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RTAll values for TSX indices are real-time except for TSX Summary Only Indices.

Aug 19, 2019, 3:23 PM EDT
Methodology Fact Sheet
Index Symbol Last Chg % Chg  
S&P/TSX Composite Index ^TSX 16,291.09 141.30 0.87
S&P/TSX Composite Index (USD) ^15U 1,161.72 12.12 1.05
S&P/TSX Composite Index (Net TR) ^15NT 195.57 1.66 0.86
S&P/TSX Composite Index (USD Net TR) ^15NTU 1,559.77 16.28 1.05
S&P/TSX 60 Index (CAD) ^TX60 973.65 8.63 0.89
S&P/TSX 60 Index (USD) ^TX60U 272.03 3.11 1.16
S&P/TSX 60 Hedged Index (USD) ^TX60UH 139.17 1.30 0.95
S&P/TSX 60 Hedged Index (USD Net TR) ^TX6UHN 182.28 1.71 0.95
S&P/TSX 60 ESG Factor Weighted Index ^TESG 1,251.43 9.94 0.80
S&P/TSX 60 ESG Factor Weighted Index (Net TR) ^TESGN 1,604.24 12.74 0.80
S&P/TSX 60 Shariah Index ^TXSI 143.88 1.60 1.12
The S&P/TSX 60 Carbon Efficient Index ^TXCA 187.12 1.72 0.93
The S&P/TSX 60 Carbon Efficient Index (USD) ^TXCAU 171.52 1.90 1.12
The S&P/TSX 60 Carbon Efficient Index (Net TR) ^TXCAN 237.33 2.18 0.93
The S&P/TSX 60 Carbon Efficient Index (USD Net TR) ^TXCANU 217.54 2.42 1.12
The S&P/TSX 60 Fossil Fuel Free Index ^TXFF 1,593.43 15.79 1.00
The S&P/TSX 60 Fossil Fuel Free Index (Net TR) ^TXFFN 1,899.51 18.83 1.00
The S&P/TSX 60 Fossil Fuel Free Index (USD) ^TXFFU 1,219.48 14.44 1.20
The S&P/TSX 60 Fossil Fuel Free Index (USD Net TR) ^TXFFNU 1,453.72 17.21 1.20
S&P/TSX 60 Fossil Fuel Free Carbon Efficient Index ^TXFFC 150.63 1.45 0.97
S&P/TSX 60 Fossil Fuel Free Carbon Efficient Index (Net TR) ^TXFCN 179.38 1.72 0.97
S&P/TSX 60 Fossil Fuel Free Carbon Efficient Index (USD) ^TXFCU 115.28 1.33 1.17
S&P/TSX 60 Fossil Fuel Free Carbon Efficient Index (USD Net TR) ^TXFCNU 137.28 1.58 1.17
S&P/TSX Composite Metals and Mining Industry Index ^TIMM 2,392.27 -34.74 -1.43
S&P/TSX Completion Index ^TX40 984.48 7.85 0.80
S&P/TSX SmallCap Index ^TX20 576.18 4.97 0.87
S&P/TSX Income Trust Index ^RTCM 223.81 1.70 0.77
S&P/TSX Composite High Dividend Index (CAD) ^TXEI 107.91 1.10 1.03
S&P/TSX Composite High Dividend Index (USD) ^TXEU 81.16 0.80 1.00
S&P/TSX Composite High Dividend Index (Net TR) ^TXEN 149.28 1.19 0.80
S&P/TSX Composite Buyback Index (CAD) ^TXBB 6,302.13 51.88 0.83
S&P/TSX Composite Buyback Index (USD) ^TXBBU 6,747.73 99.42 1.50
S&P/TSX Composite Buyback Index (CAD) (Net Total Return) ^TXBBN 8,883.02 113.78 1.30
S&P/TSX Composite Buyback Index (USD) (Net Total Return) ^TXBBNU 9,590.06 141.30 1.50
S&P/TSX High Income Energy Index (CAD) ^TXHE 459.86 8.12 1.80
S&P/TSX High Income Energy Index (USD) ^TXHU 386.30 4.94 1.30
S&P/TSX Preferred Share Index ^TXPR 580.69 -0.40 -0.07
S&P/TSX North American Preferred Stock Index (Price Return) (CAD) ^STNC 684.91 0.69 0.10
S&P/TSX North American Preferred Stock Index (Price Return) (USD) ^STNU 693.08 -0.40 -0.06
S&P/TSX North American Preferred Stock Index (Price Return) (CAD Hedged) ^STNCH 673.20 -1.57 -0.23
S&P/TSX North American Preferred Stock Index (Net Total Return) (CAD) ^STNCN 1,648.80 -5.35 -0.32
S&P/TSX North American Preferred Stock Index (Net Total Return) (USD) ^STNUN 1,671.10 -2.15 -0.13
S&P/TSX North American Preferred Stock Index (Net Total Return) (CAD Hedged) ^STNCHN 1,616.90 -3.68 -0.23
S&P/TSX Canadian Dividend Aristocrats Index ^TXDV 270.54 2.59 0.97
S&P/TSX Composite Dividend Index ^TXDC 129.72 1.19 0.93
S&P/TSX 60 Dividend Points Index ^TXDP 4.79 0 0
S&P/TSX 60 Dividend Points Index (Annual) ^TXDPA 20.71 0 0
S&P/TSX Renewable Energy and Clean Technology Index ^TXCT 139.34 1.70 1.24
S&P/TSX Global Gold Index ^TTGD 246.27 -2.62 -1.05
S&P/TSX Global Gold Index (USD) ^TXGU 216.78 -1.44 -0.66
S&P/TSX Global Mining Index ^TXGM 74.93 0.21 0.28
S&P/TSX Global Base Metals Index ^TXBM 93.27 1.90 2.08
S&P/TSX Global Base Metals Index (USD) ^TXBMU 78.67 0.16 0.20
S&P/TSX 60 Index NTR ^SPTSEN 2,437.88 23.20 0.96
S&P/TSX Composite High Beta Index ^TXHB 15.73 0.38 2.48
S&P/TSX Composite Low Volatility Index ^TXLV 440.91 4.06 0.93
S&P/TSX Composite Index Banks (Industry Group) ^TXBA 3,241.80 28.30 0.88

