The document outlines the methodology for selecting stocks for CROCI indices, focusing on large-cap stocks excluding financials. Stocks are ranked by trailing 12-month economic P/E, and a fixed number of top-ranked stocks are selected for the CROCI Index, which is equal-weighted, long-only, and rebalanced monthly. The CROCI World and CROCI World ex Japan Indices aim to be region neutral to MSCI indices. The CROCI Sectors III Index selects stocks from sectors with the lowest median economic P/E. CROCI Global and US Dividends Indices are rebalanced quarterly. Index returns assume reinvestment of dividends and do not reflect fees or expenses.
doj/DataSet10/EFTA01447127.pdf
{"title":"CROCI Selection Methodology Overview","document_type":"other","key_organizations":["Deutsche Asset & Wealth Management"]}