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
GARP
Active Screen
Preset: garp ×
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 + 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
NEXA
Nexa Resources SA
0.990
Basic Materials
Other Industrial Metals & Mining
SMALL
Value%
0.960
Quality%
0.850
Mom%
0.960
P/E
8.2×
F-Score
6/9
E/Y
0.1216
EBITDA/EV
0.3510
SH Yield
0.0353
ROE
0.1841
Margin
0.0648
Vol
0.6960
RAM
2.91
QV
0.903
Conf
0.970
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
ZTO
ZTO Express (Cayman) Inc
0.990
Industrials
Integrated Freight & Logistics
LARGE
Value%
0.980
Quality%
0.930
Mom%
0.810
P/E
1.9×
F-Score
7/9
E/Y
0.5148
EBITDA/EV
0.4266
SH Yield
0.2111
ROE
0.1474
Margin
0.1787
Vol
0.2393
RAM
2.13
QV
0.955
Conf
1.000
IRWD
Ironwood Pharmaceuticals Inc
0.990
Healthcare
Drug Manufacturers - Specialty & Generic
SMALL
Value%
0.930
Quality%
0.860
Mom%
0.980
P/E
5.4×
F-Score
6/9
E/Y
0.1852
EBITDA/EV
0.2235
SH Yield
0.0000
ROE
-0.4705
Margin
0.2826
Vol
0.9933
RAM
5.97
QV
0.894
Conf
0.909
HG
Hamilton Insurance Group, Ltd.
0.990
Financial Services
Insurance - Reinsurance
MID
Value%
0.970
Quality%
0.940
Mom%
0.850
P/E
4.9×
F-Score
7/9
E/Y
0.2034
EBITDA/EV
0.3893
SH Yield
0.0000
ROE
0.2312
Margin
0.2171
Vol
0.2398
RAM
2.25
QV
0.955
Conf
1.000
IAG
IAMGold Corporation
0.990
Basic Materials
Gold
MID
Value%
0.910
Quality%
0.980
Mom%
0.940
P/E
9.1×
F-Score
7/9
E/Y
0.1103
EBITDA/EV
0.2149
SH Yield
0.0000
ROE
0.2332
Margin
0.2953
Vol
0.6378
RAM
2.37
QV
0.944
Conf
1.000
NBR
Nabors Industries Ltd.
0.990
Energy
Oil & Gas Drilling
SMALL
Value%
0.960
Quality%
0.950
Mom%
0.970
P/E
6.6×
F-Score
7/9
E/Y
0.1525
EBITDA/EV
0.4379
SH Yield
0.0044
ROE
0.3655
Margin
0.0643
Vol
0.6183
RAM
3.61
QV
0.955
Conf
0.970
PBR
Petroleo Brasileiro Petrobras SA ADR
0.990
Energy
Oil & Gas Integrated
LARGE
Value%
0.950
Quality%
0.930
Mom%
0.890
P/E
5.6×
F-Score
7/9
E/Y
0.1778
EBITDA/EV
0.1614
SH Yield
0.0663
ROE
0.2386
Margin
0.2181
Vol
0.3337
RAM
2.58
QV
0.940
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
FXNC
First National Corp
0.980
Financial Services
Banks - Regional
MICRO
Value%
0.900
Quality%
0.920
Mom%
0.840
P/E
12.5×
F-Score
7/9
E/Y
0.0798
EBITDA/EV
0.2410
SH Yield
0.0215
ROE
0.1113
Margin
0.1805
Vol
0.2453
RAM
1.83
QV
0.910
Conf
1.000
IFS
Intercorp Financial Services Inc
0.980
Financial Services
Banks - Regional
MID
Value%
0.980
Quality%
0.900
Mom%
0.780
P/E
2.5×
F-Score
9/9
E/Y
0.3948
EBITDA/EV
0.4461
SH Yield
0.0888
ROE
0.1729
Margin
0.2110
Vol
0.2624
RAM
1.06
QV
0.939
Conf
1.000
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
FBIO
Fortress Biotech Inc
0.980
Healthcare
Biotechnology
MICRO
Value%
0.970
Quality%
0.930
Mom%
0.740
P/E
0.8×
F-Score
5/9
E/Y
1.2552
SH Yield
0.0049
ROE
0.7877
Margin
1.9312
Vol
0.7334
RAM
0.27
