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
Cheapest in Sector
Active Screen
Preset: sector_value_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
CYD
China Yuchai International Limited
0.980
Consumer Cyclical
Auto Manufacturers
MID
Value%
0.990
Quality%
0.710
Mom%
0.970
P/E
3.8×
F-Score
8/9
E/Y
0.2635
EBITDA/EV
0.5598
SH Yield
0.0671
ROE
0.0586
Margin
0.0163
Vol
0.5538
RAM
2.96
QV
0.838
Conf
1.000
TKC
Turkcell Iletisim Hizmetleri AS
0.880
Communication Services
Telecom Services
MID
Value%
0.990
Quality%
0.730
Mom%
0.230
P/E
0.4×
F-Score
7/9
E/Y
2.8539
EBITDA/EV
0.8449
SH Yield
2.0071
ROE
0.0491
Margin
0.0785
Vol
0.3138
RAM
0.26
QV
0.850
Conf
1.000
VIOT
Viomi Technology ADR
0.620
Consumer Cyclical
Furnishings, Fixtures & Appliances
MICRO
Value%
0.990
Quality%
0.110
Mom%
0.100
P/E
1.4×
F-Score
3/9
E/Y
0.7289
EBITDA/EV
0.6573
SH Yield
0.2220
ROE
0.0903
Margin
0.0583
Vol
1.0385
RAM
-0.23
QV
0.330
Conf
0.939
CIG
Companhia Energetica de Minas Gerais CEMIG Pref ADR
0.880
Utilities
Utilities - Regulated Electric
MID
Value%
0.990
Quality%
0.150
Mom%
0.770
P/E
1.5×
F-Score
4/9
E/Y
0.6814
EBITDA/EV
0.7010
SH Yield
1.0268
ROE
0.1428
Margin
0.1162
Vol
0.2984
RAM
1.46
QV
0.385
Conf
1.000
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
SSL
Sasol Ltd
0.980
Basic Materials
Specialty Chemicals
MID
Value%
0.990
Quality%
0.680
Mom%
0.970
P/E
0.5×
F-Score
5/9
E/Y
1.9400
EBITDA/EV
1.0463
SH Yield
0.0000
ROE
0.1061
Margin
0.0421
Vol
0.5709
RAM
3.18
QV
0.820
Conf
0.970
RNW
Renew Energy Global PLC
0.900
Utilities
Utilities - Renewable
MID
Value%
0.990
Quality%
0.890
Mom%
0.150
P/E
0.2×
F-Score
5/9
E/Y
4.6437
EBITDA/EV
0.5000
SH Yield
0.0000
ROE
0.0843
Margin
0.0782
Vol
0.4263
RAM
-0.44
QV
0.939
Conf
1.000
STNE
StoneCo Ltd
0.900
Technology
Software - Infrastructure
MID
Value%
0.990
Quality%
0.870
Mom%
0.190
P/E
0.8×
F-Score
5/9
E/Y
1.3164
EBITDA/EV
0.5245
SH Yield
0.0000
ROE
0.2869
Margin
0.2483
Vol
0.5247
RAM
-0.07
QV
0.928
Conf
0.970
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
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
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
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
MOMO
Hello Group Inc
0.860
Communication Services
Internet Content & Information
SMALL
Value%
0.990
Quality%
0.700
Mom%
0.130
P/E
1.2×
F-Score
7/9
E/Y
0.8158
EBITDA/EV
1.8847
SH Yield
0.3861
ROE
0.0680
Margin
0.0720
Vol
0.2594
RAM
-0.53
QV
0.832
Conf
1.000
RDY
Dr. Reddy’s Laboratories Ltd ADR
0.850
Healthcare
Drug Manufacturers - Specialty & Generic
LARGE
Value%
0.990
Quality%
0.630
Mom%
0.160
P/E
0.3×
F-Score
4/9
E/Y
3.8798
EBITDA/EV
1.0362
SH Yield
0.6164
ROE
0.1160
Margin
0.1272
Vol
0.1908
RAM
-0.75
QV
0.790
Conf
1.000
ACGLN
Arch Capital Group Ltd.
