The document outlines a stock-selection strategy focusing on active valuation for passive price. It involves a bottoms-up valuation by the DB CROCI Analyst team, quantitative selection based on price-to-operating-earnings ratio, and monthly resets. The strategy is transparent and can be customized via a separately managed account or total-return swap. It includes 10 indices in the CROCI family targeting sustainable dividends and attractive valuations.
doj/DataSet10/EFTA01453676.pdf
{"key_people":["Tazia Smith"],"document_date":"2014-04-08","document_type":"correspondence","key_locations":["New York, NY, USA"],"document_subtype":"memo","key_organizations":["DB CROCI Analyst team","DB securities Inc","Deutsche Asset & Wealth Management","Bloomberg Finance LP"]}