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.

All labels observed (13)

How this entity was disambiguated

Statements (48)

Predicate Object
instanceOf equity index
sector index
stock market index family
assetClass equities
brand S&P/TSX
linked to: S&P/TSX indices
calculationAgent S&P Dow Jones Indices
country Canada
currency Canadian dollar
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
governingBody S&P Dow Jones Indices Index Committee
linked to: S&P Index Committee
includesIndex S&P/TSX Capped Communication Services Index
S&P/TSX Capped Consumer Discretionary Index
S&P/TSX Capped Consumer Staples Index
S&P/TSX Capped Energy Index
S&P/TSX Capped Financials Index
S&P/TSX Capped Health Care Index
S&P/TSX Capped Industrials Index
S&P/TSX Capped Information Technology Index
S&P/TSX Capped Materials Index
S&P/TSX Capped Real Estate Index
S&P/TSX Capped Utilities Index
indexUniverse S&P/TSX Composite Index constituents
marketCoverage Toronto Stock Exchange
methodologyFeature capped constituent weights
objective track specific sectors of the Canadian equity market
parentIndexFamily S&P/TSX indices
provider S&P Dow Jones Indices
purpose maintain diversification
reduce concentration risk
rebalancingFrequency quarterly
reconstitutionFrequency quarterly
region North America
riskCharacteristic lower single-stock concentration than uncapped sector indices
sectorClassificationStandard GICS
transparency publicly available methodology
typicalCappingLevel 25% maximum weight per constituent
useCase benchmarking Canadian sector performance
performance measurement
sector allocation
underlying indices for ETFs
underlying indices for index funds
weightingScheme float-adjusted market capitalization

How these facts were elicited

Referenced by (14)

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

S&P/TSX Indices Methodology appliesTo S&P/TSX Capped sector indices
Suncor Energy listedOnIndex S&P/TSX Capped Energy Index
linked to: S&P/TSX Capped sector indices
RY isComponentOf S&P/TSX Capped Financial Index
linked to: S&P/TSX Capped sector indices
S&P/TSX Capped sector indices includesIndex S&P/TSX Capped Energy Index
linked to: S&P/TSX Capped sector indices
S&P/TSX Capped sector indices includesIndex S&P/TSX Capped Financials Index
linked to: S&P/TSX Capped sector indices
S&P/TSX Capped sector indices includesIndex S&P/TSX Capped Materials Index
linked to: S&P/TSX Capped sector indices
S&P/TSX Capped sector indices includesIndex S&P/TSX Capped Industrials Index
linked to: S&P/TSX Capped sector indices
S&P/TSX Capped sector indices includesIndex S&P/TSX Capped Information Technology Index
linked to: S&P/TSX Capped sector indices
S&P/TSX Capped sector indices includesIndex S&P/TSX Capped Consumer Discretionary Index
linked to: S&P/TSX Capped sector indices
S&P/TSX Capped sector indices includesIndex S&P/TSX Capped Consumer Staples Index
linked to: S&P/TSX Capped sector indices
S&P/TSX Capped sector indices includesIndex S&P/TSX Capped Utilities Index
linked to: S&P/TSX Capped sector indices
S&P/TSX Capped sector indices includesIndex S&P/TSX Capped Communication Services Index
linked to: S&P/TSX Capped sector indices
S&P/TSX Capped sector indices includesIndex S&P/TSX Capped Real Estate Index
linked to: S&P/TSX Capped sector indices
S&P/TSX Capped sector indices includesIndex S&P/TSX Capped Health Care Index
linked to: S&P/TSX Capped sector indices