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
High Yield
Active Screen
Preset: high_yield ×
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
OMAB
Grupo Aeroportuario del Centro Norte SAB de CV
0.930
Industrials
Airports & Air Services
MID
Value%
0.980
Quality%
0.980
Mom%
0.230
P/E
0.9×
F-Score
6/9
E/Y
1.1297
EBITDA/EV
0.6899
SH Yield
0.9543
ROE
0.4234
Margin
0.3263
Vol
0.3137
RAM
0.18
QV
0.980
Conf
0.970
PAC
Grupo Aeroportuario del Pacifico SAB De CV ADR
0.930
Industrials
Airports & Air Services
LARGE
Value%
0.980
Quality%
0.980
Mom%
0.240
P/E
1.1×
F-Score
7/9
E/Y
0.9354
EBITDA/EV
0.6349
SH Yield
0.8468
ROE
0.4208
Margin
0.3293
Vol
0.3423
RAM
0.14
QV
0.980
Conf
0.970
CSAN
Cosan SA ADR
0.820
Energy
Oil & Gas Refining & Marketing
MID
Value%
0.940
Quality%
0.700
Mom%
0.050
F-Score
5/9
EBITDA/EV
0.2475
SH Yield
0.8368
ROE
-2.7494
Margin
-0.2406
Vol
0.5634
RAM
-0.50
QV
0.811
Conf
0.879
KOF
Coca-Cola Femsa SAB de CV ADR
0.900
Consumer Defensive
Beverages - Non-Alcoholic
LARGE
Value%
0.730
Quality%
0.910
Mom%
0.670
P/E
11.2×
F-Score
5/9
E/Y
0.0892
EBITDA/EV
0.1229
SH Yield
0.8354
ROE
2.0834
Margin
0.0726
Vol
0.2387
RAM
0.59
QV
0.815
Conf
1.000
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
UMC
United Microelectronics
0.990
Technology
Semiconductors
LARGE
Value%
0.990
Quality%
0.820
Mom%
0.950
P/E
1.0×
F-Score
5/9
E/Y
1.0187
EBITDA/EV
2.4293
SH Yield
0.7314
ROE
0.1232
Margin
0.2082
Vol
0.4865
RAM
2.35
QV
0.901
Conf
1.000
CIG-C
Energy of Minas Gerais Co DRC
0.870
Utilities
Utilities - Regulated Electric
MID
Value%
0.980
Quality%
0.140
Mom%
0.750
P/E
2.1×
F-Score
4/9
E/Y
0.4811
EBITDA/EV
0.5354
SH Yield
0.7250
ROE
0.1428
Margin
0.1162
Vol
0.3400
RAM
1.26
QV
0.370
Conf
1.000
TV
Grupo Televisa SAB ADR
0.960
Communication Services
Telecom Services
MID
Value%
0.970
Quality%
0.710
Mom%
0.800
F-Score
6/9
EBITDA/EV
0.3012
SH Yield
0.7219
ROE
-0.0842
Margin
-0.1372
Vol
0.4450
RAM
0.97
QV
0.830
Conf
0.909
SVA
Sinovac Biotech Ltd
0.260
Healthcare
Biotechnology
SMALL
Value%
0.380
Quality%
0.370
Mom%
0.370
F-Score
4/9
SH Yield
0.7056
ROE
-0.0116
Margin
-0.2229
Vol
8.5837
RAM
0.99
QV
0.375
Conf
0.254
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
SVRN
OceanPal Inc.
0.260
Industrials
Marine Shipping
NANO
Value%
0.380
Quality%
0.370
Mom%
0.370
F-Score
2/9
SH Yield
0.6082
ROE
-0.2537
Margin
-0.9668
Vol
2.1154
RAM
-0.46
QV
0.375
Conf
0.497
MVO
MV Oil Trust
0.790
Energy
Oil & Gas E&P
NANO
Value%
0.640
Quality%
0.630
Mom%
0.640
P/E
2.0×
F-Score
5/9
E/Y
0.5000
EBITDA/EV
0.5311
SH Yield
0.5621
ROE
5.0521
Margin
0.9120
Vol
1.1452
RAM
-0.49
QV
0.635
Conf
0.879
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
JBS
JBS N.V.
