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
Momentum Leaders
Active Screen
Preset: momentum_leaders ×
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
ENLT
Enlight Renewable Energy Ltd. Ordinary Shares
0.480
Utilities
Utilities - Renewable
LARGE
Value%
0.060
Quality%
0.790
Mom%
0.980
P/E
91.4×
F-Score
4/9
E/Y
0.0109
EBITDA/EV
0.0626
SH Yield
0.0000
ROE
0.0688
Margin
0.0864
Vol
0.4685
RAM
7.67
QV
0.218
Conf
1.000
FIX
Comfort Systems USA Inc
0.500
Industrials
Engineering & Construction
LARGE
Value%
0.020
Quality%
0.920
Mom%
0.970
P/E
53.1×
F-Score
7/9
E/Y
0.0188
EBITDA/EV
0.0271
SH Yield
0.0012
ROE
0.4347
Margin
0.1207
Vol
0.4234
RAM
6.69
QV
0.136
Conf
1.000
BELFB
Bel Fuse B Inc
0.480
Technology
Electronic Components
MID
Value%
0.040
Quality%
0.830
Mom%
0.970
P/E
59.0×
F-Score
9/9
E/Y
0.0170
EBITDA/EV
0.0402
SH Yield
0.0011
ROE
0.1254
Margin
0.0784
Vol
0.4337
RAM
6.67
QV
0.182
Conf
0.970
EFXT
Enerflex Ltd.
0.620
Energy
Oil & Gas Equipment & Services
MID
Value%
0.260
Quality%
0.680
Mom%
0.970
P/E
53.1×
F-Score
8/9
E/Y
0.0188
EBITDA/EV
0.1130
SH Yield
0.0048
ROE
0.0486
Margin
0.0250
Vol
0.4028
RAM
6.46
QV
0.420
Conf
1.000
ENS
Enersys
0.520
Industrials
Electrical Equipment & Parts
MID
Value%
0.110
Quality%
0.780
Mom%
0.960
P/E
29.5×
F-Score
6/9
E/Y
0.0339
EBITDA/EV
0.0547
SH Yield
0.0044
ROE
0.1540
Margin
0.0782
Vol
0.2664
RAM
6.26
QV
0.293
Conf
1.000
NESR
National Energy Services Reunited Corp Ordinary Shares
0.450
Energy
Oil & Gas Equipment & Services
MID
Value%
0.290
Quality%
0.280
Mom%
0.980
P/E
38.1×
F-Score
4/9
E/Y
0.0262
EBITDA/EV
0.0952
SH Yield
0.0000
ROE
0.0649
Margin
0.0453
Vol
0.4926
RAM
5.99
QV
0.285
Conf
0.970
GLW
Corning Incorporated
0.460
Technology
Electronic Components
LARGE
Value%
0.010
Quality%
0.870
Mom%
0.970
P/E
84.6×
F-Score
8/9
E/Y
0.0118
EBITDA/EV
0.0235
SH Yield
0.0065
ROE
0.1532
Margin
0.1109
Vol
0.4774
RAM
5.70
QV
0.093
Conf
1.000
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
MKSI
MKS Instruments Inc
0.400
Technology
Scientific & Technical Instruments
LARGE
Value%
0.040
Quality%
0.710
Mom%
0.970
P/E
65.6×
F-Score
6/9
E/Y
0.0152
EBITDA/EV
0.0371
SH Yield
0.0028
ROE
0.1163
Margin
0.0803
Vol
0.4682
RAM
5.44
QV
0.169
Conf
0.970
CAT
Caterpillar Inc
0.440
Industrials
Farm & Heavy Construction Machinery
MEGA
Value%
0.020
Quality%
0.840
Mom%
0.950
P/E
44.7×
F-Score
6/9
E/Y
0.0224
EBITDA/EV
0.0333
SH Yield
0.0066
ROE
0.5048
Margin
0.1331
Vol
0.2960
RAM
5.30
QV
0.130
Conf
1.000
SPHR
Sphere Entertainment Co.