Overview - S&P/TSX Composite High Beta Index


The S&P/TSX Composite High Beta Index is designed to measure the performance of the 50 constituents in the S&P/TSX Composite that are most sensitive to changes in market returns. For this index, the market is represented by the performance of the S&P/TSX Composite. Sensitivity is measured by the beta of an individual stock. Beta is the slope of the regression line of a security's trailing 12-months' daily price changes versus the daily changes of the S&P/TSX Composite over the same period. Constituents are weighted relative to their level of market sensitivity, with each stock assigned a weight proportional to its beta. The index is designed to serve as a benchmark for high beta strategies in the Canadian equities market.

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Profile - S&P/TSX Composite High Beta Index

Data is based on End of Day Values
Index Characteristics
Number of Constituents50
Adjusted Market Cap (C$ Billion)403.256
% Weight Largest Constituent3.70%
Top 10 Holdings
(Market Cap Share - C$ Billion)
117.794
CurrencyCDN Dollars
Tickers
^TXHBTMXmoney.com / TMX PowerStream
SPTXHBPRBloomberg
.GSPTXHBThomson Reuters Eikon
T.XHB-TThomson ONE
Constituent Market Cap
Average (C$ Billion)8.065
Largest (C$ Billion)14.933
Smallest (C$ Billion)3.673
Median (C$ Billion)7.365
Related Exchange Traded Products
THBPowerShares S&P/TSX Composite High Beta Index ETF
Inclusion Criteria
  • A stock must be a member of the S&P/TSX Composite and must have traded on all trading days in the prior 12 months leading up to the rebalancing reference date.
  • Additions are made to the Index only during its quarterly rebalancings. The top 50 securities with the highest betas form the index.
  • Constituents removed from the S&P/TSX Composite are removed from the High Beta Index simultaneously. Other deletions may occur during the quarterly rebalancings.

Methodology   Fact Sheet

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Constituents - S&P/TSX Composite High Beta Index

Data is based on End of Day Values | Download Data into CSV
ConstituentsSymbol % Weight
Shopify Inc. Class A Subordinate Voting Shares SHOP
Canada Goose Holdings Inc. Subordinate Voting Shares GOOS
Baytex Energy Corp. BTE
Ivanhoe Mines Ltd. IVN
First Quantum Minerals Ltd. FM
Crescent Point Energy Corp. CPG
Cenovus Energy Inc. CVE
Ero Copper Corp. ERO
Enerplus Corporation ERF
Encana Corporation ECA
Lundin Mining Corporation LUN
Seven Generations Energy Ltd. class A common shares VII
Bausch Health Companies Inc. BHC
MEG Energy Corp. MEG
Parex Resources Inc. PXT
Whitecap Resources Inc. WCP
TORC Oil & Gas Ltd. TOG
Constellation Software Inc. CSU
Teck Resources Limited Class B Subordinate Voting Shares TECK.B
Canadian Natural Resources Limited CNQ
Suncor Energy Inc. SU
Kelt Exploration Ltd. KEL
NexGen Energy Ltd. NXE
Hudbay Minerals Inc. HBM
Canadian Pacific Railway Limited CP
Methanex Corporation MX
Magna International Inc. MG
Colliers International Group Inc. Subordinate Voting Shares CIGI
Martinrea International Inc. MRE
Gran Tierra Energy Inc. GTE
NuVista Energy Ltd. NVA
Nutrien Ltd. NTR
Birchcliff Energy Ltd. BIR
Manulife Financial Corporation MFC
Kinaxis Inc. KXS
Precision Drilling Corporation PD
Cronos Group Inc. CRON
Secure Energy Services Inc. SES
Aurora Cannabis Inc. ACB
The Stars Group Inc. TSGI
ARC Resources Ltd. ARX
BRP Inc. Subordinate Voting Shares DOO
Bombardier Inc. Class B Subordinate Voting Shares BBD.B
HEXO Corp. HEXO
BlackBerry Limited BB
Husky Energy Inc. HSE
Vermilion Energy Inc. VET
Ensign Energy Services Inc. ESI
Canopy Growth Corporation WEED
Turquoise Hill Resources Ltd. TRQ

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Sector & Top 10 - S&P/TSX Composite High Beta Index

Performance - S&P/TSX Composite High Beta Index

Data is based on End of Day Values Performance Data
Index Name Adjusted Market Cap
(C$ Billion)
Index Level 1 Day MTD QTD YTD
S&P/TSX Composite High Beta Index 403.256 15.73 2.48% -13.91% -16.30% -11.58%

Please refer to the Price History Detailed Quote page for TRIV data points.

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