ML Canada Basket

By: Research Team

Description

Standard Symmetrical Canada Basket

Comment

Best last week among stocks was First Quantum Minerals Ltd (FM:CN) +13.85%, Colonial Coal International Corp (CAD:CN) +12.60%, BlackBerry Ltd (BB:CN) +10.21%,

While worst last week among stocks was MEG Energy Corp (MEG:CN) -10.98%, Baytex Energy Corp (BTE:CN) -10.11%, Potash Corp of Saskatchewan Inc (POT:CN) -8.11%,

Best last month among stocks was Silver Wheaton Corp (SLW:CN) +27.62%, First Quantum Minerals Ltd (FM:CN) +26.95%, Canadian Pacific Railway Ltd (CP:CN) +21.46%,

While worst last month among stocks was Colonial Coal International Corp (CAD:CN) -24.03%, MEG Energy Corp (MEG:CN) -16.09%, Baytex Energy Corp (BTE:CN) -14.66%,

Best YTD among stocks was Yamana Gold Inc (YRI:CN) +197.18%, Barrick Gold Corp (ABX:CN) +181.19%, Colonial Coal International Corp (CAD:CN) +152.54%,

While worst YTD among stocks was Valeant Pharmaceuticals International Inc (VRX:CN) -77.49%, Pacific Exploration and Production Corp (PRE:CN) -60.20%, MEG Energy Corp (MEG:CN) -23.69%,

Country Composition

Country	Weight %
Canada	92.42
United States	3.03
Vancouver, BC V6C 2X8 Canada	1.52
St John's, NL A1B 3T2 Canada	1.52
Colombia	1.52

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Sector Composition

Country	Weight %
Canada	92.42
United States	3.03
Vancouver, BC V6C 2X8 Canada	1.52
St John's, NL A1B 3T2 Canada	1.52
Colombia	1.52

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Key Basket Multiples

Stocks	Total MCap US mn	Payout Ratio	Div Yield	PE	NetMargin	1yr Return
66	1144877.1	45.2	3.2	18.20	14.22	15.4

Results

2015-12-18 BlackBerry Ltd
Tech

BlackBerry Won't Go Much Lower, Despite Disappointing Results

Some respite for low-income people

2015-12-02 Royal Bank of Canada
fins

RBC Ends TD's 10-Year Winning Streak in J.D. Power Study

Become a TFSA Millionaire With Royal Bank of Canada and Saputo ...

2015-11-05 BCE Inc
telcos

BCE Inc.: BCE Q2 2016 results to be announced August 4, 2016

Rogers Communications Surprises Many With Its Q2 2016 Report

2015-11-05 Magna International Inc
Cons

Magna International Inc. - Notice of Conference Call for Second ...

A Brexit Deflated Magna International Gets An Overwhelming Strong ...

2015-11-10 First Quantum Minerals Ltd
mater

First Quantum Minerals Reports Second Quarter 2016 Results

At midday: TSX barely lower on busy earnings day

2015-11-03 TransCanada Corp
energ

TransCanada Corp. (TRP) Releases Quarterly Earnings Results ...

TransCanada: Building For Its Future

2015-11-05 Enbridge Inc
energ

Enbridge Inc. Reports Second Quarter 2016 Results

Enbridge Inc profit drops after Alberta fire outage left pipelines ...

