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
Trending Value (VC2)
Active Screen
Preset: trending_value_vc2 ×
Preset Screens
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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
RILYL
BRC Group Holdings, Inc.
0.980
Financial Services
Financial Conglomerates
SMALL
Value%
0.930
Quality%
0.790
Mom%
0.980
P/E
1.4×
F-Score
5/9
E/Y
0.7371
EBITDA/EV
0.1665
SH Yield
0.0820
ROE
4.8587
Margin
0.2982
Vol
1.6121
RAM
3.41
QV
0.857
Conf
0.939
STRZ
Starz Entertainment LLC
0.860
Communication Services
Entertainment
SMALL
Value%
0.930
Quality%
0.200
Mom%
0.750
F-Score
4/9
EBITDA/EV
0.7687
SH Yield
0.0000
ROE
-0.5864
Margin
-0.2210
Vol
0.7985
RAM
0.12
QV
0.431
Conf
0.879
UMC
United Microelectronics
0.990
Technology
Semiconductors
LARGE
Value%
0.990
Quality%
0.820
Mom%
0.950
P/E
1.0×
F-Score
5/9
E/Y
1.0187
EBITDA/EV
2.4293
SH Yield
0.7314
ROE
0.1232
Margin
0.2082
Vol
0.4865
RAM
2.35
QV
0.901
Conf
1.000
ASX
ASE Industrial Holding Co Ltd ADR
0.990
Technology
Semiconductors
LARGE
Value%
0.990
Quality%
0.890
Mom%
0.970
P/E
1.6×
F-Score
6/9
E/Y
0.6175
EBITDA/EV
0.5309
SH Yield
0.3035
ROE
0.1344
Margin
0.0707
Vol
0.4725
RAM
5.61
QV
0.939
Conf
1.000
RILYZ
B. Riley Financial Inc. 5.25% Senior Notes due 2028
0.980
Other
Other
SMALL
Value%
0.950
Quality%
0.690
Mom%
0.970
P/E
1.6×
F-Score
4/9
E/Y
0.6175
EBITDA/EV
0.6143
SH Yield
0.0687
ROE
4.8587
Margin
0.2982
Vol
0.5515
RAM
4.29
QV
0.810
Conf
0.909
SSL
Sasol Ltd
0.980
Basic Materials
Specialty Chemicals
MID
Value%
0.990
Quality%
0.680
Mom%
0.970
P/E
0.5×
F-Score
5/9
E/Y
1.9400
EBITDA/EV
1.0463
SH Yield
0.0000
ROE
0.1061
Margin
0.0421
Vol
0.5709
RAM
3.18
QV
0.820
Conf
0.970
RILY
BRC Group Holdings, Inc.
0.980
Financial Services
Financial Conglomerates
MICRO
Value%
0.950
Quality%
0.790
Mom%
0.960
P/E
0.7×
F-Score
5/9
E/Y
1.4516
EBITDA/EV
0.1967
SH Yield
0.1615
ROE
4.8587
Margin
0.2982
Vol
0.9714
RAM
1.78
QV
0.866
Conf
0.939
IMOS
ChipMOS Technologies Inc
0.940
Technology
Semiconductors
MID
Value%
0.990
Quality%
0.280
Mom%
0.970
P/E
2.4×
F-Score
6/9
E/Y
0.4084
EBITDA/EV
0.3723
SH Yield
0.4336
ROE
0.0336
Margin
0.0325
Vol
0.8897
RAM
2.48
QV
0.526
Conf
1.000
DBI
Designer Brands Inc
0.860
Consumer Cyclical
Footwear & Accessories
SMALL
Value%
0.820
Quality%
0.250
Mom%
0.930
F-Score
6/9
EBITDA/EV
0.1093
SH Yield
0.0230
ROE
-0.0296
Margin
-0.0029
Vol
1.0238
RAM
0.86
QV
0.453
Conf
0.856
ADV
Advantage Solutions Inc
0.740
Communication Services
Advertising Agencies
SMALL
Value%
0.820
Quality%
0.120
Mom%
0.690
F-Score
5/9
EBITDA/EV
0.1500
SH Yield
0.0000
ROE
-0.5093
Margin
-0.0678
Vol
1.0580
RAM
0.21
QV
0.314
Conf
0.879
PTEN
Patterson-UTI Energy Inc
0.890
Energy
Oil & Gas Drilling
MID
Value%
0.910
Quality%
0.220
Mom%
0.930
F-Score
5/9
EBITDA/EV
0.1630
SH Yield
0.0296
ROE
-0.0377
Margin
-0.0256
Vol
0.5081
RAM
2.03
QV
0.447
Conf
0.909
BWLP
BW LPG Limited
0.970
Energy
Oil & Gas Midstream
MID
Value%
0.940
Quality%
0.740
Mom%
0.920
P/E
8.6×
F-Score
5/9
E/Y
0.1165
EBITDA/EV
0.1982
SH Yield
0.0719
ROE
0.1897
Margin
0.1009
Vol
0.4382
RAM
2.30
QV
0.834
Conf
1.000
NEXA
Nexa Resources SA
0.990
Basic Materials
Other Industrial Metals & Mining
SMALL
Value%
0.960
Quality%
0.850
Mom%
0.960
P/E
8.2×
F-Score
6/9
E/Y
0.1216
EBITDA/EV
0.3510
SH Yield
0.0353
ROE
0.1841
Margin
0.0648
Vol
0.6960
RAM
2.91
QV
0.903
Conf
0.970
CYD
China Yuchai International Limited
0.980
Consumer Cyclical
Auto Manufacturers
MID
Value%
0.990
Quality%
0.710
Mom%
0.970
P/E
3.8×
F-Score
8/9
E/Y
0.2635
EBITDA/EV
0.5598
SH Yield
0.0671
ROE
0.0586
Margin
0.0163
Vol
0.5538
RAM
2.96
QV
0.838
Conf
1.000
CVE
Cenovus Energy Inc
0.980
Energy
Oil & Gas Integrated
LARGE
Value%
0.920
Quality%
0.800
Mom%
0.940
P/E
11.4×
F-Score
6/9
E/Y
0.0876
EBITDA/EV
0.1878
SH Yield
0.0280
ROE
0.1425
Margin
0.0940
Vol
0.3315
RAM
3.53
QV
0.858
Conf
1.000
NBR
Nabors Industries Ltd.
