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
Quality Compounders
Active Screen
Preset: quality_compounders ×
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
AU NYSE
AngloGold Ashanti plc
0.980
Basic Materials
Gold
LARGE
Value%
0.850
Quality%
0.990
Mom%
0.910
P/E
11.2×
F-Score
8/9
E/Y
0.1400
EBITDA/EV
0.1774
SH Yield
0.0599
ROE
0.4070
Margin
0.3111
Vol
0.6105
RAM
1.66
QV
0.917
Conf
0.969
INTU NASDAQ
Intuit Inc
0.330
Technology
Software - Application
LARGE
Value%
0.320
Quality%
0.990
Mom%
0.020
P/E
17.4×
F-Score
9/9
E/Y
0.0758
EBITDA/EV
0.0860
SH Yield
0.0644
ROE
0.2222
Margin
0.2191
Vol
0.4959
RAM
-1.30
QV
0.563
Conf
1.000
KGC NYSE
Kinross Gold Corporation
0.980
Basic Materials
Gold
LARGE
Value%
0.890
Quality%
0.990
Mom%
0.860
P/E
9.4×
F-Score
9/9
E/Y
0.1580
EBITDA/EV
0.2019
SH Yield
0.0364
ROE
0.3134
Margin
0.3604
Vol
0.5293
RAM
1.42
QV
0.939
Conf
0.969
TBPH NASDAQ
Theravance Biopharma Inc
0.980
Healthcare
Biotechnology
SMALL
Value%
0.900
Quality%
0.990
Mom%
0.840
P/E
7.7×
F-Score
7/9
E/Y
0.2094
EBITDA/EV
0.2150
SH Yield
0.0102
ROE
0.3942
Margin
1.0434
Vol
0.4488
RAM
1.06
QV
0.944
Conf
0.910
APPF NASDAQ
Appfolio Inc
0.100
Technology
Software - Application
MID
Value%
0.030
Quality%
0.980
Mom%
0.090
P/E
41.8×
F-Score
6/9
E/Y
0.0284
EBITDA/EV
0.0320
SH Yield
0.0274
ROE
0.3232
Margin
0.1527
Vol
0.4567
RAM
-0.87
QV
0.171
Conf
0.940
B NYSE
Barrick Mining Corporation
0.990
Basic Materials
Gold
LARGE
Value%
0.900
Quality%
0.980
Mom%
0.910
P/E
9.6×
F-Score
9/9
E/Y
0.1481
EBITDA/EV
0.1797
SH Yield
0.0495
ROE
0.2237
Margin
0.3214
Vol
0.4435
RAM
2.23
QV
0.939
Conf
0.969
CRUS NASDAQ
Cirrus Logic Inc
0.920
Technology
Semiconductors
MID
Value%
0.680
Quality%
0.980
Mom%
0.800
P/E
16.8×
F-Score
8/9
E/Y
0.0791
EBITDA/EV
0.0874
SH Yield
0.0451
ROE
0.1947
Margin
0.2075
Vol
0.3404
RAM
1.76
QV
0.816
Conf
0.940
DOCS NYSE
Doximity Inc
0.290
Healthcare
Health Information Services
MID
Value%
0.290
Quality%
0.980
Mom%
0.020
P/E
19.7×
F-Score
6/9
E/Y
0.0683
EBITDA/EV
0.0727
SH Yield
0.1081
ROE
0.2062
Margin
0.3040
Vol
0.5626
RAM
-1.17
QV
0.533
Conf
0.940
GPOR NYSE
Gulfport Energy Operating Corp
0.900
Energy
Oil & Gas E&P
MID
Value%
0.960
Quality%
0.980
Mom%
0.160
P/E
4.6×
F-Score
7/9
E/Y
0.2260
EBITDA/EV
0.3141
SH Yield
0.1638
ROE
0.3287
Margin
0.3841
Vol
0.3417
RAM
-0.41
QV
0.970
Conf
0.940
HLN NYSE
Haleon plc
0.850
Healthcare
Drug Manufacturers - Specialty & Generic
LARGE
Value%
0.770
Quality%
0.980
Mom%
0.270
P/E
16.0×
F-Score
8/9
E/Y
0.0819
EBITDA/EV
0.0918
SH Yield
0.0335
ROE
0.1696
Margin
0.1443
Vol
0.2031
RAM
-0.24
QV
0.869
Conf
0.804
HRMY NASDAQ
Harmony Biosciences Holdings
0.890
Healthcare
Biotechnology
SMALL
Value%
0.900
Quality%
0.980
Mom%
0.210
P/E
13.4×
F-Score
5/9
E/Y
0.1323
EBITDA/EV
0.1484
SH Yield
-0.0030
ROE
0.1600
Margin
0.1620
Vol
0.4540
RAM
-0.12
QV
0.939
Conf
0.940
INCY NASDAQ
Incyte Corporation
0.780
Healthcare
Biotechnology
LARGE
Value%
0.340
Quality%
0.980
Mom%
0.870
P/E
16.4×
F-Score
8/9
E/Y
0.0888
EBITDA/EV
0.0936
SH Yield
-0.0135
ROE
0.2579
Margin
0.2671
Vol
0.3651
RAM
1.23
QV
0.577
Conf
0.940
KARO NASDAQ
Karooooo Ltd
0.980
Technology
Software - Application
SMALL
Value%
0.980
Quality%
0.980
Mom%
0.660
P/E
1.9×
F-Score
5/9
E/Y
0.7613
EBITDA/EV
1.2238
SH Yield
0.0439
ROE
0.2857
Margin
0.1776
Vol
0.3470
RAM
-0.15
QV
0.980
Conf
1.000
META NASDAQ
Meta Platforms Inc.
