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
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OS Top Picks
Active Screen
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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
IAG
IAMGold Corporation
0.990
Basic Materials
Gold
MID
Value%
0.910
Quality%
0.980
Mom%
0.940
P/E
9.1×
F-Score
7/9
E/Y
0.1103
EBITDA/EV
0.2149
SH Yield
0.0000
ROE
0.2332
Margin
0.2953
Vol
0.6378
RAM
2.37
QV
0.944
Conf
1.000
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
BAP
Credicorp Ltd
0.990
Financial Services
Banks - Regional
LARGE
Value%
0.980
Quality%
0.930
Mom%
0.840
P/E
3.6×
F-Score
8/9
E/Y
0.2808
EBITDA/EV
0.5937
SH Yield
0.1430
ROE
0.1856
Margin
0.2503
Vol
0.2414
RAM
2.15
QV
0.955
Conf
1.000
HG
Hamilton Insurance Group, Ltd.
0.990
Financial Services
Insurance - Reinsurance
MID
Value%
0.970
Quality%
0.940
Mom%
0.850
P/E
4.9×
F-Score
7/9
E/Y
0.2034
EBITDA/EV
0.3893
SH Yield
0.0000
ROE
0.2312
Margin
0.2171
Vol
0.2398
RAM
2.25
QV
0.955
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
TIMB
TIM Participacoes SA
0.990
Communication Services
Telecom Services
LARGE
Value%
0.980
Quality%
0.980
Mom%
0.790
P/E
2.4×
F-Score
8/9
E/Y
0.4202
EBITDA/EV
1.2936
SH Yield
0.5014
ROE
0.1774
Margin
0.1602
Vol
0.3263
RAM
1.38
QV
0.980
Conf
1.000
ABEV
Ambev SA ADR
0.990
Consumer Defensive
Beverages - Brewers
LARGE
Value%
0.980
Quality%
0.970
Mom%
0.800
P/E
3.1×
F-Score
8/9
E/Y
0.3185
EBITDA/EV
0.8982
SH Yield
0.2833
ROE
0.1728
Margin
0.1766
Vol
0.3244
RAM
1.27
QV
0.975
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
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
GSL
Global Ship Lease Inc
0.990
Industrials
Marine Shipping
SMALL
Value%
0.980
Quality%
0.890
Mom%
0.880
P/E
3.6×
F-Score
5/9
E/Y
0.2772
EBITDA/EV
0.3317
SH Yield
0.0659
ROE
0.2063
Margin
0.5023
Vol
0.2853
RAM
2.56
QV
0.934
Conf
1.000
MCY
Mercury General Corporation
0.990
Financial Services
Insurance - Property & Casualty
MID
Value%
0.950
Quality%
0.930
Mom%
0.860
P/E
6.7×
F-Score
6/9
E/Y
0.1494
EBITDA/EV
0.2355
SH Yield
0.0125
ROE
0.3242
Margin
0.1368
Vol
0.2530
RAM
2.16
QV
0.940
Conf
1.000
NEXA
Nexa Resources SA
0.990
Basic Materials
Other Industrial Metals & Mining
SMALL
Value%
0.960
Quality%
0.850
Mom%
0.960
P/E
8.2×
F-Score
6/9
E/Y
0.1216
EBITDA/EV
0.3510
SH Yield
0.0353
ROE
0.1841
Margin
0.0648
Vol
0.6960
RAM
2.91
QV
0.903
Conf
0.970
PBR-A
Petróleo Brasileiro S.A. - Petrobras
0.990
Energy
Oil & Gas Integrated
LARGE
Value%
0.960
Quality%
0.930
Mom%
0.880
P/E
5.0×
F-Score
7/9
E/Y
0.1991
EBITDA/EV
0.1696
SH Yield
0.0732
ROE
0.2386
Margin
0.2181
Vol
0.3031
RAM
2.71
QV
0.945
Conf
1.000
APA
APA Corporation
0.990
Energy
Oil & Gas E&P
LARGE
Value%
0.950
Quality%
0.960
Mom%
0.920
P/E
8.4×
F-Score
5/9
E/Y
0.1184
EBITDA/EV
0.3301
SH Yield
0.0276
ROE
0.2375
Margin
0.1780
Vol
0.4227
RAM
2.37
QV
0.955
Conf
1.000
CARE
Carter Bank and Trust
0.990
Financial Services
Banks - Regional
SMALL
Value%
0.960
Quality%
0.980
Mom%
0.880
P/E
5.8×
F-Score
7/9
E/Y
0.1735
EBITDA/EV
0.1867
SH Yield
0.0000
ROE
0.2142
Margin
0.3381
Vol
0.2725
RAM
2.18
QV
0.970
Conf
1.000
ERIC
Telefonaktiebolaget LM Ericsson B ADR
0.990
Technology
Communication Equipment
LARGE
Value%
0.980
Quality%
0.920
Mom%
0.840
P/E
1.7×
F-Score
7/9
E/Y
0.5901
EBITDA/EV
2.0005
SH Yield
0.2172
ROE
0.2432
Margin
0.1080
Vol
0.2938
RAM
1.49
QV
0.950
Conf
1.000
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
BODI
The Beachbody Company, Inc.
