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

Jul 12, 2020, 5:30 PM EDT
Methodology Fact Sheet
Index Symbol Last Chg % Chg  
S&P/TSX Composite Index ^TSX 15,713.82 145.18 0.93
S&P/TSX Composite Index (USD) ^15U 1,106.98 8.93 0.81
S&P/TSX Composite Index (Net TR) ^15NT 194.74 1.80 0.93
S&P/TSX Composite Index (USD Net TR) ^15NTU 1,521.09 12.28 0.81
S&P/TSX 60 Index (CAD) ^TX60 945.35 9.67 1.03
S&P/TSX 60 Index (USD) ^TX60U 260.98 2.36 0.91
S&P/TSX 60 Hedged Index (USD) ^TX60UH 138.68 1.42 1.03
S&P/TSX 60 Hedged Index (USD Net TR) ^TX6UHN 186.01 1.90 1.03
S&P/TSX 60 Shariah Index ^TXSI 172.61 0.17 0.10
The S&P/TSX 60 Carbon Efficient Index ^TXCA 183.94 1.70 0.93
The S&P/TSX 60 Carbon Efficient Index (USD) ^TXCAU 165.12 1.33 0.81
The S&P/TSX 60 Carbon Efficient Index (Net TR) ^TXCAN 238.93 2.21 0.93
The S&P/TSX 60 Carbon Efficient Index (USD Net TR) ^TXCANU 214.48 1.73 0.81
The S&P/TSX 60 Fossil Fuel Free Index ^TXFF 1,596.66 14.78 0.93
The S&P/TSX 60 Fossil Fuel Free Index (Net TR) ^TXFFN 1,948.50 18.04 0.93
The S&P/TSX 60 Fossil Fuel Free Index (USD) ^TXFFU 1,196.67 9.68 0.82
The S&P/TSX 60 Fossil Fuel Free Index (USD Net TR) ^TXFFNU 1,460.37 11.81 0.82
S&P/TSX 60 Fossil Fuel Free Carbon Efficient Index ^TXFFC 152.77 1.49 0.98
S&P/TSX 60 Fossil Fuel Free Carbon Efficient Index (Net TR) ^TXFCN 186.16 1.81 0.98
S&P/TSX 60 Fossil Fuel Free Carbon Efficient Index (USD) ^TXFCU 114.50 0.98 0.86
S&P/TSX 60 Fossil Fuel Free Carbon Efficient Index (USD Net TR) ^TXFCNU 139.53 1.19 0.86
S&P/TSX Composite Metals and Mining Industry Index ^TIMM 3,350.86 -21.98 -0.65
S&P/TSX Completion Index ^TX40 926.58 4.87 0.53
S&P/TSX SmallCap Index ^TX20 509.84 3.39 0.67
S&P/TSX SmallCap Select Index (CAD) ^TXSC 100.57 0.76 0.76
S&P/TSX Income Trust Index ^RTCM 187.21 0.74 0.40
S&P/TSX Composite High Dividend Index (CAD) ^TXEI 87.29 1.30 1.51
S&P/TSX Composite High Dividend Index (USD) ^TXEU 64.96 0.90 1.40
S&P/TSX Composite High Dividend Index (Net TR) ^TXEN 126.96 1.90 1.52
S&P/TSX Composite Buyback Index (CAD) ^TXBB 5,457.46 96.13 1.79
S&P/TSX Composite Buyback Index (USD) ^TXBBU 5,769.98 94.94 1.67
S&P/TSX Composite Buyback Index (CAD) (Net Total Return) ^TXBBN 7,903.58 139.21 1.79
S&P/TSX Composite Buyback Index (USD) (Net Total Return) ^TXBBNU 8,356.18 137.50 1.67
S&P/TSX High Income Energy Index (CAD) ^TXHE 271.18 4.80 1.80
S&P/TSX High Income Energy Index (USD) ^TXHU 227.10 3.76 1.68
S&P/TSX Preferred Share Index ^TXPR 529.25 -0.02 -0.00
S&P/TSX North American Preferred Stock Index (Price Return) (CAD) ^STNC 641.19 1.32 0.21
S&P/TSX North American Preferred Stock Index (Price Return) (USD) ^STNU 636.42 0.56 0.09
S&P/TSX North American Preferred Stock Index (Price Return) (CAD Hedged) ^STNCH 618.34 0.93 0.15
S&P/TSX North American Preferred Stock Index (Net Total Return) (CAD) ^STNCN 1,626.07 3.35 0.21
S&P/TSX North American Preferred Stock Index (Net Total Return) (USD) ^STNUN 1,613.98 1.42 0.09
S&P/TSX North American Preferred Stock Index (Net Total Return) (CAD Hedged) ^STNCHN 1,563.21 2.36 0.15
S&P/TSX Canadian Dividend Aristocrats Index ^TXDV 225.48 2.14 0.96
S&P/TSX Composite Dividend Index ^TXDC 118.90 1.30 1.11
S&P/TSX 60 Dividend Points Index ^TXDP 2.83 0 0
S&P/TSX 60 Dividend Points Index (Annual) ^TXDPA 19.21 0 0
S&P/TSX Renewable Energy and Clean Technology Index ^TXCT 177.92 0.76 0.43
S&P/TSX Cannabis Index (CAD) ^XCAN 146.22 5.65 4.02
S&P/TSX Cannabis Index (CAD) NTR ^XCANN 146.22 5.66 4.02
S&P/TSX Global Gold Index ^TTGD 358.90 -3.65 -1.01
S&P/TSX Global Gold Index (USD) ^TXGU 306.13 -3.48 -1.12
S&P/TSX Global Mining Index ^TXGM 95.05 0.19 0.20
S&P/TSX Global Base Metals Index ^TXBM 99.07 2.30 2.38
S&P/TSX Global Base Metals Index (USD) ^TXBMU 83.53 1.85 2.26
S&P/MX International Cannabis Index (CAD) ^MCAN 177.27 4.22 2.44
S&P/TSX 60 Index NTR ^SPTSEN 2,445.98 25.02 1.03
S&P/TSX Composite High Beta Index ^TXHB 14.28 0.35 2.51
S&P/TSX Composite Low Volatility Index ^TXLV 384.28 2.30 0.60
S&P/TSX Composite Index Banks (Industry Group) ^TXBA 2,782.62 58.31 2.14