value	stock	Country	Industry	MCap US mn	DividendYield	PE	PS	NetMarginPct	PayoutRatio	52wkchange	Score
Barrick Gold Corp	ABX:CN	Canada	Precious Metal Mining	25473.51	0.37%	387.86	3.00	0.77	143.51	214.87	-33.28
Yamana Gold Inc	YRI:CN	Canada	Precious Metal Mining	5425.96	0.35%	89.20	3.00	3.36	31.22	195.97	136.78
Agnico Eagle Mines Ltd	AEM:CN	Canada	Precious Metal Mining	13057.28	0.69%	188.75	6.32	3.35	130.24	166.90	107.17
Silver Wheaton Corp	SLW:CN	Canada	Precious Metal Mining	12304.27	0.71%	56.70	15.99	28.20	40.26	116.89	124.08
Franco-Nevada Corp	FNV:CN	Canada	Precious Metal Mining	13696.04	1.12%	140.52	26.43	18.81	157.38	93.69	124.79
Colonial Coal International Corp	CAD:CN	Canada	Coal Operations	7.05	-	-	-	0.00	0.00	58.90	54.34
Open Text Corp	OTC:CN	Canada	Application Software	7406.64	1.51%	24.13	4.06	16.83	36.44	36.64	61.21
Metro Inc	MRU:CN	Canada	Food & Drug Stores	8609.00	1.18%	21.27	0.92	4.33	25.10	35.48	39.07
SNC-Lavalin Group Inc	SNC:CN	Canada	Infrastructure Construction	6478.03	1.85%	27.15	0.91	3.35	50.23	34.70	56.56
Saputo Inc	SAP:CN	Canada	Packaged Food	11813.51	1.38%	24.94	1.40	5.61	34.42	33.29	43.81
CGI Group Inc	GIB/A:CN	Canada	IT Services	14796.41	-	18.54	1.82	9.82	-0.00	30.08	16.79
Canadian Natural Resources Ltd	CNQ:CN	Canada	Exploration & Production	32841.81	2.33%	-	3.53	0.00	-0.00	27.69	23.13
TransCanada Corp	TRP:CN	Canada	Midstream - Oil & Gas	37096.85	3.73%	24.40	3.85	15.78	91.01	24.78	102.60
ARC Resources Ltd	ARX:CN	Canada	Exploration & Production	6178.21	2.61%	292.46	6.82	2.33	763.32	23.09	491.72
BCE Inc	BCE:CN	Canada	Telecom Carriers	41691.59	4.37%	18.16	2.48	13.66	79.36	22.03	92.32
Bank of Montreal	BMO:CN	Canada	Diversified Banks	41361.09	4.11%	11.84	2.22	18.75	48.66	19.84	70.85
Eldorado Gold Corp	ELD:CN	Canada	Precious Metal Mining	2939.96	-	-	4.31	0.00	0.00	19.32	14.76
Canadian Utilities Ltd	CU:CN	Canada	Utility Networks	8254.74	3.23%	17.78	3.37	18.95	57.43	13.38	67.41
Toronto-Dominion Bank/The	TD:CN	Canada	Banks	80871.87	3.87%	12.36	2.70	21.84	47.83	12.28	65.03
Canadian Imperial Bank of Commerce/Canada	CM:CN	Canada	Banks	30024.54	4.88%	10.45	2.23	21.34	51.00	11.54	68.86
Sun Life Financial Inc	SLF:CN	Canada	Life Insurance	20464.69	3.74%	11.21	1.29	11.51	41.93	10.07	47.72
Royal Bank of Canada	RY:CN	Canada	Diversified Banks	90689.36	4.07%	11.84	2.68	22.64	48.19	8.99	63.40
First Quantum Minerals Ltd	FM:CN	Canada	Base Metals	5968.10	0.09%	-	2.11	0.00	-0.00	8.89	4.33
Onex Corp	OCX:CN	Canada	Private Equity	6429.72	0.34%	-	0.31	0.00	-0.00	8.45	3.88
Bank of Nova Scotia/The	BNS:CN	Canada	Diversified Banks	61187.79	4.34%	11.48	2.45	21.34	49.82	8.43	63.55
Encana Corp	ECA:CN	Canada	Exploration & Production	6816.20	0.75%	-	1.96	0.00	-0.00	8.06	3.49
George Weston Ltd	WN:CN	Canada	Food & Drug Stores	11398.67	1.51%	23.75	0.31	1.31	35.86	7.52	16.37
Intact Financial Corp	IFC:CN	Canada	P&C Insurance	9413.39	2.48%	22.29	1.49	6.68	55.28	6.44	41.55
Inter Pipeline Ltd	IPL:CN	Canada	Midstream - Oil & Gas	7047.77	5.72%	22.26	5.43	24.39	127.33	6.15	131.04
Pembina Pipeline Corp	PPL:CN	Canada	Midstream - Oil & Gas	11300.51	5.04%	38.35	2.99	7.80	193.28	5.61	163.78
Vermilion Energy Inc	VET:CN	Canada	Exploration & Production	3861.67	5.93%	-	5.23	0.00	-0.00	5.50	0.94
Restaurant Brands International Inc	QSR:CN	Canada	Restaurants	20654.86	1.32%	44.43	2.32	5.22	58.65	4.79	19.66
Loblaw Cos Ltd	L:CN	Canada	Food & Drug Stores	22629.40	1.43%	33.46	0.65	1.94	47.85	3.59	15.36
