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

Sep 22, 2020, 9:19 AM EDT
Methodology Fact Sheet
Index Symbol Last Chg % Chg  
S&P/TSX Composite Index ^TSX 15,981.77 -217.20 -1.34
S&P/TSX Composite Index (USD) ^15U 1,149.90 -26.24 -2.23
S&P/TSX Composite Index (Net TR) ^15NT 198.84 -2.69 -1.33
S&P/TSX Composite Index (USD Net TR) ^15NTU 1,586.21 -36.09 -2.22
S&P/TSX 60 Index (CAD) ^TX60 957.71 -10.50 -1.08
S&P/TSX 60 Index (USD) ^TX60U 270.03 -5.45 -1.98
S&P/TSX 60 Hedged Index (USD) ^TX60UH 140.80 -1.46 -1.02
S&P/TSX 60 Hedged Index (USD Net TR) ^TX6UHN 189.63 -1.96 -1.02
S&P/TSX 60 Shariah Index ^TXSI 172.02 -0.14 -0.08
The S&P/TSX 60 Carbon Efficient Index ^TXCA 188.09 -0.12 -0.06
The S&P/TSX 60 Carbon Efficient Index (USD) ^TXCAU 171.15 -0.16 -0.10
The S&P/TSX 60 Carbon Efficient Index (Net TR) ^TXCAN 244.51 0.01 0.01
The S&P/TSX 60 Carbon Efficient Index (USD Net TR) ^TXCANU 222.49 -0.06 -0.03
The S&P/TSX 60 Fossil Fuel Free Index ^TXFF 1,626.67 -15.22 -0.93
The S&P/TSX 60 Fossil Fuel Free Index (Net TR) ^TXFFN 1,992.93 -18.60 -0.92
The S&P/TSX 60 Fossil Fuel Free Index (USD) ^TXFFU 1,245.20 -23.09 -1.82
The S&P/TSX 60 Fossil Fuel Free Index (USD Net TR) ^TXFFNU 1,525.56 -28.25 -1.82
S&P/TSX 60 Fossil Fuel Free Carbon Efficient Index ^TXFFC 156.07 -0.01 -0.00
S&P/TSX 60 Fossil Fuel Free Carbon Efficient Index (Net TR) ^TXFCN 190.35 0.13 0.07
S&P/TSX 60 Fossil Fuel Free Carbon Efficient Index (USD) ^TXFCU 118.57 -0.04 -0.04
S&P/TSX 60 Fossil Fuel Free Carbon Efficient Index (USD Net TR) ^TXFCNU 144.61 0.05 0.03
S&P/TSX Composite Metals and Mining Industry Index ^TIMM 3,484.36 -111.22 -3.09
S&P/TSX Completion Index ^TX40 957.53 -22.75 -2.32
S&P/TSX SmallCap Index ^TX20 544.05 -21.47 -3.80
S&P/TSX SmallCap Select Index (CAD) ^TXSC 106.53 -3.44 -3.13
S&P/TSX Income Trust Index ^RTCM 192.54 -4.37 -2.22
S&P/TSX Composite High Dividend Index (CAD) ^TXEI 90.80 -1.84 -1.99
S&P/TSX Composite High Dividend Index (USD) ^TXEU 69.02 -2.04 -2.87
S&P/TSX Composite High Dividend Index (Net TR) ^TXEN 132.94 -2.68 -1.97
S&P/TSX Composite Buyback Index (CAD) ^TXBB 5,667.54 -173.95 -2.98
S&P/TSX Composite Buyback Index (USD) ^TXBBU 6,120.02 -245.26 -3.85
S&P/TSX Composite Buyback Index (CAD) (Net Total Return) ^TXBBN 8,232.82 -251.37 -2.96
S&P/TSX Composite Buyback Index (USD) (Net Total Return) ^TXBBNU 8,890.11 -354.84 -3.84
S&P/TSX High Income Energy Index (CAD) ^TXHE 271.28 -8.74 -3.12
S&P/TSX High Income Energy Index (USD) ^TXHU 232.03 -9.66 -4.00
S&P/TSX Preferred Share Index ^TXPR 577.70 -3.54 -0.61
S&P/TSX North American Preferred Stock Index (Price Return) (CAD) ^STNC 676.50 -1.01 -0.15
S&P/TSX North American Preferred Stock Index (Price Return) (USD) ^STNU 685.81 -7.27 -1.05
S&P/TSX North American Preferred Stock Index (Price Return) (CAD Hedged) ^STNCH 658.49 -3.94 -0.59
S&P/TSX North American Preferred Stock Index (Net Total Return) (CAD) ^STNCN 1,733.14 -2.56 -0.15
S&P/TSX North American Preferred Stock Index (Net Total Return) (USD) ^STNUN 1,756.98 -18.61 -1.05
S&P/TSX North American Preferred Stock Index (Net Total Return) (CAD Hedged) ^STNCHN 1,681.58 -10.01 -0.59
S&P/TSX Canadian Dividend Aristocrats Index ^TXDV 238.14 -3.78 -1.56
S&P/TSX Composite Dividend Index ^TXDC 122.44 -1.85 -1.49
S&P/TSX 60 Dividend Points Index ^TXDP 0.03 -8.12 -99.62
S&P/TSX 60 Dividend Points Index (Annual) ^TXDPA 24.57 0.03 0.13
S&P/TSX Renewable Energy and Clean Technology Index ^TXCT 189.01 -1.58 -0.83
S&P/TSX Cannabis Index (CAD) ^XCAN 117.42 -4.10 -3.37
S&P/TSX Cannabis Index (CAD) NTR ^XCANN 117.42 -4.10 -3.37
S&P/TSX Global Gold Index ^TTGD 367.37 -8.95 -2.38
S&P/TSX Global Gold Index (USD) ^TXGU 320.05 -10.78 -3.26
S&P/TSX Global Mining Index ^TXGM 98.05 -3.13 -3.09
S&P/TSX Global Base Metals Index ^TXBM 105.67 -5.48 -4.93
S&P/TSX Global Base Metals Index (USD) ^TXBMU 91.00 -5.59 -5.79
S&P/MX International Cannabis Index (CAD) ^MCAN 154.11 -3.00 -1.91
S&P/TSX 60 Index NTR ^SPTSEN 2,488.12 -27.22 -1.08
S&P/TSX Composite High Beta Index ^TXHB 14.70 -0.67 -4.36
S&P/TSX Composite Low Volatility Index ^TXLV 396.46 -3.17 -0.79
S&P/TSX Composite Index Banks (Industry Group) ^TXBA 2,873.85 -38.79 -1.33

