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S&P/TSX Composite Live Chart, Factor Exposure & Free Data

S&P/TSX Composite Live Price, Chart & Factor Exposure Free Data & Analytics Access

S&P/TSX Composite · I.TSE · Canada
Use symbol I.TSE in our API & Excel add-in to retrieve this data.
35,649.51
(+0.37%)
? Live Prices updated every 5-seconds. Momentum Factor ranges from -100 to +100 and is the mean of four timeframe signals (1 Day, 1 Week, 1 Month, 3 Months), where each timeframe is +1 if return is above 0 and -1 otherwise. Trend Factor ranges from -100 to +100 and is the mean of eight signals across 1-month, 3-months, 6-months, and 1-year, using price vs moving average and moving average slope (+1 or -1). A rollover occurs when trend flips sign. Bubble Risk is the z-score of current price vs 1-year price: (Current Price - 250 trading days SMA) / (250 days price standard deviation). Values above +2.5 indicate overbought; below -2.5 oversold. Realized Volatility (20-days) is the standard deviation of daily returns over the past 20 trading days multiplied by sqrt(252).
Momentum -50%
Trend 25%
Bubble Risk LOW
Volatility (20-Day Rolling) 13.42%

S&P/TSX Composite Forecast

S&P/TSX Composite short-term price forecast is aSELL since short-term momentum is -50.00%. S&P/TSX Composite long-term forecast is aBUY since long-term trend is 25.00%. S&P/TSX Composite price based on realized volatility has a forecasted price between 35,648.66 to 35,650.36 on a daily basis, 35,647.65 to 35,651.37 on a weekly basis, 35,645.64 to 35,653.38 on a monthly basis, and 35,636.09 to 35,662.93 on an annual basis.

S&P/TSX Composite Price Chart

S&P/TSX Composite Factors

Factor exposure for S&P/TSX Composite — signals, relative value, risk-model betas and fundamentals, plus factor models published by contributors.

What each factor says now, and what the next week and month paid when it last said the same thing — annualised, against the volatility it came with.

Quantitative Factors

Factor Value Where in its own range Forward 1 week, annualised Forward 1 month, annualised n · hit Reading
in this state
return / vol		 all history
return / vol		 Sharpe in this state
return / vol		 all history
return / vol		 Sharpe
Momentum
 0.5 signal, −1 to +1 no factor history — no forward return, and no volatility to measure it against Positive
Trend
 1 signal, −1 to +1 no factor history — no forward return, and no volatility to measure it against Strong Positive
Mean Reversion
 0 price vs 250d mean no factor history — no forward return, and no volatility to measure it against Neutral
20DVol
 -0.065 annualised no factor history — no forward return, and no volatility to measure it against Normal

Annualised on trading-day offsets — the 1-week forward return is 5 trading days so ×50.4, the 1-month is 20 so ×12.6, volatility by the square root of the same. Sharpe is return ÷ volatility. No t-statistic: daily sampling overlaps these windows, so the observation count overstates the independent evidence behind them.

Research on S&P/TSX Composite

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Statistical Distribution of Returns

Click for a quick guide to Distribution, Filters & Stats.
?

Filters

Factor Indicator Criteria Value And (for Between) Action


MacroFinance.ai
Return Statistics
Statistic Unfiltered Filtered

About S&P/TSX Composite (Canada)

S&P/TSX Composite (Canada) is tracked on MacroFinance with a live and historical price chart, weekly factor-return attribution, statistical analysis (return distribution, drawdowns and seasonality), and free downloadable historical data (the last 10 years as CSV or JSON, no login).

Last updated: October 8, 2026

Frequently asked questions

What is S&P/TSX Composite?
S&P/TSX Composite is a financial market series for Canada. This page shows its live price, historical chart, the factors driving its weekly returns, and statistical analysis.
What factors affect S&P/TSX Composite?
The Factor Analysis section attributes S&P/TSX Composite weekly returns to drivers such as interest rates, inflation, the US dollar, oil, earnings, liquidity and volatility, with a contribution ranking for the latest period.
Where can I download free S&P/TSX Composite historical data?
Yes. The last 10 years of S&P/TSX Composite daily data are free to download as CSV or JSON directly from this page, with no login required. A free account unlocks the full history, an Excel export with factors, and API access.
How is S&P/TSX Composite analysed statistically?
The Statistical Analysis section covers the return distribution, drawdowns, monthly seasonality, volatility clustering and tail-risk metrics.
Is the S&P/TSX Composite data updated in real time?
S&P/TSX Composite shows a live/intraday chart plus end-of-day historical data updated daily.

Free S&P/TSX Composite historical data (last 10 years)

Browse or instantly download the last 10 years of S&P/TSX Composite daily price history. A free account unlocks the full history, an Excel export with factors, and API access.

Download CSV (10y)Download JSON (10y)Full history, Excel & API (free account)

DateClose
2026-09-2835489.9
2026-09-2535800.9
2026-09-2435706.5
2026-09-2335751.4
2026-09-2236335.6
2026-09-2136009.4
2026-09-1835806.6
2026-09-1735874.3
2026-09-1635491.3
2026-09-1535582.1
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