MSCI China All Shares Momentum Index

The MSCI China All Shares Momentum Index is based on MSCI China All Shares Index, its parent index, and includes large and mid cap stocks of China A‐shares, B‐shares, H‐shares, Red‐chips, P‐chips and foreign listings (e.g. ADRs). 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.