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.
Top 10 Constituents by Index WeightExport
*Based on GICS sectors
The weightings for each sector of the index are rounded to the nearest tenth of a percent, therefore, the aggregate weights for the index may not equal to 100%.
*Based on GICS Sectors