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)517.174
% Weight Largest Constituent2.91%
Top 10 Holdings
(Market Cap Share - C$ Billion)
133.422
CurrencyCDN Dollars
Tickers
^TXHBTMXmoney.com / TMX PowerStream
SPTXHBPRBloomberg
.GSPTXHBThomson Reuters Eikon
T.XHB-TThomson ONE
Constituent Market Cap
Average (C$ Billion)10.343
Largest (C$ Billion)15.047
Smallest (C$ Billion)8.336
Median (C$ Billion)9.701
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
Whitecap Resources Inc. WCP
MEG Energy Corp. MEG
First Quantum Minerals Ltd. FM
Teck Resources Limited Class B Subordinate Voting Shares TECK.B
Lightspeed POS Inc. Subordinate Voting Shares LSPD
Pembina Pipeline Corporation PPL
Vermilion Energy Inc. VET
Cenovus Energy Inc. CVE
Seven Generations Energy Ltd. class A VII
Inter Pipeline Ltd. IPL
Methanex Corporation MX
West Fraser Timber Co. Ltd. WFT
Crescent Point Energy Corp. CPG
AltaGas Ltd. ALA
Canadian Natural Resources Limited CNQ
Norbord Inc. OSB
Interfor Corporation IFP
Power Corporation of Canada Subordinate Voting Shares POW
Bausch Health Companies Inc. BHC
BRP Inc. Subordinate Voting Shares DOO
Gibson Energy Inc. GEI
Hudbay Minerals Inc. HBM
Brookfield Property Partners L.P. Limited Partnership Units BPY.UN
CAE Inc. Unlimited CAE
Boardwalk Real Estate Investment Trust Trust Units BEI.UN
Brookfield Infrastructure Partners L.P. Limited Partnership Units BIP.UN
Suncor Energy Inc. SU
Keyera Corp. KEY
Enerplus Corporation ERF
Canfor Corporation CFP
ECN Capital Corp. ECN
Ero Copper Corp. ERO
Manulife Financial Corporation MFC
Husky Energy Inc. HSE
Celestica Inc. Subordinate Voting Shares CLS
Brookfield Asset Management Inc. Class A Limited Voting Shares BAM.A
ARC Resources Ltd. ARX
Lundin Mining Corporation LUN
Summit Industrial Income REIT Units SMU.UN
Exchange Income Corporation EIF
Martinrea International Inc. MRE
Intertape Polymer Group Inc. ITP
Bank of Montreal BMO
TC Energy Corporation TRP
Capital Power Corporation CPX
Air Canada Voting and Variable Voting Shares AC
Imperial Oil Limited IMO
National Bank of Canada NA
Enbridge Inc. ENB
Brookfield Business Partners L.P. Limited Partnership Units BBU.UN

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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 517.174 14.70 -4.36% -6.19% 5.08% -19.01%

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

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