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
Momentum Leaders
Active Screen
Reset
Preset: momentum_leaders ×
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
BTSG NASDAQ
BrightSpring Health Services, Inc. Common Stock
0.420
Healthcare Health Information Services LARGE
Value%
0.080
Quality%
0.670
Mom%
0.970
P/E
44.8×
F-Score
7/9
E/Y
0.0233
EBITDA/EV
0.0336
SH Yield
0.0074
ROE
0.1566
Margin
0.0227
Vol
0.3154
RAM
7.36
QV
0.232
Conf
0.910
BLUW NASDAQ
Blue Water Acquisition Corp. III Class A Ordinary Shares
0.690
Financial Services Shell Companies SMALL
Value%
0.590
Quality%
0.570
Mom%
0.580
P/E
50.0×
F-Score
3/9
SH Yield
-0.7788
ROE
0.0265
Vol
0.0484
RAM
7.17
QV
0.580
Conf
0.675
FIX NYSE
Comfort Systems USA Inc
0.510
Industrials Engineering & Construction LARGE
Value%
0.020
Quality%
0.940
Mom%
0.980
P/E
48.1×
F-Score
7/9
E/Y
0.0271
EBITDA/EV
0.0298
SH Yield
0.0037
ROE
0.4347
Margin
0.1207
Vol
0.3823
RAM
6.69
QV
0.137
Conf
0.969
ENS NYSE
Enersys
0.630
Industrials Electrical Equipment & Parts MID
Value%
0.240
Quality%
0.770
Mom%
0.950
P/E
24.4×
F-Score
6/9
E/Y
0.0502
EBITDA/EV
0.0646
SH Yield
0.0512
ROE
0.1540
Margin
0.0782
Vol
0.2785
RAM
5.70
QV
0.430
Conf
0.969
NWPX NASDAQ
Northwest Pipe Company
0.590
Basic Materials Steel SMALL
Value%
0.180
Quality%
0.770
Mom%
0.980
P/E
31.7×
F-Score
9/9
E/Y
0.0397
EBITDA/EV
0.0537
SH Yield
0.0156
ROE
0.1040
Margin
0.0766
Vol
0.4277
RAM
5.64
QV
0.372
Conf
0.940
ROIV NASDAQ
Roivant Sciences Ltd
0.170
Healthcare Biotechnology LARGE
Value%
0.160
Quality%
0.040
Mom%
0.970
F-Score
1/9
SH Yield
0.0051
ROE
-0.0662
Margin
-36.2919
Vol
0.3356
RAM
5.21
QV
0.080
Conf
0.793
ENLT NASDAQ
Enlight Renewable Energy Ltd. Ordinary Shares
0.440
Utilities Utilities - Renewable LARGE
Value%
0.060
Quality%
0.740
Mom%
0.970
P/E
205.7×
F-Score
5/9
E/Y
0.0359
EBITDA/EV
0.0556
SH Yield
-0.0229
ROE
0.0291
Margin
0.0508
Vol
0.4789
RAM
5.07
QV
0.211
Conf
0.969
EFXT NYSE
Enerflex Ltd.
0.910
Energy Oil & Gas Equipment & Services MID
Value%
0.710
Quality%
0.690
Mom%
0.970
P/E
34.5×
F-Score
8/9
E/Y
0.0710
EBITDA/EV
0.1170
SH Yield
0.0093
ROE
0.0726
Margin
0.0319
Vol
0.4101
RAM
5.00
QV
0.700
Conf
0.969
FNRN NASDAQ
First Northern Community Bancorp Common stock
0.940
Financial Services Banks - Regional SMALL
Value%
0.810
Quality%
0.740
Mom%
0.910
P/E
12.9×
F-Score
6/9
E/Y
0.1808
EBITDA/EV
0.1971
SH Yield
0.0151
ROE
0.1093
Margin
0.2625
Vol
0.1945
RAM
4.55
QV
0.774
Conf
0.969
MTRN NYSE
Materion Corporation
0.110
Basic Materials Other Industrial Metals & Mining MID
Value%
0.030
Quality%
0.130
Mom%
0.960
P/E
66.7×
F-Score
5/9
E/Y
0.0195
EBITDA/EV
0.0321
SH Yield
0.0038
ROE
0.0799
Margin
0.0399
Vol
0.4248
RAM
4.54
QV
0.062
Conf
0.969
DHC NASDAQ
Diversified Healthcare Trust
0.390
Real Estate Reit - Healthcare Facilities MID
Value%
0.340
Quality%
0.110
Mom%
0.960
F-Score
5/9
EBITDA/EV
0.0361
SH Yield
0.0049
ROE
-0.1976
Margin
-0.2110
Vol
0.3533
RAM
4.46
QV
0.193
Conf
0.852
CAT NYSE
Caterpillar Inc
0.460
Industrials Farm & Heavy Construction Machinery MEGA
Value%
0.030
Quality%
0.850
Mom%
0.950
P/E
43.0×
F-Score