Tourmaline Oil Corp	TOU:CN	Canada	Exploration & Production	5993.41	-	552.32	5.81	1.05	-0.00	3.47	-552.36
Canadian National Railway Co	CNR:CN	Canada	Rail Freight	49122.77	1.81%	18.37	5.35	29.12	33.25	3.26	42.70
National Bank of Canada	NA:CN	Canada	Banks	11575.03	4.92%	10.64	1.99	18.70	52.35	2.86	58.70
Crescent Point Energy Corp	CPG:CN	Canada	Exploration & Production	7412.01	1.89%	44.38	3.15	7.10	83.88	1.50	43.53
Cenovus Energy Inc	CVE:CN	Canada	Integrated Oils	11940.80	1.07%	-	1.34	0.00	-0.00	0.42	-4.14
IGM Financial Inc	IGM:CN	Canada	Investment Management	6702.71	6.19%	11.69	3.11	26.60	72.36	0.17	82.88
Canadian Oil Sands Ltd	COS:CN	Canada	Exploration & Production	0.00	2.01%	-	-	0.00	-0.00	0.01	-4.56
Suncor Energy Inc	SU:CN	Canada	Integrated Oils	44847.79	3.30%	-	2.05	0.00	-0.00	-1.42	-5.99
Enbridge Inc	ENB:CN	Canada	Midstream - Oil & Gas	38270.84	3.95%	24.21	1.38	5.70	95.63	-1.92	70.63
BlackBerry Ltd	BB:CN	Canada	Communications Equipment	3967.49	-	-	2.09	0.00	0.00	-2.28	-6.85
Power Corp of Canada	POW:CN	Canada	Life Insurance	10101.99	4.71%	9.50	0.35	3.68	44.75	-3.37	30.99
Finning International Inc	FTT:CN	Canada	Industrial Distribution & Rental	2727.55	3.45%	17.28	0.58	3.36	59.62	-3.60	37.52
Great-West Lifeco Inc	GWO:CN	Canada	Life Insurance	25817.04	4.08%	12.50	1.01	8.08	51.00	-4.92	37.10
Canadian Pacific Railway Ltd	CP:CN	Canada	Rail Freight	22672.34	1.02%	20.20	4.68	23.17	20.60	-6.31	12.69
Agrium Inc	AGU:CN	Canada	Agricultural Chemicals	12555.79	3.86%	12.63	0.87	6.89	48.75	-7.97	30.48
Gildan Activewear Inc	GIL:CN	Canada	Apparel, Footwear & Acc Design	6879.07	1.06%	19.75	2.83	14.33	20.94	-8.29	2.66
Power Financial Corp	PWF:CN	Canada	Life Insurance	16511.77	5.20%	10.24	0.60	5.86	53.25	-8.68	35.62
CI Financial Corp	CIX:CN	Canada	Investment Management	5605.40	5.17%	13.87	3.77	27.18	71.71	-15.61	64.84
Imperial Oil Ltd	IMO:CN	Canada	Integrated Oils	26082.36	1.50%	154.07	1.45	0.94	231.11	-16.11	57.29
TransAlta Corp	TA:CN	Canada	Power Generation	1375.66	2.57%	-	0.79	0.00	-0.00	-19.52	-24.08
Manulife Financial Corp	MFC:CN	Canada	Life Insurance	26912.05	4.16%	14.16	0.91	6.43	58.91	-20.60	26.01
Magna International Inc	MG:CN	Canada	Auto Parts	15035.66	2.60%	8.38	0.47	5.61	21.79	-27.89	-13.44
Cameco Corp	CCO:CN	Canada	Base Metals	3787.29	3.21%	27.93	1.98	7.09	89.66	-28.99	35.26
Husky Energy Inc	HSE:CN	Canada	Integrated Oils	11842.65	-	-	1.12	0.00	0.00	-33.70	-38.27
Potash Corp of Saskatchewan Inc	POT:CN	Canada	Agricultural Chemicals	13086.42	6.42%	16.88	2.54	15.05	108.37	-38.92	63.05
Baytex Energy Corp	BTE:CN	Canada	Exploration & Production	990.72	-	27.98	1.63	5.83	-0.00	-45.21	-71.93
MEG Energy Corp	MEG:CN	Canada	Exploration & Production	961.58	-	-	0.73	0.00	0.00	-61.07	-65.63
TELUS Corp	T:CN	Canada	Telecom Carriers	19874.24	4.21%	17.24	2.08	12.06	72.58	2.16	65.00
Pacific Exploration and Production Corp	PRE:CN	Colombia	Exploration & Production	0.00	-	-	-	0.00	0.00	0.01	-4.56
Fortis Inc/Canada	FTS:CN	St John's, NL A1B 3T2 Canada	Utility Networks	9422.59	3.47%	19.60	1.87	9.54	68.01	20.16	73.55
Thomson Reuters Corp	TRI:CN	United States	Information Services	31653.25	3.23%	27.00	2.76	10.22	87.21	7.61	73.48
Valeant Pharmaceuticals International Inc	VRX:CN	United States	Specialty Pharma	7608.31	-	288.43	0.72	0.25	-0.00	-92.21	-384.96
Goldcorp Inc	G:CN	Vancouver, BC V6C 2X8 Canada	Precious Metal Mining	15350.05	0.45%	-	3.87	0.00	-0.00	36.62	32.05

