S&P/TSX Indices Methodology

E311300

index methodology document rules and guidelines document

S&P/TSX Indices Methodology is the official rules and guidelines document that defines how S&P/TSX equity indices are constructed, maintained, and calculated.

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Label	Occurrences
S&P/TSX Indices Methodology canonical	1

Statements (49)

Predicate	Object
instanceOf	index methodology document ⓘ rules and guidelines document ⓘ
appliesTo	S&P/TSX 60 Index ⓘ S&P/TSX Capped sector indices ⓘ S&P/TSX Completion Index ⓘ S&P/TSX Composite Index ⓘ S&P/TSX thematic and strategy indices ⓘ
covers	buffer rules for constituent retention ⓘ capping rules for index constituents ⓘ corporate action treatment ⓘ data correction and revision policies ⓘ dividend and rights issue treatment ⓘ eligibility criteria for index constituents ⓘ fast-track inclusion rules ⓘ float-adjusted market capitalization requirements ⓘ foreign ownership restrictions handling ⓘ free float share calculations ⓘ holiday and trading halt treatment ⓘ index base date and base value definitions ⓘ index calculation formula ⓘ index rebalancing procedures ⓘ index reconstitution schedule ⓘ liquidity screening rules ⓘ merger and acquisition treatment ⓘ minimum trading volume requirements ⓘ net total return index calculation ⓘ price return index calculation ⓘ sector classification rules ⓘ spin-off treatment ⓘ total return index calculation ⓘ treatment of delisted securities ⓘ treatment of suspended securities ⓘ
defines	calculation of S&P/TSX equity indices ⓘ construction of S&P/TSX equity indices ⓘ maintenance of S&P/TSX equity indices ⓘ
governs	eligibility of securities listed on TSX Venture Exchange ⓘ eligibility of securities listed on Toronto Stock Exchange ⓘ
language	English ⓘ
publisher	S&P Dow Jones Indices ⓘ
region	Canada ⓘ
subjectOf	periodic updates by S&P Dow Jones Indices ⓘ
usedBy	ETF providers ⓘ index providers ⓘ index-linked product issuers ⓘ institutional investors ⓘ portfolio managers ⓘ
usedFor	benchmarking Canadian equity markets ⓘ consistent index maintenance ⓘ transparent index construction ⓘ

Referenced by (1)

Full triples — surface form annotated when it differs from this entity's canonical label.

S&P/TSX Venture Composite Index → hasMethodologyDocument → S&P/TSX Indices Methodology ⓘ