Benjamin Graham as a quant

1. Earnings to price ratio that is double the AAA bond yield 2. PE of the stock has less than 40% of the average PE for all stocks over the last 5 years 3. Dividend Yield > Two thirds of the AAA Corporate Bond Yield 4. Price < Two thirds of Tangible Book Value 5. Price < Two thirds of Net Current Asset Value (NCAV), where net current asset value is defined as liquid current assets including cash minus current liabilities 6. Debt-Equity Ratio (Book Value) has to be less than one 7. Current Assets > Twice Current Liabilities 8. Debt < Twice Net Current Assets 9. Historical growth in EPS (over last 10 years) > 7% 10. No more than two years of declining earnings over the previous 10 years

by dhanaji