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
EBITDA/EV Value
Active Screen
Preset: ebitda_ev ×
Preset Screens
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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
CMTL NASDAQ
Comtech Telecommunications Corp
0.650
Technology
Communication Equipment
NANO
Value%
0.570
Quality%
0.550
Mom%
0.560
F-Score
2/9
EBITDA/EV
492610.8374
SH Yield
0.0007
ROE
-0.0952
Margin
-0.0552
Vol
0.9875
RAM
-0.01
QV
0.560
Conf
0.848
REFI NASDAQ
Chicago Atlantic Real Estate Finance Inc
0.840
Real Estate
Reit - Mortgage
MICRO
Value%
0.910
Quality%
0.760
Mom%
0.190
P/E
7.3×
F-Score
3/9
EBITDA/EV
29.4740
SH Yield
0.1770
ROE
0.1015
Margin
0.5177
Vol
0.2325
RAM
-0.33
QV
0.832
Conf
0.969
STG NYSE
Sunlands Technology Group
0.190
Consumer Defensive
Education & Training Services
NANO
Value%
0.360
Quality%
0.340
Mom%
0.350
P/E
0.1×
F-Score
8/9
EBITDA/EV
10.6692
SH Yield
0.1287
ROE
0.3641
Margin
0.1865
Vol
1.5344
RAM
-0.46
QV
0.350
Conf
0.969
GRNQ NASDAQ
GreenPro Capital Corp
0.580
Industrials
Consulting Services
NANO
Value%
0.530
Quality%
0.510
Mom%
0.520
F-Score
2/9
EBITDA/EV
9.4873
SH Yield
-0.0545
ROE
-0.1657
Margin
-1.5325
Vol
0.6812
RAM
-0.35
QV
0.520
Conf
0.852
JRSH NASDAQ
Jerash Holdings US Inc
0.870
Consumer Cyclical
Apparel Manufacturing
MICRO
Value%
0.910
Quality%
0.280
Mom%
0.810
P/E
16.2×
F-Score
5/9
EBITDA/EV
9.1068
SH Yield
0.0443
ROE
0.0546
Margin
0.0213
Vol
0.3631
RAM
1.16
QV
0.505
Conf
0.940
SITC NYSE
Site Centers Corp
0.710
Real Estate
Reit - Retail
MICRO
Value%
0.950
Quality%
0.240
Mom%
0.220
P/E
1.3×
F-Score
4/9
E/Y
4.7565
EBITDA/EV
5.5671
SH Yield
0.0000
ROE
0.5230
Margin
1.8787
Vol
0.4167
RAM
-0.03
QV
0.477
Conf
0.940
KRKR NASDAQ
36Kr Holdings Inc
0.750
Communication Services
Advertising Agencies
NANO
Value%
0.620
Quality%
0.600
Mom%
0.610
P/E
0.5×
F-Score
7/9
E/Y
1.9490
EBITDA/EV
3.9421
SH Yield
0.0000
ROE
0.0843
Margin
0.0490
Vol
0.7667
RAM
-0.63
QV
0.610
Conf
0.852
HMY NYSE
Harmony Gold Mining Company Limited
0.950
Basic Materials
Gold
MID
Value%
0.990
Quality%
0.980
Mom%
0.350
P/E
0.4×
F-Score
8/9
E/Y
3.0106
EBITDA/EV
3.6888
SH Yield
0.0213
ROE
0.5081
Margin
0.1753
Vol
0.6452
RAM
0.39
QV
0.985
Conf
0.829
TME NYSE
Tencent Music Entertainment Group
0.880
Communication Services
Internet Content & Information
LARGE
Value%
0.990
Quality%
0.950
Mom%
0.030
P/E
1.7×
F-Score
8/9
E/Y
3.1965
EBITDA/EV
3.5588
SH Yield
0.0524
ROE
0.1153
Margin
0.2629
Vol
0.4311
RAM
-1.35
QV
0.970
Conf
0.969
VIOT NASDAQ
Viomi Technology ADR
0.630
Consumer Cyclical
Furnishings, Fixtures & Appliances
MICRO
Value%
0.990
Quality%
0.190
Mom%
0.010
P/E
0.4×
F-Score
3/9
E/Y
2.7003
EBITDA/EV
3.4362
SH Yield
0.4971
ROE
0.0903
Margin
0.0583
Vol
0.6299
RAM
-1.13
QV
0.434
Conf
0.910
JCSE NASDAQ
JE Cleantech Holdings Ltd
0.540
Industrials
Specialty Industrial Machinery
NANO
Value%
0.510
Quality%
0.490
Mom%
0.500
P/E
2.2×
F-Score
7/9
E/Y
2.5625
EBITDA/EV
3.1423
SH Yield
0.3321
ROE
0.1637
Margin
0.1594
Vol
1.6400
RAM
0.36
QV
0.500
Conf
0.910
XBP NASDAQ
XBP Europe Holdings Inc
0.270
Technology
Software - Infrastructure
NANO
Value%
0.390
Quality%
0.380
Mom%
0.390
F-Score
3/9
E/Y
2.9758
EBITDA/EV
3.0817
SH Yield
0.0000
ROE
17.5083
Margin
1.6779
Vol
1.2980
RAM
-0.60
QV
0.385
Conf
0.852
RERE NYSE
ATRenew Inc DRC
0.720
Consumer Cyclical
Internet Retail
SMALL
Value%
0.960
Quality%
0.150
Mom%
0.310
P/E
2.0×
F-Score
4/9
E/Y
2.7410
EBITDA/EV
3.0667
SH Yield
0.1335
ROE
0.1091
Margin
0.0190
Vol
0.5433
RAM
0.16
QV
0.379
Conf
0.940
JFIN NASDAQ
Jiayin Group Inc
0.870
Financial Services
Credit Services
MICRO
Value%
0.990
Quality%
0.920
Mom%
0.000
P/E
0.1×
F-Score
5/9
E/Y
2.8624
EBITDA/EV
2.8927
ROE
0.2144
Margin
0.1801
Vol
0.5434
RAM
-1.40
QV
0.954
Conf
0.940
LIEN NASDAQ
Chicago Atlantic BDC, Inc.
