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
Deep Value
Active Screen
Preset: deep_value ×
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 + 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
LX
Lexinfintech Holdings Ltd
0.880
Financial Services
Credit Services
SMALL
Value%
0.990
Quality%
0.930
Mom%
0.010
P/E
0.2×
F-Score
7/9
E/Y
4.1443
EBITDA/EV
1.3628
SH Yield
1.0996
ROE
0.1197
Margin
0.1083
Vol
0.4563
RAM
-1.49
QV
0.960
Conf
1.000
TKC
Turkcell Iletisim Hizmetleri AS
0.880
Communication Services
Telecom Services
MID
Value%
0.990
Quality%
0.730
Mom%
0.230
P/E
0.4×
F-Score
7/9
E/Y
2.8539
EBITDA/EV
0.8449
SH Yield
2.0071
ROE
0.0491
Margin
0.0785
Vol
0.3138
RAM
0.26
QV
0.850
Conf
1.000
HMY
Harmony Gold Mining Company Limited
0.980
Basic Materials
Gold
MID
Value%
0.990
Quality%
0.980
Mom%
0.670
P/E
0.4×
F-Score
8/9
E/Y
2.6527
EBITDA/EV
3.6026
SH Yield
0.4506
ROE
0.5081
Margin
0.1753
Vol
0.6411
RAM
0.39
QV
0.985
Conf
0.894
STEM
Stem Inc
0.550
Utilities
Utilities - Renewable
MICRO
Value%
0.890
Quality%
0.130
Mom%
0.100
P/E
0.5×
F-Score
6/9
E/Y
2.1932
EBITDA/EV
0.6180
SH Yield
0.0000
ROE
-0.5410
Margin
0.9416
Vol
1.1216
RAM
-0.17
QV
0.340
Conf
0.879
AGMH
AGM Group Holdings Inc Class A
0.740
Technology
Computer Hardware
NANO
Value%
0.610
Quality%
0.610
Mom%
0.620
P/E
0.5×
F-Score
7/9
E/Y
2.1466
EBITDA/EV
1.9289
SH Yield
0.0000
ROE
0.0872
Margin
0.0973
Vol
3.6249
RAM
-0.20
QV
0.610
Conf
0.705
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
FLX
BingEx Ltd
0.690
Industrials
Integrated Freight & Logistics
MICRO
Value%
0.990
Quality%
0.240
Mom%
0.120
P/E
0.7×
F-Score
6/9
E/Y
1.4986
EBITDA/EV
0.9375
SH Yield
0.0000
ROE
0.0980
Margin
0.0194
Vol
0.6855
RAM
-0.20
QV
0.487
Conf
0.970
BNC
CEA Industries Inc.
0.880
Industrials
Farm & Heavy Construction Machinery
MICRO
Value%
0.980
Quality%
0.970
Mom%
0.010
P/E
0.7×
F-Score
6/9
E/Y
1.4814
SH Yield
0.0000
ROE
0.4664
Margin
1.2884
Vol
1.8253
RAM
-0.33
QV
0.975
Conf
0.839
AMX
America Movil SAB de CV ADR
0.990
Communication Services
Telecom Services
LARGE
Value%
0.980
Quality%
0.980
Mom%
0.860
P/E
0.9×
F-Score
8/9
E/Y
1.1616
EBITDA/EV
0.6971
SH Yield
0.4420
ROE
0.2378
Margin
0.0923
Vol
0.2738
RAM
2.37
QV
0.980
Conf
1.000
OMAB
Grupo Aeroportuario del Centro Norte SAB de CV
0.930
Industrials
Airports & Air Services
MID
Value%
0.980
Quality%
0.980
Mom%
0.230
P/E
0.9×
F-Score
6/9
E/Y
1.1297
EBITDA/EV
0.6899
SH Yield
0.9543
ROE
0.4234
Margin
0.3263
Vol
0.3137
RAM
0.18
QV
0.980
Conf
0.970
SUZ
Suzano Papel e Celulose SA ADR
0.910
Basic Materials
Paper & Paper Products
LARGE
Value%
0.980
Quality%
0.920
Mom%
0.180
P/E
0.9×
F-Score
8/9
E/Y
1.1231
EBITDA/EV
0.4009
SH Yield
0.0040
ROE
0.2369
Margin
0.2289
Vol
0.2992
RAM
-0.17
QV
0.950
Conf
0.970
CHT
Chunghwa Telecom Co Ltd
0.930
Communication Services
Telecom Services
LARGE
Value%
0.990
Quality%
0.900
Mom%
0.270
P/E
0.9×
F-Score
8/9
E/Y
1.0913
EBITDA/EV
2.7160
SH Yield
1.0908
ROE
0.0985
Margin
0.1633
Vol
0.1038
RAM
0.36
QV
0.944
Conf
1.000
TCOM
Trip.com Group Ltd ADR
0.890
Consumer Cyclical
Travel Services
LARGE
Value%
0.980
Quality%
0.870
Mom%
0.130
P/E
1.0×
F-Score
6/9
E/Y