0.280
Communication Services
Internet Content & Information
MEGA
Value%
0.200
Quality%
0.980
Mom%
0.180
P/E
23.2×
F-Score
5/9
E/Y
0.0544
EBITDA/EV
0.0666
SH Yield
0.0115
ROE
0.2897
Margin
0.3284
Vol
0.3997
RAM
-0.44
QV
0.443
Conf
0.969
MSFT NASDAQ
Microsoft Corporation
0.190
Technology
Software - Infrastructure
MEGA
Value%
0.150
Quality%
0.980
Mom%
0.120
P/E
23.4×
F-Score
6/9
E/Y
0.0521
EBITDA/EV
0.0666
SH Yield
0.0159
ROE
0.3022
Margin
0.3934
Vol
0.2822
RAM
-0.89
QV
0.383
Conf
0.969
MU NASDAQ
Micron Technology Inc
0.680
Technology
Semiconductors
MEGA
Value%
0.160
Quality%
0.980
Mom%
0.990
P/E
19.0×
F-Score
7/9
E/Y
0.0632
EBITDA/EV
0.0478
SH Yield
0.0006
ROE
0.5011
Margin
0.5591
Vol
0.7635
RAM
11.69
QV
0.396
Conf
1.000
NEM NYSE
Newmont Goldcorp Corp
0.980
Basic Materials
Gold
LARGE
Value%
0.860
Quality%
0.980
Mom%
0.880
P/E
11.3×
F-Score
9/9
E/Y
0.1520
EBITDA/EV
0.1821
SH Yield
0.0516
ROE
0.2421
Margin
0.3464
Vol
0.4452
RAM
1.80
QV
0.918
Conf
0.969
NTES NASDAQ
NetEase Inc
0.920
Communication Services
Electronic Gaming & Multimedia
LARGE
Value%
0.980
Quality%
0.980
Mom%
0.220
P/E
2.5×
F-Score
7/9
E/Y
0.8550
EBITDA/EV
0.8998
SH Yield
0.0306
ROE
0.2072
Margin
0.2984
Vol
0.2758
RAM
-0.32
QV
0.980
Conf
0.969
PLTR NASDAQ
Palantir Technologies Inc.
0.110
Technology
Software - Infrastructure
MEGA
Value%
0.000
Quality%
0.980
Mom%
0.160
P/E
139.1×
F-Score
8/9
E/Y
0.0074
EBITDA/EV
0.0074
SH Yield
0.0000
ROE
0.2700
Margin
0.4367
Vol
0.5804
RAM
-0.28
QV
0.000
Conf
0.940
RMBS NASDAQ
Rambus Inc
0.480
Technology
Semiconductors
LARGE
Value%
0.020
Quality%
0.980
Mom%
0.870
P/E
47.7×
F-Score
7/9
E/Y
0.0262
EBITDA/EV
0.0293
SH Yield
0.0001
ROE
0.1651
Margin
0.3189
Vol
0.7144
RAM
1.50
QV
0.140
Conf
0.940
TSM NYSE
Taiwan Semiconductor Manufacturing
0.990
Technology
Semiconductors
MEGA
Value%
0.980
Quality%
0.980
Mom%
0.900
P/E
0.9×
F-Score
8/9
E/Y
1.2136
EBITDA/EV
1.5477
SH Yield
0.0090
ROE
0.3485
Margin
0.5037
Vol
0.3029
RAM
3.11
QV
0.980
Conf
1.000
UTHR NASDAQ
United Therapeutics Corporation
0.780
Healthcare
Drug Manufacturers - Specialty & Generic
LARGE
Value%
0.310
Quality%
0.980
Mom%
0.910
P/E
17.7×
F-Score
7/9
E/Y
0.0749
EBITDA/EV
0.0790
SH Yield
0.1003
ROE
0.2182
Margin
0.4061
Vol
0.3928
RAM
2.13
QV
0.551
Conf
0.940
AEM NYSE
Agnico Eagle Mines Limited
0.950
Basic Materials
Gold
LARGE
Value%
0.820
Quality%
0.970
Mom%
0.720
P/E
12.8×
F-Score
8/9
E/Y
0.1232
EBITDA/EV
0.1483
SH Yield
0.0233
ROE
0.2033
Margin
0.3946
Vol
0.4640
RAM
0.92
QV
0.892
Conf
0.969
CART NASDAQ
Maplebear Inc.
0.400
Consumer Cyclical
Internet Retail
LARGE
Value%
0.300
Quality%
0.970
Mom%
0.190
P/E
22.2×
F-Score
6/9
E/Y
0.0597
EBITDA/EV
0.0704
SH Yield
0.1538
ROE
0.1870
Margin
0.1255
Vol
0.3733
RAM
-0.25
QV
0.539
Conf
0.940
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