0.310
Communication Services
Entertainment
MID
Value%
0.180
Quality%
0.260
Mom%
0.980
P/E
41.8×
F-Score
1/9
E/Y
0.0239
EBITDA/EV
0.1059
SH Yield
0.0000
ROE
0.0533
Margin
0.0904
Vol
0.4936
RAM
5.14
QV
0.216
Conf
0.970
LRCX
Lam Research Corp
0.510
Technology
Semiconductor Equipment & Materials
MEGA
Value%
0.010
Quality%
0.960
Mom%
0.970
P/E
56.8×
F-Score
8/9
E/Y
0.0176
EBITDA/EV
0.0210
SH Yield
0.0033
ROE
0.6338
Margin
0.3094
Vol
0.4830
RAM
5.03
QV
0.098
Conf
1.000
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
FNRN
First Northern Community Bancorp Common stock
0.940
Financial Services
Banks - Regional
MICRO
Value%
0.770
Quality%
0.810
Mom%
0.910
P/E
12.2×
F-Score
6/9
E/Y
0.0819
EBITDA/EV
0.2184
SH Yield
0.0000
ROE
0.1093
Margin
0.2625
Vol
0.1875
RAM
4.72
QV
0.790
Conf
1.000
ROIV
Roivant Sciences Ltd
0.180
Healthcare
Biotechnology
LARGE
Value%
0.190
Quality%
0.030
Mom%
0.950
F-Score
1/9
SH Yield
0.0000
ROE
-0.0662
Margin
-36.2919
Vol
0.3278
RAM
4.71
QV
0.075
Conf
0.848
MTZ
MasTec Inc
0.150
Industrials
Engineering & Construction
LARGE
Value%
0.030
Quality%
0.300
Mom%
0.940
P/E
62.5×
F-Score
8/9
E/Y
0.0160
EBITDA/EV
0.0365
SH Yield
0.0000
ROE
0.1386
Margin
0.0300
Vol
0.3252
RAM
4.71
QV
0.095
Conf
1.000
EZPW
EZCORP Inc
0.660
Financial Services
Credit Services
MID
Value%
0.280
Quality%
0.770
Mom%
0.950
P/E
18.2×
F-Score
6/9
E/Y
0.0550
EBITDA/EV
0.0865
SH Yield
0.0014
ROE
0.1309
Margin
0.0993
Vol
0.3289
RAM
4.66
QV
0.464
Conf
1.000
NVT
nVent Electric PLC
0.140
Industrials
Electrical Equipment & Parts
LARGE
Value%
0.030
Quality%
0.280
Mom%
0.950
P/E
54.5×
F-Score
6/9
E/Y
0.0184
EBITDA/EV
0.0328
SH Yield
0.0049
ROE
0.1291
Margin
0.1133
Vol
0.3262
RAM
4.66
QV
0.092
Conf
0.970
FET
Forum Energy Technologies Inc
0.810
Energy
Oil & Gas Equipment & Services
SMALL
Value%
0.700
Quality%
0.240
Mom%
0.970
F-Score
6/9
EBITDA/EV
0.1119
SH Yield
0.0000
ROE
-0.0224
Margin
-0.0078
Vol
0.4964
RAM
4.53
QV
0.410
Conf
0.909
INSW
International Seaways Inc
0.980
Energy
Oil & Gas Midstream
MID
Value%
0.880
Quality%
0.880
Mom%
0.950
P/E
7.4×
F-Score
6/9
E/Y
0.1354
EBITDA/EV
0.1604
SH Yield
0.0537
ROE
0.2488
Margin
0.5539
Vol
0.3659
RAM
4.53
QV
0.880
Conf
1.000
NWPX
Northwest Pipe Company
0.630
Basic Materials
Steel
SMALL
Value%
0.220
Quality%
0.820
Mom%
0.960
P/E
27.5×
F-Score
9/9
E/Y
0.0364
EBITDA/EV
0.0673
SH Yield
0.0000
ROE
0.1040
Margin
0.0766
Vol
0.4121
RAM
4.47
QV
0.425
Conf
1.000
BTE
Baytex Energy Corp
0.920
Energy
Oil & Gas E&P
MID
Value%
0.740
Quality%
0.680
Mom%
0.960
F-Score
6/9
EBITDA/EV
0.1342
SH Yield
0.0193
ROE
-0.3459
Margin
-1.3986
Vol
0.4011
RAM
4.44
QV
0.709
Conf
0.939
KLIC
Kulicke and Soffa Industries Inc
0.130
Technology
Semiconductor Equipment & Materials
MID
Value%
0.010
Quality%
0.260
Mom%
0.960
P/E
94.5×
F-Score
7/9
E/Y
0.0106
EBITDA/EV
0.0172
SH Yield
0.0103
ROE
0.0642
Margin
0.0716
Vol
0.4870
RAM
4.42
QV
0.051
Conf
1.000
AEIS
Advanced Energy Industries Inc
0.380
Industrials
Electrical Equipment & Parts
LARGE
Value%
0.020
Quality%
0.740
Mom%
0.950
P/E
65.3×
F-Score
6/9
E/Y
0.0153
EBITDA/EV
0.0218
SH Yield
0.0013
ROE
0.1376
Margin
0.1000
Vol
0.4400
RAM
4.42
QV
0.122
Conf
1.000
ECG
Everus Construction Group Inc
0.400
Industrials
Engineering & Construction
MID
Value%
0.060
Quality%
0.680
Mom%
0.950
P/E
34.4×
F-Score
5/9
E/Y
0.0290
EBITDA/EV
0.0445
SH Yield
0.0000
ROE
0.3252
Margin
0.0565
Vol
0.3819
RAM
4.37
QV
0.202
Conf
1.000
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