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

Dec 13, 2019, 10:20 AM EST
Methodology Fact Sheet
Index Symbol Last Chg % Chg  
S&P/TSX Composite Index ^TSX 16,983.16 36.26 0.21
S&P/TSX Composite Index (USD) ^15U 1,229.55 2.85 0.23
S&P/TSX Composite Index (Net TR) ^15NT 206.81 0.11 0.05
S&P/TSX Composite Index (USD Net TR) ^15NTU 1,663.66 4.05 0.24
S&P/TSX 60 Index (CAD) ^TX60 1,014.37 1.44 0.14
S&P/TSX 60 Index (USD) ^TX60U 287.99 0.99 0.34
S&P/TSX 60 Hedged Index (USD) ^TX60UH 146.19 0.23 0.16
S&P/TSX 60 Hedged Index (USD Net TR) ^TX6UHN 193.00 0.33 0.17
S&P/TSX 60 ESG Factor Weighted Index ^TESG 1,314.43 5.25 0.40
S&P/TSX 60 ESG Factor Weighted Index (Net TR) ^TESGN 1,699.16 7.19 0.43
S&P/TSX 60 Shariah Index ^TXSI 146.16 0.61 0.42
The S&P/TSX 60 Carbon Efficient Index ^TXCA 196.68 0.16 0.08
The S&P/TSX 60 Carbon Efficient Index (USD) ^TXCAU 181.84 0.50 0.27
The S&P/TSX 60 Carbon Efficient Index (Net TR) ^TXCAN 251.52 0.26 0.10
The S&P/TSX 60 Carbon Efficient Index (USD Net TR) ^TXCANU 232.54 0.68 0.29
The S&P/TSX 60 Fossil Fuel Free Index ^TXFF 1,660.27 0.18 0.01
The S&P/TSX 60 Fossil Fuel Free Index (Net TR) ^TXFFN 1,994.15 0.36 0.02
The S&P/TSX 60 Fossil Fuel Free Index (USD) ^TXFFU 1,281.56 2.56 0.20
The S&P/TSX 60 Fossil Fuel Free Index (USD Net TR) ^TXFFNU 1,539.28 3.19 0.21
S&P/TSX 60 Fossil Fuel Free Carbon Efficient Index ^TXFFC 158.09 -0.00 -0.00
S&P/TSX 60 Fossil Fuel Free Carbon Efficient Index (Net TR) ^TXFCN 189.75 0.02 0.01
S&P/TSX 60 Fossil Fuel Free Carbon Efficient Index (USD) ^TXFCU 122.03 0.23 0.19
S&P/TSX 60 Fossil Fuel Free Carbon Efficient Index (USD Net TR) ^TXFCNU 146.46 0.29 0.20
S&P/TSX Composite Metals and Mining Industry Index ^TIMM 2,436.57 -1.81 -0.07
S&P/TSX Completion Index ^TX40 1,028.70 4.83 0.47
S&P/TSX SmallCap Index ^TX20 577.36 3.15 0.55
S&P/TSX SmallCap Select Index (CAD) ^TXSC 120.54 0.53 0.44
S&P/TSX Income Trust Index ^RTCM 231.63 -0.42 -0.18
S&P/TSX Composite High Dividend Index (CAD) ^TXEI 114.50 0.21 0.18
S&P/TSX Composite High Dividend Index (USD) ^TXEU 87.60 0.09 0.10
S&P/TSX Composite High Dividend Index (Net TR) ^TXEN 161.80 -0.13 -0.08
S&P/TSX Composite Buyback Index (CAD) ^TXBB 6,617.19 56.32 0.86
S&P/TSX Composite Buyback Index (USD) ^TXBBU 7,144.02 57.04 0.80
S&P/TSX Composite Buyback Index (CAD) (Net Total Return) ^TXBBN 9,387.56 58.46 0.63
S&P/TSX Composite Buyback Index (USD) (Net Total Return) ^TXBBNU 10,221.95 82.87 0.82
S&P/TSX High Income Energy Index (CAD) ^TXHE 476.14 3.60 0.76
S&P/TSX High Income Energy Index (USD) ^TXHU 407.56 5.02 1.25
S&P/TSX Preferred Share Index ^TXPR 605.88 0.10 0.02
S&P/TSX North American Preferred Stock Index (Price Return) (CAD) ^STNC 694.40 -0.59 -0.08
S&P/TSX North American Preferred Stock Index (Price Return) (USD) ^STNU 711.17 0.71 0.10
S&P/TSX North American Preferred Stock Index (Price Return) (CAD Hedged) ^STNCH 686.26 0.91 0.13
S&P/TSX North American Preferred Stock Index (Net Total Return) (CAD) ^STNCN 1,705.43 3.47 0.20
S&P/TSX North American Preferred Stock Index (Net Total Return) (USD) ^STNUN 1,743.37 6.84 0.39
S&P/TSX North American Preferred Stock Index (Net Total Return) (CAD Hedged) ^STNCHN 1,678.47 4.92 0.29
S&P/TSX Canadian Dividend Aristocrats Index ^TXDV 281.22 0.47 0.17
S&P/TSX Composite Dividend Index ^TXDC 135.34 0.17 0.13
S&P/TSX 60 Dividend Points Index ^TXDP 7.40 0.15 2.12
S&P/TSX 60 Dividend Points Index (Annual) ^TXDPA 31.23 0.15 0.49
S&P/TSX Renewable Energy and Clean Technology Index ^TXCT 149.21 0.41 0.28
S&P/TSX Global Gold Index ^TTGD 248.22 -1.21 -0.49
S&P/TSX Global Gold Index (USD) ^TXGU 219.12 -0.86 -0.39
S&P/TSX Global Mining Index ^TXGM 81.04 0.53 0.66
S&P/TSX Global Base Metals Index ^TXBM 111.47 1.41 1.28
S&P/TSX Global Base Metals Index (USD) ^TXBMU 95.57 1.95 2.09
S&P/MX International Cannabis Index (CAD) ^MCAN 212.91 4.49 2.15
S&P/TSX 60 Index NTR ^SPTSEN 2,579.25 4.26 0.17
S&P/TSX Composite High Beta Index ^TXHB 17.70 0.27 1.55
S&P/TSX Composite Low Volatility Index ^TXLV 455.70 0.76 0.17
S&P/TSX Composite Index Banks (Industry Group) ^TXBA 3,420.05 10.55 0.31

