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
EBITDA/EV Value
Active Screen
Preset: ebitda_ev ×
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
REFI
Chicago Atlantic Real Estate Finance Inc
0.860
Real Estate
Reit - Mortgage
MICRO
Value%
0.920
Quality%
0.800
Mom%
0.180
P/E
7.9×
F-Score
3/9
E/Y
0.1271
EBITDA/EV
28.0507
SH Yield
0.1657
ROE
0.1015
Margin
0.5177
Vol
0.2321
RAM
-0.15
QV
0.858
Conf
1.000
INR
Infinity Natural Resources, Inc.
0.800
Energy
Oil & Gas E&P
MICRO
Value%
0.640
Quality%
0.640
Mom%
0.650
F-Score
6/9
EBITDA/EV
12.2202
ROE
31.3926
Margin
0.3115
Vol
0.4530
RAM
-0.15
QV
0.640
Conf
0.970
STG
Sunlands Technology Group
0.770
Consumer Defensive
Education & Training Services
NANO
Value%
0.630
Quality%
0.620
Mom%
0.630
P/E
0.1×
F-Score
8/9
EBITDA/EV
10.8438
SH Yield
0.0000
ROE
0.3641
Margin
0.1865
Vol
1.6571
RAM
-0.28
QV
0.625
Conf
1.000
APWC
Asia Pacific Wire & Cable Corp Ltd
0.720
Industrials
Electrical Equipment & Parts
NANO
Value%
0.600
Quality%
0.600
Mom%
0.600
P/E
4.2×
F-Score
3/9
E/Y
0.2399
EBITDA/EV
9.3595
SH Yield
0.0000
ROE
0.0323
Margin
0.0127
Vol
0.3667
RAM
-0.31
QV
0.600
Conf
0.970
TDIC
Dreamland Limited Class A Ordinary Shares
0.250
Communication Services
Advertising Agencies
NANO
Value%
0.370
Quality%
0.370
Mom%
0.370
P/E
0.2×
F-Score
3/9
E/Y
4.6267
EBITDA/EV
8.0590
SH Yield
0.0000
ROE
0.7198
Margin
0.1403
Vol
1.8138
QV
0.370
Conf
0.813
VISN
CommScope Holding Company, Inc.
0.900
Technology
Communication Equipment
MID
Value%
0.860
Quality%
0.320
Mom%
0.980
P/E
4410.2×
F-Score
6/9
E/Y
0.0002
EBITDA/EV
5.3995
SH Yield
0.0067
ROE
0.0001
Margin
0.0001
Vol
1.2163
RAM
4.05
QV
0.525
Conf
0.970
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
PMCB
PharmaCyte Biotech Inc
0.340
Healthcare
Biotechnology
NANO
Value%
0.420
Quality%
0.410
Mom%
0.410
F-Score
4/9
EBITDA/EV
4.7280
SH Yield
0.1742
ROE
-0.0842
Vol
0.8672
RAM
-0.30
QV
0.415
Conf
0.657
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
AUC
ATIF Holdings Limited
0.710
Financial Services
Capital Markets
NANO
Value%
0.600
Quality%
0.590
Mom%
0.600
F-Score
4/9
EBITDA/EV
3.5914
SH Yield
-0.9343
ROE
-0.4758
Margin
-3.8317
Vol
9.7055
RAM
-0.03
QV
0.595
Conf
0.497
SITC
Site Centers Corp
0.840
Real Estate
Reit - Retail
MICRO
Value%
0.950
Quality%
0.660
Mom%
0.170
P/E
1.5×
F-Score
4/9
E/Y
0.6714
EBITDA/EV
3.4884
SH Yield
1.3593
ROE
0.5230
Margin
1.8787
Vol
0.2592
RAM
-0.19
QV
0.792
Conf
1.000
IH
Ihuman Inc
0.800
Consumer Defensive
Education & Training Services
NANO
Value%
0.640
Quality%
0.640
Mom%
0.650
P/E
0.2×
F-Score
5/9
EBITDA/EV
3.2492
SH Yield
2.2861
ROE
0.0844
Margin
0.1072
Vol
0.5286
RAM
-0.46
QV
0.640
Conf
0.970
CHR
Cheer Holding Inc.