0.990
Energy
Oil & Gas Drilling
SMALL
Value%
0.960
Quality%
0.950
Mom%
0.970
P/E
6.6×
F-Score
7/9
E/Y
0.1525
EBITDA/EV
0.4379
SH Yield
0.0044
ROE
0.3655
Margin
0.0643
Vol
0.6183
RAM
3.61
QV
0.955
Conf
0.970
EQNR
Equinor ASA ADR
0.960
Energy
Oil & Gas Integrated
LARGE
Value%
0.890
Quality%
0.760
Mom%
0.870
P/E
16.7×
F-Score
5/9
E/Y
0.0597
EBITDA/EV
0.3403
SH Yield
0.0413
ROE
0.1267
Margin
0.0530
Vol
0.3829
RAM
1.47
QV
0.822
Conf
1.000
SM
SM Energy Co
0.960
Energy
Oil & Gas E&P
MID
Value%
0.910
Quality%
0.840
Mom%
0.760
P/E
28.3×
F-Score
7/9
E/Y
0.0353
EBITDA/EV
0.2058
SH Yield
0.0408
ROE
0.0190
Margin
0.0345
Vol
0.4749
RAM
0.47
QV
0.874
Conf
1.000
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
ARKO
Arko Corp
0.840
Consumer Cyclical
Specialty Retail
SMALL
Value%
0.790
Quality%
0.240
Mom%
0.880
P/E
29.0×
F-Score
7/9
E/Y
0.0345
EBITDA/EV
0.2037
SH Yield
0.0231
ROE
0.0581
Margin
0.0038
Vol
0.5731
RAM
1.06
QV
0.435
Conf
1.000
TEN
Tsakos Energy Navigation Limited
0.930
Energy
Oil & Gas Midstream
SMALL
Value%
0.970
Quality%
0.310
Mom%
0.940
P/E
5.2×
F-Score
4/9
E/Y
0.1912
EBITDA/EV
0.1184
SH Yield
0.0542
ROE
0.1089
Margin
0.2481
Vol
0.3480
RAM
4.73
QV
0.548
Conf
1.000
SHIP
Seanergy Maritime Holdings Corp
0.970
Industrials
Marine Shipping
SMALL
Value%
0.940
Quality%
0.730
Mom%
0.950
P/E
8.7×
F-Score
4/9
E/Y
0.1146
EBITDA/EV
0.1632
SH Yield
0.0224
ROE
0.1281
Margin
0.2096
Vol
0.4300
RAM
3.96
QV
0.828
Conf
1.000
CARE
Carter Bank and Trust
0.990
Financial Services
Banks - Regional
SMALL
Value%
0.960
Quality%
0.980
Mom%
0.880
P/E
5.8×
F-Score
7/9
E/Y
0.1735
EBITDA/EV
0.1867
SH Yield
0.0000
ROE
0.2142
Margin
0.3381
Vol
0.2725
RAM
2.18
QV
0.970
Conf
1.000
MRX
Marex Group plc Ordinary Shares
0.960
Financial Services
Capital Markets
MID
Value%
0.930
Quality%
0.790
Mom%
0.770
P/E
8.0×
F-Score
5/9
E/Y
0.1246
EBITDA/EV
0.3805
SH Yield
0.0140
ROE
0.3661
Margin
0.0906
Vol
0.4154
RAM
0.85
QV
0.857
Conf
1.000
PBR
Petroleo Brasileiro Petrobras SA ADR
0.990
Energy
Oil & Gas Integrated
LARGE
Value%
0.950
Quality%
0.930
Mom%
0.890
P/E
5.6×
F-Score
7/9
E/Y
0.1778
EBITDA/EV
0.1614
SH Yield
0.0663
ROE
0.2386
Margin
0.2181
Vol
0.3337
RAM
2.58
QV
0.940
Conf
1.000
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