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
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 + 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
CEPU NYSE
Central Puerto S.A.
0.240
Utilities
Utilities - Regulated Electric
MID
Value%
0.380
Quality%
0.360
Mom%
0.370
F-Score
7/9
SH Yield
0.9938
ROE
0.1641
Margin
0.3650
Vol
0.8340
RAM
0.45
QV
0.370
Conf
0.969
TAK NYSE
Takeda Pharmaceutical Co Ltd ADR
0.950
Healthcare
Drug Manufacturers - Specialty & Generic
LARGE
Value%
0.970
Quality%
0.700
Mom%
0.670
P/E
0.3×
F-Score
6/9
E/Y
0.1427
EBITDA/EV
0.3141
SH Yield
0.9422
ROE
0.0247
Margin
0.0425
Vol
0.2132
RAM
0.50
QV
0.824
Conf
0.910
BAYA NASDAQ
Bayview Acquisition Corp Class A Ordinary Shares
0.710
Financial Services
Shell Companies
NANO
Value%
0.590
Quality%
0.580
Mom%
0.590
F-Score
2/9
SH Yield
0.9110
ROE
-0.0525
Vol
0.0664
RAM
1.11
QV
0.585
Conf
0.587
RITR NASDAQ
Reitar Logtech Holdings Limited Ordinary shares
0.390
Industrials
Engineering & Construction
NANO
Value%
0.440
Quality%
0.430
Mom%
0.440
P/E
1.5×
F-Score
4/9
E/Y
0.1471
EBITDA/EV
0.2172
SH Yield
0.9014
ROE
0.0483
Margin
0.0208
Vol
1.2328
RAM
-0.70
QV
0.435
Conf
0.729
AFJK NASDAQ
Aimei Health Technology Co., Ltd Ordinary Share
0.730
Financial Services
Shell Companies
NANO
Value%
0.610
Quality%
0.590
Mom%
0.600
P/E
41.3×
F-Score
3/9
SH Yield
0.8964
ROE
0.1138
Vol
3.2175
RAM
0.64
QV
0.600
Conf
0.675
MOMO NASDAQ
Hello Group Inc
0.860
Communication Services
Internet Content & Information
SMALL
Value%
0.990
Quality%
0.770
Mom%
0.090
P/E
1.2×
F-Score
7/9
E/Y
1.8910
EBITDA/EV
1.9907
SH Yield
0.8951
ROE
0.0681
Margin
0.0720
Vol
0.2591
RAM
-1.39
QV
0.873
Conf
0.969
BTX NYSE
BlackRock Technology and Private Equity Term Trust
0.550
Financial Services
Asset Management
SMALL
Value%
0.250
Quality%
0.810
Mom%
0.710
P/E
107.6×
F-Score
4/9
E/Y
0.0090
EBITDA/EV
0.0090
SH Yield
0.8602
ROE
0.0095
Margin
0.7563
Vol
0.2486
RAM
1.42
QV
0.450
Conf
0.778
GOTU NYSE
Gaotu Techedu Inc DRC
0.560
Consumer Defensive
Education & Training Services
SMALL
Value%
0.930
Quality%
0.160
Mom%
0.030
F-Score
5/9
SH Yield
0.8421
ROE
-0.3356
Margin
-0.0653
Vol
6.1527
RAM
-0.09
QV
0.386
Conf
0.822
VISN NASDAQ
CommScope Holding Company, Inc.
0.980
Technology
Communication Equipment
MID
Value%
0.950
Quality%
0.760
Mom%
0.980
P/E
4560.3×
F-Score
6/9
E/Y
1.9808
EBITDA/EV
2.7588
SH Yield
0.8244
ROE
0.0001
Margin
0.0001
Vol
1.1810
RAM
3.34
QV
0.850
Conf
0.940
YHNA NASDAQ
YHN Acquisition I Limited Ordinary Shares
0.260
Financial Services
Shell Companies
NANO
Value%
0.390
Quality%
0.370
Mom%
0.380
P/E
53.3×
F-Score
2/9
SH Yield
0.8228
ROE
0.2744
Vol
0.0369
RAM
1.36
QV
0.380
Conf
0.704
SPKL NASDAQ
Spark I Acquisition Corp. Class A Ordinary Share
0.340
Financial Services
Shell Companies
MICRO
Value%
0.420
Quality%
0.410
Mom%
0.420
F-Score
2/9
SH Yield
0.8084
ROE
-0.0191
Vol
0.1958
RAM
0.80
QV
0.415
Conf
0.646
RFAI NASDAQ
RF Acquisition Corp II Ordinary Shares
0.400
Financial Services
Shell Companies
MICRO
Value%
0.450
Quality%
0.430
Mom%
0.440
P/E
38.6×
F-Score
3/9
SH Yield
