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
Shareholder Yield
Active Screen
Preset: shareholder_yield ×
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 + 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
ASR
Grupo Aeroportuario del Sureste SAB de CV ADR
0.890
Industrials
Airports & Air Services
MID
Value%
0.980
Quality%
0.810
Mom%
0.210
P/E
0.9×
F-Score
5/9
E/Y
1.1619
EBITDA/EV
0.7887
SH Yield
4.9923
ROE
0.2341
Margin
0.2625
Vol
0.2441
RAM
0.02
QV
0.891
Conf
0.970
HUYA
HUYA Inc
0.580
Communication Services
Entertainment
SMALL
Value%
0.880
Quality%
0.010
Mom%
0.300
F-Score
3/9
SH Yield
4.2267
ROE
-0.0245
Margin
-0.0175
Vol
0.6209
RAM
0.44
QV
0.094
Conf
0.848
MFG
Mizuho Financial Group Inc.
0.920
Financial Services
Banks - Regional
LARGE
Value%
0.970
Quality%
0.290
Mom%
0.880
F-Score
7/9
EBITDA/EV
0.3823
SH Yield
3.3660
ROE
0.1102
Margin
0.1446
Vol
0.3502
RAM
1.66
QV
0.530
Conf
1.000
TLF
Tandy Leather Factory Inc
0.240
Consumer Cyclical
Specialty Retail
NANO
Value%
0.370
Quality%
0.360
Mom%
0.360
F-Score
5/9
EBITDA/EV
0.3520
SH Yield
3.0340
ROE
-0.0486
Margin
-0.0294
Vol
0.2187
RAM
-0.04
QV
0.365
Conf
0.939
MAGN
Magnera Corp placeholder
0.650
Consumer Defensive
Household & Personal Products
SMALL
Value%
0.960
Quality%
0.170
Mom%
0.160
F-Score
5/9
EBITDA/EV
2.7483
SH Yield
2.7582
ROE
-0.1059
Margin
-0.0337
Vol
0.6460
RAM
-0.14
QV
0.404
Conf
0.909
IH
Ihuman Inc
0.800
Consumer Defensive
Education & Training Services
NANO
Value%
0.640
Quality%
0.640
Mom%
0.650
P/E
0.2×
F-Score
5/9
EBITDA/EV
3.2492
SH Yield
2.2861
ROE
0.0844
Margin
0.1072
Vol
0.5286
RAM
-0.46
QV
0.640
Conf
0.970
TKC
Turkcell Iletisim Hizmetleri AS
0.880
Communication Services
Telecom Services
MID
Value%
0.990
Quality%
0.730
Mom%
0.230
P/E
0.4×
F-Score
7/9
E/Y
2.8539
EBITDA/EV
0.8449
SH Yield
2.0071
ROE
0.0491
Margin
0.0785
Vol
0.3138
RAM
0.26
QV
0.850
Conf
1.000
ELPC
Companhia Paranaense de Energia - COPEL
0.890
Utilities
Utilities - Regulated Electric
MID
Value%
0.980
Quality%
0.160
Mom%
0.860
P/E
0.8×
F-Score
5/9
E/Y
1.3064
EBITDA/EV
0.3111
SH Yield
1.6827
ROE
0.1155
Margin
0.0997
Vol
0.3316
RAM
2.03
QV
0.396
Conf
1.000
NLOP
Net Lease Office Properties
0.810
Real Estate
Reit - Office
MICRO
Value%
0.840
Quality%
0.230
Mom%
0.690
F-Score
6/9
EBITDA/EV
0.0048
SH Yield
1.5968
ROE
-0.7102
Margin
-1.2059
Vol
0.2169
RAM
0.87
QV
0.440
Conf
0.909
AIV
Apartment Investment and Management Co
0.530
Real Estate
Reit - Residential
SMALL
Value%
0.830
Quality%
0.240
Mom%
0.080
P/E
0.7×
F-Score
5/9
E/Y
1.3356
EBITDA/EV
0.0811
SH Yield
1.4271
ROE
0.7848
Margin
4.0005
Vol
0.3374
RAM
-0.99
QV
0.446
Conf
0.939
SITC
Site Centers Corp
0.840
Real Estate
Reit - Retail
MICRO
Value%
0.950
Quality%
0.660
Mom%
0.170
P/E
1.5×
F-Score
4/9
E/Y
0.6714
EBITDA/EV
3.4884
SH Yield
1.3593
ROE
0.5230
Margin
1.8787
Vol
0.2592
RAM
-0.19
QV
0.792
Conf
1.000
BWMX
Betterware de México, S.A.P.I. de C.V.
