How to protect oneself from random attacks like the one of a dogwalker in James Bay?

I walk my dog regularly and, as a female, this random violent attack/attempted robbery of a woman walking her dog on a main street in James Bay is unnerving.

How concerned do you think a person should be?

I don't walk at night, but we do go out in the early morning when it's still dark. What do you think are the best ways to avoid being a victim?