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

Apr 1, 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)380.665
% Weight Largest Constituent11.34%
Top 10 Holdings
(Market Cap Share - C$ Billion)
257.126
CurrencyCDN Dollars
Tickers
TXDPBloomberg
T.XDPThomson Reuters
Constituent Market Cap
Average (C$ Billion)8.459
Largest (C$ Billion)43.147
Smallest (C$ Billion)0.58
Median (C$ Billion)2.767

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

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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 380.665 302.522471 -2.82% -2.82% -2.82% -13.57%

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

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