StrategyML Canada Basket

ML Canada Basket

basketname	weekch	monthch	ytdch	yearch
ML Canada Basket	3.81	7.46	24.90

Select Equity Indexes Yields

name	weekch	monthch	ytdch	yearch
Russian Trading System Cash Index	1.41	4.94	22.56	3.41
S&P 500 Index	0.42	1.94	2.33	-0.62
Hong Kong Hang Seng Index	0.62	3.80	-2.17	-13.70
Ibovespa Brasil Sao Paulo Stock Exchange Index	2.33	4.81	23.72	3.97
S&P BSE SENSEX Index	0.88	2.34	-0.94	-11.74

Best Stocks 1m in USD %ch

Name	ChngePct	Country
Yamana Gold Inc (YRI:CN)	35.04
Baytex Energy Corp (BTE:CN)	31.46
Encana Corp (ECA:CN)	22.23
Finning International Inc (FTT:CN)	21.53
Crescent Point Energy Corp (CPG:CN)	20.25
Colonial Coal International Corp (CAD:CN)	18.82
ARC Resources Ltd (ARX:CN)	16.72
Canadian Pacific Railway Ltd (CP:CN)	14.49
Cenovus Energy Inc (CVE:CN)	14.13
Husky Energy Inc (HSE:CN)	13.89

Worst Stocks 1m in USD %

Name	ChngePct	Country
Pacific Exploration and Production Corp (PRE:CN)	-13.28
BlackBerry Ltd (BB:CN)	-8.39
Imperial Oil Ltd (IMO:CN)	-6.14
Agrium Inc (AGU:CN)	-4.41
CI Financial Corp (CIX:CN)	-2.70
Loblaw Cos Ltd (L:CN)	-2.35
TELUS Corp (T:CN)	-2.16
George Weston Ltd (WN:CN)	-1.60
Canadian Utilities Ltd (CU:CN)	-0.82
Fortis Inc/Canada (FTS:CN)	0.22

Best Stocks YTD in USD %

Name	ChngePct	Country
Yamana Gold Inc (YRI:CN)	121.50
Barrick Gold Corp (ABX:CN)	106.74
Colonial Coal International Corp (CAD:CN)	105.00
First Quantum Minerals Ltd (FM:CN)	87.73
Baytex Energy Corp (BTE:CN)	58.25
Crescent Point Energy Corp (CPG:CN)	54.08
Agnico Eagle Mines Ltd (AEM:CN)	52.81
Silver Wheaton Corp (SLW:CN)	46.86
Encana Corp (ECA:CN)	45.48
Goldcorp Inc (G:CN)	43.73

Worst Stocks YTD in USD %

Name	ChngePct	Country
Valeant Pharmaceuticals International Inc (VRX:CN)	-63.72
Pacific Exploration and Production Corp (PRE:CN)	-59.08
BlackBerry Ltd (BB:CN)	-21.19
Agrium Inc (AGU:CN)	-2.87
Imperial Oil Ltd (IMO:CN)	-0.77
Onex Corp (OCX:CN)	0.11
Manulife Financial Corp (MFC:CN)	1.58
CI Financial Corp (CIX:CN)	2.33
MEG Energy Corp (MEG:CN)	3.53
Potash Corp of Saskatchewan Inc (POT:CN)	6.91

ML Canada Basket Stock News

ML Canada Basket

By: Research Team

Comment

Best last week among stocks was First Quantum Minerals Ltd (FM:CN) +24.14%, Baytex Energy Corp (BTE:CN) +19.68%, Vermilion Energy Inc (VET:CN) +16.76%,

While worst last week among stocks was Colonial Coal International Corp (CAD:CN) -15.68%, Pacific Exploration and Production Corp (PRE:CN) -4.77%, CGI Group Inc (GIB/A:CN) -3.25%,

Best last month among stocks was Yamana Gold Inc (YRI:CN) +35.04%, Baytex Energy Corp (BTE:CN) +31.46%, Encana Corp (ECA:CN) +22.23%,

While worst last month among stocks was Pacific Exploration and Production Corp (PRE:CN) -13.28%, BlackBerry Ltd (BB:CN) -8.39%, Imperial Oil Ltd (IMO:CN) -6.14%,

