S&P/TSX Capped sector indices
E1041310
The S&P/TSX Capped sector indices are Canadian equity benchmarks that track specific sectors of the Toronto Stock Exchange while limiting the weight of any single constituent to maintain diversification and reduce concentration risk.
Statements (48)
| Predicate | Object |
|---|---|
| instanceOf |
equity index
ⓘ
sector index ⓘ stock market index family ⓘ |
| assetClass | equities ⓘ |
| brand | S&P/TSX NERFINISHED ⓘ |
| calculationAgent | S&P Dow Jones Indices NERFINISHED ⓘ |
| country | Canada ⓘ |
| currency | Canadian dollar NERFINISHED ⓘ |
| dataAvailability |
end-of-day index levels
ⓘ
real-time index levels ⓘ |
| dataVendorCodeContext | used by Canadian ETF providers ⓘ |
| eligibilityCriterion |
listing on Toronto Stock Exchange
ⓘ
minimum liquidity requirements ⓘ minimum market capitalization requirements ⓘ |
| geographicFocus | Canada NERFINISHED ⓘ |
| governingBody | S&P Dow Jones Indices Index Committee NERFINISHED ⓘ |
| includesIndex |
S&P/TSX Capped Communication Services Index
NERFINISHED
ⓘ
S&P/TSX Capped Consumer Discretionary Index NERFINISHED ⓘ S&P/TSX Capped Consumer Staples Index NERFINISHED ⓘ S&P/TSX Capped Energy Index NERFINISHED ⓘ S&P/TSX Capped Financials Index NERFINISHED ⓘ S&P/TSX Capped Health Care Index NERFINISHED ⓘ S&P/TSX Capped Industrials Index NERFINISHED ⓘ S&P/TSX Capped Information Technology Index NERFINISHED ⓘ S&P/TSX Capped Materials Index NERFINISHED ⓘ S&P/TSX Capped Real Estate Index NERFINISHED ⓘ S&P/TSX Capped Utilities Index NERFINISHED ⓘ |
| indexUniverse | S&P/TSX Composite Index constituents NERFINISHED ⓘ |
| marketCoverage | Toronto Stock Exchange NERFINISHED ⓘ |
| methodologyFeature | capped constituent weights ⓘ |
| objective | track specific sectors of the Canadian equity market ⓘ |
| parentIndexFamily | S&P/TSX indices NERFINISHED ⓘ |
| provider | S&P Dow Jones Indices NERFINISHED ⓘ |
| purpose |
maintain diversification
ⓘ
reduce concentration risk ⓘ |
| rebalancingFrequency | quarterly ⓘ |
| reconstitutionFrequency | quarterly ⓘ |
| region | North America ⓘ |
| riskCharacteristic | lower single-stock concentration than uncapped sector indices ⓘ |
| sectorClassificationStandard | GICS NERFINISHED ⓘ |
| transparency | publicly available methodology ⓘ |
| typicalCappingLevel | 25% maximum weight per constituent GENERATED ⓘ |
| useCase |
benchmarking Canadian sector performance
ⓘ
performance measurement ⓘ sector allocation ⓘ underlying indices for ETFs ⓘ underlying indices for index funds ⓘ |
| weightingScheme | float-adjusted market capitalization ⓘ |
Referenced by (1)
Full triples — surface form annotated when it differs from this entity's canonical label.