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)561.06
% Weight Largest Constituent3.80%
Top 10 Holdings
(Market Cap Share - C$ Billion)
157.255
CurrencyCDN Dollars
Tickers
^TXHBTMXmoney.com / TMX PowerStream
SPTXHBPRBloomberg
.GSPTXHBThomson Reuters Eikon
T.XHB-TThomson ONE
Constituent Market Cap
Average (C$ Billion)11.221
Largest (C$ Billion)21.33
Smallest (C$ Billion)8.235
Median (C$ Billion)10.385
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
Norbord Inc. OSB
Lightspeed POS Inc. Subordinate Voting Shares LSPD
Interfor Corporation IFP
MEG Energy Corp. MEG
West Fraser Timber Co. Ltd. WFT
Whitecap Resources Inc. WCP
Pembina Pipeline Corporation PPL
Hudbay Minerals Inc. HBM
Canfor Corporation CFP
BRP Inc. Subordinate Voting Shares DOO
Cenovus Energy Inc. CVE
Teck Resources Limited Class B Subordinate Voting Shares TECK.B
AltaGas Ltd. ALA
Inter Pipeline Ltd. IPL
Lundin Mining Corporation LUN
Canadian Natural Resources Limited CNQ
Vermilion Energy Inc. VET
Gibson Energy Inc. GEI
Power Corporation of Canada Subordinate Voting Shares POW
Methanex Corporation MX
Keyera Corp. KEY
Crescent Point Energy Corp. CPG
Boardwalk Real Estate Investment Trust Trust Units BEI.UN
Ero Copper Corp. ERO
Brookfield Property Partners L.P. Limited Partnership Units BPY.UN
Intertape Polymer Group Inc. ITP
Celestica Inc. Subordinate Voting Shares CLS
Seven Generations Energy Ltd. class A VII
Bausch Health Companies Inc. BHC
Manulife Financial Corporation MFC
National Bank of Canada NA
Brookfield Infrastructure Partners L.P. Limited Partnership Units BIP.UN
Suncor Energy Inc. SU
ECN Capital Corp. ECN
Magna International Inc. MG
Summit Industrial Income REIT Units SMU.UN
Husky Energy Inc. HSE
Exchange Income Corporation EIF
Bank of Montreal BMO
Brookfield Asset Management Inc. Class A Limited Voting Shares BAM.A
Brookfield Business Partners L.P. Limited Partnership Units BBU.UN
Enbridge Inc. ENB
TC Energy Corporation TRP
Capital Power Corporation CPX
Martinrea International Inc. MRE
Imperial Oil Limited IMO
CAE Inc. Unlimited CAE
Air Canada Voting and Variable Voting Shares AC
Enerplus Corporation ERF

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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 561.060 14.28 2.51% 2.07% 2.07% -21.32%

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

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