GREY:LSTMF - Post by User
Post by
kmappon Mar 15, 2014 11:32am
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Post# 22327348
S&P/TSX COMPOSITE HIGH BETA INDEX
S&P/TSX COMPOSITE HIGH BETA INDEXInformation on the S&P/TSX COMPOSITE HIGH BETA INDEX can be found at the following link:
https://web.tmxmoney.com/tmx_indices.php?section=tsx&index=%5ETXHB
Toronto, Ontario, March 14, 2014 – S&P Dow Jones Canadian Index Services will make the following changes in the S&P/TSX Canadian Indices effective after the close of Friday, March 21, 2014. S&P/TSX COMPOSITE HIGH BETA INDEX ADDITIONS
Issue Name Symbol
Advantage Oil & Gas Ltd. AAV
International Forest Products Limited IFP.A
Lightstream Resources Ltd. LTS
MEG Energy Corp. MEG
The S&P/TSX Composite High Beta Index is designed to measure the performance of the 50 constituents in the S&P/TSX Composite that are most sensitive to changes in market returns. For this index, the market is represented by the performance of the S&P/TSX Composite. Sensitivity is measured by the beta of an individual stock. Beta is the slope of the regression line of a security's trailing 12-months' daily price changes versus the daily changes of the S&P/TSX Composite over the same period. Constituents are weighted relative to their level of market sensitivity, with each stock assigned a weight proportional to its beta. The index is designed to serve as a benchmark for high beta strategies in the Canadian equities market.