|S&P/TSX Composite Enhanced Value Index||^TXEV||516.79||-0.87||-0.17|
|S&P/TSX Composite Enhanced Value - Lowest Quintile Index||^TXEVLQ||192.38||-1.90||-0.98|
|S&P/TSX Composite Quality Index||^TXQ||360.20||-1.67||-0.46|
|S&P/TSX Composite Quality - Lowest Quintile Index||^TXQLQ||171.67||-1.36||-0.78|
|S&P/TSX Composite Quality - Highest Quintile Index||^TXVHQ||44.69||-1.00||-2.19|
|S&P/TSX Composite Momentum Index||^TXM||333.53||-0.28||-0.08|
|S&P/TSX Composite Momentum - Lowest Quintile Index||^TXMLQ||89.19||-1.05||-1.17|
|S&P/TSX Composite Low Volatility High Dividend Index||^TXLVHD||151.51||-0.29||-0.19|
S&P/TSX Composite Momentum Index. The index is designed to measure the performance of securities in the Canadian equity market that exhibit persistence in their relative performance. Numerous academic and practitioners? research has shown that relative strength strategies that rank stocks based on their past returns predict relative performance over the next 3-12 months.
This index is calculated at the end of the day's trading session.