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, exposing portfolios to value traps and sector concentration risk. 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 of the newly introduced S&P/TSX Composite High Dividend Growth Index. This educational session will walk through the core selection rules, constituent weighting mechanics, and the unique integration of a S&P Global’s predictive dividend forecasting dataset. The panel will explore how this forward-looking blueprint shifts the profile of qualifying companies compared to traditional approaches, and how these distinct characteristics offer a unique value proposition relative to the broader S&P/TSX Composite.

In this discussion, 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.

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