The document outlines the CROCI valuation methodology and investment strategies, including a bottoms-up valuation approach, quantitative stock selection, and the use of total-return swaps for tax-efficient, liquid, levered exposure. It describes the CROCI indices and their focus on sustainable dividends and attractive valuations. The document also details long-only and long/short strategies involving CROCI US Dividends and S&P 500 indices.
doj/DataSet10/EFTA01454236.pdf
{"document_type":"correspondence","key_organizations":["DB CROCI Analyst team","Bloomberg","DB GM Equity Derivatives"],"reference_numbers":["DBUSSDUT","SPTR"]}