Structured JSON API for this factor page: https://sharemaestro.com/factors/api/strategies/small-cap-value/

🔍 Small Cap Value

As of 19 Jul 2026· 650 passing· 5070 in universe

The academic double premium: small size + deep value. Higher alpha potential but requires the F-Score quality gate to avoid the elevated bankruptcy risk in small-cap value.

650
Passing
0.911
Avg OS
0.9772
Value
0.7564
Quality
0.4846
Momentum
5070
Universe

Opportunity Map

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Axes show percentile rank within holdings. Bubble size = . Colour = . Hover for detail, click to open ticker.

Strategy Insights

Factor analysis · Risk profile · Composition▾

Factor Pillars

Holdings vs Universe

Standouts

Highest & lowest OS

Sector Concentration

Allocation risk

Risk Profile

Volatility distribution

Quality Gate

Piotroski F-Score

Size Profile

Market cap distribution

Performance Analytics

7 rebalance periods · 2026-06-07 → 2026-07-19▾
+2.90%
Cumulative Return
7
Rebalance Periods

Yearly Returns

Monthly Returns

Growth of $100

Top Small Cap Value Picks

Top 10 of 650▾

All Small Cap Value Holdings

650 names⊞ Open in Screener▾

Small Cap Value — Top 650

# Ticker Company Sector OS Score Value % Quality % Mom % P/E ROE Vol
1 CYD China Yuchai International … Consumer Cyclical 0.980 0.990 0.700 0.910 2.9 0.059 0.58
2 PICS Picpay Holdings Netherlands… Technology 0.960 0.990 0.760 0.640 1.3 0.192 0.83
3 ENO Entergy New Orleans LLC Pref Utilities 0.900 0.990 0.790 0.280 0.1 2.901 0.08
4 NOAH Noah Holdings Ltd Financial Services 0.890 0.990 0.910 0.110 1.1 0.054 0.27
5 YB Yuanbao Inc. American Depos… Technology 0.890 0.990 0.960 0.040 0.5 0.373 0.47
6 JFIN Jiayin Group Inc Financial Services 0.870 0.990 0.920 0.000 0.1 0.214 0.54
7 LX Lexinfintech Holdings Ltd Financial Services 0.870 0.990 0.900 0.010 0.2 0.120 0.45
8 MOMO Hello Group Inc Communication Services 0.860 0.990 0.770 0.090 1.2 0.068 0.26
9 FLX BingEx Ltd Industrials 0.850 0.990 0.710 0.100 2.0 0.098 0.63
10 WDH Waterdrop Inc ADR Financial Services 0.690 0.990 0.230 0.110 0.8 0.109 0.41
11 IH Ihuman Inc Consumer Defensive 0.650 0.990 0.230 0.030 1.0 0.077 0.34
12 FBIOP Fortress Biotech Inc Pref S… Healthcare 0.990 0.980 0.840 0.960 0.8 0.788 0.59
13 BWMX Betterware de México, S.A.P… Consumer Cyclical 0.990 0.980 0.940 0.940 0.6 0.723 0.38
14 TK Teekay Corporation Energy 0.980 0.980 0.760 0.860 5.3 0.081 0.35
15 FBIO Fortress Biotech Inc Healthcare 0.980 0.980 0.840 0.880 0.9 0.788 0.75
16 KARO Karooooo Ltd Technology 0.980 0.980 0.980 0.660 1.9 0.286 0.35
17 VINP Vinci Partners Investments … Financial Services 0.920 0.980 0.910 0.270 1.4 0.221 0.25
18 DLNG Dynagas LNG Partners LP Energy 0.910 0.980 0.880 0.260 1.9 0.135 0.26
19 TCBIO Texas Capital Bancshares, I… Financial Services 0.910 0.980 0.860 0.290 2.6 0.099 0.13