6/9
E/Y
0.0298
EBITDA/EV
0.0350
SH Yield
0.0232
ROE
0.5048
Margin
0.1331
Vol
0.3171
RAM
4.44
QV
0.160
Conf
0.969
ROG NYSE
Rogers Corporation
0.190
Technology Electronic Components MID
Value%
0.140
Quality%
0.190
Mom%
0.940
F-Score
4/9
E/Y
0.0211
EBITDA/EV
0.0463
SH Yield
0.0217
ROE
-0.0469
Margin
-0.0687
Vol
0.3376
RAM
4.39
QV
0.163
Conf
0.910
TD NYSE
Toronto Dominion Bank
0.400
Financial Services Banks - Diversified MEGA
Value%
0.270
Quality%
0.310
Mom%
0.900
P/E
13.7×
F-Score
5/9
E/Y
0.0383
EBITDA/EV
0.0424
SH Yield
0.0516
ROE
0.1200
Margin
0.1324
Vol
0.1496
RAM
4.36
QV
0.289
Conf
1.000
BELFB NASDAQ
Bel Fuse B Inc
0.460
Technology Electronic Components MID
Value%
0.040
Quality%
0.830
Mom%
0.960
P/E
69.9×
F-Score
9/9
E/Y
0.0249
EBITDA/EV
0.0313
SH Yield
0.0010
ROE
0.1254
Margin
0.0784
Vol
0.4447
RAM
4.31
QV
0.182
Conf
0.940
KN NYSE
Knowles Cor
0.460
Technology Electronic Components MID
Value%
0.050
Quality%
0.820
Mom%
0.940
P/E
53.9×
F-Score
9/9
E/Y
0.0263
EBITDA/EV
0.0380
SH Yield
0.0214
ROE
0.0716
Margin
0.0910
Vol
0.3209
RAM
4.15
QV
0.202
Conf
0.940
ASML NASDAQ
ASML Holding NV ADR
0.510
Technology Semiconductor Equipment & Materials MEGA
Value%
0.010
Quality%
0.970
Mom%
0.960
P/E
63.1×
F-Score
8/9
E/Y
0.0191
EBITDA/EV
0.0207
SH Yield
0.0137
ROE
0.4874
Margin
0.3011
Vol
0.4034
RAM
4.08
QV
0.098
Conf
1.000
GRC NYSE
Gorman-Rupp Company
0.520
Industrials Specialty Industrial Machinery MID
Value%
0.130
Quality%
0.760
Mom%
0.950
P/E
35.9×
F-Score
6/9
E/Y
0.0413
EBITDA/EV
0.0531
SH Yield
0.0107
ROE
0.1380
Margin
0.0845
Vol
0.3484
RAM
3.99
QV
0.314
Conf
0.940
INSW NYSE
International Seaways Inc
0.980
Energy Oil & Gas Midstream MID
Value%
0.900
Quality%
0.900
Mom%
0.960
P/E
7.9×
F-Score
6/9
E/Y
0.1971
EBITDA/EV
0.2316
SH Yield
0.0960
ROE
0.2488
Margin
0.5539
Vol
0.3654
RAM
3.96
QV
0.900
Conf
0.969
MOG-A NYSE
Moog Inc
0.360
Industrials Aerospace & Defense LARGE
Value%
0.050
Quality%
0.660
Mom%
0.940
P/E
43.8×
F-Score
7/9
E/Y
0.0348
EBITDA/EV
0.0429
SH Yield
0.0067
ROE
0.1355
Margin
0.0683
Vol
0.2909
RAM
3.92
QV
0.182
Conf
0.969
NAT NYSE
Nordic American Tankers Limited
0.420
Energy Oil & Gas Midstream SMALL
Value%
0.290
Quality%
0.260
Mom%
0.960
P/E
23.6×
F-Score
4/9
E/Y
0.0562
EBITDA/EV
0.0924
SH Yield
0.0645
ROE
0.1191
Margin
0.1626
Vol
0.3857
RAM
3.92
QV
0.275
Conf
0.969
CSTM NYSE
Constellium Nv
0.970
Basic Materials Aluminum MID
Value%
0.900
Quality%
0.740
Mom%
0.950
P/E
8.9×
F-Score
8/9
E/Y
0.1216
EBITDA/EV
0.1785
SH Yield
0.0334
ROE
0.3839
Margin
0.0499
Vol
0.3894
RAM
3.87
QV
0.816
Conf
0.940
BELFA NASDAQ
Bel Fuse A Inc
0.480
Technology Electronic Components MID
Value%
0.060
Quality%
0.830
Mom%
0.960
P/E
52.9×
F-Score
9/9
E/Y
0.0322
EBITDA/EV
0.0406
SH Yield
0.0010
ROE
0.1254
Margin
0.0784
Vol
0.4979
RAM
3.86
QV
0.223
Conf
0.940
PLPC NASDAQ
Preformed Line Products Company
0.230
Industrials Electrical Equipment & Parts SMALL
Value%
0.110
Quality%
0.290
Mom%
0.950
P/E
46.7×
F-Score
5/9
E/Y
0.0293
EBITDA/EV
0.0444
SH Yield
0.0121
ROE
0.0724
Margin
0.0492
Vol
0.4137
RAM
3.84
QV
0.179
Conf
0.969
Page 1 of 2 Next →