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Data from FMP. Forecasts by Sigmanomics Forecast Engine.
CanadaCanada Foreign Securities Purchases fell to 4.62B in March 2026
FMPMonthlyReleased May 2026
Canada Foreign Securities Purchases fell to 4.62B in March 2026, released May 2026, down 1.22B from February's 5.84B reading. The reading missed the 11.4B consensus by 6.78B. Foreign Securities Purchases has now declined for 3 consecutive months. Over the past 3 months, Foreign Securities Purchases averaged 15.78B, vs 31.42B in the prior 3-month window. The reading is in the 27th percentile of the trailing 24-month range.
Latest Release
4.62
Actual
11.4
Consensus
5.84
Previous
Median Absolute Error
±12.97 billion
across last 12 releases
Last Call
May 2026
Predicted: 16.94
Actual: 4.62
Error: +12.32
Sigmacast Σ-direction model: consensus + ½ × mean(surprise, trailing 90d).
CORRELATED SYMBOLS— markets that historically move with this indicator
| Symbol | Direction | Correlation | Asset Class | Signal Bias | Action |
|---|---|---|---|---|---|
| S&P/TSX Composite | ▼ Inverse | −0.70 | INDEX | Bearish S&P | → View |
| S&P 500 | ▼ Inverse | −0.41 | INDEX | Bearish S&P 500 | → View |
| BTC/USD | ▼ Inverse | −0.34 | CRYPTO | Bearish BTC | → View |
| AUD/CAD | ▼ Inverse | −0.30 | FOREX | Bearish AUD | → View |
| CAD/JPY | ▲ Direct | +0.29 | FOREX | Bullish CAD | → View |
Correlation based on 12-month rolling window. Click any symbol to view its Sigmanomics forecast page.
THE RELEASE
Foreign Securities Purchases (Canada) was reported at 4.62 billion in May 2026. This missed the market consensus of 11.40 billion by 6.78 billion. The reading fell from the previous value of 5.84 billion. Trailing 12-month context per ETL data through May 2026. Over the past 12 months, the indicator has averaged 16.47 billion, ranging from -9.36 billion to 46.73 billion across 11 releases.
WHY IT MATTERS
The trailing three releases averaged 15.26 billion, down from the prior three at 31.42 billion. Volatility over the past year (σ 19.43 billion) is higher than the prior year (σ 12.82 billion). In May readings over the past 3 years, Foreign Securities Purchases has averaged 4.92 billion.
THE MODEL'S TAKE
Historically, this indicator is negatively correlated with S&P/TSX Composite (Bearish S&P). A secondary relationship exists with S&P 500, negatively correlated (Bearish S&P 500). Over the last 12 releases, the Sigmacast model's median absolute error is 12.97 billion.
WHAT TO WATCH NEXT
The next release is scheduled for June 16, 2026. Same-country events in the next 14 days include New Housing Price Index MoM (Jun 17) and Retail Sales MoM (Jun 19).
Auto-generated from current model state · Refreshes on each release · Last update May 2026.
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Foreign Securities Purchases - CA
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About Foreign Securities Purchases — Canada
DEFINITION
Foreign Securities Purchases is a financial indicator that measures the amount of securities, such as stocks and bonds, purchased by foreign investors in a particular country. This indicator is used to assess the level of foreign investment in a country's financial markets and can provide insight into the overall health and stability of the economy. It is an important metric for policymakers and investors to track in order to understand the flow of capital and potential impact on the local economy.
WHY THIS INDICATOR MATTERS
This release contributes to the broader macro picture used by cross-asset investors for positioning and risk management. The release is more useful as part of a longer-run signal than as a single-print catalyst. Released monthly.
WHAT CHANGED THIS MONTH
Latest reading (Mar 2026): actual 4.62 B, consensus 11.4 B. Prior reading (Feb 2026): 6.17 B. Before that (Jan 2026): 46.73 B.
WHAT'S NEXT
Sigmacast's 1-month forecast points to a materially higher reading versus the latest print, with the 3-month outlook diverging from that direction. The 1-month and 3-month horizons disagree, suggesting a mixed signal. Trend-driven dynamics are the primary tailwind in the current projection. This indicator correlates most strongly with S&P/TSX Composite (Bearish S&P, r=-0.70) — a useful reference for index-focused traders.