Table 1.
The ten randomly selected securities from S&P/TSX 60 and the sample means, variances, and entropies of their mean weekly returns over the ten-year period.
| Company Name | Ticker Symbol | Mean (bps) | Variance (bps) | Entropy (nats) |
|---|---|---|---|---|
| Loblaw Companies Ltd. | L | 0.006391 | 8.078711 | 2.381352 |
| First Quantum Minerals Ltd. | FM | 1.003592 | 61.97863 | 3.277249 |
| Thomson Reuters Corp | TRI | −0.019931 | 11.65211 | 2.534170 |
| Alimentation Couche-Tard Inc. | ATD.B | 0.495919 | 17.89425 | 2.798943 |
| Bank of Nova Scotia | BNS | 0.242633 | 11.32819 | 2.466258 |
| Teck Resources Ltd. | TECK.B | 0.729174 | 60.76170 | 3.259236 |
| Canadian Tire Corp Ltd. | CTC.A | 0.284006 | 12.18994 | 2.605140 |
| Inter Pipeline Ltd. | IPL | 0.211462 | 7.847551 | 2.339923 |
| Manulife Financial Corp | MFC | 0.095557 | 24.68777 | 2.746475 |
| Suncor Energy Inc. | SU | 0.424803 | 27.36700 | 2.907254 |