Structured JSON API for this factor page: https://sharemaestro.com/factors/api/screener/

Factor Screener

O'Shaughnessy multi-factor screening engine · Snapshot 19 Jul 2026
24+
Matches
2
Pages
Consistent Earners
Active Screen
Reset
Preset: earnings_consistency ×
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 + net buybacks — O'Shaughnessy's shareholder 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
⚡
Risk-Adjusted Momentum
Highest 12-1 momentum per unit of volatility
🏢
Market Leaders
O'Shaughnessy Market Leaders ranked by OS composite
🏢
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
24+ tickers match · Page 1 of 2
URBN NASDAQ
Urban Outfitters Inc
0.830
Consumer Cyclical Apparel Retail MID
Value%
0.830
Quality%
0.790
Mom%
0.260
P/E
13.2×
F-Score
8/9
E/Y
0.0846
EBITDA/EV
0.1034
SH Yield
0.0484
ROE
0.1809
Margin
0.0748
Vol
0.3887
RAM
0.15
QV
0.810
Conf
0.970
INTR NASDAQ
Inter & Co. Inc. Class A Common Shares
0.850
Financial Services Banks - Regional MID
Value%
0.960
Quality%
0.780
Mom%
0.120
P/E
1.7×
F-Score
6/9
E/Y
0.0722
EBITDA/EV
0.0874
SH Yield
0.0325
ROE
0.1411
Margin
0.0913
Vol
0.4533
RAM
-0.45
QV
0.865
Conf
0.940
YALA NYSE
Yalla Group Ltd
0.870
Technology Software - Application SMALL
Value%
0.960
Quality%
0.870
Mom%
0.100
P/E
5.8×
F-Score
5/9
E/Y
0.2704
EBITDA/EV
0.2840
SH Yield
0.0692
ROE
0.1695
Margin
0.4203
Vol
0.3767
RAM
-0.76
QV
0.914
Conf
0.940
CMRE NYSE
Costamare Inc
0.980
Industrials Marine Shipping SMALL
Value%
0.960
Quality%
0.850
Mom%
0.880
P/E
5.2×
F-Score
7/9
E/Y
0.1604
EBITDA/EV
0.2093
SH Yield
0.0156
ROE
0.1602
Margin
0.4059
Vol
0.3328
RAM
1.93
QV
0.903
Conf
0.969
ATAT NASDAQ
Atour Lifestyle Holdings Limited American Depositary Shares
0.920
Consumer Cyclical Lodging MID
Value%
0.980
Quality%
0.960
Mom%
0.200
P/E
2.4×
F-Score
7/9
E/Y
1.2366
EBITDA/EV
1.2615
SH Yield
0.0973
ROE
0.5006
Margin
0.1722
Vol
0.3222
RAM
-0.16
QV
0.970
Conf
0.969
ESEA NASDAQ
Euroseas Ltd
0.990
Industrials Marine Shipping SMALL
Value%
0.970
Quality%
0.960
Mom%
0.830
P/E
3.7×
F-Score
8/9
E/Y
0.2692
EBITDA/EV
0.3192
SH Yield
0.0445
ROE
0.2702
Margin
0.5831
Vol
0.4135
RAM
1.10
QV
0.965
Conf
0.969
BAP NYSE
Credicorp Ltd
0.990
Financial Services Banks - Regional LARGE
Value%
0.970
Quality%
0.960
Mom%
0.910
P/E
4.3×
F-Score
8/9
E/Y
0.5323
EBITDA/EV
0.5664
SH Yield
0.0404
ROE
0.1856
Margin
0.2503
Vol
0.2902
RAM
2.66
QV
0.965
Conf
0.969
HESM NYSE
Hess Midstream Partners LP
0.850
Energy Oil & Gas Midstream MID
Value%
0.770
Quality%
0.980
Mom%
0.280
P/E
14.0×
F-Score
6/9
E/Y
0.1127
EBITDA/EV
0.1371
SH Yield
0.1448
ROE
0.7122
Margin
0.2265
Vol
0.2284
RAM
-0.12
QV
0.869
Conf
0.940
BCO NYSE
Brinks Company
0.910
Industrials Security & Protection Services MID
Value%
0.750
Quality%
0.900
Mom%
0.700
P/E
27.5×
F-Score
7/9
E/Y
0.0783
EBITDA/EV
0.1186
SH Yield
0.0478
ROE
0.6878
Margin
0.0334
Vol
0.4008
RAM
0.14
QV
0.822
Conf
0.940
CNM NYSE
Core & Main Inc
0.660
Industrials Industrial Distribution MID
Value%
0.670
Quality%
0.800
Mom%
0.120
P/E
18.9×
F-Score
8/9
E/Y
0.0697
EBITDA/EV
0.0871
SH Yield
0.0241
ROE
0.2201
Margin
0.0587
Vol
0.4261
RAM
-0.51
QV
0.732
Conf
0.939
LRN NYSE
Stride Inc
0.830
Consumer Defensive Education & Training Services MID
Value%
0.870
Quality%
0.880
Mom%
0.080
P/E
12.1×
F-Score
7/9
E/Y
0.1132
EBITDA/EV
0.1469
SH Yield
0.0089
ROE
0.1877
Margin
0.1215
Vol
0.6966
RAM
-0.54
QV
0.875
Conf
0.940
NGS NYSE
Natural Gas Services Group Inc
0.910
Energy Oil & Gas Equipment & Services SMALL
Value%
0.790
Quality%
0.650
Mom%
0.880
P/E
22.9×
F-Score
4/9
E/Y
0.0597
EBITDA/EV
0.1127
SH Yield
0.0117
ROE
0.0778
Margin
0.1217
Vol
0.3185
RAM
2.36
QV
0.717
Conf
0.969
GSL NYSE
Global Ship Lease Inc
0.980
Industrials Marine Shipping SMALL
Value%
0.970
Quality%
0.870
Mom%
0.850
P/E
3.7×
F-Score
5/9
E/Y
0.2586
EBITDA/EV
0.3393
SH Yield
0.0600
ROE
0.2063
Margin
0.5023
Vol
0.2937
RAM
1.55
QV
0.919
Conf
0.969
BBVA NYSE
Banco Bilbao Viscaya Argentaria SA ADR
0.880
Financial Services Banks - Diversified LARGE
Value%
0.700
Quality%
0.640
Mom%
0.900
P/E
12.9×
F-Score
5/9
E/Y
0.1098
EBITDA/EV
0.1201
SH Yield
0.0517
ROE
0.1920
Margin
0.2295
Vol
0.3102
RAM
2.39
QV
0.669
Conf
0.969
NPB NYSE
Northpointe Bancshares, Inc.
