Top

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

Aug 21, 2019, 3:03 PM EDT
Methodology Fact Sheet
Index Symbol Last Chg % Chg  
S&P/TSX Composite Index ^TSX 16,297.06 83.75 0.52
S&P/TSX Composite Index (USD) ^15U 1,165.07 -9.43 -0.80
S&P/TSX Composite Index (Net TR) ^15NT 196.38 -1.10 -0.56
S&P/TSX Composite Index (USD Net TR) ^15NTU 1,564.63 -12.66 -0.80
S&P/TSX 60 Index (CAD) ^TX60 973.00 5.82 0.60
S&P/TSX 60 Index (USD) ^TX60U 272.35 -2.69 -0.98
S&P/TSX 60 Hedged Index (USD) ^TX60UH 139.49 -1.01 -0.72
S&P/TSX 60 Hedged Index (USD Net TR) ^TX6UHN 182.74 -1.32 -0.72
S&P/TSX 60 ESG Factor Weighted Index ^TESG 1,255.61 -9.07 -0.72
S&P/TSX 60 ESG Factor Weighted Index (Net TR) ^TESGN 1,610.11 -11.63 -0.72
S&P/TSX 60 Shariah Index ^TXSI 145.06 1.28 0.89
The S&P/TSX 60 Carbon Efficient Index ^TXCA 187.58 -1.39 -0.74
The S&P/TSX 60 Carbon Efficient Index (USD) ^TXCAU 171.76 -1.71 -0.98
The S&P/TSX 60 Carbon Efficient Index (Net TR) ^TXCAN 237.99 -1.77 -0.74
The S&P/TSX 60 Carbon Efficient Index (USD Net TR) ^TXCANU 217.93 -2.16 -0.98
The S&P/TSX 60 Fossil Fuel Free Index ^TXFF 1,596.21 -11.06 -0.69
The S&P/TSX 60 Fossil Fuel Free Index (Net TR) ^TXFFN 1,903.42 -13.19 -0.69
The S&P/TSX 60 Fossil Fuel Free Index (USD) ^TXFFU 1,220.31 -11.51 -0.93
The S&P/TSX 60 Fossil Fuel Free Index (USD Net TR) ^TXFFNU 1,455.18 -13.72 -0.93
S&P/TSX 60 Fossil Fuel Free Carbon Efficient Index ^TXFFC 150.77 -1.21 -0.80
S&P/TSX 60 Fossil Fuel Free Carbon Efficient Index (Net TR) ^TXFCN 179.59 -1.45 -0.80
S&P/TSX 60 Fossil Fuel Free Carbon Efficient Index (USD) ^TXFCU 115.27 -1.22 -1.04
S&P/TSX 60 Fossil Fuel Free Carbon Efficient Index (USD Net TR) ^TXFCNU 137.30 -1.45 -1.04
S&P/TSX Composite Metals and Mining Industry Index ^TIMM 2,437.38 47.84 2.00
S&P/TSX Completion Index ^TX40 988.45 2.14 0.22
S&P/TSX SmallCap Index ^TX20 580.83 0.96 0.17
S&P/TSX Income Trust Index ^RTCM 224.53 -0.13 -0.06
S&P/TSX Composite High Dividend Index (CAD) ^TXEI 107.64 0.38 0.35
S&P/TSX Composite High Dividend Index (USD) ^TXEU 81.42 -0.74 -0.90
S&P/TSX Composite High Dividend Index (Net TR) ^TXEN 149.98 -0.98 -0.65
S&P/TSX Composite Buyback Index (CAD) ^TXBB 6,287.46 27.96 0.45
S&P/TSX Composite Buyback Index (USD) ^TXBBU 6,750.62 -64.46 -0.95
S&P/TSX Composite Buyback Index (CAD) (Net Total Return) ^TXBBN 8,896.82 -62.04 -0.69
S&P/TSX Composite Buyback Index (USD) (Net Total Return) ^TXBBNU 9,594.86 -90.91 -0.94
S&P/TSX High Income Energy Index (CAD) ^TXHE 460.98 2.70 0.59
S&P/TSX High Income Energy Index (USD) ^TXHU 391.48 -2.91 -0.74
S&P/TSX Preferred Share Index ^TXPR 575.36 -2.07 -0.36
S&P/TSX North American Preferred Stock Index (Price Return) (CAD) ^STNC 682.04 -1.23 -0.18
S&P/TSX North American Preferred Stock Index (Price Return) (USD) ^STNU 691.84 0.05 0.01
S&P/TSX North American Preferred Stock Index (Price Return) (CAD Hedged) ^STNCH 671.87 -1.54 -0.23
S&P/TSX North American Preferred Stock Index (Net Total Return) (CAD) ^STNCN 1,647.31 -1.64 -0.10
S&P/TSX North American Preferred Stock Index (Net Total Return) (USD) ^STNUN 1,667.84 -5.80 -0.35
S&P/TSX North American Preferred Stock Index (Net Total Return) (CAD Hedged) ^STNCHN 1,614.50 -3.70 -0.23
S&P/TSX Canadian Dividend Aristocrats Index ^TXDV 270.09 0.67 0.25
S&P/TSX Composite Dividend Index ^TXDC 129.46 0.57 0.44
S&P/TSX 60 Dividend Points Index ^TXDP 5.16 0 0
S&P/TSX 60 Dividend Points Index (Annual) ^TXDPA 21.08 0 0
S&P/TSX Renewable Energy and Clean Technology Index ^TXCT 139.53 0.04 0.03
S&P/TSX Global Gold Index ^TTGD 253.12 -0.50 -0.20
S&P/TSX Global Gold Index (USD) ^TXGU 220.67 5.55 2.58
S&P/TSX Global Mining Index ^TXGM 74.91 -0.43 -0.57
S&P/TSX Global Base Metals Index ^TXBM 91.71 -0.40 -0.43
S&P/TSX Global Base Metals Index (USD) ^TXBMU 79.22 -1.05 -1.31
S&P/TSX 60 Index NTR ^SPTSEN 2,444.03 -18.00 -0.73
S&P/TSX Composite High Beta Index ^TXHB 15.66 0.05 0.32
S&P/TSX Composite Low Volatility Index ^TXLV 439.81 0.12 0.03
S&P/TSX Composite Index Banks (Industry Group) ^TXBA 3,218.22 14.19 0.44

