S&P/TSX Indices Methodology

E311300

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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S&P/TSX Indices Methodology canonical 1

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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 ⓘ

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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 ⓘ