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 at a Price
Active Screen
Preset: quality_value ×
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
FUTU NASDAQ
Futu Holdings Ltd
0.890
Financial Services
Capital Markets
LARGE
Value%
0.980
Quality%
0.990
Mom%
0.060
P/E
1.3×
F-Score
7/9
E/Y
0.7597
EBITDA/EV
0.7535
SH Yield
0.0273
ROE
0.2439
Margin
0.4183
Vol
0.5772
RAM
-0.67
QV
0.985
Conf
0.969
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
ABEV NYSE
Ambev SA ADR
0.990
Consumer Defensive
Beverages - Brewers
LARGE
Value%
0.980
Quality%
0.980
Mom%
0.810
P/E
3.0×
F-Score
8/9
E/Y
0.6817
EBITDA/EV
0.8877
SH Yield
0.0379
ROE
0.1728
Margin
0.1766
Vol
0.3271
RAM
1.27
QV
0.980
Conf
0.969
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
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
OMAB NASDAQ
Grupo Aeroportuario del Centro Norte SAB de CV
0.930
Industrials
Airports & Air Services
MID
Value%
0.980
Quality%
0.980
Mom%
0.260
P/E
1.0×
F-Score
6/9
E/Y
0.5995
EBITDA/EV
0.6589
SH Yield
0.0516
ROE
0.4234
Margin
0.3263
Vol
0.3312
RAM
0.24
QV
0.980
Conf
0.940
TIMB NYSE
TIM Participacoes SA
0.990
Communication Services
Telecom Services
LARGE
Value%
0.980
Quality%
0.980
Mom%
0.760
P/E
2.4×
F-Score
8/9
E/Y
0.3236
EBITDA/EV
0.5976
SH Yield
0.0904
ROE
0.1774
Margin
0.1602
Vol
0.3206
RAM
0.72
QV
0.980
Conf
0.969
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
AFYA NASDAQ
Afya Ltd
0.920
Consumer Defensive
Education & Training Services
SMALL
Value%
0.970
Quality%
0.980
Mom%
0.210
P/E
1.7×
F-Score
7/9
E/Y
0.4241
EBITDA/EV
0.5282
SH Yield
0.0267
ROE
0.1612
Margin
0.2004
Vol
0.2842
RAM
-0.11
QV
0.975
Conf
0.940
AMX NYSE
America Movil SAB de CV ADR
0.990
Communication Services
Telecom Services
LARGE
Value%
0.980
Quality%
0.970
Mom%
0.860
P/E
0.9×
F-Score
8/9
E/Y
0.2744
EBITDA/EV
0.4969
SH Yield
0.1632
ROE
0.2378
Margin
0.0923
Vol
0.2830
RAM
1.93
QV
0.975
Conf
0.969
VRRM NASDAQ
Verra Mobility Corp
0.870
Technology
Information Technology Services
SMALL
Value%
0.960
Quality%
0.990
Mom%
0.000
P/E
4.8×
F-Score
8/9
E/Y
0.3893
EBITDA/EV
0.5698
SH Yield
0.2915
ROE
0.4818
Margin
0.1338
Vol
0.7196
RAM
-1.14
QV
0.975
Conf
0.910
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
CMCSA NASDAQ
Comcast Corp
0.900
Communication Services
Telecom Services
LARGE
Value%
0.970
Quality%
0.970
Mom%
0.120
P/E
4.5×
F-Score
8/9
E/Y
0.1670
EBITDA/EV
0.2623
SH Yield
0.1301
ROE
0.2129
Margin
0.1500
Vol
0.2664
RAM
-0.95
QV
0.970
Conf
0.940
TOYO NASDAQ
TOYO Co., Ltd Ordinary Shares
0.990
Technology
Solar
MICRO
Value%
0.970
Quality%
0.970
Mom%
0.860
P/E
5.6×
F-Score
7/9
E/Y
0.2402
EBITDA/EV
0.4105
SH Yield
-0.0179
ROE
0.2837
Margin
0.0928
Vol
1.0926
RAM
2.09
QV
0.970
Conf
0.881
ATAT NASDAQ
Atour Lifestyle Holdings Limited American Depositary Shares
0.920
Consumer Cyclical
Lodging
MID
Value%
0.980
Quality%
0.960
Mom%
0.200
P/E
2.4×
F-Score
7/9
E/Y
1.2366
EBITDA/EV
1.2615
SH Yield
0.0973
ROE
0.5006
Margin
0.1722
Vol
0.3222
RAM
-0.16
QV
0.970
Conf
0.969
BZ NASDAQ
Kanzhun Ltd ADR
0.900
Communication Services
Internet Content & Information
MID
Value%
0.980
Quality%
0.960
Mom%
0.120
P/E
2.0×
F-Score
7/9
E/Y
0.8038
EBITDA/EV
1.4341
SH Yield
-0.2677
ROE
0.1648
Margin
0.4015
Vol
0.3360
RAM
-0.82
QV
0.970
Conf
0.969
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
NRDS NASDAQ
Nerdwallet Inc
0.900
Communication Services
Internet Content & Information
SMALL
Value%
0.950
Quality%
0.990
Mom%
0.170
P/E
8.8×
F-Score
8/9
E/Y
0.1689
EBITDA/EV
0.2455
SH Yield
0.2178
ROE
0.2049
Margin
0.0811
Vol
0.5017
RAM
-0.37
QV
0.970
Conf
0.940
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
AII NYSE
American Integrity Insurance Group, Inc.
0.930
Financial Services
Insurance - Property & Casualty
SMALL
Value%
0.970
Quality%
0.960
Mom%
0.310
P/E
4.5×
F-Score
9/9
E/Y
0.4368
EBITDA/EV
0.4482
SH Yield
-0.1997
ROE
0.2427
Margin
0.2756
Vol
0.4052
RAM
0.00
QV
0.965
Conf
0.969
BAP NYSE
Credicorp Ltd
0.990
Financial Services
Banks - Regional
LARGE
Value%
0.970
Quality%
0.960
Mom%
0.910
P/E
4.3×
F-Score
8/9
E/Y
0.5323
EBITDA/EV
0.5664
SH Yield
0.0404
ROE
0.1856
Margin
0.2503
Vol
0.2902
RAM
2.66
QV
0.965
Conf
0.969
ESEA NASDAQ
Euroseas Ltd
0.990
Industrials
Marine Shipping
SMALL
Value%
0.970
Quality%
0.960
Mom%
0.830
P/E
3.7×
F-Score
8/9
E/Y
0.2692
EBITDA/EV
0.3192
SH Yield
0.0445
ROE
0.2702
Margin
0.5831
Vol
0.4135
RAM
1.10
QV
0.965
Conf
0.969
EXE NASDAQ
Expand Energy Corporation
0.900
Energy
Oil & Gas E&P
LARGE
Value%
0.970
Quality%
0.960
Mom%
0.150
P/E
6.5×
F-Score
8/9
E/Y
0.1808
EBITDA/EV
0.3054
SH Yield
0.0432
ROE
0.1651
Margin
0.2289
Vol
0.2904
RAM
-0.60
QV
0.965
Conf
0.940
FSM NYSE
Fortuna Silver Mines Inc
0.980
Basic Materials
Gold
MID
Value%
0.960
Quality%
0.970
Mom%
0.780
P/E
7.2×
F-Score
7/9
E/Y
0.2641
EBITDA/EV
0.3569
SH Yield
0.0124
ROE
0.1923
Margin
0.3111
Vol
0.5984
RAM
0.79
QV
0.965
Conf
0.940
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