Structured JSON API for this factor page: https://sharemaestro.com/factors/api/screener/
Factor Screener
O'Shaughnessy multi-factor screening engine
· Snapshot 7 Jun 2026
25+
Matches
2
Pages
Cornerstone Growth
Active Screen
Preset: cornerstone_growth ×
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 + buybacks + debt paydown — O'Shaughnessy's total 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
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
25+
tickers match
· Page 1 of 2
ASX
ASE Industrial Holding Co Ltd ADR
0.990
Technology
Semiconductors
LARGE
Value%
0.990
Quality%
0.890
Mom%
0.970
P/E
1.6×
F-Score
6/9
E/Y
0.6175
EBITDA/EV
0.5309
SH Yield
0.3035
ROE
0.1344
Margin
0.0707
Vol
0.4725
RAM
5.61
QV
0.939
Conf
1.000
SANM
Sanmina Corporation
0.420
Technology
Electronic Components
LARGE
Value%
0.090
Quality%
0.650
Mom%
0.960
P/E
53.7×
F-Score
6/9
E/Y
0.0186
EBITDA/EV
0.0356
SH Yield
0.0000
ROE
0.1073
Margin
0.0229
Vol
0.5868
RAM
3.15
QV
0.242
Conf
1.000
BWMX
Betterware de México, S.A.P.I. de C.V.
0.990
Consumer Cyclical
Specialty Retail
SMALL
Value%
0.980
Quality%
0.930
Mom%
0.950
P/E
0.6×
F-Score
7/9
E/Y
1.7533
EBITDA/EV
0.6264
SH Yield
1.2716
ROE
0.8089
Margin
0.0835
Vol
0.4428
RAM
2.76
QV
0.955
Conf
0.970
UMC
United Microelectronics
0.990
Technology
Semiconductors
LARGE
Value%
0.990
Quality%
0.820
Mom%
0.950
P/E
1.0×
F-Score
5/9
E/Y
1.0187
EBITDA/EV
2.4293
SH Yield
0.7314
ROE
0.1232
Margin
0.2082
Vol
0.4865
RAM
2.35
QV
0.901
Conf
1.000
KALU
Kaiser Aluminum Corporation
0.380
Basic Materials
Aluminum
MID
Value%
0.280
Quality%
0.220
Mom%
0.940
P/E
19.4×
F-Score
6/9
E/Y
0.0515
EBITDA/EV
0.0955
SH Yield
0.0218
ROE
0.1749
Margin
0.0414
Vol
0.4778
RAM
2.87
QV
0.248
Conf
1.000
BTSG
BrightSpring Health Services, Inc. Common Stock
0.210
Healthcare
Health Information Services
LARGE
Value%
0.090
Quality%
0.290
Mom%
0.940
P/E
53.9×
F-Score
7/9
E/Y
0.0185
EBITDA/EV
0.0437
SH Yield
0.0000
ROE
0.1190
Margin
0.0173
Vol
0.3359
RAM
3.79
QV
0.162
Conf
0.970
TEN
Tsakos Energy Navigation Limited
0.930
Energy
Oil & Gas Midstream
SMALL
Value%
0.970
Quality%
0.310
Mom%
0.940
P/E
5.2×
F-Score
4/9
E/Y
0.1912
EBITDA/EV
0.1184
SH Yield
0.0542
ROE
0.1089
Margin
0.2481
Vol
0.3480
RAM
4.73
QV
0.548
Conf
1.000
SNX
Synnex Corporation
0.340
Technology
Electronics & Computer Distribution
LARGE
Value%
0.250
Quality%
0.220
Mom%
0.930
P/E
21.8×
F-Score
7/9
E/Y
0.0458
EBITDA/EV
0.0774
SH Yield
0.0069
ROE
0.1124
Margin
0.0152
Vol
0.3175
RAM
3.02
QV
0.235
Conf
0.986
WILC
G Willi-Food International Ltd
0.920
Consumer Defensive
Food Distribution
SMALL
Value%
0.980
Quality%
0.210
Mom%
0.940
P/E
5.2×
F-Score
4/9
E/Y
0.1936
EBITDA/EV
0.3560
SH Yield
0.0981
ROE
0.1384
Margin
0.1463
Vol
0.3663
RAM
3.66
QV
0.454
Conf
1.000
ANDE
The Andersons Inc
0.760
Consumer Defensive
Food Distribution
MID
Value%
0.710
Quality%
0.150
Mom%
0.930
P/E
19.4×
F-Score
6/9
E/Y
0.0517
EBITDA/EV
0.1012
SH Yield
0.0108
ROE
0.1014
Margin
0.0117
Vol
0.3515
RAM
3.12
QV
0.326
Conf
1.000
JBL
Jabil Circuit Inc
0.400
Technology
Electronic Components
LARGE
Value%
0.080
Quality%
0.670
Mom%
0.920
P/E
47.0×
F-Score
5/9
E/Y
0.0213
EBITDA/EV
0.0489
SH Yield
0.0009
ROE
0.6019
Margin
0.0248
Vol
0.3730
RAM
2.72
QV
0.232
Conf
0.956
SNEX
Stonex Group Inc
0.790
Financial Services
Capital Markets
MID
Value%
0.720
Quality%
0.200
Mom%
0.930
P/E
20.4×
F-Score
4/9
E/Y
0.0491
EBITDA/EV
0.0545
SH Yield
0.0189
ROE
0.1713
Margin
0.0030
Vol
0.4327
RAM
2.65
QV
0.379
Conf
1.000
VVX
V2X Inc
0.310
Industrials
Aerospace & Defense
MID
Value%
0.240
Quality%
0.210
Mom%
0.900
P/E
30.2×
F-Score
8/9
E/Y
0.0331
EBITDA/EV
0.0869
SH Yield
0.0000
ROE
0.0804
Margin
0.0188
Vol
0.4003
RAM
1.43
QV
0.224
Conf
0.970
CHRW
CH Robinson Worldwide Inc
0.410
Industrials
Integrated Freight & Logistics
LARGE
Value%
0.050
Quality%
0.760
Mom%
0.910
P/E
37.2×
F-Score
6/9
E/Y
0.0269
EBITDA/EV
0.0414
SH Yield
0.0136
ROE
0.3515
Margin
0.0370
Vol
0.3884
RAM
2.07
QV
0.195
Conf
1.000
BFH
Bread Financial Holdings, Inc.