Best YTD among stocks was Yamana Gold Inc (YRI:CN) +121.50%, Barrick Gold Corp (ABX:CN) +106.74%, Colonial Coal International Corp (CAD:CN) +105.00%,

While worst YTD among stocks was Valeant Pharmaceuticals International Inc (VRX:CN) -63.72%, Pacific Exploration and Production Corp (PRE:CN) -59.08%, BlackBerry Ltd (BB:CN) -21.19%,

Standard Symmetrical Canada Basket

Country Composition

country	Weight %
	100.00

Sector Composition

Industry	Weight %
Exploration & Production	15.15
Precious Metal Mining	10.61
Life Insurance	7.58
Integrated Oils	6.06
Midstream - Oil & Gas	6.06
Diversified Banks	4.55
Banks	4.55
Food & Drug Stores	4.55
Rail Freight	3.03
Agricultural Chemicals	3.03
Telecom Carriers	3.03
Base Metals	3.03
Utility Networks	3.03
Investment Management	3.03
Specialty Pharma	1.52
Auto Parts	1.52
Information Services	1.52
P&C Insurance	1.52
IT Services	1.52
Packaged Food	1.52
Application Software	1.52
Apparel, Footwear & Acc Design	1.52
Private Equity	1.52
Restaurants	1.52
Infrastructure Construction	1.52
Communications Equipment	1.52
Industrial Distribution & Rental	1.52
Coal Operations	1.52
Power Generation	1.52

Key Basket Multiples

Stocks	Total MCap US mn	Payout Ratio	Div Yield	PE	NetMargin	1yr Return
66	1146465.6	44.1	3.3	17.60	14.51

Results

2015-12-18 BlackBerry Ltd
Tech

Is BlackBerry Ltd. a Buy on 4th-Quarter Results?

Bright Stocks News Review: BlackBerry Ltd (NASDAQ:BBRY), Nokia ...

2015-12-02 Royal Bank of Canada
fins

Should You Put Royal Bank of Canada or Enbridge Inc. in Your TFSA?

Fed Meeting, U.S. GDP, Primaries, Brazil: Week Ahead April 25-30

2015-11-05 BCE Inc
telcos

BCE Reports Results of Series AG and AH Preferred Share ...

Fed Meeting, U.S. GDP, Primaries, Brazil: Week Ahead April 25-30

2015-11-05 Magna International Inc
Cons

Magna International Inc. – Annual meeting of shareholders and ...

Analytical Report: Magna International Inc. (NYSE:MGA)

2015-11-10 First Quantum Minerals Ltd
mater

Why First Quantum Minerals Limited Could Still Breach its Financial ...

What Is a Safer Turnaround Play: Teck Resources Ltd. or First ...

2015-11-03 TransCanada Corp
energ

TransCanada to Hold Annual and Special Meeting of Shareholders ...

Fed Meeting, U.S. GDP, Primaries, Brazil: Week Ahead April 25-30

2015-11-05 Enbridge Inc
energ

Enbridge Inc. to Webcast Updates to Financial Reporting Format

Top Gainers Today: Enbridge Inc. (NYSE:ENB)

