Structured JSON API for this factor page: https://sharemaestro.com/factors/api/screener/
Factor Screener
O'Shaughnessy multi-factor screening engine
· Snapshot 21 Jun 2026
24+
Matches
2
Pages
Risk-Adjusted Momentum
Active Screen
Preset: risk_adj_momentum ×
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
AXTI NASDAQ
AXT Inc
0.130
Technology
Semiconductor Equipment & Materials
MID
Value%
0.120
Quality%
0.010
Mom%
0.990
F-Score
3/9
SH Yield
-0.0175
ROE
-0.0512
Margin
-0.1468
Vol
1.2393
RAM
60.95
QV
0.035
Conf
0.818
SHAZ NASDAQ
SharonAI Holdings, Inc. Class A Common Stock
0.170
Technology
Information Technology Services
SMALL
Value%
0.130
Quality%
0.100
Mom%
0.990
F-Score
2/9
SH Yield
-0.0773
ROE
-0.6541
Margin
-37.8412
Vol
16.2558
RAM
39.59
QV
0.114
Conf
0.818
SNDK NASDAQ
Sandisk Corp
0.500
Technology
Computer Hardware
MEGA
Value%
0.010
Quality%
0.920
Mom%
0.990
P/E
71.8×
F-Score
5/9
E/Y
0.0165
EBITDA/EV
0.0169
SH Yield
-0.0000
ROE
0.3271
Margin
0.3419
Vol
0.9872
RAM
31.14
QV
0.096
Conf
0.939
BW NYSE
Babcock & Wilcox Enterprises Inc
0.460
Industrials
Specialty Industrial Machinery
MID
Value%
0.470
Quality%
0.450
Mom%
0.470
F-Score
2/9
SH Yield
-0.0555
ROE
0.7490
Margin
-0.1928
Vol
1.2862
RAM
14.45
QV
0.460
Conf
0.758
LITE NASDAQ
Lumentum Holdings Inc
0.360
Technology
Communication Equipment
LARGE
Value%
0.000
Quality%
0.700
Mom%
0.990
P/E
150.3×
F-Score
7/9
E/Y
0.0045
EBITDA/EV
0.0083
SH Yield
-0.0002
ROE
0.1479
Margin
0.1768
Vol
0.7343
RAM
13.02
QV
0.000
Conf
0.909
CIEN NYSE
Ciena Corp
0.500
Technology
Communication Equipment
LARGE
Value%
0.000
Quality%
0.930
Mom%
0.990
P/E
138.3×
F-Score
7/9
E/Y
0.0089
EBITDA/EV
0.0120
SH Yield
0.0086
ROE
0.1515
Margin
0.0787
Vol
0.5423
RAM
12.60
QV
0.000
Conf
0.970
QMMM NASDAQ
QMMM Holdings Limited Ordinary Shares
0.510
Communication Services
Advertising Agencies
MID
Value%
0.490
Quality%
0.480
Mom%
0.490
F-Score
3/9
SH Yield
-0.0011
ROE
-3.1482
Margin
-0.5856
Vol
8.8280
RAM
12.53
QV
0.485
Conf
0.444
BE NYSE
Bloom Energy Corp
0.110
Industrials
Electrical Equipment & Parts
LARGE
Value%
0.010
Quality%
0.160
Mom%
0.990
F-Score
4/9
E/Y
0.0006
EBITDA/EV
0.0012
SH Yield
-0.0007
ROE
0.0065
Margin
0.0025
Vol
1.0349
RAM
12.47
QV
0.040
Conf
1.000
WDC NASDAQ
Western Digital Corporation
0.490
Technology
Computer Hardware
MEGA
Value%
0.010
Quality%
0.900
Mom%
0.990
P/E
39.7×
F-Score
6/9
E/Y
0.0279
EBITDA/EV
0.0293
SH Yield
0.0012
ROE
0.6700
Margin
0.5507
Vol
0.5927
RAM
12.13
QV
0.095
Conf
1.000
SLGL NASDAQ
Sol Gel Technologies Ltd
0.220
Healthcare
Biotechnology
MICRO
Value%
0.110
Quality%
0.220
Mom%
0.990
F-Score
7/9
SH Yield
0.0000
ROE
-0.0203
Margin
-0.0566
Vol
0.9619
RAM
10.01
QV
0.156
Conf
0.848
TSEM NASDAQ
Tower Semiconductor Ltd
0.430
Technology
Semiconductors
LARGE
Value%
0.010
Quality%
0.800
Mom%
0.980
P/E
138.6×
F-Score
6/9
E/Y
0.0080
EBITDA/EV
0.0171
SH Yield
0.0000
ROE
0.0825
Margin
0.1513
Vol
0.6407
RAM
9.64
QV
0.089
Conf
0.970
STX NASDAQ
Seagate Technology PLC
