The S&P/TSX Composite Volatility – Highest Quintile 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.
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