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
Consistent Earners
Active Screen
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 + 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
URBN
Urban Outfitters Inc
0.820
Consumer Cyclical
Apparel Retail
MID
Value%
0.790
Quality%
0.810
Mom%
0.240
P/E
13.4×
F-Score
8/9
E/Y
0.0746
EBITDA/EV
0.1022
SH Yield
0.0000
ROE
0.1809
Margin
0.0748
Vol
0.3789
RAM
0.06
QV
0.800
Conf
1.000
INTR
Inter & Co. Inc. Class A Common Shares
0.850
Financial Services
Banks - Regional
MID
Value%
0.960
Quality%
0.680
Mom%
0.150
P/E
1.8×
F-Score
6/9
E/Y
0.5616
EBITDA/EV
0.0671
SH Yield
0.1328
ROE
0.1409
Margin
0.0899
Vol
0.4446
RAM
-0.13
QV
0.808
Conf
0.970
YALA
Yalla Group Ltd
0.880
Technology
Software - Application
SMALL
Value%
0.950
Quality%
0.840
Mom%
0.160
P/E
6.6×
F-Score
5/9
E/Y
0.1512
EBITDA/EV
0.2191
SH Yield
0.0000
ROE
0.1695
Margin
0.4203
Vol
0.4025
RAM
0.05
QV
0.893
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
ATAT
Atour Lifestyle Holdings Limited American Depositary Shares
0.940
Consumer Cyclical
Lodging
MID
Value%
0.980
Quality%
0.950
Mom%
0.310
P/E
2.5×
F-Score
7/9
E/Y
0.3976
EBITDA/EV
1.8284
SH Yield
0.2390
ROE
0.5006
Margin
0.1722
Vol
0.3346
RAM
0.65
QV
0.965
Conf
1.000
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
PLMR
Palomar Holdings Inc
0.690
Financial Services
Insurance - Property & Casualty
MID
Value%
0.660
Quality%
0.940
Mom%
0.070
P/E
15.1×
F-Score
6/9
E/Y
0.0664
EBITDA/EV
0.0832
SH Yield
0.0000
ROE
0.2055
Margin
0.2015
Vol
0.3121
RAM
-1.02
QV
0.788
Conf
1.000
CIB
Grupo Cibest S.A.
0.810
Financial Services
Banks - Regional
LARGE
Value%
0.650
Quality%
0.650
Mom%
0.660
F-Score
8/9
ROE
0.1918
Margin
0.1610
Vol
0.3270
RAM
1.65
QV
0.650
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
EAT
Brinker International Inc
0.770
Consumer Cyclical
Restaurants
MID
Value%
0.700
Quality%
0.960
Mom%
0.140
P/E
13.5×
F-Score
7/9
E/Y
0.0741
EBITDA/EV
0.1208
SH Yield
0.0000
ROE
1.1401
Margin
0.0807
Vol
0.4717
RAM
-0.41
QV
0.820
Conf
1.000
HESM
Hess Midstream Partners LP
0.840
Energy
Oil & Gas Midstream
MID
Value%
0.730
Quality%
0.990
Mom%
0.280
P/E
13.6×
F-Score
6/9
E/Y
0.0736
EBITDA/EV
0.1415
SH Yield
0.0750
ROE
0.7122
Margin
0.2265
Vol
0.2302
RAM
0.27
QV
0.850
Conf
0.970
BCO
Brinks Company
0.920
Industrials
Security & Protection Services
MID
Value%
0.740
Quality%
0.890
Mom%
0.730
P/E
23.3×
F-Score
7/9
E/Y
0.0430
EBITDA/EV
0.1404
SH Yield
0.0101
ROE
0.6878
Margin
0.0334
Vol
0.3651
RAM
0.79
QV
0.812
Conf
0.970
LRN
Stride Inc
0.720
Consumer Defensive
Education & Training Services
MID
Value%
0.710
Quality%
0.890
Mom%
0.080
P/E
15.5×
F-Score
7/9
E/Y
0.0647
EBITDA/EV
0.1158
SH Yield
0.0000
ROE
0.1877
Margin
0.1215
Vol
0.6774
RAM
-0.58
QV
0.795
Conf
1.000
NGS
Natural Gas Services Group Inc
0.900
Energy
Oil & Gas Equipment & Services
SMALL
Value%
0.730
Quality%
0.690
Mom%
0.870
P/E
23.3×
F-Score
4/9
E/Y
0.0430
EBITDA/EV
0.1119
SH Yield
0.0052
ROE
0.0778
Margin
0.1217
Vol
0.2993
RAM
1.85
QV
0.710
Conf
1.000
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
BBVA
Banco Bilbao Viscaya Argentaria SA ADR
0.950
Financial Services
Banks - Diversified
LARGE
Value%
0.820
Quality%
0.860
Mom%
0.860
P/E
11.6×
F-Score
5/9
E/Y
0.0859
EBITDA/EV
0.1363
SH Yield
0.0334
ROE
0.1920
Margin
0.2295
Vol
0.3086
RAM
1.76
QV
0.840
Conf
1.000
NPB
Northpointe Bancshares, Inc.