value	stock	Country	Industry	MCap US mn	DividendYield	PE	PS	NetMarginPct	PayoutRatio	52wkchange	Score
Royal Bank of Canada	RY:CN		Diversified Banks	90815.62	4.18%	11.60	2.64	22.76	48.49
Toronto-Dominion Bank/The	TD:CN		Banks	81901.28	3.92%	12.27	2.70	22.00	48.10
Bank of Nova Scotia/The	BNS:CN		Diversified Banks	61799.72	4.41%	11.23	2.48	22.08	49.52
Canadian National Railway Co	CNR:CN		Rail Freight	51665.09	1.80%	18.95	5.30	27.97	34.11
Valeant Pharmaceuticals International Inc	VRX:CN		Specialty Pharma	12240.59	-	23.85	1.18	4.95	-0.00
Suncor Energy Inc	SU:CN		Integrated Oils	45207.84	3.20%	-	1.80	0.00	-0.00
Canadian Pacific Railway Ltd	CP:CN		Rail Freight	22810.58	1.06%	18.77	4.47	23.81	19.90
Enbridge Inc	ENB:CN		Midstream - Oil & Gas	39180.44	3.94%	24.71	1.35	5.46	97.36
Bank of Montreal	BMO:CN		Diversified Banks	41613.92	4.09%	11.84	2.23	18.83	48.43
Canadian Natural Resources Ltd	CNQ:CN		Exploration & Production	33335.70	2.38%	-	3.20	0.00	-0.00
Potash Corp of Saskatchewan Inc	POT:CN		Agricultural Chemicals	14974.02	5.72%	11.75	2.38	20.26	67.21
Canadian Imperial Bank of Commerce/Canada	CM:CN		Banks	31153.36	4.71%	10.62	2.29	21.56	50.02
Manulife Financial Corp	MFC:CN		Life Insurance	29155.25	3.94%	16.87	1.12	6.64	66.47
TransCanada Corp	TRP:CN		Midstream - Oil & Gas	32059.52	4.43%	20.66	3.20	15.49	91.52
Magna International Inc	MG:CN		Auto Parts	17246.89	2.43%	9.54	0.54	5.66	23.18
Goldcorp Inc	G:CN		Precious Metal Mining	14156.04	0.47%	-	3.23	0.00	-0.00
Sun Life Financial Inc	SLF:CN		Life Insurance	20769.96	3.62%	11.79	1.37	11.62	42.68
Agrium Inc	AGU:CN		Agricultural Chemicals	11923.32	4.19%	12.21	0.83	6.80	51.16
Loblaw Cos Ltd	L:CN		Food & Drug Stores	22400.41	1.44%	29.91	0.63	2.11	43.07
Barrick Gold Corp	ABX:CN		Precious Metal Mining	19069.44	0.52%	558.00	2.11	0.38	290.16
Thomson Reuters Corp	TRI:CN		Information Services	30871.52	3.63%	25.60	2.61	10.20	92.93
Cenovus Energy Inc	CVE:CN		Integrated Oils	12640.53	1.04%	-	1.20	0.00	-0.00
Franco-Nevada Corp	FNV:CN		Precious Metal Mining	11825.70	1.32%	135.34	23.64	17.47	178.65
Silver Wheaton Corp	SLW:CN		Precious Metal Mining	8001.89	1.12%	35.26	11.27	31.96	39.49
National Bank of Canada	NA:CN		Banks	11969.77	4.79%	9.27	1.99	21.47	44.40
Metro Inc	MRU:CN		Food & Drug Stores	7920.01	1.33%	18.93	0.82	4.33	25.18
Intact Financial Corp	IFC:CN		P&C Insurance	9500.08	2.53%	17.63	1.49	8.45	44.60
Imperial Oil Ltd	IMO:CN		Integrated Oils	27079.20	1.38%	33.16	1.37	4.13	45.76
CGI Group Inc	GIB/A:CN		IT Services	14763.03	-	18.59	1.80	9.68	-0.00
Pembina Pipeline Corp	PPL:CN		Midstream - Oil & Gas	11498.19	5.09%	36.76	2.80	7.62	187.11
Encana Corp	ECA:CN		Exploration & Production	6328.92	0.84%	-	1.38	0.00	-0.00
Saputo Inc	SAP:CN		Packaged Food	12476.78	1.34%	27.49	1.47	5.35	36.84
Agnico Eagle Mines Ltd	AEM:CN		Precious Metal Mining	9111.16	0.83%	183.01	4.50	2.46	151.90
Crescent Point Energy Corp	CPG:CN		Exploration & Production	8681.31	1.65%	-	3.46	0.00	-0.00
BCE Inc	BCE:CN		Telecom Carriers	39961.42	4.67%	16.97	2.30	13.55	79.25
Open Text Corp	OTC:CN		Application Software	6722.56	1.52%	26.95	3.71	13.77	40.96
First Quantum Minerals Ltd	FM:CN		Base Metals	4754.37	0.23%	-	1.66	0.00	-0.00
Power Corp of Canada	POW:CN		Life Insurance	11298.22	4.02%	9.06	0.37	4.08	36.42
Husky Energy Inc	HSE:CN		Integrated Oils	14287.51	-	370.41	1.10	0.30	-0.00
Gildan Activewear Inc	GIL:CN		Apparel, Footwear & Acc Design	7443.71	1.08%	21.04	2.88	13.69	22.72
Fortis Inc/Canada	FTS:CN		Utility Networks	8630.14	3.86%	17.47	1.61	9.22	67.43
Inter Pipeline Ltd	IPL:CN		Midstream - Oil & Gas	7089.43	5.83%	20.87	5.34	25.59	121.67
Onex Corp	OCX:CN		Private Equity	6368.29	0.32%	-	0.31	0.00	-0.00
Cameco Corp	CCO:CN		Base Metals	5169.26	2.41%	18.89	2.38	12.60	45.52
Tourmaline Oil Corp	TOU:CN		Exploration & Production	5395.21	-	112.26	4.90	4.36	-0.00
CI Financial Corp	CIX:CN		Investment Management	6223.43	4.73%	14.09	3.91	27.75	66.65
Restaurant Brands International Inc	QSR:CN		Restaurants	18919.86	1.46%	52.07	2.05	3.94	76.02
SNC-Lavalin Group Inc	SNC:CN		Infrastructure Construction	5555.03	2.21%	20.89	0.74	3.54	46.17
George Weston Ltd	WN:CN		Food & Drug Stores	11139.98	1.54%	22.11	0.30	1.36	34.05
ARC Resources Ltd	ARX:CN		Exploration & Production	5751.06	2.86%	-	5.59	0.00	-0.00
Great-West Lifeco Inc	GWO:CN		Life Insurance	28704.14	3.77%	13.14	1.08	8.22	49.54
Vermilion Energy Inc	VET:CN		Exploration & Production	3697.06	6.23%	-	5.00	0.00	-0.00
Power Financial Corp	PWF:CN		Life Insurance	18648.24	4.73%	10.52	0.65	6.18	49.76
BlackBerry Ltd	BB:CN		Communications Equipment	3771.06	-	-	1.77	0.00	0.00
Canadian Utilities Ltd	CU:CN		Utility Networks	7362.62	3.71%	18.42	2.84	15.42	68.34
Canadian Oil Sands Ltd	COS:CN		Exploration & Production	3788.38	2.01%	-	1.85	0.00	-0.00
IGM Financial Inc	IGM:CN		Investment Management	7498.03	5.73%	12.20	3.34	27.38	69.91
Finning International Inc	FTT:CN		Industrial Distribution & Rental	2990.08	3.23%	16.47	0.63	3.83	53.20
Colonial Coal International Corp	CAD:CN		Coal Operations	5.72	-	-	-	0.00	0.00
Eldorado Gold Corp	ELD:CN		Precious Metal Mining	2713.75	-	-	3.15	0.00	0.00
Yamana Gold Inc	YRI:CN		Precious Metal Mining	4041.88	0.48%	-	2.20	0.00	-0.00
MEG Energy Corp	MEG:CN		Exploration & Production	1295.07	-	-	0.85	0.00	0.00
TransAlta Corp	TA:CN		Power Generation	1425.76	2.54%	-	0.78	0.00	-0.00
Baytex Energy Corp	BTE:CN		Exploration & Production	1095.10	-	-	1.18	0.00	0.00
Pacific Exploration and Production Corp	PRE:CN		Exploration & Production	159.27	-	-	0.06	0.00	0.00
TELUS Corp	T:CN		Telecom Carriers	18412.85	4.46%	15.53	1.90	12.23	69.26