0.9933
EBITDA/EV
5.2796
SH Yield
0.0426
ROE
0.1940
Margin
0.5221
Vol
0.3550
RAM
-0.37
QV
0.923
Conf
1.000
PAC
Grupo Aeroportuario del Pacifico SAB De CV ADR
0.930
Industrials
Airports & Air Services
LARGE
Value%
0.980
Quality%
0.980
Mom%
0.240
P/E
1.1×
F-Score
7/9
E/Y
0.9354
EBITDA/EV
0.6349
SH Yield
0.8468
ROE
0.4208
Margin
0.3293
Vol
0.3423
RAM
0.14
QV
0.980
Conf
0.970
PAGS
PagSeguro Digital Ltd
0.900
Technology
Software - Infrastructure
MID
Value%
0.980
Quality%
0.750
Mom%
0.300
P/E
1.1×
F-Score
7/9
E/Y
0.8854
EBITDA/EV
0.2044
SH Yield
0.3286
ROE
0.1489
Margin
0.1079
Vol
0.4146
RAM
0.53
QV
0.857
Conf
1.000
UCL
Ucloudlink Group Inc
0.220
Communication Services
Telecom Services
NANO
Value%
0.360
Quality%
0.360
Mom%
0.360
P/E
1.2×
F-Score
6/9
E/Y
0.8690
EBITDA/EV
2.5161
SH Yield
0.0000
ROE
0.1324
Margin
0.0428
Vol
0.6848
RAM
-0.46
QV
0.360
Conf
0.970
CRE
Cre8 Enterprise Limited Class A Ordinary Shares
0.650
Industrials
Specialty Business Services
NANO
Value%
0.560
Quality%
0.560
Mom%
0.560
P/E
1.2×
F-Score
6/9
E/Y
0.8426
SH Yield
0.0000
ROE
0.1026
Margin
0.0403
Vol
1.6816
QV
0.560
Conf
0.758
ACGLN
Arch Capital Group Ltd.
0.920
Financial Services
Insurance - Diversified
MID
Value%
0.990
Quality%
0.910
Mom%
0.250
P/E
1.2×
F-Score
8/9
E/Y
0.8279
EBITDA/EV
0.7535
SH Yield
0.0080
ROE
0.2014
Margin
0.2473
Vol
0.0900
RAM
0.87
QV
0.949
Conf
1.000
MOMO
Hello Group Inc
0.860
Communication Services
Internet Content & Information
SMALL
Value%
0.990
Quality%
0.700
Mom%
0.130
P/E
1.2×
F-Score
7/9
E/Y
0.8158
EBITDA/EV
1.8847
SH Yield
0.3861
ROE
0.0680
Margin
0.0720
Vol
0.2594
RAM
-0.53
QV
0.832
Conf
1.000
FUTU
Futu Holdings Ltd
0.940
Financial Services
Capital Markets
LARGE
Value%
0.990
Quality%
0.990
Mom%
0.260
P/E
1.3×
F-Score
7/9
E/Y
0.7680
EBITDA/EV
0.7916
SH Yield
0.1645
ROE
0.2439
Margin
0.4183
Vol
0.6304
RAM
0.61
QV
0.990
Conf
1.000
BBDO
Banco Bradesco S/A ADR
0.960
Financial Services
Banks - Regional
LARGE
Value%
0.930
Quality%
0.770
Mom%
0.770
P/E
1.3×
F-Score
8/9
E/Y
0.7555
EBITDA/EV
0.0543
SH Yield
0.1479
ROE
0.6753
Margin
0.0703
Vol
0.3432
RAM
1.30
QV
0.846
Conf
1.000
JBS
JBS N.V.
0.950
Consumer Defensive
Packaged Foods
LARGE
Value%
0.980
Quality%
0.720
Mom%
0.650
P/E
1.4×
F-Score
7/9
E/Y
0.7235
EBITDA/EV
1.4573
SH Yield
0.5530
ROE
0.2249
Margin
0.0200
Vol
0.4011
QV
0.840
Conf
0.939
DDL
Dingdong (Cayman) Limited ADR
0.960
Consumer Defensive
Grocery Stores
SMALL
Value%
0.990
Quality%
0.730
Mom%
0.710
P/E
1.4×
F-Score
6/9
E/Y
0.7122
EBITDA/EV
0.5443
SH Yield
0.0000
ROE
0.3220
Margin
0.0199
Vol
0.5312
RAM
0.47
QV
0.850
Conf
1.000
VINP
Vinci Partners Investments Ltd
0.920
Financial Services
Asset Management
SMALL
Value%
0.980
Quality%
0.880
Mom%
0.290
P/E
1.4×
F-Score
8/9
E/Y
0.7049
EBITDA/EV
0.4591
SH Yield
0.3355
ROE
0.2206
Margin
0.2702
Vol
0.2538
RAM
0.77
QV
0.929
Conf
1.000
ACGLO
Arch Capital Group Ltd
0.920
Financial Services
Insurance - Diversified
MID
Value%
0.980
Quality%
0.910
Mom%
0.240
P/E
1.4×
F-Score
8/9
E/Y
0.6964
EBITDA/EV
0.6585
SH Yield
0.0067
ROE
0.2014
Margin
0.2473
Vol
0.0930
RAM
0.62
QV
0.944
Conf
1.000
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