0.920
Financial Services
Insurance - Diversified
MID
Value%
0.990
Quality%
0.910
Mom%
0.250
P/E
1.2×
F-Score
8/9
E/Y
0.8279
EBITDA/EV
0.7535
SH Yield
0.0080
ROE
0.2014
Margin
0.2473
Vol
0.0900
RAM
0.87
QV
0.949
Conf
1.000
PDD
PDD Holdings Inc.
0.890
Consumer Cyclical
Internet Retail
LARGE
Value%
0.990
Quality%
0.830
Mom%
0.160
P/E
1.3×
F-Score
4/9
E/Y
0.7685
EBITDA/EV
0.8665
SH Yield
0.0000
ROE
0.2294
Margin
0.2199
Vol
0.3428
RAM
-0.05
QV
0.906
Conf
1.000
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
CHA
Chagee Holdings Limited American Depositary Shares
0.860
Consumer Cyclical
Restaurants
MID
Value%
0.990
Quality%
0.840
Mom%
0.010
P/E
2.4×
F-Score
6/9
E/Y
0.4251
EBITDA/EV
0.4940
SH Yield
0.5561
ROE
0.1205
Margin
0.0722
Vol
0.5612
RAM
-1.17
QV
0.912
Conf
1.000
FLX
BingEx Ltd
0.690
Industrials
Integrated Freight & Logistics
MICRO
Value%
0.990
Quality%
0.240
Mom%
0.120
P/E
0.7×
F-Score
6/9
E/Y
1.4986
EBITDA/EV
0.9375
SH Yield
0.0000
ROE
0.0980
Margin
0.0194
Vol
0.6855
RAM
-0.20
QV
0.487
Conf
0.970
IMOS
ChipMOS Technologies Inc
0.940
Technology
Semiconductors
MID
Value%
0.990
Quality%
0.280
Mom%
0.970
P/E
2.4×
F-Score
6/9
E/Y
0.4084
EBITDA/EV
0.3723
SH Yield
0.4336
ROE
0.0336
Margin
0.0325
Vol
0.8897
RAM
2.48
QV
0.526
Conf
1.000
HERE
Here Group Limited
0.650
Consumer Cyclical
Leisure
MICRO
Value%
0.990
Quality%
0.260
Mom%
0.010
P/E
0.2×
F-Score
4/9
E/Y
4.3186
EBITDA/EV
0.9703
SH Yield
0.1119
ROE
0.4867
Margin
0.2803
Vol
0.9199
RAM
-0.55
QV
0.507
Conf
0.894
ATHM
Autohome Inc
0.670
Communication Services
Internet Content & Information
SMALL
Value%
0.990
Quality%
0.210
Mom%
0.100
P/E
1.5×
F-Score
4/9
E/Y
0.6608
EBITDA/EV
0.8971
SH Yield
0.7633
ROE
0.0560
Margin
0.2121
Vol
0.2655
RAM
-0.79
QV
0.456
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
DDL
Dingdong (Cayman) Limited ADR
0.960
Consumer Defensive
Grocery Stores
SMALL
Value%
0.990
Quality%
0.730
Mom%
0.710
P/E
1.4×
F-Score
6/9
E/Y
0.7122
EBITDA/EV
0.5443
SH Yield
0.0000
ROE
0.3220
Margin
0.0199
Vol
0.5312
RAM
0.47
QV
0.850
Conf
1.000
LX
Lexinfintech Holdings Ltd
0.880
Financial Services
Credit Services
SMALL
Value%
0.990
Quality%
0.930
Mom%
0.010
P/E
0.2×
F-Score
7/9
E/Y
4.1443
EBITDA/EV
1.3628
SH Yield
1.0996
ROE
0.1197
Margin
0.1083
Vol
0.4563
RAM
-1.49
QV
0.960
Conf
1.000
Page 1 of 2
Next →