Index Sector Valuations vs GEM Average

Sector	Sector MCap US mn	Sector MCap Share in Total	Gem Sector Share In Total GEM	GEM Sector MCAP USmn	Payout Ratio	GEM Payout Ratio	Div Yield	GEM Div Yield	PE	PEGEM	PE Discount vs GEM	NetMargin	NetMarginGEM	Margin Diff. vs GEM	1yr Return	GEM 1yr Return
Communications	61565.8	5.4	10.3	794505.8	77.2	43.3	4.3	3.2	17.9	18.2	-1.6	13.1	13.6	0.5	15.6	-0.7
Consumer Discretionary	42569.6	3.7	6.6	509681.0	39.5	27.0	1.7	2.0	27.7	16.4	68.9	6.8	9.6	2.8	-8.9	3.1
Consumer Staples	54450.6	4.8	7.5	584775.3	38.8	38.0	1.4	1.8	27.7	28.2	-1.8	3.0	10.3	7.3	15.9	12.3
Energy	253492.2	22.1	12.6	973390.4	37.7	40.8	3.1	4.4	27.2	12.4	119.4	8.3	9.7	1.4	4.5	-21.0
Financials	443668.4	38.8	32.8	2543065.7	49.4	26.0	4.2	4.0	12.0	8.8	36.4	18.1	20.4	2.3	6.5	3.2
Health Care	7608.3	0.7	2.3	178295.8	0.0	20.3		1.0		31.7		0.2	17.0	16.8	-92.2	13.6
Industrials	81000.7	7.1	5.8	453138.2	32.0	23.4	1.6	1.8	19.5	18.6	4.8	24.5	11.4	-13.1	2.9	22.9
Materials	123644.7	10.8	7.6	590209.4	27.7	27.5	1.6	3.1	28.3	18.1	56.4	10.0	9.8	-0.2	92.1	-0.1
Technology	57823.8	5.1	10.8	833615.6	52.4	29.2	2.9	2.3	24.3	18.9	28.6	11.0	19.8	8.8	16.4	2.8
Utilities	19053.0	1.7	3.7	288099.0	58.5	32.2	3.3	3.1	18.8	12.4	51.6	13.9	13.4	-0.5	14.4	-5.6

Top 5 ML Canada Basket Long Picks

value	stock	Country	Industry	MCapUSDmn	DividendYield	PE	PS	NetMarginPct	PayoutRatio	52wkchange	Score
ARC Resources Ltd	ARX:CN	Canada	Exploration & Production	6178.21	2.61%	292.46	6.82	2.33	763.32	23.09	491.72
Pembina Pipeline Corp	PPL:CN	Canada	Midstream - Oil & Gas	11300.51	5.04%	38.35	2.99	7.80	193.28	5.61	163.78
Yamana Gold Inc	YRI:CN	Canada	Precious Metal Mining	5425.96	0.35%	89.20	3.00	3.36	31.22	195.97	136.78
Inter Pipeline Ltd	IPL:CN	Canada	Midstream - Oil & Gas	7047.77	5.72%	22.26	5.43	24.39	127.33	6.15	131.04
Franco-Nevada Corp	FNV:CN	Canada	Precious Metal Mining	13696.04	1.12%	140.52	26.43	18.81	157.38	93.69	124.79

Top 5 ML Canada Basket Short Picks

value	stock	Country	Industry	MCapUSDmn	DividendYield	PE	PS	NetMarginPct	PayoutRatio	52wkchange	Score
Tourmaline Oil Corp	TOU:CN	Canada	Exploration & Production	5993.41	-	552.32	5.81	1.05	-0.00	3.47	-572.66
Valeant Pharmaceuticals International Inc	VRX:CN	United States	Specialty Pharma	7608.31	-	288.43	0.72	0.25	-0.00	-92.21	-405.26
Baytex Energy Corp	BTE:CN	Canada	Exploration & Production	990.72	-	27.98	1.63	5.83	-0.00	-45.21	-92.23
MEG Energy Corp	MEG:CN	Canada	Exploration & Production	961.58	-	-	0.73	0.00	0.00	-61.07	-85.93
Husky Energy Inc	HSE:CN	Canada	Integrated Oils	11842.65	-	-	1.12	0.00	0.00	-33.70	-58.56

