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
Veiled Value
Active Screen
Preset: veiled_value ×
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
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
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
CCSI
Consensus Cloud Solutions Inc
0.970
Technology
Software - Infrastructure
SMALL
Value%
0.860
Quality%
0.980
Mom%
0.830
P/E
7.2×
F-Score
5/9
E/Y
0.1381
EBITDA/EV
0.1520
SH Yield
0.0000
ROE
4.0022
Margin
0.2509
Vol
0.6411
RAM
0.77
QV
0.918
Conf
0.970
LTM
LATAM Airlines Group S.A.
0.970
Industrials
Airlines
LARGE
Value%
0.880
Quality%
0.950
Mom%
0.770
P/E
8.3×
F-Score
6/9
E/Y
0.1212
EBITDA/EV
0.1875
SH Yield
0.0503
ROE
0.8692
Margin
0.1120
Vol
0.3785
RAM
0.97
QV
0.914
Conf
1.000
RILYG
B. Riley Financial Inc. 5.00% Senior Notes due 2026
0.970
Other
Other
SMALL
Value%
0.940
Quality%
0.690
Mom%
0.950
P/E
2.0×
F-Score
4/9
E/Y
0.5008
EBITDA/EV
0.4655
SH Yield
0.0557
ROE
4.8587
Margin
0.2982
Vol
0.3592
RAM
4.17
QV
0.805
Conf
0.909
TDC
Teradata Corp
0.930
Technology
Software - Infrastructure
MID
Value%
0.690
Quality%
0.980
Mom%
0.840
P/E
7.7×
F-Score
7/9
E/Y
0.1293
EBITDA/EV
0.0568
SH Yield
0.0000
ROE
0.7558
Margin
0.2493
Vol
0.5203
RAM
0.79
QV
0.822
Conf
1.000
EXPE
Expedia Group Inc.
0.930
Consumer Cyclical
Travel Services
LARGE
Value%
0.730
Quality%
0.980
Mom%
0.760
P/E
18.7×
F-Score
7/9
E/Y
0.0534
EBITDA/EV
0.1254
SH Yield
0.0074
ROE
2.5833
Margin
0.0981
Vol
0.4285
RAM
0.72
QV
0.846
Conf
0.939
IBKR
Interactive Brokers Group Inc
0.930
Financial Services
Capital Markets
LARGE
Value%
0.690
Quality%
0.920
Mom%
0.860
P/E
36.5×
F-Score
4/9
E/Y
0.0274
EBITDA/EV
0.2489
SH Yield
0.0038
ROE
0.1859
Margin
0.0977
Vol
0.3313
RAM
1.81
QV
0.797
Conf
0.970
BCO
Brinks Company
0.920
Industrials
Security & Protection Services
MID
Value%
0.740
Quality%
0.890
Mom%
0.730
P/E
23.3×
F-Score
7/9
E/Y
0.0430
EBITDA/EV
0.1404
SH Yield
0.0101
ROE
0.6878
Margin
0.0334
Vol
0.3651
RAM
0.79
QV
0.812
Conf
0.970
UNIT
Uniti Group Inc
0.920
Real Estate
Reit - Specialty
MID
Value%
0.790
Quality%
0.660
Mom%
0.870
P/E
2.5×
F-Score
5/9
E/Y
0.4030
EBITDA/EV
0.0814
SH Yield
0.0000
ROE
3.7121
Margin
0.4053
Vol
0.6173
RAM
0.91
QV
0.722
Conf
0.970
NRT
North European Oil Royalty Trust
0.910
Energy
Oil & Gas E&P
MICRO
Value%
0.670
Quality%
0.820
Mom%
0.900
P/E
7.9×
F-Score
4/9
E/Y
0.1269
EBITDA/EV
0.1122
SH Yield
0.0646
ROE
5.0503
Margin
1.0855
Vol
0.4337
RAM
1.86
QV
0.741
Conf
0.939
KOF
Coca-Cola Femsa SAB de CV ADR
0.900
Consumer Defensive
Beverages - Non-Alcoholic
LARGE
Value%
0.730
Quality%
0.910
Mom%
0.670
P/E
11.2×
F-Score
5/9
E/Y
0.0892
EBITDA/EV
0.1229
SH Yield
0.8354
ROE
2.0834
Margin
0.0726
Vol
0.2387
RAM
0.59
QV
0.815
Conf
1.000
AVAH
Aveanna Healthcare Holdings Inc
0.890
Healthcare
Medical Care Facilities
SMALL
Value%
0.800
Quality%
0.670
Mom%
0.700
P/E
5.7×
F-Score
6/9
E/Y
0.1763
EBITDA/EV
0.1105
SH Yield
0.0000
ROE
1.0893