0.990
Communication Services
Internet Content & Information
MICRO
Value%
0.920
Quality%
0.910
Mom%
0.970
P/E
14.9×
F-Score
5/9
E/Y
0.0671
EBITDA/EV
0.3859
SH Yield
0.0000
ROE
0.1506
Margin
0.0221
Vol
0.9070
RAM
3.01
QV
0.915
Conf
0.939
ESEA
Euroseas Ltd
0.990
Industrials
Marine Shipping
SMALL
Value%
0.970
Quality%
0.960
Mom%
0.890
P/E
3.5×
F-Score
8/9
E/Y
0.2855
EBITDA/EV
0.3310
SH Yield
0.0423
ROE
0.2702
Margin
0.5831
Vol
0.4017
RAM
2.19
QV
0.965
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
CMRE
Costamare Inc
0.990
Industrials
Marine Shipping
SMALL
Value%
0.950
Quality%
0.870
Mom%
0.910
P/E
5.6×
F-Score
7/9
E/Y
0.1788
EBITDA/EV
0.2006
SH Yield
0.0419
ROE
0.1602
Margin
0.4059
Vol
0.3074
RAM
3.23
QV
0.909
Conf
1.000
CPAC
Cementos Pacasmayo SAA ADR
0.990
Basic Materials
Building Materials
SMALL
Value%
0.980
Quality%
0.830
Mom%
0.920
P/E
4.9×
F-Score
7/9
E/Y
0.2045
EBITDA/EV
0.2345
SH Yield
0.1838
ROE
0.1441
Margin
0.0844
Vol
0.5634
RAM
1.70
QV
0.902
Conf
1.000
IRWD
Ironwood Pharmaceuticals Inc
0.990
Healthcare
Drug Manufacturers - Specialty & Generic
SMALL
Value%
0.930
Quality%
0.860
Mom%
0.980
P/E
5.4×
F-Score
6/9
E/Y
0.1852
EBITDA/EV
0.2235
SH Yield
0.0000
ROE
-0.4705
Margin
0.2826
Vol
0.9933
RAM
5.97
QV
0.894
Conf
0.909
JFU
9F Inc
0.990
Technology
Information Technology Services
SMALL
Value%
0.980
Quality%
0.820
Mom%
0.930
P/E
4.1×
F-Score
8/9
E/Y
0.2464
EBITDA/EV
0.9458
SH Yield
0.0000
ROE
0.0441
Margin
0.3560
Vol
1.4756
RAM
1.03
QV
0.896
Conf
0.839
NBR
Nabors Industries Ltd.
0.990
Energy
Oil & Gas Drilling
SMALL
Value%
0.960
Quality%
0.950
Mom%
0.970
P/E
6.6×
F-Score
7/9
E/Y
0.1525
EBITDA/EV
0.4379
SH Yield
0.0044
ROE
0.3655
Margin
0.0643
Vol
0.6183
RAM
3.61
QV
0.955
Conf
0.970
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