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Investor IQ Canada ETF Digest

Canada Market Summary

As of September 6, 2019

Summary

Category % Buys Average Trend Strength Average RS Score RS Spread Volatility Score Correlation to S&P 500
Commodity 100 100 94 11 57 -0.17
Bond (CAD) 100 100 79 0 93 0
Canadian Fixed Income 100 96 61 50 7 -0.14
Canadian Sector 67 73 56 96 52 0.51
US Equity (CAD) 100 75 41 4 79 0.46
Global Sector ETFs (CAD) 57 73 38 50 68 0.47
Broad 100 88 29 29 29 0.83
Global Equity ETFs (CAD) 50 52 9 11 59 0.88
All Categories 79 81 50 100 50 35

Focus List Long

Symbol Name Signal Trend Strength RS Score Volatility Score Correlation to S&P 500 OB/OS Oscillator
ZJG.TO BMO Junior Gold Buy 100 100 86 -0.21 34.03
XIT.TO iShares S&P TSX Capped Info Tech Buy 100 96 79 0.73 66.59
CGL.TO iShares Gold Bullion ETF Buy 100 93 39 -0.14 38.11

Focus List Short

Symbol Name Signal Trend Strength RS Score Volatility Score Correlation to S&P 500 OB/OS Oscillator
XEG.TO iShares S&P TSX Capped Energy Sell 4 0 82 0.58 50.53
XAW.TO iShares Core MSCI All Country Ex Can ETF Hold 42 4 61 0.86 65.17
XGI.TO iShares S&P Global Industrials Hold 46 7 100 0.03 62.49

Broad

Symbol Name Signal Trend Strength RS Score Volatility Score Correlation to S&P 500 OB/OS Oscillator
VCE.TO Vanguard FTSE Canada Index Buy 92 46 29 0.83 70.17
XIU.TO iShares S&P TSX 60 Index Buy 88 21 32 0.83 70.73
XIC.TO iShares Core S&P TSX Capped Buy 83 18 25 0.83 70.66

Canadian Sector

Symbol Name Signal Trend Strength RS Score Volatility Score Correlation to S&P 500 OB/OS Oscillator
XIT.TO iShares S&P TSX Capped Info Tech Buy 100 96 79 0.73 66.59
XMA.TO iShares S&P TSX Capped Materials Buy 100 86 75 0.22 39.49
XUT.TO iShares S&P TSX Capped Utilities Buy 100 82 18 0.37 65.28
XRE.TO iShares S&P TSX Capped Real Estate Buy 100 61 21 0.35 52.23
XFN.TO iShares S&P TSX Capped Financials Sell 33 11 36 0.79 64.37
XEG.TO iShares S&P TSX Capped Energy Sell 4 0 82 0.58 50.53

US Equity (CAD)

Symbol Name Signal Trend Strength RS Score Volatility Score Correlation to S&P 500 OB/OS Oscillator
ZSP.TO BMO S&P 500 Index ETF Buy 75 43 68 0.89 67.32
XUS.TO iShares Core S&P 500 Index ETF Buy 75 39 89 0.03 60.45

Global Equity ETFs (CAD)

Symbol Name Signal Trend Strength RS Score Volatility Score Correlation to S&P 500 OB/OS Oscillator
XWD.TO iShares MSCI World Index Buy 62 14 57 0.89 67.09
XAW.TO iShares Core MSCI All Country Ex Can ETF Hold 42 4 61 0.86 65.17

Global Sector ETFs (CAD)

Symbol Name Signal Trend Strength RS Score Volatility Score Correlation to S&P 500 OB/OS Oscillator
CWW.TO iShares S&P Global Water Buy 96 57 50 0.67 58.95
COW.TO iShares Global Agri Index Buy 88 54 71 0.73 66.35
CIF.TO iShares Global Infrastructure Buy 71 50 43 0.66 58.1
XHC.TO iShares Global Healthcare Index Hold 58 36 64 0.83 63.31
XCD.TO iShares S&P Global Cons Disc Hold 58 32 96 0.03 66.64
CGR.TO iShares Global Real Estate Buy 96 29 54 0.31 53.98
XGI.TO iShares S&P Global Industrials Hold 46 7 100 0.03 62.49

Canadian Fixed Income

Symbol Name Signal Trend Strength RS Score Volatility Score Correlation to S&P 500 OB/OS Oscillator
XBB.TO iShares Core CDN Universe Bond Buy 100 75 11 -0.36 30.34
ZAG.TO BMO Aggregate Bond Index Buy 100 71 4 -0.32 30.08
VAB.TO Vanguard CDN Aggregate Bond Index Buy 100 68 7 -0.35 30.82
XCB.TO iShares Canadian Corporate Bond Buy 100 64 0 -0.34 30.41
ZFH.TO BMO Floating Rate High Yield Buy 79 25 14 0.66 66.88

Bond (CAD)

Symbol Name Signal Trend Strength RS Score Volatility Score Correlation to S&P 500 OB/OS Oscillator
VBU.TO Vanguard US Agg Bond Index Buy 100 79 93 0 46.89

Commodity

Symbol Name Signal Trend Strength RS Score Volatility Score Correlation to S&P 500 OB/OS Oscillator
ZJG.TO BMO Junior Gold Buy 100 100 86 -0.21 34.03
CGL.TO iShares Gold Bullion ETF Buy 100 93 39 -0.14 38.11
HUG.TO Horizons Gold Buy 100 89 46 -0.16 37.42
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