Margin
0.1037
Vol
0.7811
RAM
0.29
QV
0.732
Conf
0.970
CCEP
Coca-Cola European Partners PLC
0.860
Consumer Defensive
Beverages - Non-Alcoholic
LARGE
Value%
0.820
Quality%
0.920
Mom%
0.250
P/E
12.7×
F-Score
6/9
E/Y
0.0790
EBITDA/EV
0.1287
SH Yield
0.0436
ROE
0.4288
Margin
0.0813
Vol
0.2368
RAM
0.12
QV
0.869
Conf
0.867
UL
Unilever PLC ADR
0.860
Consumer Defensive
Household & Personal Products
LARGE
Value%
0.850
Quality%
0.950
Mom%
0.150
P/E
10.5×
F-Score
5/9
E/Y
0.0949
EBITDA/EV
0.1620
SH Yield
0.0716
ROE
0.7615
Margin
0.1062
Vol
0.2116
RAM
-0.74
QV
0.899
Conf
0.867
DK
Delek US Energy Inc
0.850
Energy
Oil & Gas Refining & Marketing
MID
Value%
0.810
Quality%
0.200
Mom%
0.950
F-Score
5/9
EBITDA/EV
0.1427
SH Yield
0.0212
ROE
-0.9790
Margin
-0.0048
Vol
0.5751
RAM
2.58
QV
0.402
Conf
0.879
BLKB
Blackbaud Inc
0.840
Technology
Software - Application
SMALL
Value%
0.840
Quality%
0.980
Mom%
0.030
P/E
9.3×
F-Score
8/9
E/Y
0.1077
EBITDA/EV
0.1283
SH Yield
0.0000
ROE
4.0893
Margin
0.1241
Vol
0.4304
RAM
-0.96
QV
0.907
Conf
0.939
HESM
Hess Midstream Partners LP
0.840
Energy
Oil & Gas Midstream
MID
Value%
0.730
Quality%
0.990
Mom%
0.280
P/E
13.6×
F-Score
6/9
E/Y
0.0736
EBITDA/EV
0.1415
SH Yield
0.0750
ROE
0.7122
Margin
0.2265
Vol
0.2302
RAM
0.27
QV
0.850
Conf
0.970
NGL
NGL Energy Partners LP
0.840
Energy
Oil & Gas Midstream
SMALL
Value%
0.750
Quality%
0.240
Mom%
0.980
F-Score
5/9
EBITDA/EV
0.1244
SH Yield
0.0601
ROE
-6.9548
Margin
-0.0571
Vol
0.6033
RAM
5.47
QV
0.424
Conf
0.879
AAUC
Allied Gold Corporation
0.830
Basic Materials
Gold
MID
Value%
0.660
Quality%
0.650
Mom%
0.670
F-Score
5/9
EBITDA/EV
0.1072
SH Yield
0.0000
ROE
-0.3708
Margin
-0.0906
Vol
0.4757
QV
0.655
Conf
0.848
ANDG
Andersen Group Inc.
0.820
Consumer Cyclical
Personal Services
SMALL
Value%
0.660
Quality%
0.650
Mom%
0.660
F-Score
3/9
SH Yield
0.5336
ROE
-1.8263
Margin
-0.0601
Vol
0.6030
QV
0.655
Conf
0.788
APAM
Artisan Partners Asset Management Inc
0.820
Financial Services
Asset Management
MID
Value%
0.740
Quality%
0.890
Mom%
0.240
P/E
9.2×
F-Score
6/9
E/Y
0.1085
EBITDA/EV
0.1955
SH Yield
0.1038
ROE
0.7382
Margin
0.2335
Vol
0.1960
RAM
0.02
QV
0.812
Conf
1.000
CVI
CVR Energy Inc
0.820
Energy
Oil & Gas Refining & Marketing
MID
Value%
0.780
Quality%
0.230
Mom%
0.830
F-Score
8/9
EBITDA/EV
0.0810
SH Yield
0.0000
ROE
-0.0781
Margin
-0.0056
Vol
0.5395
RAM
0.84
QV
0.424
Conf
0.909
DLTR
Dollar Tree Inc
0.810
Consumer Defensive
Discount Stores
LARGE
Value%
0.680
Quality%
0.950
Mom%
0.290
P/E
16.7×
F-Score
8/9
E/Y
0.0599
EBITDA/EV
0.0834
SH Yield
0.0000
ROE
0.3668
Margin
0.0651
Vol
0.4385
RAM
-0.01
QV
0.804
Conf
0.970
ENR
Energizer Holdings Inc
0.800
Industrials
Electrical Equipment & Parts
SMALL
Value%
0.840
Quality%
0.720
Mom%
0.180
P/E
6.9×
F-Score
6/9
E/Y
0.1452
EBITDA/EV
0.1154
SH Yield
0.0638
ROE
1.1264
Margin
0.0655
Vol
0.5790
RAM
-0.21
QV
0.778
Conf
0.970
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