Top

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

May 27, 2020, 11:30 PM EDT
Methodology Fact Sheet

Overview - S&P/TSX Composite Quality - Highest Quintile Index


S&P/TSX Composite Volatility ? Highest Quintile Index. The index is designed to measure the performance of the 50 most volatile stocks in the S&P TSX Composite. Volatility is defined as the standard deviation of the security?s daily price returns in local currency over the past year.

This index is calculated at the end of the day's trading session.

Get Quote

Profile - S&P/TSX Composite Quality - Highest Quintile Index

Data is based on End of Day Values
Index Characteristics
Number of Constituents49
Adjusted Market Cap (C$ Billion)155.517
% Weight Largest Constituent3.50%
Top 10 Holdings
(Market Cap Share - C$ Billion)
45.39
CurrencyCDN Dollars
Tickers
TXDPBloomberg
T.XDPThomson Reuters
Constituent Market Cap
Average (C$ Billion)3.174
Largest (C$ Billion)5.446
Smallest (C$ Billion)1.768
Median (C$ Billion)3.024

Methodology  

Get Quote

Constituents - S&P/TSX Composite Quality - Highest Quintile Index

Data is based on End of Day Values | Download Data into CSV
ConstituentsSymbol % Weight
HEXO Corp. HEXO
Aurora Cannabis Inc. ACB
Whitecap Resources Inc. WCP
Lightspeed POS Inc. Subordinate Voting Shares LSPD
Cenovus Energy Inc. CVE
Crescent Point Energy Corp. CPG
MEG Energy Corp. MEG
BRP Inc. Subordinate Voting Shares DOO
Vermilion Energy Inc. VET
Canfor Corporation CFP
Seven Generations Energy Ltd. class A common shares VII
Baytex Energy Corp. BTE
Enerplus Corporation ERF
ShawCor Ltd. SCL
OceanaGold Corporation OGC
Norbord Inc. OSB
Bombardier Inc. Class B Subordinate Voting Shares BBD.B
Interfor Corporation IFP
Canadian Natural Resources Limited CNQ
First Quantum Minerals Ltd. FM
Canopy Growth Corporation WEED
Secure Energy Services Inc. SES
Silvercorp Metals Inc. SVM
Pembina Pipeline Corporation PPL
Aphria Inc. APHA
Semafo Inc. SMF
Hudbay Minerals Inc. HBM
Methanex Corporation MX
Inter Pipeline Ltd. IPL
NFI Group Inc. NFI
Cronos Group Inc. CRON
Teck Resources Limited Class B Subordinate Voting Shares TECK.B
MAG Silver Corp. MAG
Seabridge Gold Inc. SEA
ARC Resources Ltd. ARX
First Majestic Silver Corp. FR
Alacer Gold Corp. ASR
IAMGOLD Corporation IMG
Alamos Gold Inc. AGI
Eldorado Gold Corporation ELD
Sandstorm Gold Ltd. SSL
Ballard Power Systems Inc. BLDP
Frontera Energy Corporation FEC
Chorus Aviation Inc. Voting and Variable Voting Shares CHR
Yamana Gold Inc. YRI
Pretium Resources Inc. PVG
Canada Goose Holdings Inc. Subordinate Voting Shares GOOS
SNC-Lavalin Group Inc. SNC
NovaGold Resources Inc. NG

Get Quote

Sector & Top 10 - S&P/TSX Composite Quality - Highest Quintile Index

Performance - S&P/TSX Composite Quality - Highest Quintile 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 Quality - Highest Quintile Index 155.517 38.671246 0.05% 9.19% 57.64% 0.22%

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

Get Quote

Copyright © QuoteMedia. Data delayed 15 minutes unless otherwise indicated. View delay times for all exchanges. Market Data powered by QuoteMedia. See the QuoteMedia Terms of Use.