Tag Archives: S&P/TSX Capped Composite Sector Indices
Big Sector Shifts in Low Volatility Composition
In March, COVID-19 inspired volatility roiled markets across the globe. Similarly, the volatility of the S&P/TSX Composite also jumped. The increase, however, was not balanced across all sectors. We see this manifested in the most recent rebalance for the S&P/TSX Composite Low Volatility Index. Effective after the close of trading April 24, 2020, Exhibit 1…
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2020, defensive strategies, Factor, factor analysis, factor investing, factor-based strategies, Fei Mei Chan, index investment strategy, low volatility, low volatility strategies, rebalance, risk management, S&P TSX Composite, sectors, smart beta, smart beta strategies, strategic beta, strategy index
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- 2020, defensive strategies, Factor, factor analysis, factor investing, factor-based strategies, Fei Mei Chan, index investment strategy, low volatility, low volatility strategies, rebalance, risk management, S&P TSX Composite, sectors, smart beta, smart beta strategies, strategic beta, strategy index
Pandemic Affects Canadian Sectors Differently: Evidence from the Information Technology Sector
The S&P/TSX Capped Information Technology Index gained a whopping 62% in 2019, topping all other Canadian equity sectors and beating the broad market S&P/TSX Composite by about 40%. Given the traditionally cyclical nature of the Information Technology sector and its outsized gains during the bull market, the sector might be expected to lag during the…
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