|S&P/TSX Composite Enhanced Value Index||^TXEV||524.51||-1.65||-0.31|
|S&P/TSX Composite Enhanced Value - Lowest Quintile Index||^TXEVLQ||191.64||0.45||0.23|
|S&P/TSX Composite Quality Index||^TXQ||361.78||-0.84||-0.23|
|S&P/TSX Composite Quality - Lowest Quintile Index||^TXQLQ||170.32||0.74||0.44|
|S&P/TSX Composite Quality - Highest Quintile Index||^TXVHQ||46.09||-0.68||-1.46|
|S&P/TSX Composite Momentum Index||^TXM||334.03||2.04||0.61|
|S&P/TSX Composite Momentum - Lowest Quintile Index||^TXMLQ||87.82||-0.94||-1.06|
|S&P/TSX Composite Low Volatility High Dividend Index||^TXLVHD||151.06||0.37||0.24|
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.