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In Graham's Intelligent Investor, he calculates a metric Earning/book value.

I would like to calculate the same ratio in modern times (1960-2015) but am having trouble finding this data. I have found an open source for the price and earnings information at http://data.okfn.org/data/core/s-and-p-500 but cannot find book value over this time period.

Is this information publicly available?

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  • $\begingroup$ For the last 10 years you can try Morning star (Quantopian fundamental ) $\endgroup$
    – sparkle
    Dec 9, 2015 at 15:18

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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, FF rank companies on operating profit to market equity.

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