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
Quality Compounders
Active Screen
Reset
Preset: quality_compounders ×
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
GPOR
Gulfport Energy Operating Corp
0.910
Energy Oil & Gas E&P MID
Value%
0.950
Quality%
0.990
Mom%
0.180
P/E
5.3×
F-Score
7/9
E/Y
0.1891
EBITDA/EV
0.3159
SH Yield
0.0003
ROE
0.3287
Margin
0.3841
Vol
0.3550
RAM
-0.19
QV
0.970
Conf
0.970
TBPH
Theravance Biopharma Inc
0.930
Healthcare Biotechnology SMALL
Value%
0.680
Quality%
0.990
Mom%
0.830
P/E
7.3×
F-Score
6/9
E/Y
0.1371
EBITDA/EV
0.0143
SH Yield
0.0000
ROE
0.3942
Margin
1.0434
Vol
0.4463
RAM
1.15
QV
0.820
Conf
0.970
QLYS
Qualys Inc
0.210
Technology Software - Infrastructure MID
Value%
0.160
Quality%
0.990
Mom%
0.100
P/E
19.5×
F-Score
7/9
E/Y
0.0514
EBITDA/EV
0.0705
SH Yield
0.0000
ROE
0.3535
Margin
0.2937
Vol
0.4647
RAM
-0.72
QV
0.398
Conf
1.000
KGC
Kinross Gold Corporation
0.970
Basic Materials Gold LARGE
Value%
0.810
Quality%
0.990
Mom%
0.910
P/E
11.0×
F-Score
9/9
E/Y
0.0906
EBITDA/EV
0.1667
SH Yield
0.0052
ROE
0.3134
Margin
0.3604
Vol
0.5195
RAM
2.11
QV
0.895
Conf
1.000
AU
AngloGold Ashanti plc
0.960
Basic Materials Gold LARGE
Value%
0.750
Quality%
0.990
Mom%
0.930
P/E
12.2×
F-Score
8/9
E/Y
0.0818
EBITDA/EV
0.1346
SH Yield
0.0586
ROE
0.4070
Margin
0.3111
Vol
0.6064
RAM
2.36
QV
0.862
Conf
1.000
INTU
Intuit Inc
0.240
Technology Software - Application LARGE
Value%
0.230
Quality%
0.990
Mom%
0.020
P/E
17.9×
F-Score
9/9
E/Y
0.0560
EBITDA/EV
0.0808
SH Yield
0.0161
ROE
0.2222
Margin
0.2191
Vol
0.4909
RAM
-0.98
QV
0.477
Conf
1.000
FFIV
F5 Networks Inc
0.440
Technology Software - Infrastructure LARGE
Value%
0.050
Quality%
0.980
Mom%
0.750
P/E
31.8×
F-Score
7/9
E/Y
0.0314
EBITDA/EV
0.0421
SH Yield
0.0000
ROE
0.1941
Margin
0.2196
Vol
0.3156
RAM
0.63
QV
0.221
Conf
1.000
NEM
Newmont Goldcorp Corp
0.960
Basic Materials Gold LARGE
Value%
0.770
Quality%
0.980
Mom%
0.920
P/E
12.8×
F-Score
9/9
E/Y
0.0780
EBITDA/EV
0.1594
SH Yield
0.0102
ROE
0.2421
Margin
0.3464
Vol
0.4522
RAM
2.75
QV
0.869
Conf
1.000
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
MU
Micron Technology Inc
0.550
Technology Semiconductors MEGA
Value%
0.030
Quality%
0.980
Mom%
0.990
P/E
40.8×
F-Score
7/9
E/Y
0.0245
EBITDA/EV
0.0379
SH Yield
0.0005
ROE
0.3328
Margin
0.4149
Vol
0.7202
RAM
8.19
QV
0.171
Conf
0.986
PLTR
Palantir Technologies Inc.
0.130
Technology Software - Infrastructure MEGA
Value%
0.000
Quality%
0.980
Mom%
0.260
P/E
152.7×
F-Score
7/9
E/Y
0.0065
EBITDA/EV
0.0058
SH Yield
0.0000
ROE
0.2700
Margin
0.4367
Vol
0.5553
RAM
0.14
QV
0.000
Conf
1.000
META
Meta Platforms Inc.