0.7750
ROE
0.0644
Vol
0.0361
RAM
1.24
QV
0.440
Conf
0.675
HTT NYSE
High Templar Tech Limited Sponsored ADR Class A
0.590
Financial Services
Credit Services
SMALL
Value%
0.900
Quality%
0.140
Mom%
0.170
P/E
1.0×
F-Score
4/9
SH Yield
0.7707
ROE
0.0344
Margin
21.9117
Vol
0.5926
RAM
-0.05
QV
0.355
Conf
0.881
FSHP NASDAQ
Flag Ship Acquisition Corp. Ordinary Shares
0.600
Financial Services
Shell Companies
MICRO
Value%
0.540
Quality%
0.520
Mom%
0.530
P/E
39.8×
F-Score
3/9
SH Yield
0.7642
ROE
0.0469
Vol
0.0473
RAM
1.13
QV
0.530
Conf
0.704
CSAN NYSE
Cosan SA ADR
0.820
Energy
Oil & Gas Refining & Marketing
MID
Value%
0.940
Quality%
0.680
Mom%
0.100
F-Score
5/9
E/Y
0.0939
EBITDA/EV
0.1451
SH Yield
0.7600
ROE
-2.7494
Margin
-0.2406
Vol
0.5476
RAM
-0.68
QV
0.799
Conf
0.852
VIPS NYSE
Vipshop Holdings Limited
0.870
Consumer Cyclical
Internet Retail
MID
Value%
0.990
Quality%
0.710
Mom%
0.210
P/E
0.9×
F-Score
6/9
E/Y
1.3924
EBITDA/EV
1.4787
SH Yield
0.7520
ROE
0.1823
Margin
0.0706
Vol
0.3323
RAM
-0.37
QV
0.838
Conf
0.969
FINV NYSE
FinVolution Group
0.830
Financial Services
Credit Services
SMALL
Value%
0.990
Quality%
0.690
Mom%
0.040
P/E
0.5×
F-Score
3/9
E/Y
2.2690
EBITDA/EV
2.3186
SH Yield
0.7377
ROE
0.1361
Margin
0.1664
Vol
0.4767
RAM
-1.04
QV
0.826
Conf
0.969
ARI NYSE
Apollo Commercial Real Estate Finance Inc
0.830
Real Estate
Reit - Mortgage
SMALL
Value%
0.840
Quality%
0.800
Mom%
0.210
P/E
7.2×
F-Score
7/9
E/Y
0.0667
EBITDA/EV
0.0681
SH Yield
0.6778
ROE
0.0701
Margin
0.1790
Vol
0.3639
RAM
0.43
QV
0.820
Conf
0.969
SQFT NASDAQ
Presidio Property Trust
0.410
Real Estate
Reit - Diversified
NANO
Value%
0.450
Quality%
0.440
Mom%
0.450
F-Score
5/9
EBITDA/EV
0.0239
SH Yield
0.6497
ROE
-0.5781
Margin
-0.6135
Vol
1.0527
RAM
-0.61
QV
0.445
Conf
0.852
TASK NASDAQ
Taskus Inc
0.880
Technology
Information Technology Services
SMALL
Value%
0.960
Quality%
0.910
Mom%
0.090
P/E
5.1×
F-Score
7/9
E/Y
0.1890
EBITDA/EV
0.2563
SH Yield
0.6441
ROE
0.3835
Margin
0.0870
Vol
0.5417
RAM
-0.74
QV
0.935
Conf
0.940
ONFO NASDAQ
Onfolio Holdings Inc
0.450
Communication Services
Internet Content & Information
NANO
Value%
0.470
Quality%
0.450
Mom%
0.460
F-Score
5/9
SH Yield
0.6368
ROE
30.2080
Margin
-0.4410
Vol
1.6116
RAM
-0.50
QV
0.460
Conf
0.735
PAGS NYSE
PagSeguro Digital Ltd
0.950
Technology
Software - Infrastructure
MID
Value%
0.970
Quality%
0.710
Mom%
0.680
P/E
1.2×
F-Score
7/9
E/Y
0.1656
EBITDA/EV
0.2048
SH Yield
0.5768
ROE
0.1489
Margin
0.1079
Vol
0.3936
RAM
0.42
QV
0.830
Conf
0.969
JD NASDAQ
JD.com Inc Adr
0.680
Consumer Cyclical
Internet Retail
LARGE
Value%
0.980
Quality%
0.170
Mom%
0.180
P/E
2.9×
F-Score
4/9
E/Y
0.2261
EBITDA/EV
0.3195
SH Yield
0.5695
ROE
0.0640
Margin
0.0104
Vol
0.2991
RAM
-0.53
QV
0.408
Conf
0.969
ANGI NASDAQ
ANGI Homeservices Inc
0.620
Communication Services
Internet Content & Information
MICRO
Value%
0.960
Quality%
0.240
Mom%
0.020
P/E
12.5×
F-Score
5/9
E/Y
0.1053
EBITDA/EV
0.2147
SH Yield
0.5610
ROE
0.0216
Margin
0.0193
Vol
0.7261
RAM
-0.95
QV
0.480
Conf
0.910
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