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
Small Cap Value
Active Screen
Preset: small_cap_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 + 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
DDL
Dingdong (Cayman) Limited ADR
0.960
Consumer Defensive
Grocery Stores
SMALL
Value%
0.990
Quality%
0.730
Mom%
0.710
P/E
1.4×
F-Score
6/9
E/Y
0.7122
EBITDA/EV
0.5443
SH Yield
0.0000
ROE
0.3220
Margin
0.0199
Vol
0.5312
RAM
0.47
QV
0.850
Conf
1.000
KARO
Karooooo Ltd
0.910
Technology
Software - Application
SMALL
Value%
0.990
Quality%
0.970
Mom%
0.140
P/E
1.5×
F-Score
5/9
E/Y
0.6828
EBITDA/EV
1.1210
SH Yield
0.0000
ROE
0.3002
Margin
0.1814
Vol
0.3178
RAM
-0.37
QV
0.980
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
FLX
BingEx Ltd
0.690
Industrials
Integrated Freight & Logistics
MICRO
Value%
0.990
Quality%
0.240
Mom%
0.120
P/E
0.7×
F-Score
6/9
E/Y
1.4986
EBITDA/EV
0.9375
SH Yield
0.0000
ROE
0.0980
Margin
0.0194
Vol
0.6855
RAM
-0.20
QV
0.487
Conf
0.970
MOMO
Hello Group Inc
0.860
Communication Services
Internet Content & Information
SMALL
Value%
0.990
Quality%
0.700
Mom%
0.130
P/E
1.2×
F-Score
7/9
E/Y
0.8158
EBITDA/EV
1.8847
SH Yield
0.3861
ROE
0.0680
Margin
0.0720
Vol
0.2594
RAM
-0.53
QV
0.832
Conf
1.000
NUS
Nu Skin Enterprises Inc
0.720
Consumer Defensive
Household & Personal Products
MICRO
Value%
0.980
Quality%
0.310
Mom%
0.130
P/E
4.9×
F-Score
6/9
E/Y
0.2054
EBITDA/EV
0.4463
SH Yield
0.0441
ROE
0.0687
Margin
0.0378
Vol
0.5673
RAM
-0.14
QV
0.551
Conf
0.970
KSS
Kohl's Corporation
0.980
Consumer Cyclical
Department Stores
SMALL
Value%
0.980
Quality%
0.740
Mom%
0.900
P/E
6.5×
F-Score
6/9
E/Y
0.1530
EBITDA/EV
0.8539
SH Yield
0.0315
ROE
0.0676
Margin
0.0176
Vol
0.8843
RAM
0.81
QV
0.852
Conf
1.000
JFU
9F Inc
0.990
Technology
Information Technology Services
SMALL
Value%
0.980
Quality%
0.820
Mom%
0.930
P/E
4.1×
F-Score
8/9
E/Y
0.2464
EBITDA/EV
0.9458
SH Yield
0.0000
ROE
0.0441
Margin
0.3560
Vol
1.4756
RAM
1.03
QV
0.896
Conf
0.839
CPAC
Cementos Pacasmayo SAA ADR
0.990
Basic Materials
Building Materials
SMALL
Value%
0.980
Quality%
0.830
Mom%
0.920
P/E
4.9×
F-Score
7/9
E/Y
0.2045
EBITDA/EV
0.2345
SH Yield
0.1838
ROE
0.1441
Margin
0.0844
Vol
0.5634
RAM
1.70
QV
0.902
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
GSL
Global Ship Lease Inc
0.990
Industrials
Marine Shipping
SMALL
Value%
0.980
Quality%
0.890
Mom%
0.880
P/E
3.6×
F-Score
5/9
E/Y
0.2772
EBITDA/EV
0.3317
SH Yield
0.0659
ROE
0.2063
Margin
0.5023
Vol
0.2853
RAM
2.56
QV
0.934
Conf
1.000
SFWL
Shengfeng Development Limited Class A Ordinary Shares
0.740
Industrials
Integrated Freight & Logistics
MICRO
Value%
0.980
Quality%
0.320
Mom%
0.170
P/E
3.1×
F-Score
6/9
E/Y
0.3214
EBITDA/EV
0.4269
SH Yield
0.0000
ROE
0.1729
Margin
0.0212
Vol
0.4890
RAM
-0.18
QV
0.560
Conf
0.839
CX
Cemex SAB de CV ADR
0.930
Basic Materials
Building Materials
SMALL
Value%
0.980
Quality%
0.300
Mom%
0.910
P/E
4.0×
F-Score
6/9
E/Y
0.2503
EBITDA/EV
0.4221
SH Yield
0.0713
ROE
0.0348
Margin
0.0276
Vol
0.3053
RAM
3.17
QV
0.542
Conf
1.000
DSWL
Deswell Industries Inc
0.980
Technology
Electronic Components
MICRO
Value%
0.980
Quality%
0.800
Mom%
0.850
P/E
2.6×
F-Score
7/9
E/Y
0.3819
EBITDA/EV
0.5458
SH Yield
0.1071
ROE
0.1842
Margin
0.1741
Vol
0.4009
RAM
1.40
QV
0.885
Conf
0.728
GLRE
Greenlight Capital Re Ltd
0.930
Financial Services
Insurance - Reinsurance
SMALL
Value%
0.980
Quality%
0.910
Mom%
0.310
P/E
6.6×
F-Score
6/9
E/Y
0.1525
EBITDA/EV
0.1880
SH Yield
0.0000
ROE
0.1092
Margin
0.1195
Vol
0.2466
RAM
0.97
QV
0.944
Conf
1.000
AFYA
Afya Ltd
0.910
Consumer Defensive
Education & Training Services
SMALL
Value%
0.980
Quality%
0.970
Mom%
0.140
P/E
1.7×
F-Score
7/9
E/Y
0.5803
EBITDA/EV
0.7281
SH Yield
0.2092
ROE
0.1612
Margin
0.2004
Vol
0.2974
RAM
-0.57
QV
0.975
Conf
0.970
TCBIO
Texas Capital Bancshares, Inc.
