MSCI China A Minimum Volatility (USD) Index
The MSCI China A Minimum Volatility (USD) Index aims to reflect the performance characteristics of a minimum variance strategy applied to the large and mid cap Chinese securities listed on the Shanghai and Shenzhen exchanges. The index is calculated by optimizing the MSCI China A Index, its parent index, in USD for the lowest absolute risk (within a given set of constraints). Historically, the index has shown lower beta and volatility characteristics relative to the MSCI China A Index.
Data as of Sept. 30, 2024
ESG metrics
Summary
MSCI China A Minimum Volatility (USD) Index
Implied Temperature Rise
> 2.0°C - < 3.2°C
99.55% coverage
MSCI ACWI IMI
Implied Temperature Rise
> 2.0°C - < 3.2°C
94.69% coverage
(*) Additional ESG factor not mentioned in the regulation but provided for transparency purposes.
Data available as of Sept. 30, 2024. The information was updated as part of the regular monthly update cycle.
MSCI ESG and climate ratings, research and data are produced by MSCI ESG Research LLC, a subsidiary of MSCI Inc. MSCI ESG Indexes, Analytics, Real Assets, and Private Capital Solutions are products of MSCI Inc. that utilize information from MSCI ESG Research LLC. MSCI Indexes are administered by MSCI Limited and MSCI Deutschland GmbH.