MSCI China A International Momentum Index

The MSCI China A International Momentum Index is based on MSCI China A International Index, its parent index, which captures large and mid-cap representation and includes the China A-share constituents of the MSCI China All Shares Index. It is designed to reflect the performance of an equity momentum strategy by emphasizing stocks with high price momentum, while maintaining reasonably high trading liquidity, investment capacity and moderate index turnover.