0.520
Technology
Computer Hardware
MEGA
Value%
0.010
Quality%
0.970
Mom%
0.990
P/E
101.8×
F-Score
7/9
E/Y
0.0127
EBITDA/EV
0.0138
SH Yield
0.0024
ROE
2.1717
Margin
0.2160
Vol
0.5670
RAM
9.32
QV
0.098
Conf
0.970
NBTX NASDAQ
Nanobiotix
0.510
Healthcare
Biotechnology
SMALL
Value%
0.490
Quality%
0.480
Mom%
0.490
F-Score
3/9
SH Yield
-0.0008
ROE
0.2836
Margin
-0.8083
Vol
0.9060
RAM
9.02
QV
0.485
Conf
0.634
RLMD NASDAQ
Relmada Therapeutics Inc
0.410
Healthcare
Biotechnology
SMALL
Value%
0.450
Quality%
0.440
Mom%
0.450
F-Score
3/9
SH Yield
-0.1325
ROE
-0.2692
Vol
1.1953
RAM
7.84
QV
0.445
Conf
0.606
HYMC NASDAQ
Hycroft Mining Holding Corporation
0.400
Basic Materials
Gold
MID
Value%
0.440
Quality%
0.430
Mom%
0.440
F-Score
2/9
SH Yield
-0.1385
ROE
-0.3449
Vol
1.1182
RAM
7.73
QV
0.435
Conf
0.667
VIAV NASDAQ
Viavi Solutions Inc
0.130
Technology
Communication Equipment
LARGE
Value%
0.030
Quality%
0.180
Mom%
0.990
F-Score
5/9
E/Y
0.0020
EBITDA/EV
0.0098
SH Yield
0.0020
ROE
-0.0651
Margin
-0.0403
Vol
0.5617
RAM
7.60
QV
0.073
Conf
0.909
PL NYSE
Planet Labs PBC
0.160
Industrials
Aerospace & Defense
LARGE
Value%
0.080
Quality%
0.170
Mom%
0.990
F-Score
2/9
SH Yield
0.0000
ROE
-0.8409
Margin
-1.1117
Vol
1.0338
RAM
7.56
QV
0.117
Conf
0.848
ENLT NASDAQ
Enlight Renewable Energy Ltd. Ordinary Shares
0.490
Utilities
Utilities - Renewable
LARGE
Value%
0.100
Quality%
0.730
Mom%
0.980
P/E
82.7×
F-Score
4/9
E/Y
0.0396
EBITDA/EV
0.0652
SH Yield
-0.0241
ROE
0.0688
Margin
0.0864
Vol
0.4700
RAM
7.21
QV
0.270
Conf
1.000
MU NASDAQ
Micron Technology Inc
0.540
Technology
Semiconductors
MEGA
Value%
0.020
Quality%
0.980
Mom%
0.990
P/E
53.0×
F-Score
7/9
E/Y
0.0222
EBITDA/EV
0.0291
SH Yield
0.0004
ROE
0.3328
Margin
0.4149
Vol
0.7330
RAM
6.95
QV
0.140
Conf
0.964
ENS NYSE
Enersys
0.570
Industrials
Electrical Equipment & Parts
MID
Value%
0.150
Quality%
0.810
Mom%
0.960
P/E
28.4×
F-Score
6/9
E/Y
0.0438
EBITDA/EV
0.0563
SH Yield
0.0441
ROE
0.1540
Margin
0.0782
Vol
0.2607
RAM
6.93
QV
0.349
Conf
1.000
COHR NYSE
Coherent Inc
0.120
Technology
Scientific & Technical Instruments
LARGE
Value%
0.010
Quality%
0.210
Mom%
0.980
P/E
162.5×
F-Score
7/9
E/Y
0.0093
EBITDA/EV
0.0148
SH Yield
-0.0001
ROE
0.0439
Margin
0.0710
Vol
0.5271
RAM
6.92
QV
0.046
Conf
1.000
AEHR NASDAQ
Aehr Test Systems
0.130
Technology
Semiconductor Equipment & Materials
MID
Value%
0.110
Quality%
0.020
Mom%
0.990
F-Score
1/9
SH Yield
0.0000
ROE
-0.0823
Margin
-0.2523
Vol
1.0900
RAM
6.90
QV
0.047
Conf
0.817
LASR NASDAQ
nLIGHT Inc
0.130
Technology
Semiconductors
MID
Value%
0.060
Quality%
0.130
Mom%
0.970
F-Score
5/9
EBITDA/EV
0.0005
SH Yield
0.0000
ROE
-0.0343
Margin
-0.0508
Vol
0.5158
RAM
6.81
QV
0.088
Conf
0.879
LWLG NASDAQ
Lightwave Logic Inc
0.130
Basic Materials
Specialty Chemicals
SMALL
Value%
0.110
Quality%
0.020
Mom%
0.990
F-Score
5/9
SH Yield
-0.0442
ROE
-0.2695
Margin
-90.1557
Vol
1.4152
RAM
6.74
QV
0.047
Conf
0.818
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