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
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 + 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
ASX NYSE
ASE Industrial Holding Co Ltd ADR
0.990
Technology
Semiconductors
LARGE
Value%
0.980
Quality%
0.840
Mom%
0.980
P/E
1.8×
F-Score
6/9
E/Y
0.2232
EBITDA/EV
0.4670
SH Yield
-0.0304
ROE
0.1344
Margin
0.0707
Vol
0.5018
RAM
5.62
QV
0.907
Conf
0.969
STRZ NASDAQ
Starz Entertainment LLC
0.950
Communication Services
Entertainment
SMALL
Value%
0.880
Quality%
0.650
Mom%
0.890
F-Score
6/9
EBITDA/EV
0.6164
SH Yield
0.0000
ROE
-0.5864
Margin
-0.2210
Vol
0.7882
RAM
1.02
QV
0.756
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
CARE NASDAQ
Carter Bank and Trust
0.990
Financial Services
Banks - Regional
SMALL
Value%
0.960
Quality%
0.960
Mom%
0.910
P/E
6.9×
F-Score
7/9
E/Y
0.2009
EBITDA/EV
0.2126
SH Yield
0.0300
ROE
0.2142
Margin
0.3381
Vol
0.2807
RAM
2.53
QV
0.960
Conf
0.969
DINO NYSE
HF Sinclair Corp
0.900
Energy
Oil & Gas Refining & Marketing
LARGE
Value%
0.900
Quality%
0.310
Mom%
0.910
P/E
13.0×
F-Score
6/9
E/Y
0.0986
EBITDA/EV
0.1489
SH Yield
0.0495
ROE
0.1274
Margin
0.0446
Vol
0.4148
RAM
1.26
QV
0.528
Conf
0.940
FLXS NASDAQ
Flexsteel Industries Inc
0.980
Consumer Cyclical
Furnishings, Fixtures & Appliances
MICRO
Value%
0.940
Quality%
0.770
Mom%
0.920
P/E
9.6×
F-Score
7/9
E/Y
0.1414
EBITDA/EV
0.1537
SH Yield
0.0152
ROE
0.1679
Margin
0.0679
Vol
0.6272
RAM
1.22
QV
0.851
Conf
0.969
KOP NYSE
Koppers Holdings Inc
0.950
Basic Materials
Specialty Chemicals
SMALL
Value%
0.890
Quality%
0.740
Mom%
0.840
P/E
12.3×
F-Score
8/9
E/Y
0.0968
EBITDA/EV
0.1310
SH Yield
0.0565
ROE
0.1401
Margin
0.0410
Vol
0.3335
RAM
1.10
QV
0.812
Conf
0.969
SSL NYSE
Sasol Ltd
0.980
Basic Materials
Specialty Chemicals
MID
Value%
0.990
Quality%
0.710
Mom%
0.950
P/E
0.4×
F-Score
5/9
E/Y
0.5521
EBITDA/EV
0.7012
SH Yield
0.0002
ROE
0.1370
Margin
0.0640
Vol
0.5831
RAM
1.99
QV
0.838
Conf
0.970
BWLP NYSE
BW LPG Limited
0.970
Energy
Oil & Gas Midstream
MID
Value%
0.950
Quality%
0.720
Mom%
0.900
P/E
8.5×
F-Score
5/9
E/Y
0.1304
EBITDA/EV
0.1968
SH Yield
0.0618
ROE
0.1897
Margin
0.1009
Vol
0.4854
RAM
1.24
QV
0.827
Conf
0.969
CVE NYSE
Cenovus Energy Inc
0.970
Energy
Oil & Gas Integrated
LARGE
Value%
0.930
Quality%
0.750
Mom%
0.920
P/E
11.2×
F-Score
6/9
E/Y
0.0938
EBITDA/EV
0.1813
SH Yield
0.0647
ROE
0.1425
Margin
0.0940
Vol
0.3457
RAM
2.43
QV
0.835
Conf
0.969
HPK NASDAQ
Highpeak Energy Acquisition Corp
0.680
Energy
Oil & Gas E&P
SMALL
Value%
0.930
Quality%
0.260
Mom%
0.180
F-Score
5/9
EBITDA/EV
0.2032
SH Yield
0.0109
ROE
-0.0987
Margin
-0.1878
Vol
0.6395
RAM
-0.20
QV
0.492
Conf
0.910
IMOS NASDAQ
ChipMOS Technologies Inc
0.930
Technology
Semiconductors
MID
Value%
0.980
Quality%
0.280
Mom%
0.980
P/E
2.9×
F-Score
6/9
E/Y
0.2978
EBITDA/EV
0.2989
SH Yield
0.3522
ROE
0.0336
Margin
0.0325
Vol
0.9168
RAM
2.86
QV
0.524