QV
0.950
Conf
0.909
DSWL
Deswell Industries Inc
0.980
Technology
Electronic Components
MICRO
Value%
0.980
Quality%
0.800
Mom%
0.850
P/E
2.6×
F-Score
7/9
E/Y
0.3819
EBITDA/EV
0.5458
SH Yield
0.1071
ROE
0.1842
Margin
0.1741
Vol
0.4009
RAM
1.40
QV
0.885
Conf
0.728
INSW
International Seaways Inc
0.980
Energy
Oil & Gas Midstream
MID
Value%
0.880
Quality%
0.880
Mom%
0.950
P/E
7.4×
F-Score
6/9
E/Y
0.1354
EBITDA/EV
0.1604
SH Yield
0.0537
ROE
0.2488
Margin
0.5539
Vol
0.3659
RAM
4.53
QV
0.880
Conf
1.000
LPG
Dorian LPG Ltd
0.980
Energy
Oil & Gas Midstream
SMALL
Value%
0.870
Quality%
0.910
Mom%
0.920
P/E
9.1×
F-Score
7/9
E/Y
0.1093
EBITDA/EV
0.1388
SH Yield
0.0593
ROE
0.1700
Margin
0.4051
Vol
0.4464
RAM
2.05
QV
0.890
Conf
1.000
BVN
Compania de Minas Buenaventura SAA ADR
0.980
Basic Materials
Other Precious Metals & Mining
MID
Value%
0.880
Quality%
0.920
Mom%
0.920
P/E
7.9×
F-Score
7/9
E/Y
0.1273
EBITDA/EV
0.1556
SH Yield
0.0194
ROE
0.2361
Margin
0.4773
Vol
0.5051
RAM
2.30
QV
0.900
Conf
1.000
UFCS
United Fire Group Inc
0.980
Financial Services
Insurance - Property & Casualty
SMALL
Value%
0.960
Quality%
0.810
Mom%
0.880
P/E
9.0×
F-Score
7/9
E/Y
0.1106
EBITDA/EV
0.1582
SH Yield
0.0147
ROE
0.1373
Margin
0.0916
Vol
0.3471
RAM
2.06
QV
0.882
Conf
1.000
IMPP
Imperial Petroleum Inc
0.980
Energy
Oil & Gas Midstream
MICRO
Value%
0.980
Quality%
0.740
Mom%
0.880
P/E
3.5×
F-Score
4/9
E/Y
0.2819
EBITDA/EV
0.5764
SH Yield
0.0078
ROE
0.1193
Margin
0.3499
Vol
0.5501
RAM
1.20
QV
0.852
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
RILY
BRC Group Holdings, Inc.
0.980
Financial Services
Financial Conglomerates
MICRO
Value%
0.950
Quality%
0.790
Mom%
0.960
P/E
0.7×
F-Score
5/9
E/Y
1.4516
EBITDA/EV
0.1967
SH Yield
0.1615
ROE
4.8587
Margin
0.2982
Vol
0.9714
RAM
1.78
QV
0.866
Conf
0.939
RILYL
BRC Group Holdings, Inc.
0.980
Financial Services
Financial Conglomerates
SMALL
Value%
0.930
Quality%
0.790
Mom%
0.980
P/E
1.4×
F-Score
5/9
E/Y
0.7371
EBITDA/EV
0.1665
SH Yield
0.0820
ROE
4.8587
Margin
0.2982
Vol
1.6121
RAM
3.41
QV
0.857
Conf
0.939
CGAU
Centerra Gold Inc
0.980
Basic Materials
Gold
MID
Value%
0.950
Quality%
0.730
Mom%
0.940
P/E
4.8×
F-Score
4/9
E/Y
0.2067
EBITDA/EV
0.3737
SH Yield
0.0133
ROE
0.3022
Margin
0.4117
Vol
0.4839
RAM
3.35
QV
0.833
Conf
1.000
ERO
Ero Copper Corp
0.980
Basic Materials
Copper
MID
Value%
0.870
Quality%
0.960
Mom%
0.890
P/E
9.3×
F-Score
8/9
E/Y
0.1078
EBITDA/EV
0.1646
SH Yield
0.0000
ROE
0.2650
Margin
0.3155
Vol
0.5655
RAM
1.42
QV
0.914
Conf
1.000
PKBK
Parke Bancorp Inc
0.980
Financial Services
Banks - Regional
SMALL
Value%
0.910
Quality%
0.860
Mom%
0.880
P/E
8.9×
F-Score
8/9
E/Y
0.1127
EBITDA/EV
0.1340
SH Yield
0.0227
ROE
0.1247
Margin
0.2806
Vol
0.2182
RAM
2.90
QV
0.885
Conf
1.000
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