Description

The S&P/TSX Composite Momentum Index is designed to measure the performance of securities in the S&P/TSX Composite that exhibit persistence in their relative performance. Research from numerous academic and practitioners has shown that relative strength strategies that rank stocks based on their past returns predict relative performance over the next 3-12 months.


Characteristics


Constituents

Top 10 Constituents by Index Weight

Full Constituents ListFull Constituents List
  • Constituent
  • Symbol
  • Sector*


Sector Breakdown

Sector
Index Weight


Maturity Breakdown

Maturity Range
Index Weight


Rating Breakdown

Rating
Index Weight



CONTENT TYPE
DATES
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