0.990
Consumer Cyclical
Specialty Retail
SMALL
Value%
0.980
Quality%
0.930
Mom%
0.950
P/E
0.6×
F-Score
7/9
E/Y
1.7533
EBITDA/EV
0.6264
SH Yield
1.2716
ROE
0.8089
Margin
0.0835
Vol
0.4428
RAM
2.76
QV
0.955
Conf
0.970
ENVB
Enveric Biosciences Inc
0.610
Healthcare
Biotechnology
NANO
Value%
0.540
Quality%
0.530
Mom%
0.540
F-Score
3/9
SH Yield
1.2357
ROE
-1.6244
Vol
2.0684
RAM
-0.40
QV
0.535
Conf
0.697
EPAC
Enerpac Tool Group Corp
0.170
Industrials
Specialty Industrial Machinery
SMALL
Value%
0.170
Quality%
0.880
Mom%
0.130
P/E
20.7×
F-Score
6/9
E/Y
0.0484
EBITDA/EV
0.0774
SH Yield
1.1992
ROE
0.2100
Margin
0.1369
Vol
0.2931
RAM
-0.59
QV
0.387
Conf
0.986
LX
Lexinfintech Holdings Ltd
0.880
Financial Services
Credit Services
SMALL
Value%
0.990
Quality%
0.930
Mom%
0.010
P/E
0.2×
F-Score
7/9
E/Y
4.1443
EBITDA/EV
1.3628
SH Yield
1.0996
ROE
0.1197
Margin
0.1083
Vol
0.4563
RAM
-1.49
QV
0.960
Conf
1.000
CHT
Chunghwa Telecom Co Ltd
0.930
Communication Services
Telecom Services
LARGE
Value%
0.990
Quality%
0.900
Mom%
0.270
P/E
0.9×
F-Score
8/9
E/Y
1.0913
EBITDA/EV
2.7160
SH Yield
1.0908
ROE
0.0985
Margin
0.1633
Vol
0.1038
RAM
0.36
QV
0.944
Conf
1.000
CIG
Companhia Energetica de Minas Gerais CEMIG Pref ADR
0.880
Utilities
Utilities - Regulated Electric
MID
Value%
0.990
Quality%
0.150
Mom%
0.770
P/E
1.5×
F-Score
4/9
E/Y
0.6814
EBITDA/EV
0.7010
SH Yield
1.0268
ROE
0.1428
Margin
0.1162
Vol
0.2984
RAM
1.46
QV
0.385
Conf
1.000
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
UWMC
UWM Holdings Corp
0.770
Financial Services
Mortgage Finance
SMALL
Value%
0.840
Quality%
0.730
Mom%
0.110
P/E
8.3×
F-Score
6/9
E/Y
0.1212
EBITDA/EV
0.3227
SH Yield
0.9446
ROE
0.2891
Margin
0.0214
Vol
0.5681
RAM
-0.21
QV
0.783
Conf
0.909
AHT
Ashford Hospitality Trust Inc
0.830
Real Estate
Reit - Hotel & Motel
NANO
Value%
0.660
Quality%
0.650
Mom%
0.670
F-Score
2/9
EBITDA/EV
0.0447
SH Yield
0.9443
ROE
0.4723
Margin
-0.2043
Vol
0.6110
RAM
-0.77
QV
0.655
Conf
0.848
LIXT
Lixte Biotechnology Holdings Inc
0.470
Healthcare
Biotechnology
MICRO
Value%
0.470
Quality%
0.470
Mom%
0.470
F-Score
3/9
SH Yield
0.9062
ROE
-0.9155
Vol
3.1655
RAM
0.91
QV
0.470
Conf
0.667
BTX
BlackRock Technology and Private Equity Term Trust
0.880
Financial Services
Asset Management
SMALL
Value%
0.670
Quality%
0.800
Mom%
0.780
P/E
117.7×
F-Score
4/9
E/Y
0.0085
SH Yield
0.8582
ROE
0.0095
Margin
0.7565
Vol
0.2451
RAM
1.06
QV
0.732
Conf
0.650
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
HTCR
HeartCore Enterprises Inc
0.550
Technology
Software - Application
NANO
Value%
0.510
Quality%
0.500
Mom%
0.500
P/E
0.6×
F-Score
4/9
E/Y
1.7954
SH Yield
0.8465
ROE
1.0195
Margin
0.6433
Vol
0.9887
RAM
-0.69
QV
0.505
Conf
0.909
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
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