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Have a look at Ken French's data library. http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html However, it may also be interesting to consider some 'modern' version of Graham's ratios. Recently Fama and French (2015) and Novy-Marx prove that more profitable firms yield higher returns. NM sorts companies on gross profits-to-total-asstes, ...
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