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TMX Indices

real time data All values for TSX indices are real-time except for TSX Summary Only Indices. Jul 16, 2018, 11:30 PM EDT
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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