The document outlines the methodology for creating CROCI indices, which involves selecting large-cap stocks excluding financials from major indices, ranking them by economic P/E, and selecting the highest-ranked stocks for the CROCI Index. The indices are equal-weighted, long-only, and rebalanced monthly. Specific indices like CROCI World and CROCI Sectors III have additional criteria. Returns assume reinvestment of dividends and do not include fees.
doj/DataSet10/EFTA01453698.pdf
{"title":"CROCI Selection Methodology","document_type":"tabular","document_subtype":"index methodology","key_organizations":["Deutsche Asset & Wealth Management"],"reference_numbers":["DB-SDNY-0111476","SDNY_GM_00257660","EFTA01453698"]}