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)481.863
% Weight Largest Constituent4.25%
Top 10 Holdings
(Market Cap Share - C$ Billion)
135.053
CurrencyCDN Dollars
Tickers
^TXHBTMXmoney.com / TMX PowerStream
SPTXHBPRBloomberg
.GSPTXHBThomson Reuters Eikon
T.XHB-TThomson ONE
Constituent Market Cap
Average (C$ Billion)9.637
Largest (C$ Billion)20.493
Smallest (C$ Billion)3.802
Median (C$ Billion)9.286
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
First Quantum Minerals Ltd. FM
Canada Goose Holdings Inc. Subordinate Voting Shares GOOS
Shopify Inc. Class A Subordinate Voting Shares SHOP
Bausch Health Companies Inc. BHC
Baytex Energy Corp. BTE
Lundin Mining Corporation LUN
The Stars Group Inc. TSGI
Turquoise Hill Resources Ltd. TRQ
MEG Energy Corp. MEG
Hudbay Minerals Inc. HBM
Methanex Corporation MX
Canadian Natural Resources Limited CNQ
Ivanhoe Mines Ltd. IVN
BRP Inc. Subordinate Voting Shares DOO
Cenovus Energy Inc. CVE
Crescent Point Energy Corp. CPG
Whitecap Resources Inc. WCP
Kinaxis Inc. KXS
Encana Corporation ECA
Parex Resources Inc. PXT
Enerplus Corporation ERF
Ero Copper Corp. ERO
Ballard Power Systems Inc. BLDP
SNC-Lavalin Group Inc. SNC
Teck Resources Limited Class B Subordinate Voting Shares TECK.B
Suncor Energy Inc. SU
Husky Energy Inc. HSE
ARC Resources Ltd. ARX
Seven Generations Energy Ltd. class A common shares VII
Air Canada Voting and Variable Voting Shares AC
ATS Automation Tooling Systems Inc. ATA
TFI International Inc. TFII
Martinrea International Inc. MRE
Bombardier Inc. Class B Subordinate Voting Shares BBD.B
Colliers International Group Inc. Subordinate Voting Shares CIGI
Manulife Financial Corporation MFC
Gran Tierra Energy Inc. GTE
Magna International Inc. MG
Canadian Pacific Railway Limited CP
Canopy Growth Corporation WEED
Constellation Software Inc. CSU
Russel Metals Inc. RUS
Vermilion Energy Inc. VET
Tourmaline Oil Corp. TOU
Nutrien Ltd. NTR
BlackBerry Limited BB
Cronos Group Inc. CRON
Secure Energy Services Inc. SES
HEXO Corp. HEXO
Aurora Cannabis Inc. ACB

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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 481.863 17.70 1.55% 5.77% 5.00% 0.40%

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

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