0.840
Financial Services
Banks - Regional
MICRO
Value%
0.880
Quality%
0.180
Mom%
0.790
P/E
3.0×
F-Score
5/9
E/Y
0.3301
EBITDA/EV
0.0608
SH Yield
0.0353
ROE
0.1497
Margin
0.1791
Vol
0.2824
RAM
1.26
QV
0.398
Conf
1.000
DLO
Dlocal Ltd
0.800
Technology
Software - Infrastructure
MID
Value%
0.670
Quality%
0.920
Mom%
0.330
P/E
17.5×
F-Score
6/9
E/Y
0.0570
EBITDA/EV
0.1027
SH Yield
0.0890
ROE
0.3474
Margin
0.1584
Vol
0.6187
RAM
0.49
QV
0.785
Conf
0.970
SSB
SouthState Corporation
0.630
Financial Services
Banks - Regional
MID
Value%
0.820
Quality%
0.270
Mom%
0.300
P/E
10.1×
F-Score
4/9
E/Y
0.0992
EBITDA/EV
0.1284
SH Yield
0.0250
ROE
0.1036
Margin
0.2475
Vol
0.2248
RAM
0.45
QV
0.471
Conf
1.000
STBA
S&T Bancorp Inc
0.910
Financial Services
Banks - Regional
SMALL
Value%
0.780
Quality%
0.810
Mom%
0.720
P/E
12.5×
F-Score
7/9
E/Y
0.0802
EBITDA/EV
0.0955
SH Yield
0.0314
ROE
0.0950
Margin
0.2371
Vol
0.2068
RAM
1.11
QV
0.795
Conf
1.000
SLRC
SLR Investment Corp
0.520
Financial Services
Asset Management
SMALL
Value%
0.840
Quality%
0.140
Mom%
0.150
P/E
7.8×
F-Score
3/9
E/Y
0.1286
EBITDA/EV
0.1109
SH Yield
0.1282
ROE
0.0906
Margin
0.4916
Vol
0.2313
RAM
-0.48
QV
0.343
Conf
0.970
VEL
Velocity Financial Llc
0.520
Financial Services
Mortgage Finance
SMALL
Value%
0.730
Quality%
0.240
Mom%
0.260
P/E
6.3×
F-Score
6/9
E/Y
0.1587
EBITDA/EV
0.0496
SH Yield
0.0000
ROE
0.1558
Margin
0.1576
Vol
0.2415
RAM
0.28
QV
0.419
Conf
1.000
KNSL
Kinsale Capital Group Inc
0.760
Financial Services
Insurance - Property & Casualty
MID
Value%
0.730
Quality%
0.960
Mom%
0.070
P/E
13.4×
F-Score
6/9
E/Y
0.0747
EBITDA/EV
0.0961
SH Yield
0.0025
ROE
0.2678
Margin
0.2748
Vol
0.3028
RAM
-1.18
QV
0.837
Conf
1.000
OKE
ONEOK Inc
0.710
Energy
Oil & Gas Midstream
LARGE
Value%
0.680
Quality%
0.700
Mom%
0.320
P/E
15.8×
F-Score
6/9
E/Y
0.0634
EBITDA/EV
0.0880
SH Yield
0.0469
ROE
0.1580
Margin
0.1004
Vol
0.2757
RAM
0.36
QV
0.690
Conf
1.000
TCBX
Third Coast Bancshares, Inc.
0.920
Financial Services
Banks - Regional
SMALL
Value%
0.850
Quality%
0.690
Mom%
0.740
P/E
9.3×
F-Score
7/9
E/Y
0.1076
EBITDA/EV
0.2590
SH Yield
0.0074
ROE
0.1062
Margin
0.1795
Vol
0.2589
RAM
0.93
QV
0.766
Conf
1.000
Page 1 of 2
Next →