Conf
0.969
KELYA NASDAQ
Kelly Services A Inc
0.620
Industrials
Staffing & Employment Services
SMALL
Value%
0.870
Quality%
0.090
Mom%
0.340
F-Score
5/9
SH Yield
0.0384
ROE
-0.2744
Margin
-0.0644
Vol
0.4783
RAM
-0.14
QV
0.280
Conf
0.852
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
SHIP NASDAQ
Seanergy Maritime Holdings Corp
0.970
Industrials
Marine Shipping
SMALL
Value%
0.950
Quality%
0.700
Mom%
0.940
P/E
8.2×
F-Score
4/9
E/Y
0.1065
EBITDA/EV
0.1741
SH Yield
0.0386
ROE
0.1281
Margin
0.2096
Vol
0.4653
RAM
2.58
QV
0.815
Conf
0.969
SIRI NASDAQ
Sirius XM Holding Inc
0.940
Communication Services
Entertainment
LARGE
Value%
0.890
Quality%
0.730
Mom%
0.760
P/E
12.2×
F-Score
5/9
E/Y
0.0785
EBITDA/EV
0.1083
SH Yield
0.0482
ROE
0.0721
Margin
0.0986
Vol
0.3066
RAM
0.81
QV
0.806
Conf
0.910
UGP NYSE
Ultrapar Participacoes SA ADR
0.980
Energy
Oil & Gas Refining & Marketing
MID
Value%
0.970
Quality%
0.760
Mom%
0.940
P/E
2.2×
F-Score
6/9
E/Y
0.6157
EBITDA/EV
0.7569
SH Yield
0.2276
ROE
0.9065
Margin
0.0206
Vol
0.3596
RAM
2.24
QV
0.859
Conf
0.969
EQNR NYSE
Equinor ASA ADR
0.970
Energy
Oil & Gas Integrated
LARGE
Value%
0.940
Quality%
0.780
Mom%
0.830
P/E
16.1×
F-Score
5/9
E/Y
0.2392
EBITDA/EV
0.3436
SH Yield
0.1036
ROE
0.1267
Margin
0.0530
Vol
0.3969
RAM
0.83
QV
0.856
Conf
0.969
SENEA NASDAQ
Seneca Foods Corp A
0.980
Consumer Defensive
Packaged Foods
SMALL
Value%
0.940
Quality%
0.800
Mom%
0.880
P/E
10.1×
F-Score
8/9
E/Y
0.1071
EBITDA/EV
0.1389
SH Yield
0.0140
ROE
0.1516
Margin
0.0691
Vol
0.4180
RAM
1.26
QV
0.867
Conf
0.969
SPB NYSE
Spectrum Brands Holdings Inc
0.810
Consumer Defensive
Household & Personal Products
MID
Value%
0.750
Quality%
0.230
Mom%
0.870
P/E
16.1×
F-Score
5/9
E/Y
0.0481
EBITDA/EV
0.0856
SH Yield
0.0878
ROE
0.0665
Margin
0.0448
Vol
0.3669
RAM
1.47
QV
0.415
Conf
0.969
TEN NYSE
Tsakos Energy Navigation Limited
0.910
Energy
Oil & Gas Midstream
SMALL
Value%
0.940
Quality%
0.270
Mom%
0.940
P/E
5.3×
F-Score
4/9
E/Y
0.0731
EBITDA/EV
0.1167
SH Yield
0.0531
ROE
0.1089
Margin
0.2481
Vol
0.3494
RAM
3.12
QV
0.504
Conf
0.969
UFCS NASDAQ
United Fire Group Inc
0.970
Financial Services
Insurance - Property & Casualty
SMALL
Value%
0.950
Quality%
0.670
Mom%
0.910
P/E
10.0×
F-Score
6/9
E/Y
0.1360
EBITDA/EV
0.1446
SH Yield
0.0122
ROE
0.1373
Margin
0.0916
Vol
0.3600
RAM
2.21
QV
0.798
Conf
0.969
INN NYSE
Summit Hotel Properties Inc
0.830
Real Estate
Reit - Hotel & Motel
SMALL
Value%
0.870
Quality%
0.190
Mom%
0.780
F-Score
5/9
E/Y
0.0507
EBITDA/EV
0.1251
SH Yield
0.0798
ROE
-0.0151
Margin
-0.0173
Vol
0.3304
RAM
1.02
QV
0.407
Conf
0.940
PBR NYSE
Petroleo Brasileiro Petrobras SA ADR
0.990
Energy
Oil & Gas Integrated
LARGE
Value%
0.960
Quality%
0.910
Mom%
0.860
P/E
5.7×
F-Score
7/9
E/Y
0.1493
EBITDA/EV
0.2366
SH Yield
0.0286
ROE
0.2386
Margin
0.2181
Vol
0.3382
RAM
1.38
QV
0.935
Conf
0.969
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