0.750
Financial Services Banks - Regional SMALL
Value%
0.720
Quality%
0.290
Mom%
0.720
P/E
7.4×
F-Score
5/9
E/Y
0.0613
EBITDA/EV
0.0625
SH Yield
-0.0551
ROE
0.1497
Margin
0.1791
Vol
0.2778
RAM
0.72
QV
0.457
Conf
0.969
SSB NYSE
SouthState Corporation
0.660
Financial Services Banks - Regional LARGE
Value%
0.830
Quality%
0.300
Mom%
0.290
P/E
10.8×
F-Score
4/9
E/Y
0.1125
EBITDA/EV
0.1243
SH Yield
0.0608
ROE
0.1036
Margin
0.2475
Vol
0.2214
RAM
0.05
QV
0.499
Conf
0.969
STBA NASDAQ
S&T Bancorp Inc
0.930
Financial Services Banks - Regional SMALL
Value%
0.800
Quality%
0.870
Mom%
0.750
P/E
13.2×
F-Score
7/9
E/Y
0.0903
EBITDA/EV
0.0903
SH Yield
0.0774
ROE
0.0950
Margin
0.2371
Vol
0.2023
RAM
1.19
QV
0.834
Conf
0.969
SLRC NASDAQ
SLR Investment Corp
0.470
Financial Services Asset Management SMALL
Value%
0.780
Quality%
0.140
Mom%
0.170
P/E
8.0×
F-Score
3/9
E/Y
0.1046
EBITDA/EV
0.0576
SH Yield
0.1174
ROE
0.0906
Margin
0.4916
Vol
0.2384
RAM
-0.68
QV
0.330
Conf
0.940
VEL NYSE
Velocity Financial Llc
0.410
Financial Services Mortgage Finance SMALL
Value%
0.670
Quality%
0.180
Mom%
0.250
P/E
6.3×
F-Score
6/9
E/Y
0.0491
EBITDA/EV
0.0494
SH Yield
-0.0036
ROE
0.1565
Margin
0.1576
Vol
0.2495
RAM
0.02
QV
0.347
Conf
0.940
KNSL NYSE
Kinsale Capital Group Inc
0.720
Financial Services Insurance - Property & Casualty MID
Value%
0.710
Quality%
0.870
Mom%
0.100
P/E
15.1×
F-Score
6/9
E/Y
0.0838
EBITDA/EV
0.0855
SH Yield
0.0203
ROE
0.2678
Margin
0.2748
Vol
0.3258
RAM
-1.09
QV
0.786
Conf
0.969
OKE NYSE
ONEOK Inc
0.830
Energy Oil & Gas Midstream LARGE
Value%
0.700
Quality%
0.660
Mom%
0.660
P/E
16.7×
F-Score
6/9
E/Y
0.0685
EBITDA/EV
0.0848
SH Yield
0.0462
ROE
0.1580
Margin
0.1004
Vol
0.2885
RAM
0.27
QV
0.680
Conf
0.969
MLI NYSE
Mueller Industries Inc
0.870
Industrials Metal Fabrication LARGE
Value%
0.650
Quality%
0.760
Mom%
0.840
P/E
15.4×
F-Score
6/9
E/Y
0.0961
EBITDA/EV
0.1019
SH Yield
0.0159
ROE
0.2539
Margin
0.1937
Vol
0.3214
RAM
2.00
QV
0.703
Conf
0.969
TCBX NYSE
Third Coast Bancshares, Inc.
0.720
Financial Services Banks - Regional SMALL
Value%
0.860
Quality%
0.310
Mom%
0.340
P/E
9.8×
F-Score
7/9
E/Y
0.2133
EBITDA/EV
0.2267
SH Yield
0.0061
ROE
0.1062
Margin
0.1795
Vol
0.2446
RAM
0.35
QV
0.516
Conf
0.969
NBBK NASDAQ
NB Bancorp, Inc. Common Stock
0.800
Financial Services Banks - Regional SMALL
Value%
0.840
Quality%
0.230
Mom%
0.640
P/E
17.7×
F-Score
3/9
E/Y
0.0930
EBITDA/EV
0.1004
SH Yield
0.0820
ROE
0.0625
Margin
0.1523
Vol
0.2552
RAM
0.44
QV
0.440
Conf
0.969
Page 1 of 2 Next →