0.650
Financial Services
Asset Management
MICRO
Value%
0.880
Quality%
0.200
Mom%
0.270
P/E
6.5×
F-Score
3/9
E/Y
0.1286
EBITDA/EV
2.8627
SH Yield
0.1398
ROE
0.1124
Margin
0.7023
Vol
0.1939
RAM
0.26
QV
0.420
Conf
0.940
XNET NASDAQ
Xunlei Ltd Adr
0.960
Technology
Software - Infrastructure
SMALL
Value%
0.970
Quality%
0.750
Mom%
0.700
P/E
0.4×
F-Score
5/9
E/Y
1.0466
EBITDA/EV
2.7680
SH Yield
0.0026
ROE
0.7298
Margin
1.8556
Vol
0.7661
RAM
0.14
QV
0.853
Conf
0.910
VISN NASDAQ
CommScope Holding Company, Inc.
0.980
Technology
Communication Equipment
MID
Value%
0.950
Quality%
0.760
Mom%
0.980
P/E
4560.3×
F-Score
6/9
E/Y
1.9808
EBITDA/EV
2.7588
SH Yield
0.8244
ROE
0.0001
Margin
0.0001
Vol
1.1810
RAM
3.34
QV
0.850
Conf
0.940
WW NASDAQ
WW International, Inc. Common Stock
0.780
Healthcare
Medical Care Facilities
MICRO
Value%
0.930
Quality%
0.630
Mom%
0.030
P/E
0.1×
F-Score
6/9
E/Y
2.3554
EBITDA/EV
2.5367
SH Yield
0.0000
ROE
4.0539
Margin
1.5550
Vol
0.8278
RAM
-0.55
QV
0.765
Conf
0.852
YB NASDAQ
Yuanbao Inc. American Depositary Shares
0.890
Technology
Software - Application
SMALL
Value%
0.990
Quality%
0.960
Mom%
0.040
P/E
0.5×
F-Score
6/9
E/Y
2.3264
EBITDA/EV
2.3301
SH Yield
-0.2302
ROE
0.3734
Margin
0.2967
Vol
0.4696
RAM
-1.04
QV
0.975
Conf
0.969
FINV NYSE
FinVolution Group
0.830
Financial Services
Credit Services
SMALL
Value%
0.990
Quality%
0.690
Mom%
0.040
P/E
0.5×
F-Score
3/9
E/Y
2.2690
EBITDA/EV
2.3186
SH Yield
0.7377
ROE
0.1361
Margin
0.1664
Vol
0.4767
RAM
-1.04
QV
0.826
Conf
0.969
KPLT NASDAQ
Katapult Holdings Inc
0.530
Technology
Software - Infrastructure
NANO
Value%
0.500
Quality%
0.490
Mom%
0.500
P/E
2.6×
F-Score
4/9
E/Y
0.3823
EBITDA/EV
2.1607
ROE
-0.3990
Margin
0.0426
Vol
0.8335
RAM
-0.40
QV
0.495
Conf
0.764
HEPS NASDAQ
D-MARKET Electronic Services & Trading ADR
0.720
Consumer Cyclical
Internet Retail
SMALL
Value%
0.930
Quality%
0.210
Mom%
0.310
F-Score
4/9
EBITDA/EV
2.1031
SH Yield
0.0000
ROE
-5.1015
Margin
-0.0691
Vol
0.5557
RAM
0.14
QV
0.442
Conf
0.793
BSBR NYSE
Banco Santander Brasil SA ADR
0.860
Financial Services
Banks - Regional
LARGE
Value%
0.990
Quality%
0.200
Mom%
0.670
P/E
0.7×
F-Score
4/9
E/Y
1.9197
EBITDA/EV
2.0515
SH Yield
0.0385
ROE
0.2298
Margin
0.0818
Vol
0.3288
RAM
0.48
QV
0.445
Conf
0.969
MOMO NASDAQ
Hello Group Inc
0.860
Communication Services
Internet Content & Information
SMALL
Value%
0.990
Quality%
0.770
Mom%
0.090
P/E
1.2×
F-Score
7/9
E/Y
1.8910
EBITDA/EV
1.9907
SH Yield
0.8951
ROE
0.0681
Margin
0.0720
Vol
0.2591
RAM
-1.39
QV
0.873
Conf
0.969
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