0.250
Communication Services Internet Content & Information MEGA
Value%
0.180
Quality%
0.980
Mom%
0.150
P/E
21.5×
F-Score
5/9
E/Y
0.0464
EBITDA/EV
0.0728
SH Yield
0.0035
ROE
0.2897
Margin
0.3284
Vol
0.3662
RAM
-0.34
QV
0.420
Conf
1.000
NTES
NetEase Inc
0.920
Communication Services Electronic Gaming & Multimedia LARGE
Value%
0.980
Quality%
0.980
Mom%
0.200
P/E
2.3×
F-Score
7/9
E/Y
0.4426
EBITDA/EV
1.0799
SH Yield
0.1731
ROE
0.2072
Margin
0.2984
Vol
0.2750
RAM
-0.28
QV
0.980
Conf
1.000
MSFT
Microsoft Corporation
0.150
Technology Software - Infrastructure MEGA
Value%
0.090
Quality%
0.980
Mom%
0.160
P/E
24.8×
F-Score
6/9
E/Y
0.0404
EBITDA/EV
0.0646
SH Yield
0.0083
ROE
0.3022
Margin
0.3934
Vol
0.2724
RAM
-0.41
QV
0.297
Conf
1.000
B
Barrick Mining Corporation
0.980
Basic Materials Gold LARGE
Value%
0.860
Quality%
0.980
Mom%
0.930
P/E
10.8×
F-Score
9/9
E/Y
0.0923
EBITDA/EV
0.1984
SH Yield
0.0213
ROE
0.2223
Margin
0.3210
Vol
0.4353
RAM
2.79
QV
0.918
Conf
1.000
HRMY
Harmony Biosciences Holdings
0.870
Healthcare Biotechnology SMALL
Value%
0.870
Quality%
0.970
Mom%
0.160
P/E
13.0×
F-Score
5/9
E/Y
0.0769
EBITDA/EV
0.1550
SH Yield
0.0000
ROE
0.1600
Margin
0.1620
Vol
0.4422
RAM
-0.29
QV
0.919
Conf
1.000
CART
Maplebear Inc.
0.310
Consumer Cyclical Internet Retail LARGE
Value%
0.230
Quality%
0.970
Mom%
0.170
P/E
21.6×
F-Score
6/9
E/Y
0.0464
EBITDA/EV
0.0713
SH Yield
0.0000
ROE
0.1870
Margin
0.1255
Vol
0.3539
RAM
-0.33
QV
0.472
Conf
1.000
MCRI
Monarch Casino & Resort Inc
0.660
Consumer Cyclical Resorts & Casinos MID
Value%
0.240
Quality%
0.970
Mom%
0.820
P/E
20.5×
F-Score
7/9
E/Y
0.0489
EBITDA/EV
0.0909
SH Yield
0.0097
ROE
0.1985
Margin
0.1962
Vol
0.3296
RAM
1.26
QV
0.482
Conf
1.000
HLN
Haleon plc
0.830
Healthcare Drug Manufacturers - Specialty & Generic LARGE
Value%
0.760
Quality%
0.970
Mom%
0.150
P/E
14.7×
F-Score
8/9
E/Y
0.0680
EBITDA/EV
0.0990
SH Yield
0.0343
ROE
0.1696
Margin
0.1443
Vol
0.1982
RAM
-0.81
QV
0.859
Conf
0.867
PRDO
Perdoceo Education Corp
0.880
Consumer Defensive Education & Training Services MID
Value%
0.830
Quality%
0.970
Mom%
0.270
P/E
12.8×
F-Score
7/9
E/Y
0.0783
EBITDA/EV
0.1978
SH Yield
0.0174
ROE
0.1702
Margin
0.1991
Vol
0.3492
RAM
0.29
QV
0.897
Conf
1.000
CRUS
Cirrus Logic Inc
0.630
Technology Semiconductors MID
Value%
0.180
Quality%
0.970
Mom%
0.880
P/E
20.8×
F-Score
7/9
E/Y
0.0481
EBITDA/EV
0.0643
SH Yield
0.0000
ROE
0.1947
Margin
0.2075
Vol
0.3131
RAM
2.23
QV
0.418
Conf
1.000
DOCS
Doximity Inc
0.170
Healthcare Health Information Services MID
Value%
0.180
Quality%
0.970
Mom%
0.020
P/E
20.5×
F-Score
5/9
E/Y
0.0488
EBITDA/EV
0.0647
SH Yield
0.0000
ROE
0.2062
Margin
0.3040
Vol
0.5654
RAM
-0.99
QV
0.418
Conf
1.000
EXE
Expand Energy Corporation
0.900
Energy Oil & Gas E&P LARGE
Value%
0.970
Quality%
0.970
Mom%
0.130
P/E
6.9×
F-Score
8/9
E/Y
0.1456
EBITDA/EV
0.2839
SH Yield
0.0345
ROE
0.1651
Margin
0.2289
Vol
0.3188
RAM
-0.51
QV
0.970
Conf
0.970
KARO
Karooooo Ltd
0.910
Technology Software - Application SMALL
Value%
0.990
Quality%
0.970
Mom%
0.140
P/E
1.5×
F-Score
5/9
E/Y
0.6828
EBITDA/EV
1.1210
SH Yield
0.0000
ROE
0.3002
Margin
0.1814
Vol
0.3178
RAM
-0.37
QV
0.980
Conf
0.986
FSM
Fortuna Silver Mines Inc
0.980
Basic Materials Gold MID
Value%
0.940
Quality%
0.970
Mom%
0.760
P/E
8.5×
F-Score
7/9
E/Y
0.1179
EBITDA/EV
0.3118
SH Yield
0.0000
ROE
0.1923
Margin
0.3111
Vol
0.6064
RAM
0.84
QV
0.955
Conf
1.000
Page 1 of 2 Next →