RE:RE:RE:RE:RE:RE:RE:timing is everythinghttps://web.tmxmoney.com/assets/docs/indices/VXSC/Factsheet_VXSC.pdf
"About the Index
The S&P/TSX Venture Select Index seeks to measure the performance of constituents in the
S&P/TSX Venture Composite Index that meet specific market capitalization and liquidity criteria."
Market Capitalization. Stocks must have a five-day average
minimum float-adjusted market capitalization of CAD$ 50
million as of the rebalancing reference date.
• Public Float. Stocks must have public shares outstanding of
50% or greater.
• Liquidity. Index constituents should have adequate
liquidity. The float turnover, as measured by comparing
the trailing 12-month cumulative volume relative to the
current float-adjusted shares, must be at least 0.5 as of the
rebalancing reference date. The S&P/TSX Venture Select
Index maintains a 0.4 float turnover buffer rule for current
constituents. In addition, an index security cannot have
had more than ten non-trading days in the prior 12 calendar
months, as determined on a quarterly basis.
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