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
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
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
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