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	58374.3	5.1	10.3	794505.8	76.1	43.3	4.6	3.2	16.5	18.2	-9.3	13.1	13.6	0.5		-0.7
Consumer Discretionary	43610.5	3.8	6.6	509681.0	46.0	27.0	1.8	2.0	30.0	16.4	82.9	6.3	9.6	3.3		3.1
Consumer Staples	53937.2	4.7	7.5	584775.3	37.1	38.0	1.4	1.8	26.1	28.2	-7.4	3.0	10.3	7.3		12.3
Energy	258575.5	22.6	12.6	973390.4	33.3	40.8	3.1	4.4	26.5	12.4	113.7	8.2	9.7	1.5		-21.0
Financials	457419.3	39.9	32.8	2543065.7	49.1	26.0	4.1	4.0	12.1	8.8	37.5	18.3	20.4	2.1		3.2
Health Care	12240.6	1.1	2.3	178295.8	0.0	20.3		1.0	23.9	31.7	-24.6	4.9	17.0	12.1		13.6
Industrials	83020.8	7.2	5.8	453138.2	31.7	23.4	1.7	1.8	18.9	18.6	1.6	24.3	11.4	-12.9		22.9
Materials	105740.8	9.2	7.6	590209.4	33.0	27.5	1.9	3.1	17.5	18.1	-3.3	11.8	9.8	-2.0		-0.1
Technology	56128.2	4.9	10.8	833615.6	56.0	29.2	3.3	2.3	23.8	18.9	25.9	10.5	19.8	9.3		2.8
Utilities	17418.5	1.5	3.7	288099.0	62.3	32.2	3.7	3.1	17.9	12.4	44.4	12.1	13.4	1.3		-5.6

