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.

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Label Occurrences
S&P/TSX thematic and strategy indices canonical 1

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Statements (47)

Predicate Object
instanceOf Canadian equity benchmark family ⓘ
equity index family ⓘ
stock market index family ⓘ
administrator S&P Dow Jones Indices ⓘ
basedIn Canada ⓘ
componentExchange Toronto Stock Exchange ⓘ
currency Canadian dollar ⓘ
dataProvider S&P Dow Jones Indices ⓘ
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 ⓘ
rebalancing periodic ⓘ
reconstitution rules-based ⓘ
region North America ⓘ
segmentOf S&P Dow Jones Indices global index family ⓘ
S&P/TSX indices ⓘ
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 ⓘ
transparency publicly available methodology documents ⓘ
universe S&P/TSX Composite Index constituents ⓘ
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 ⓘ

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Referenced by (1)

Full triples — surface form annotated when it differs from this entity's canonical label.

S&P/TSX Indices Methodology → appliesTo → S&P/TSX thematic and strategy indices ⓘ