Top

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

Feb 21, 2020, 11:30 PM EST
Methodology Fact Sheet

Overview - S&P/TSX Composite Low Volatility High Dividend Index


S&P/TSX Composite Low Volatility High Dividend Index. The index is designed to measure the performance of the 50 least volatile high yielding stocks within the Canadian equity market. Volatility is defined as the standard deviation of the security?s daily price returns in local currency over the past one year. Constituents are weighted relative to the inverse of their corresponding volatility, with the least volatile stocks receiving the highest weights.

This index is calculated at the end of the day's trading session.

Get Quote

Profile - S&P/TSX Composite Low Volatility High Dividend Index

Data is based on End of Day Values
Index Characteristics
Number of Constituents49
Adjusted Market Cap (C$ Billion)819.945
% Weight Largest Constituent2.97%
Top 10 Holdings
(Market Cap Share - C$ Billion)
221.538
CurrencyCDN Dollars
Tickers
TXDPBloomberg
T.XDPThomson Reuters
Constituent Market Cap
Average (C$ Billion)16.734
Largest (C$ Billion)24.334
Smallest (C$ Billion)6.549
Median (C$ Billion)16.999

Methodology   Fact Sheet

Get Quote

Constituents - S&P/TSX Composite Low Volatility High Dividend Index

Data is based on End of Day Values | Download Data into CSV
ConstituentsSymbol % Weight
NorthWest Healthcare Properties Real Estate Investment Trust NWH.UN
Brookfield Property Partners L.P. BPY.UN
Inter Pipeline Ltd. IPL
TransAlta Renewables Inc. RNW
Russel Metals Inc. RUS
H&R Real Estate Investment Trust HR.UN
Northview Apartment Real Estate Investment Trust NVU.UN
IGM Financial Inc. IGM
Crombie Real Estate Investment Trust CRR.UN
Laurentian Bank of Canada LB
Enbridge Inc. ENB
Capital Power Corporation CPX
SmartCentres Real Estate Investment Trust SRU.UN
Extendicare Inc. EXE
Keyera Corp. KEY
Brookfield Renewable Partners L.P. BEP.UN
Pason Systems Inc. PSI
BCE Inc. BCE
RioCan Real Estate Investment Trust REI.UN
Choice Properties Real Estate Investment Trust CHP.UN
AltaGas Ltd. ALA
Dream Industrial Real Estate Investment Trust DIR.UN
Canadian Imperial Bank Of Commerce CM
Cominar Real Estate Investment Trust CUF.UN
Exchange Income Corporation EIF
Great-West Lifeco Inc. GWO
Bank of Nova Scotia (The) BNS
Innergex Renewable Energy Inc. INE
Superior Plus Corp. SPB
Sienna Senior Living Inc. SIA
Northland Power Inc. NPI
Power Corporation of Canada Subordinate Voting Shares POW
The North West Company Inc. NWC
Canadian Utilities Limited Class A Non-Voting Shares CU
TELUS Corporation T
Intertape Polymer Group Inc. ITP
Shaw Communications Inc. Class B Non-voting Shares SJR.B
Emera Incorporated EMA
Chartwell Retirement Residences CSH.UN
Brookfield Infrastructure Partners L.P. BIP.UN
Toronto-Dominion Bank (The) TD
Bank of Montreal BMO
Nutrien Ltd. NTR
Restaurant Brands International Inc. QSR
Rogers Communications Inc. Class B Non-voting Shares RCI.B
Canadian Tire Corporation Limited Class A Non-Voting Shares CTC.A
Premium Brands Holdings Corporation PBH
George Weston Limited WN
Cogeco Communications Inc. Subordinate Voting Shares CCA

Get Quote

Performance - S&P/TSX Composite Low Volatility High Dividend 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 High Dividend Index 819.945 172.125666 -0.77% 3.02% 4.65% 4.65%

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.