Top 5 ML Canada Basket Long Picks

value	stock	Country	Industry	MCapUSDmn	DividendYield	PE	PS	NetMarginPct	PayoutRatio	52wkchange	Score
Royal Bank of Canada	RY:CN		Diversified Banks	90815.62	4.18%	11.60	2.64	22.76	48.49
Toronto-Dominion Bank/The	TD:CN		Banks	81901.28	3.92%	12.27	2.70	22.00	48.10
Bank of Nova Scotia/The	BNS:CN		Diversified Banks	61799.72	4.41%	11.23	2.48	22.08	49.52
Canadian National Railway Co	CNR:CN		Rail Freight	51665.09	1.80%	18.95	5.30	27.97	34.11
Valeant Pharmaceuticals International Inc	VRX:CN		Specialty Pharma	12240.59	-	23.85	1.18	4.95	-0.00

Top 5 ML Canada Basket Short Picks

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Top 10 Canada Focused Funds by Inflows Last Week

Fund Name	fund flow mn$	Total Assets mn$
AMUNDI - AMUNDI ACTIONS USA ISR - P (ATAMERQ)	3.5	314.0
NEXC PARTNERS CORP (NXC)	2.1	28.1

Top 10 Canada Focused Funds by Outflow Last Week

Fund Name	fund flow mn$	Total Assets mn$
NEXC PARTNERS CORP (NXC)	2.1	28.1
AMUNDI - AMUNDI ACTIONS USA ISR - P (ATAMERQ)	3.5	314.0

ML Canada Basket

Select Equity Indexes Yields

ML Canada Basket Stock News

Pacific Exploration and Production Corp

TELUS Corp

Baytex Energy Corp

MEG Energy Corp

TransAlta Corp

Eldorado Gold Corp

Yamana Gold Inc

Colonial Coal International Corp

ARC Resources Ltd

Great-West Lifeco Inc

Vermilion Energy Inc

Power Financial Corp

BlackBerry Ltd

Canadian Utilities Ltd

Canadian Oil Sands Ltd

IGM Financial Inc

Finning International Inc

George Weston Ltd

SNC-Lavalin Group Inc

Husky Energy Inc

Gildan Activewear Inc

Fortis Inc/Canada

Inter Pipeline Ltd

Onex Corp

Cameco Corp

Tourmaline Oil Corp

CI Financial Corp

Restaurant Brands International Inc

Power Corp of Canada

First Quantum Minerals Ltd

Open Text Corp

Crescent Point Energy Corp

BCE Inc

Pembina Pipeline Corp

Encana Corp

Saputo Inc

Agnico Eagle Mines Ltd

CGI Group Inc

Imperial Oil Ltd

Intact Financial Corp

Franco-Nevada Corp

Silver Wheaton Corp

National Bank of Canada

Metro Inc

Cenovus Energy Inc

Potash Corp of Saskatchewan Inc

Canadian Imperial Bank of Commerce/Canada

Manulife Financial Corp

TransCanada Corp

Magna International Inc

Goldcorp Inc

Sun Life Financial Inc

Agrium Inc

Loblaw Cos Ltd

Barrick Gold Corp

Thomson Reuters Corp

Toronto-Dominion Bank/The

Bank of Nova Scotia/The

Canadian National Railway Co

Valeant Pharmaceuticals International Inc

Suncor Energy Inc

Canadian Pacific Railway Ltd

Enbridge Inc

Bank of Montreal

Canadian Natural Resources Ltd

Royal Bank of Canada

ML Canada Basket

Comment

Standard Symmetrical Canada Basket

Country Composition

Sector Composition

Key Basket Multiples

Results

Index Sector Valuations vs GEM Average

Top 5 ML Canada Basket Long Picks

Top 5 ML Canada Basket Short Picks

ML Canada Basket MidLincoln.com