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
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 + 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
CYD NYSE
China Yuchai International Limited
0.980
Consumer Cyclical
Auto Manufacturers
SMALL
Value%
0.990
Quality%
0.700
Mom%
0.910
P/E
2.9×
F-Score
8/9
E/Y
0.5289
EBITDA/EV
1.1562
SH Yield
0.0198
ROE
0.0586
Margin
0.0163
Vol
0.5773
RAM
1.56
QV
0.832
Conf
0.969
ENO NYSE
Entergy New Orleans LLC Pref
0.900
Utilities
Electrical Utilities & Ipps
MICRO
Value%
0.990
Quality%
0.790
Mom%
0.280
P/E
0.1×
F-Score
5/9
E/Y
0.8287
EBITDA/EV
1.3417
SH Yield
0.0323
ROE
2.9011
Margin
0.1341
Vol
0.0782
RAM
0.37
QV
0.884
Conf
0.969
FLX NASDAQ
BingEx Ltd
0.850
Industrials
Integrated Freight & Logistics
MICRO
Value%
0.990
Quality%
0.710
Mom%
0.100
P/E
2.0×
F-Score
7/9
E/Y
0.5663
EBITDA/EV
0.3726
SH Yield
0.3501
ROE
0.0980
Margin
0.0194
Vol
0.6255
RAM
-0.44
QV
0.838
Conf
0.910
IH NYSE
Ihuman Inc
0.650
Consumer Defensive
Education & Training Services
MICRO
Value%
0.990
Quality%
0.230
Mom%
0.030
P/E
1.0×
F-Score
6/9
E/Y
0.5009
EBITDA/EV
0.9146
SH Yield
0.3184
ROE
0.0768
Margin
0.0942
Vol
0.3450
RAM
-1.56
QV
0.477
Conf
0.969
JFIN NASDAQ
Jiayin Group Inc
0.870
Financial Services
Credit Services
MICRO
Value%
0.990
Quality%
0.920
Mom%
0.000
P/E
0.1×
F-Score
5/9
E/Y
2.8624
EBITDA/EV
2.8927
ROE
0.2144
Margin
0.1801
Vol
0.5434
RAM
-1.40
QV
0.954
Conf
0.940
LX NASDAQ
Lexinfintech Holdings Ltd
0.870
Financial Services
Credit Services
MICRO
Value%
0.990
Quality%
0.900
Mom%
0.010
P/E
0.2×
F-Score
7/9
E/Y
1.3312
EBITDA/EV
1.4805
ROE
0.1197
Margin
0.1083
Vol
0.4507
RAM
-1.43
QV
0.944
Conf
0.940
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
NOAH NYSE
Noah Holdings Ltd
0.890
Financial Services
Asset Management
SMALL
Value%
0.990
Quality%
0.910
Mom%
0.110
P/E
1.1×
F-Score
8/9
E/Y
1.3451
EBITDA/EV
1.1205
SH Yield
0.2410
ROE
0.0538
Margin
0.2044
Vol
0.2694
RAM
-0.84
QV
0.949
Conf
0.969
PICS NASDAQ
Picpay Holdings Netherlands N.V. Class A Common Shares
0.960
Technology
Software - Infrastructure
SMALL
Value%
0.990
Quality%
0.760
Mom%
0.640
P/E
1.3×
F-Score
5/9
E/Y
0.3066
EBITDA/EV
0.6128
ROE
0.1925
Margin
0.1127
Vol
0.8324
QV
0.867
Conf
0.793
WDH NYSE
Waterdrop Inc ADR
0.690
Financial Services
Insurance - Diversified
SMALL
Value%
0.990
Quality%
0.230
Mom%
0.110
P/E
0.8×
F-Score
5/9
E/Y
0.8804
EBITDA/EV
0.8804
SH Yield
0.2406
ROE
0.1091
Margin
0.1253
Vol
0.4145
RAM
-0.57
QV
0.477
Conf
0.969
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
BWMX NYSE
Betterware de México, S.A.P.I. de C.V.
