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Stock Market

TSX outperformance could hold, Canada Cycle Indicator nears two-year high - BofA

Investing | Fri, May 23 2025 11:47 PM AEST

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Investing.com -- The Toronto Stock Exchange S&P/TSX Composite has outpaced the S&P 500 by 5% year-to-date, and Bank of America (NYSE:BAC) Securities expects this momentum to persist. Strategist Tyson Dennis-Sharma notes that the firm’s Canada Cycle Indicator (CCI), a composite macro gauge, remains near its highest level in two years, pointing to continued relative strength in Canadian equities.

Historically, when the CCI is positive, the TSX has outperformed the S&P 500 60% of the time by an average of 4.1 percentage points per month. That compares to just a 23% hit rate, and an average underperformance of 5.9 percentage points, when the indicator turns negative.

The CCI’s strength stems largely from earnings momentum, with the TSX’s earnings revision ratio standing 20% above that of the S&P 500. Canadian bank earnings have supported this outlook, as S&P/TSX 60 earnings per share growth is tracking 10% higher year-over-year, marking a second consecutive quarter of positive growth.

Valuation, dividend yield, and sector positioning are additional tailwinds for the TSX, according to BofA. The index trades at a 21% forward price-to-earnings discount and a 57% discount on a price-to-book basis compared with the S&P 500, and its dividend yield of 2.8% is more than double that of the U.S. benchmark.

Notably, the TSX offers outsized exposure to gold through its Materials constituents, especially relative to the S&P 500. “The TSX’s 0.15 relative gold beta implies 15bps of outperformance per 1% rise in gold,” BofA’s analysts note, citing the sector’s ability to act as a macro hedge amid bond market volatility.

The TSX hit record highs following Canada’s recent federal election, as investors embraced post-election optimism on trade and fiscal support. BofA expects the effective U.S. tariff rate on Canadian exports will stabilize around 5% as more firms qualify for exemptions under USMCA and the government shifts toward export diversification.

Fiscal and monetary policy further bolster the case for TSX exposure. With the Carney administration pursuing stimulus and the Bank of Canada expected to cut rates three times this year, versus none by the Fed, Canadian markets may benefit from a widening policy differential that eases financial conditions relative to the U.S.

Dennis-Sharma highlights that the TSX has historically outperformed during minority governments like the current one. This, combined with more anchored inflation expectations and Canada’s commodities exposure, could keep the TSX on a structurally stronger footing.

This article first appeared in Investing.com

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