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

Jul 10, 2020, 11:30 PM EDT
Methodology Fact Sheet

Overview - S&P/TSX Composite Momentum Index


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.

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Profile - S&P/TSX Composite Momentum Index

Data is based on End of Day Values
Index Characteristics
Number of Constituents45
Adjusted Market Cap (C$ Billion)588.601
% Weight Largest Constituent17.34%
Top 10 Holdings
(Market Cap Share - C$ Billion)
414.37
CurrencyCDN Dollars
Tickers
TXDPBloomberg
T.XDPThomson Reuters
Constituent Market Cap
Average (C$ Billion)13.08
Largest (C$ Billion)102.077
Smallest (C$ Billion)0.875
Median (C$ Billion)4.385

Methodology   Fact Sheet

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Constituents - S&P/TSX Composite Momentum Index

Data is based on End of Day Values | Download Data into CSV
ConstituentsSymbol % Weight
Shopify Inc. Class A Subordinate Voting Shares SHOP
Barrick Gold Corporation ABX
Brookfield Asset Management Inc. Class A Limited Voting Shares BAM.A
Franco-Nevada Corporation FNV
TC Energy Corporation TRP
Intact Financial Corporation IFC
Sun Life Financial Inc. SLF
Fortis Inc. FTS
Brookfield Infrastructure Partners L.P. Limited Partnership Units BIP.UN
National Bank of Canada NA
Thomson Reuters Corporation With New Deposit Receip TRI
Algonquin Power & Utilities Corp. AQN
Brookfield Renewable Partners L.P. LP Units BEP.UN
Emera Incorporated EMA
Hydro One Limited H
TMX Group Limited X
Boyd Group Services Inc. BYD
Element Fleet Management Corp. EFN
Ballard Power Systems Inc. BLDP
WSP Global Inc. WSP
iA Financial Corporation Inc. IAG
CAE Inc. Unlimited CAE
Real Matters Inc. REAL
Allied Properties Real Estate Investment Trust Units AP.UN
Boralex Inc. Class A Shares BLX
Canadian Utilities Limited Class A Non-Voting Shares CU
NovaGold Resources Inc. NG
Innergex Renewable Energy Inc. INE
Alacer Gold Corp. ASR
Altus Group Limited AIF
Premium Brands Holdings Corporation PBH
TransAlta Renewables Inc. RNW
Eldorado Gold Corporation ELD
Cogeco Communications Inc. Subordinate Voting Shares CCA
Morneau Shepell Inc. MSI
Wesdome Gold Mines Ltd. WDO
Killam Apartment Real Estate Investment Trust Class A Trust Units KMP.UN
InterRent Real Estate Investment Trust Units IIP.UN
Genworth MI Canada Inc. MIC
Cominar Real Estate Investment Trust Trust Units CUF.UN
Dream Office Real Estate Investment Trust Trust Units D.UN
Jamieson Wellness Inc. JWEL
Dream Industrial Real Estate Investment Trust Units DIR.UN
Home Capital Group Inc. HCG
ECN Capital Corp. ECN

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Performance - S&P/TSX Composite Momentum 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 Momentum Index 588.601 396.988096 0.29% 1.98% 1.98% 13.42%

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

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