10am ET
To build a resilient income strategy in Canada's unique equity market, relying solely on historical dividend data is no longer enough. Backward-looking selection models frequently miss sudden corporate shifts, leaving quantitative analysts and asset managers vulnerable to value traps and sector concentration risks. Navigating these challenges requires a structural rethink of how a dividend growth strategy is engineered from the ground up. Join indexing and quantitative research experts as we deconstruct the design and engineering of the newly introduced S&P/TSX Composite High Dividend Growth Index. In this educational session, our speakers will: - Examine the core selection and constituent weighting mechanics behind the new S&P/TSX Composite High Dividend Growth Index. - Explore how S&P Global’s predictive dividend forecasting dataset works and how its unique process determines future payouts. - Analyze how a forward-looking approach alters the profile of companies included versus traditional, backward-looking models. - Evaluate how this distinct methodology provides unique factor exposure to drive outperformance against the broader benchmark.