0.660
Communication Services
Advertising Agencies
NANO
Value%
0.570
Quality%
0.570
Mom%
0.570
P/E
0.4×
F-Score
3/9
E/Y
2.4188
EBITDA/EV
3.1434
SH Yield
0.0000
ROE
0.0693
Margin
0.1721
Vol
1.2791
RAM
-0.78
QV
0.570
Conf
0.839
MAGN
Magnera Corp placeholder
0.650
Consumer Defensive
Household & Personal Products
SMALL
Value%
0.960
Quality%
0.170
Mom%
0.160
F-Score
5/9
EBITDA/EV
2.7483
SH Yield
2.7582
ROE
-0.1059
Margin
-0.0337
Vol
0.6460
RAM
-0.14
QV
0.404
Conf
0.909
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
NIVF
NewGenIvf Group Limited Class A Ordinary Shares
0.400
Healthcare
Medical Care Facilities
NANO
Value%
0.440
Quality%
0.440
Mom%
0.440
F-Score
5/9
EBITDA/EV
2.5770
SH Yield
0.0000
ROE
0.3710
Margin
2.0902
Vol
1.1084
RAM
-0.90
QV
0.440
Conf
0.813
GHG
GreenTree Hospitality Group Ltd
0.850
Consumer Cyclical
Lodging
MICRO
Value%
0.970
Quality%
0.780
Mom%
0.050
F-Score
7/9
EBITDA/EV
2.5553
SH Yield
0.3546
ROE
-0.0110
Margin
-0.0170
Vol
0.3535
RAM
-1.14
QV
0.870
Conf
0.939
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
WW
WW International, Inc. Common Stock
0.970
Healthcare
Medical Care Facilities
MICRO
Value%
0.880
Quality%
0.800
Mom%
0.990
P/E
0.2×
F-Score
6/9
EBITDA/EV
2.4603
SH Yield
0.0000
ROE
4.0539
Margin
1.5550
Vol
156.9860
RAM
0.49
QV
0.839
Conf
0.909
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
WIT
Wipro Limited ADR
0.680
Technology
Information Technology Services
LARGE
Value%
0.980
Quality%
0.250
Mom%
0.100
P/E
0.2×
F-Score
4/9
EBITDA/EV
2.1885
ROE
0.1536
Margin
0.1425
Vol
0.3324
RAM
-0.88
QV
0.495
Conf
1.000
KPLT
Katapult Holdings Inc
0.490
Technology
Software - Infrastructure
NANO
Value%
0.480
Quality%
0.470
Mom%
0.480
P/E
2.6×
F-Score
4/9
E/Y
0.3797
EBITDA/EV
2.1506
SH Yield
0.0000
ROE
-0.3990
Margin
0.0426
Vol
0.9540
RAM
-0.30
QV
0.475
Conf
0.879
MNSO
Miniso Group Holding Ltd
0.860
Consumer Cyclical
Specialty Retail
MID
Value%
0.990
Quality%
0.710
Mom%
0.120
P/E
2.0×
F-Score
5/9
E/Y
0.5123
EBITDA/EV
2.1112
SH Yield
0.3327
ROE
0.1861
Margin
0.0901
Vol
0.4521
RAM
-0.35
QV
0.838
Conf
1.000
FINV
FinVolution Group
0.840
Financial Services
Credit Services
SMALL
Value%
0.990
Quality%
0.670
Mom%
0.060
P/E
0.6×
F-Score
3/9
E/Y
1.7401
EBITDA/EV
2.0584
SH Yield
0.4030
ROE
0.1361
Margin
0.1664
Vol
0.4920
RAM
-0.73
QV
0.814
Conf
1.000
MGN
Megan Holdings Limited Ordinary Shares
0.440
Industrials
Engineering & Construction
NANO
Value%
0.460
Quality%
0.450
Mom%
0.460
P/E
2.6×
F-Score
5/9
E/Y
0.3891
EBITDA/EV
2.0505
SH Yield
0.0000
ROE
0.0182
Margin
0.0105
Vol
1.8147
QV
0.455
Conf
0.879
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