0.990
Consumer Cyclical
Specialty Retail
SMALL
Value%
0.980
Quality%
0.940
Mom%
0.940
P/E
0.6×
F-Score
7/9
E/Y
0.4526
EBITDA/EV
0.5544
SH Yield
0.0491
ROE
0.7233
Margin
0.0770
Vol
0.3766
RAM
2.93
QV
0.960
Conf
0.940
CAAS NASDAQ
China Automotive Systems Inc
0.890
Consumer Cyclical
Auto Parts
MICRO
Value%
0.980
Quality%
0.770
Mom%
0.270
P/E
3.0×
F-Score
7/9
E/Y
0.2713
EBITDA/EV
0.2717
SH Yield
0.0165
ROE
0.1118
Margin
0.0573
Vol
0.2472
RAM
0.23
QV
0.869
Conf
0.829
DDL NYSE
Dingdong (Cayman) Limited ADR
0.770
Consumer Defensive
Grocery Stores
SMALL
Value%
0.980
Quality%
0.320
Mom%
0.220
P/E
1.3×
F-Score
6/9
E/Y
0.2002
EBITDA/EV
0.4109
SH Yield
0.0177
ROE
0.3220
Margin
0.0199
Vol
0.5613
RAM
-0.21
QV
0.560
Conf
0.940
DLNG NYSE
Dynagas LNG Partners LP
0.910
Energy
Oil & Gas Midstream
MICRO
Value%
0.980
Quality%
0.880
Mom%
0.260
P/E
1.9×
F-Score
7/9
E/Y
0.2545
EBITDA/EV
0.3503
SH Yield
0.4871
ROE
0.1345
Margin
0.4160
Vol
0.2584
RAM
0.14
QV
0.929
Conf
0.940
FBIO NASDAQ
Fortress Biotech Inc
0.980
Healthcare
Biotechnology
MICRO
Value%
0.980
Quality%
0.840
Mom%
0.880
P/E
0.9×
F-Score
5/9
E/Y
1.2798
EBITDA/EV
1.3261
SH Yield
-0.1233
ROE
0.7877
Margin
1.9312
Vol
0.7494
RAM
0.71
QV
0.907
Conf
0.910
FBIOP NASDAQ
Fortress Biotech Inc Pref Series A
0.990
Healthcare
Biotechnology
MICRO
Value%
0.980
Quality%
0.840
Mom%
0.960
P/E
0.8×
F-Score
5/9
E/Y
1.4223
EBITDA/EV
1.4738
SH Yield
-0.1371
ROE
0.7877
Margin
1.9312
Vol
0.5927
RAM
2.83
QV
0.907
Conf
0.910
GHG NYSE
GreenTree Hospitality Group Ltd
0.810
Consumer Cyclical
Lodging
MICRO
Value%
0.980
Quality%
0.610
Mom%
0.040
P/E
1.4×
F-Score
7/9
E/Y
0.1435
EBITDA/EV
1.0138
SH Yield
0.3486
ROE
0.0549
Margin
0.0843
Vol
0.3342
RAM
-1.58
QV
0.773
Conf
0.969
HMH NASDAQ
HMH Holding Inc. Class A Common Stock
0.800
Energy
Oil & Gas Equipment & Services
MICRO
Value%
0.980
Quality%
0.280
Mom%
0.350
P/E
5.6×
F-Score
6/9
E/Y
0.2108
EBITDA/EV
0.2912
SH Yield
0.0000
ROE
0.0605
Margin
0.0538
Vol
0.5261
QV
0.524
Conf
0.852
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
NUS NYSE
Nu Skin Enterprises Inc
0.710
Consumer Defensive
Household & Personal Products
MICRO
Value%
0.980
Quality%
0.320
Mom%
0.080
P/E
4.7×
F-Score
6/9
E/Y
0.2373
EBITDA/EV
0.3885
SH Yield
0.1246
ROE
0.0687
Margin
0.0378
Vol
0.5543
RAM
-0.69
QV
0.560
Conf
0.940
SFWL NASDAQ
Shengfeng Development Limited Class A Ordinary Shares
0.760
Industrials
Integrated Freight & Logistics
MICRO
Value%
0.980
Quality%
0.340
Mom%
0.170
P/E
2.9×
F-Score
6/9
E/Y
0.2389
EBITDA/EV
0.4086
SH Yield
0.0000
ROE
0.1729
Margin
0.0212
Vol
0.5406
RAM
-0.16
QV
0.577
Conf
0.754
TCBIO NASDAQ
Texas Capital Bancshares, Inc.
0.910
Financial Services
Banks - Regional
SMALL
Value%
0.980
Quality%
0.860
Mom%
0.290
P/E
2.6×
F-Score
8/9
E/Y
0.5068
EBITDA/EV
0.5659
SH Yield
0.3131
ROE
0.0990
Margin
0.1771
Vol
0.1273
RAM
0.51
QV
0.918
Conf
0.969
TK NYSE
Teekay Corporation
0.980
Energy
Oil & Gas Midstream
SMALL
Value%
0.980
Quality%
0.760
Mom%
0.860
P/E
5.3×
F-Score
5/9
E/Y
0.2492
EBITDA/EV
0.2643
SH Yield
0.0993
ROE
0.0812
Margin
0.1750
Vol
0.3483
RAM
2.01
QV
0.863
Conf
0.940
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