0.950
Consumer Defensive
Packaged Foods
LARGE
Value%
0.980
Quality%
0.720
Mom%
0.650
P/E
1.4×
F-Score
7/9
E/Y
0.7235
EBITDA/EV
1.4573
SH Yield
0.5530
ROE
0.2249
Margin
0.0200
Vol
0.4011
QV
0.840
Conf
0.939
AXIA
AXIA Energia
0.980
Utilities
Utilities - Renewable
LARGE
Value%
0.960
Quality%
0.770
Mom%
0.920
P/E
2.3×
F-Score
6/9
E/Y
0.4275
EBITDA/EV
0.0877
SH Yield
0.5489
ROE
0.0784
Margin
0.2190
Vol
0.3831
RAM
3.13
QV
0.860
Conf
1.000
ANDG
Andersen Group Inc.
0.820
Consumer Cyclical
Personal Services
SMALL
Value%
0.660
Quality%
0.650
Mom%
0.660
F-Score
3/9
SH Yield
0.5336
ROE
-1.8263
Margin
-0.0601
Vol
0.6030
QV
0.655
Conf
0.788
DLNG
Dynagas LNG Partners LP
0.930
Energy
Oil & Gas Midstream
MICRO
Value%
0.980
Quality%
0.930
Mom%
0.290
P/E
2.1×
F-Score
7/9
E/Y
0.4827
EBITDA/EV
0.8389
SH Yield
0.5327
ROE
0.1345
Margin
0.4160
Vol
0.2205
RAM
0.38
QV
0.955
Conf
0.970
TIMB
TIM Participacoes SA
0.990
Communication Services
Telecom Services
LARGE
Value%
0.980
Quality%
0.980
Mom%
0.790
P/E
2.4×
F-Score
8/9
E/Y
0.4202
EBITDA/EV
1.2936
SH Yield
0.5014
ROE
0.1774
Margin
0.1602
Vol
0.3263
RAM
1.38
QV
0.980
Conf
1.000
ICMB
Investcorp Credit Management BDC Inc
0.540
Financial Services
Asset Management
NANO
Value%
0.500
Quality%
0.500
Mom%
0.500
F-Score
5/9
SH Yield
0.4901
ROE
-0.3735
Margin
2.5002
Vol
0.6447
RAM
-0.50
QV
0.500
Conf
0.909
AD
Array Digital Infrastructure, Inc.
0.270
Communication Services
Telecom Services
MID
Value%
0.190
Quality%
0.300
Mom%
0.830
P/E
9.7×
F-Score
4/9
E/Y
0.1032
EBITDA/EV
0.0733
SH Yield
0.4553
ROE
0.2423
Margin
0.4188
Vol
0.3044
RAM
1.77
QV
0.239
Conf
0.970
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
AMX
America Movil SAB de CV ADR
0.990
Communication Services
Telecom Services
LARGE
Value%
0.980
Quality%
0.980
Mom%
0.860
P/E
0.9×
F-Score
8/9
E/Y
1.1616
EBITDA/EV
0.6971
SH Yield
0.4420
ROE
0.2378
Margin
0.0923
Vol
0.2738
RAM
2.37
QV
0.980
Conf
1.000
SID
Companhia Siderurgica Nacional ADR
0.600
Basic Materials
Steel
SMALL
Value%
0.920
Quality%
0.140
Mom%
0.150
F-Score
6/9
EBITDA/EV
0.1967
SH Yield
0.4356
ROE
-0.1551
Margin
-0.0443
Vol
0.5288
RAM
-0.12
QV
0.359
Conf
0.879
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
SDHC
Smith Douglas Homes Corp.
0.450
Real Estate
Real Estate - Development
MICRO
Value%
0.830
Quality%
0.110
Mom%
0.080
P/E
13.4×
F-Score
2/9
E/Y
0.0747
EBITDA/EV
0.3893
SH Yield
0.4321
ROE
0.1045
Margin
0.0090
Vol
0.5291
RAM
-0.61
QV
0.302
Conf
1.000
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