Overview - S&P/TSX Composite Low Volatility Index


The S&P/TSX Composite Low Volatility Index is designed to measure the performance of the 50 least volatile stocks within the S&P/TSX Composite. Volatility is defined as the standard deviation of a security's daily price returns over the prior one year trading period. Constituents are weighted relative to the inverse of their corresponding volatility, with the least volatile stocks receiving the highest weights. The index is designed to serve as a benchmark for low volatility or low variance strategies based on the S&P/TSX Composite, which is the headline index and the principal broad market measure for the Canadian equity markets.

Get Quote

Profile - S&P/TSX Composite Low Volatility Index

Data is based on End of Day Values
Index Characteristics
Number of Constituents50
Adjusted Market Cap (C$ Billion)996.727
% Weight Largest Constituent2.76%
Top 10 Holdings
(Market Cap Share - C$ Billion)
244.086
CurrencyCDN Dollars
Tickers
^TXLVTMXmoney.com / TMX PowerStream
SPTXLVPRBloomberg
.GSPTXLVThomson Reuters Eikon
T.XLV-TThomson ONE
Constituent Market Cap
Average (C$ Billion)19.935
Largest (C$ Billion)27.481
Smallest (C$ Billion)15.317
Median (C$ Billion)19.446
Related Exchange Traded Products
TLVPowerShares S&P/TSX Composite Low Volatility 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 least volatility form the index.
  • Constituents removed from the S&P/TSX Composite Index are removed from the Low Volatility Index simultaneously. Other deletions may occur during the quarterly rebalancings.

Methodology   Fact Sheet

Get Quote

Constituents - S&P/TSX Composite Low Volatility Index

Data is based on End of Day Values | Download Data into CSV
ConstituentsSymbol % Weight
National Bank of Canada NA
TELUS Corporation T
RioCan Real Estate Investment Trust REI.UN
Fortis Inc. FTS
BCE Inc. BCE
Toronto-Dominion Bank (The) TD
Bank of Nova Scotia (The) BNS
Royal Bank of Canada RY
Hydro One Limited H
Granite Real Estate Investment Trust GRT.UN
H&R Real Estate Investment Trust HR.UN
Chartwell Retirement Residences CSH.UN
Brookfield Renewable Partners L.P. BEP.UN
Bank of Montreal BMO
Canadian Imperial Bank Of Commerce CM
Allied Properties Real Estate Investment Trust AP.UN
Crombie Real Estate Investment Trust CRR.UN
Emera Incorporated EMA
Canadian Utilities Limited Class A Non-Voting Shares CU
SmartCentres Real Estate Investment Trust SRU.UN
Algonquin Power & Utilities Corp. AQN
Northview Apartment Real Estate Investment Trust NVU.UN
Sienna Senior Living Inc. SIA
First Capital Realty Inc. FCR
Morneau Shepell Inc. MSI
Dream Office Real Estate Investment Trust D.UN
Intact Financial Corporation IFC
Metro Inc. MRU
Choice Properties Real Estate Investment Trust CHP.UN
Canadian Apartment Properties Real Estate Investment Trust CAR.UN
George Weston Limited WN
Rogers Communications Inc. Class B Non-voting Shares RCI.B
Killam Apartment Real Estate Investment Trust KMP.UN
ATCO Ltd. Class I Non-voting Shares ACO.X
Power Financial Corporation PWF
Pembina Pipeline Corporation PPL
Shaw Communications Inc. Class B Non-voting Shares SJR.B
Summit Industrial Income REIT SMU.UN
Dream Global Real Estate Investment Trust DRG.UN
Sun Life Financial Inc. SLF
Power Corporation of Canada Subordinate Voting Shares POW
CGI Inc. Class A Subordinate Voting Shares GIB.A
NorthWest Healthcare Properties Real Estate Investment Trust NWH.UN
The North West Company Inc. NWC
Waste Connections Inc. WCN
Great-West Lifeco Inc. GWO
Dream Industrial Real Estate Investment Trust DIR.UN
TC Energy Corporation TRP
Stella-Jones Inc. SJ
Quebecor Inc. Class B Subordinate Voting Shares QBR.B

Get Quote

Sector & Top 10 - S&P/TSX Composite Low Volatility Index

Performance - S&P/TSX Composite Low Volatility 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 Low Volatility Index 996.727 439.80 0.03% 0.95% 1.32% 13.97%

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

Get Quote

Copyright © QuoteMedia. Data delayed 15 minutes unless otherwise indicated. View delay times for all exchanges. Market Data powered by QuoteMedia. See the QuoteMedia Terms of Use.