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 at a Price
Active Screen
Preset: quality_value ×
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
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
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
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
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
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
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
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
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
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
TIGR
Up Fintech Holding Ltd
0.890
Financial Services
Capital Markets
SMALL
Value%
0.970
Quality%
0.980
Mom%
0.060
P/E
7.0×
F-Score
8/9
E/Y
0.1427
EBITDA/EV
0.2971
SH Yield
0.0000
ROE
0.1350
Margin
0.1763
Vol
0.6257
RAM
-0.37
QV
0.975
Conf
0.970
AFYA
Afya Ltd
0.910
Consumer Defensive
Education & Training Services
SMALL
Value%
0.980
Quality%
0.970
Mom%
0.140
P/E
1.7×
F-Score
7/9
E/Y
0.5803
EBITDA/EV
0.7281
SH Yield
0.2092
ROE
0.1612
Margin
0.2004
Vol
0.2974
RAM
-0.57
QV
0.975
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
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
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
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
SLDE
Slide Insurance Holdings, Inc. Common Stock
0.940
Financial Services
Insurance - Property & Casualty
MID
Value%
0.960
Quality%
0.980
Mom%
0.380
P/E
4.7×
F-Score
6/9
E/Y
0.2147
EBITDA/EV
0.5880
SH Yield
0.0000
ROE
0.4409
Margin
0.3886
Vol
0.4183
QV
0.970
Conf
0.909
VRRM
Verra Mobility Corp
0.880
Technology
Information Technology Services
SMALL
Value%
0.950
Quality%
0.990
Mom%
0.020
P/E
5.1×
F-Score
8/9
E/Y
0.1978
EBITDA/EV
0.2200
SH Yield
0.0000
ROE
0.4818
Margin
0.1338
Vol
0.7159
RAM
-0.58
QV
0.970
Conf
0.970
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
OPFI
OppFi Inc
0.890
Financial Services
Credit Services
MICRO
Value%
0.950
Quality%
0.990
Mom%
0.060
P/E
3.3×
F-Score
6/9
E/Y
0.3001
EBITDA/EV
0.3503
SH Yield
0.2907
ROE
0.8737
Margin
0.1086
Vol
0.4282
RAM
-0.80
QV
0.970
Conf
0.970
SYF
Synchrony Financial
0.980
Financial Services
Credit Services
LARGE
Value%
0.960
Quality%
0.970
Mom%
0.720
P/E
6.8×
F-Score
7/9
E/Y
0.1469
EBITDA/EV
0.2424
SH Yield
0.0211
ROE
0.2185
Margin
0.1808
Vol
0.2790
RAM
0.92
QV
0.965
Conf
1.000
CMCSA
Comcast Corp
0.900
Communication Services
Telecom Services
LARGE
Value%
0.970
Quality%
0.960
Mom%
0.140
P/E
4.6×
F-Score
8/9
E/Y
0.2182
EBITDA/EV
0.2609
SH Yield
0.0571
ROE
0.2129
Margin
0.1500
Vol
0.2491
RAM
-0.55
QV
0.965
Conf
0.970
CRK
Comstock Resources Inc
0.880
Energy
Oil & Gas E&P
MID
Value%
0.960
Quality%
0.970
Mom%
0.040
P/E
5.8×
F-Score
8/9
E/Y
0.1725
EBITDA/EV
0.2551
SH Yield
0.0000
ROE
0.2369
Margin
0.3258
Vol
0.7162
RAM
-0.59
QV
0.965
Conf
0.970
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
RNR
Renaissancere Holdings Ltd
0.980
Financial Services
Insurance - Reinsurance
LARGE
Value%
0.970
Quality%
0.960
Mom%
0.700
P/E
4.4×
F-Score
8/9
E/Y
0.2282
EBITDA/EV
0.3623
SH Yield
0.0088
ROE
0.2437
Margin
0.2446
Vol
0.1875
RAM
1.19
QV
0.965
Conf
1.000
NRDS
Nerdwallet Inc
0.890
Communication Services
Internet Content & Information
SMALL
Value%
0.950
Quality%
0.980
Mom%
0.100
P/E
8.0×
F-Score
8/9
E/Y
0.1244
EBITDA/EV
0.2753
SH Yield
0.0000
ROE
0.2049
Margin
0.0811
Vol
0.4986
RAM
-0.36
QV
0.965
Conf
1.000
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