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Top 10 Canada Focused Funds by Inflows Last Week

Fund Name	fund flow mn$	Total Assets mn$
ISHARES MSCI NORTH AMERICA UCITS ETF (INAA)	33.4	1603.0
PURPOSE CORE DIVIDEND FUND (PDF)	2.3	281.4
NEXC PARTNERS CORP (NXC)	1.7	25.5
NORTH AMERICAN PREFERRED SHARE FUND (NPF-U)	0.7	22.0
ASTON HILL ADVANTAGE BOND FUND (MBB-U)	0.3	7.0
AMUNDI - AMUNDI INFLATION PROTECT DURATION (AMINFPD)	0.0	13.2
ASTON HILL CAPITAL GROWTH CLASS - A (ASHCGCLA)	-0.5	9.9
PURPOSE TACTICAL HEDGED EQUITY FUND (PHE)	-1.0	50.4
EXCEL INDIA FUND - A (EXCINDI)	-2.2	184.1
BLACKROCK INDEX SELECTION FUND - NORTH AMERICA INDEX FUND - DISTRIBUTING (BGINAID)	-5.1	2556.0

Top 10 Canada Focused Funds by Outflow Last Week

Fund Name	fund flow mn$	Total Assets mn$
BLACKROCK INDEX SELECTION FUND - NORTH AMERICA INDEX FUND - DISTRIBUTING (BGINAID)	-5.1	2556.0
EXCEL INDIA FUND - A (EXCINDI)	-2.2	184.1
PURPOSE TACTICAL HEDGED EQUITY FUND (PHE)	-1.0	50.4
ASTON HILL CAPITAL GROWTH CLASS - A (ASHCGCLA)	-0.5	9.9
AMUNDI - AMUNDI INFLATION PROTECT DURATION (AMINFPD)	0.0	13.2
ASTON HILL ADVANTAGE BOND FUND (MBB-U)	0.3	7.0
NORTH AMERICAN PREFERRED SHARE FUND (NPF-U)	0.7	22.0
NEXC PARTNERS CORP (NXC)	1.7	25.5
PURPOSE CORE DIVIDEND FUND (PDF)	2.3	281.4
ISHARES MSCI NORTH AMERICA UCITS ETF (INAA)	33.4	1603.0

ML Canada Basket Eq.Weight

Basket 12m Performance Weighted by Various Factors Items

Select Equity Indexes Yields

Best Stocks 1m in USD %ch

Worst Stocks 1m in USD %

Best Stocks YTD in USD %

Worst Stocks YTD in USD %

ML Canada Basket Stock News

TELUS Corp

Pacific Exploration and Production Corp

Baytex Energy Corp

TransAlta Corp

MEG Energy Corp

Yamana Gold Inc

Eldorado Gold Corp

Colonial Coal International Corp

Finning International Inc

IGM Financial Inc

Canadian Oil Sands Ltd

Canadian Utilities Ltd

BlackBerry Ltd

Power Financial Corp

Vermilion Energy Inc

Great-West Lifeco Inc

ARC Resources Ltd

George Weston Ltd

SNC-Lavalin Group Inc

Restaurant Brands International Inc

CI Financial Corp

Tourmaline Oil Corp

Cameco Corp

Onex Corp

Inter Pipeline Ltd

Fortis Inc/Canada

Gildan Activewear Inc

Husky Energy Inc

Power Corp of Canada

First Quantum Minerals Ltd

Open Text Corp

BCE Inc

Crescent Point Energy Corp

Agnico Eagle Mines Ltd

Saputo Inc

Encana Corp

Pembina Pipeline Corp

CGI Group Inc

Imperial Oil Ltd

Intact Financial Corp

Metro Inc

National Bank of Canada

Silver Wheaton Corp

Franco-Nevada Corp

Cenovus Energy Inc

Thomson Reuters Corp

Barrick Gold Corp

Loblaw Cos Ltd

Agrium Inc

Sun Life Financial Inc

Goldcorp Inc

Magna International Inc

TransCanada Corp

Manulife Financial Corp

Canadian Imperial Bank of Commerce/Canada

Potash Corp of Saskatchewan Inc

Canadian Natural Resources Ltd

Bank of Montreal

Enbridge Inc

Canadian Pacific Railway Ltd

Suncor Energy Inc

Valeant Pharmaceuticals International Inc

Canadian National Railway Co

Bank of Nova Scotia/The