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Nov 18, 2019, 11:30 PM EST
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 Constituents46
Adjusted Market Cap (C$ Billion)437.101
% Weight Largest Constituent8.85%
Top 10 Holdings
(Market Cap Share - C$ Billion)
CurrencyCDN Dollars
T.XDPThomson Reuters
Constituent Market Cap
Average (C$ Billion)9.502
Largest (C$ Billion)38.697
Smallest (C$ Billion)0.853
Median (C$ Billion)4.271

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
Alimentation Couche-Tard Inc. Class B Subordinate Voting Shares ATD.B
Barrick Gold Corporation ABX
Shopify Inc. Class A Subordinate Voting Shares SHOP
Fortis Inc. FTS
Waste Connections Inc. WCN
Thomson Reuters Corporation TRI
Constellation Software Inc. CSU
CGI Inc. Class A Subordinate Voting Shares GIB.A
Intact Financial Corporation IFC
Air Canada Voting and Variable Voting Shares AC
Emera Incorporated EMA
Kirkland Lake Gold Ltd. KL
Algonquin Power & Utilities Corp. AQN
Loblaw Companies Limited L
Metro Inc. MRU
Hydro One Limited H
Brookfield Renewable Partners L.P. BEP.UN
Gildan Activewear Inc. GIL
H&R Real Estate Investment Trust HR.UN
Allied Properties Real Estate Investment Trust AP.UN
Empire Company Limited Non-Voting Class A Shares EMP.A
Element Fleet Management Corp. EFN
Boyd Group Income Fund BYD.UN
Detour Gold Corporation DGC
Cogeco Communications Inc. Subordinate Voting Shares CCA
Granite Real Estate Investment Trust GRT.UN
FirstService Corporation FSV
Centerra Gold Inc. CG
InterRent Real Estate Investment Trust IIP.UN
Ero Copper Corp. ERO
Killam Apartment Real Estate Investment Trust KMP.UN
Summit Industrial Income REIT SMU.UN
SSR Mining Inc. SSRM
Alacer Gold Corp. ASR
Torex Gold Resources Inc. TXG
Crombie Real Estate Investment Trust CRR.UN
Badger Daylighting Ltd. BAD
Dream Industrial Real Estate Investment Trust DIR.UN
Sienna Senior Living Inc. SIA
Cronos Group Inc. CRON
Equitable Group Inc. EQB
Labrador Iron Ore Royalty Corporation LIF
Wesdome Gold Mines Ltd. WDO
Cargojet Inc. Common and Variable Voting Shares CJT
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 437.101 344.678631 0.98% 0.98% -0.30% 21.50%

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

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