0.930
Financial Services
Banks - Regional
SMALL
Value%
0.980
Quality%
0.930
Mom%
0.280
P/E
2.6×
F-Score
8/9
E/Y
0.3832
EBITDA/EV
0.5555
SH Yield
0.0185
ROE
0.0990
Margin
0.1771
Vol
0.1344
RAM
0.85
QV
0.955
Conf
1.000
MFIN
Medallion Financial Corp
0.920
Financial Services
Credit Services
MICRO
Value%
0.980
Quality%
0.940
Mom%
0.250
P/E
5.9×
F-Score
8/9
E/Y
0.1683
EBITDA/EV
0.3154
SH Yield
0.0478
ROE
0.0968
Margin
0.1167
Vol
0.2742
RAM
0.16
QV
0.960
Conf
1.000
HOVNP
Hovnanian Enterprises Inc. PFD DEP1/1000A
0.910
Consumer Cyclical
Homebuilding & Construction Supplies
MICRO
Value%
0.980
Quality%
0.300
Mom%
0.810
P/E
3.6×
F-Score
6/9
E/Y
0.2750
EBITDA/EV
0.1421
SH Yield
0.0804
ROE
0.0443
Margin
0.0125
Vol
0.1661
RAM
2.55
QV
0.542
Conf
1.000
AMCX
AMC Networks Inc
0.980
Communication Services
Entertainment
SMALL
Value%
0.980
Quality%
0.770
Mom%
0.830
P/E
8.1×
F-Score
6/9
E/Y
0.1227
EBITDA/EV
0.6574
SH Yield
0.0000
ROE
0.0549
Margin
0.0228
Vol
0.4759
RAM
0.75
QV
0.869
Conf
0.970
CAAS
China Automotive Systems Inc
0.900
Consumer Cyclical
Auto Parts
MICRO
Value%
0.980
Quality%
0.790
Mom%
0.260
P/E
3.0×
F-Score
7/9
E/Y
0.3358
EBITDA/EV
0.3848
SH Yield
0.0164
ROE
0.1118
Margin
0.0573
Vol
0.2423
RAM
0.25
QV
0.880
Conf
0.894
BNC
CEA Industries Inc.
0.880
Industrials
Farm & Heavy Construction Machinery
MICRO
Value%
0.980
Quality%
0.970
Mom%
0.010
P/E
0.7×
F-Score
6/9
E/Y
1.4814
SH Yield
0.0000
ROE
0.4664
Margin
1.2884
Vol
1.8253
RAM
-0.33
QV
0.975
Conf
0.839
VINP
Vinci Partners Investments Ltd
0.920
Financial Services
Asset Management
SMALL
Value%
0.980
Quality%
0.880
Mom%
0.290
P/E
1.4×
F-Score
8/9
E/Y
0.7049
EBITDA/EV
0.4591
SH Yield
0.3355
ROE
0.2206
Margin
0.2702
Vol
0.2538
RAM
0.77
QV
0.929
Conf
1.000
DLNG
Dynagas LNG Partners LP
0.930
Energy
Oil & Gas Midstream
MICRO
Value%
0.980
Quality%
0.930
Mom%
0.290
P/E
2.1×
F-Score
7/9
E/Y
0.4827
EBITDA/EV
0.8389
SH Yield
0.5327
ROE
0.1345
Margin
0.4160
Vol
0.2205
RAM
0.38
QV
0.955
Conf
0.970
APC
ARKO Petroleum Corp.
0.870
Energy
Oil & Gas Refining & Marketing
MICRO
Value%
0.970
Quality%
0.290
Mom%
0.610
P/E
10.9×
F-Score
7/9
E/Y
0.0918
EBITDA/EV
0.9803
SH Yield
0.0782
ROE
0.0459
Margin
0.0030
Vol
0.2892
QV
0.530
Conf
0.848
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