S&P/TSX thematic and strategy indices
E1041311
The S&P/TSX thematic and strategy indices are a family of Canadian equity benchmarks that track groups of Toronto Stock Exchange–listed companies selected and weighted according to specific investment themes or systematic strategies rather than broad market coverage.
Statements (47)
| Predicate | Object |
|---|---|
| instanceOf |
Canadian equity benchmark family
ⓘ
equity index family ⓘ stock market index family ⓘ |
| administrator | S&P Dow Jones Indices NERFINISHED ⓘ |
| basedIn | Canada NERFINISHED ⓘ |
| componentExchange | Toronto Stock Exchange NERFINISHED ⓘ |
| currency | Canadian dollar NERFINISHED ⓘ |
| dataProvider | S&P Dow Jones Indices NERFINISHED ⓘ |
| focusesOn |
factor-based strategies
ⓘ
investment themes ⓘ non-broad-market coverage ⓘ systematic strategies ⓘ |
| methodologyType | rules-based ⓘ |
| objective |
to measure performance of Canadian companies aligned with specific themes
ⓘ
to measure performance of systematic equity strategies in Canada ⓘ |
| publisher | S&P Dow Jones Indices NERFINISHED ⓘ |
| rebalancing | periodic ⓘ |
| reconstitution | rules-based ⓘ |
| region | North America ⓘ |
| segmentOf |
S&P Dow Jones Indices global index family
NERFINISHED
ⓘ
S&P/TSX indices NERFINISHED ⓘ |
| selectionCriteria |
liquidity filters
ⓘ
market capitalization filters ⓘ strategy-based company characteristics ⓘ theme-based company characteristics ⓘ |
| strategyType |
dividend strategies
ⓘ
income strategies ⓘ low volatility strategies ⓘ multi-factor strategies ⓘ |
| targetInvestors |
ETF sponsors
ⓘ
asset managers ⓘ institutional investors ⓘ retail investors using index-linked products ⓘ |
| themeType |
ESG-related themes
ⓘ
megatrend themes ⓘ sector themes ⓘ |
| tracks | Toronto Stock Exchange–listed companies NERFINISHED ⓘ |
| transparency | publicly available methodology documents ⓘ |
| universe |
S&P/TSX Composite Index constituents
NERFINISHED
ⓘ
Toronto Stock Exchange equity listings ⓘ |
| useCase |
benchmarking Canadian thematic equity strategies
ⓘ
performance measurement of Canadian thematic portfolios ⓘ underlying indices for ETFs ⓘ underlying indices for index funds ⓘ |
| weightingScheme |
equal weighting
ⓘ
factor-based weighting ⓘ modified market capitalization weighting ⓘ |
Referenced by (1)
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