0.990
Financial Services
Credit Services
MID
Value%
0.970
Quality%
0.970
Mom%
0.900
P/E
7.0×
F-Score
7/9
E/Y
0.1425
EBITDA/EV
0.1696
SH Yield
0.0112
ROE
0.1687
Margin
0.1190
Vol
0.3860
RAM
1.84
QV
0.970
Conf
1.000
ARKO
Arko Corp
0.840
Consumer Cyclical
Specialty Retail
SMALL
Value%
0.790
Quality%
0.240
Mom%
0.880
P/E
29.0×
F-Score
7/9
E/Y
0.0345
EBITDA/EV
0.2037
SH Yield
0.0231
ROE
0.0581
Margin
0.0038
Vol
0.5731
RAM
1.06
QV
0.435
Conf
1.000
UGP
Ultrapar Participacoes SA ADR
0.980
Energy
Oil & Gas Refining & Marketing
MID
Value%
0.970
Quality%
0.720
Mom%
0.910
P/E
1.8×
F-Score
6/9
E/Y
0.5676
EBITDA/EV
0.4496
SH Yield
0.2558
ROE
0.9065
Margin
0.0206
Vol
0.3561
RAM
3.43
QV
0.836
Conf
1.000
MFG
Mizuho Financial Group Inc.
0.920
Financial Services
Banks - Regional
LARGE
Value%
0.970
Quality%
0.290
Mom%
0.880
F-Score
7/9
EBITDA/EV
0.3823
SH Yield
3.3660
ROE
0.1102
Margin
0.1446
Vol
0.3502
RAM
1.66
QV
0.530
Conf
1.000
C
Citigroup Inc.
0.290
Financial Services
Banks - Diversified
MEGA
Value%
0.290
Quality%
0.090
Mom%
0.890
P/E
14.7×
F-Score
5/9
E/Y
0.0680
EBITDA/EV
0.0251
SH Yield
0.0230
ROE
0.0758
Margin
0.0934
Vol
0.2791
RAM
2.29
QV
0.162
Conf
0.970
GCT
GigaCloud Technology Inc Class A Ordinary Shares
0.910
Technology
Software - Infrastructure
SMALL
Value%
0.930
Quality%
0.320
Mom%
0.900
P/E
7.8×
F-Score
4/9
E/Y
0.1280
EBITDA/EV
0.1963
SH Yield
0.0000
ROE
0.2907
Margin
0.1077
Vol
0.7183
RAM
1.61
QV
0.546
Conf
1.000
DLX
Deluxe Corporation
0.980
Industrials
Conglomerates
SMALL
Value%
0.930
Quality%
0.810
Mom%
0.890
P/E
10.3×
F-Score
6/9
E/Y
0.0969
EBITDA/EV
0.1686
SH Yield
0.0523
ROE
0.1491
Margin
0.0487
Vol
0.4546
RAM
1.90
QV
0.868
Conf
0.970
CM
Canadian Imperial Bank Of Commerce
0.710
Financial Services
Banks - Diversified
LARGE
Value%
0.670
Quality%
0.160
Mom%
0.880
P/E
7.5×
F-Score
5/9
E/Y
0.1327
EBITDA/EV
0.0370
SH Yield
0.0567
ROE
0.1496
Margin
0.1588
Vol
0.1869
RAM
3.51
QV
0.327
Conf
1.000
LEA
Lear Corporation
0.900
Consumer Cyclical
Auto Parts
MID
Value%
0.920
Quality%
0.320
Mom%
0.880
P/E
13.8×
F-Score
7/9
E/Y
0.0724
EBITDA/EV
0.1729
SH Yield
0.0225
ROE
0.1039
Margin
0.0225
Vol
0.3478
RAM
1.73
QV
0.543
Conf
1.000
PBR
Petroleo Brasileiro Petrobras SA ADR
0.990
Energy
Oil & Gas Integrated
LARGE
Value%
0.950
Quality%
0.930
Mom%
0.890
P/E
5.6×
F-Score
7/9
E/Y
0.1778
EBITDA/EV
0.1614
SH Yield
0.0663
ROE
0.2386
Margin
0.2181
Vol
0.3337
RAM
2.58
QV
0.940
Conf
1.000
ATLC
Atlanticus Holdings Corporation
0.930
Financial Services
Credit Services
SMALL
Value%
0.740
Quality%
0.830
Mom%
0.870
P/E
12.0×
F-Score
3/9
E/Y
0.0836
EBITDA/EV
0.0433
SH Yield
0.0057
ROE
0.1959
Margin
0.1079
Vol
0.5525
RAM
1.16
QV
0.784
Conf
1.000
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