20 CAAS China Automotive Systems Inc Consumer Cyclical 0.890 0.980 0.770 0.270 3.0 0.112 0.25
21 GHG GreenTree Hospitality Group… Consumer Cyclical 0.810 0.980 0.610 0.040 1.4 0.055 0.33
22 HMH HMH Holding Inc. Class A Co… Energy 0.800 0.980 0.280 0.350 5.6 0.060 0.53
23 DDL Dingdong (Cayman) Limited A… Consumer Defensive 0.770 0.980 0.320 0.220 1.3 0.322 0.56
24 SFWL Shengfeng Development Limit… Industrials 0.760 0.980 0.340 0.170 2.9 0.173 0.54
25 NUS Nu Skin Enterprises Inc Consumer Defensive 0.710 0.980 0.320 0.080 4.7 0.069 0.55
26 ESEA Euroseas Ltd Industrials 0.990 0.970 0.960 0.830 3.7 0.270 0.41
27 CPAC Cementos Pacasmayo SAA ADR Basic Materials 0.990 0.970 0.800 0.940 5.5 0.144 0.59
28 TOYO TOYO Co., Ltd Ordinary Shar… Technology 0.990 0.970 0.970 0.860 5.6 0.284 1.09
29 NEXA Nexa Resources SA Basic Materials 0.990 0.970 0.830 0.960 7.7 0.184 0.74
30 AMCX AMC Networks Inc Communication Services 0.980 0.970 0.780 0.880 8.8 0.055 0.48
31 GSL Global Ship Lease Inc Industrials 0.980 0.970 0.870 0.850 3.7 0.206 0.29
32 GLRE Greenlight Capital Re Ltd Financial Services 0.970 0.970 0.860 0.730 7.0 0.109 0.24
33 DDI Doubledown Interactive Co L… Communication Services 0.970 0.970 0.920 0.650 4.9 0.116 0.31
34 SNFCA Security National Financial Financial Services 0.970 0.970 0.900 0.640 7.3 0.082 0.26
35 VFF Village Farms International… Consumer Defensive 0.970 0.970 0.750 0.830 5.7 0.143 0.83
36 NCSM NCS Multistage Holdings Inc Energy 0.960 0.970 0.660 0.820 5.9 0.155 0.82
37 XNET Xunlei Ltd Adr Technology 0.960 0.970 0.750 0.700 0.4 0.730 0.77
38 TV Grupo Televisa SAB ADR Communication Services 0.960 0.970 0.710 0.780 — -0.084 0.44
39 HRTG Heritage Insurance Hldgs Inc Financial Services 0.960 0.970 0.780 0.690 4.1 0.387 0.55
40 HLF Herbalife Nutrition Ltd Consumer Defensive 0.950 0.970 0.670 0.750 5.2 -0.543 0.66
41 GASS StealthGas Inc Industrials 0.950 0.970 0.630 0.750 5.1 0.088 0.37
42 AMPY Amplify Energy Corp Energy 0.950 0.970 0.680 0.710 13.9 0.028 0.65
43 WLKP Westlake Chemical Partners … Basic Materials 0.930 0.970 0.940 0.320 6.1 0.256 0.16
44 AII American Integrity Insuranc… Financial Services 0.930 0.970 0.960 0.310 4.5 0.243 0.41
45 AFYA Afya Ltd Consumer Defensive 0.920 0.970 0.980 0.210 1.7 0.161 0.28
46 KSS Kohl's Corporation Consumer Cyclical 0.920 0.970 0.300 0.910 7.2 0.068 0.85
47 MFIN Medallion Financial Corp Financial Services 0.920 0.970 0.870 0.320 5.8 0.097 0.27
48 TIGR Up Fintech Holding Ltd Financial Services 0.880 0.970 0.950 0.030 7.2 0.131 0.59
49 OMSE OMS Energy Technologies Inc. Energy 0.880 0.970 0.950 0.060 5.7 0.170 0.70
50 WB Weibo Corp Communication Services 0.870 0.970 0.820 0.130 5.1 0.098 0.31

Small Cap Value — Sector Overview

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Sector Allocation

SectorWt%Avg OS#

Sector Factor Profile

Average factor percentile per sector within this strategy's holdings.