MSCI China A Diversified Multiple-Factor Index

The MSCI China A Diversified Multiple-Factor Index is based on a traditional market cap weighted parent index, the MSCI China A Index, which includes large and mid-cap representation across China securities listed on the Shanghai and Shenzhen exchanges

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Index code	720138
Index type	Equity
Benchmark administrator	--
Div Yld (%)	2.84
P/E	13.97
P/E Fwd	12.20
P/BV	1.41

Number of constituents	122
Index Market Cap	$528.68 B
Largest constituent Market Cap	$15.57 B
Smallest constituent Market Cap	$165.93 M
Average constituent Market Cap	$4.33 B
Median constituent Market Cap	$3.00 B
Does this benchmark pursue ESG objectives?	N/A

Data as of Nov. 28, 2025

		Annualized std dev (%)²	Sharpe ratio^2,3	Maximum drawdown
MSCI China A Diversified Multiple-Factor Index	40.56	20.34	19.09	20.32	0.42	0.02	0.30	49.37	2015-06-08 - 2016-01-28
MSCI ACWI IMI Index	2.16	12.72	15.17	14.90	1.29	0.71	0.67	58.59	2007-10-31 - 2009-03-09

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SHENGYI TECH A (HK-C)	2.36%
BANK OF SHANGHAI A(HK-C)	2.29%
BAOSHAN IRON A (HK-C)	2.27%
MONTAGE TECH A (HK-C)	2.25%
COSCO SHIP HLDG A (HK-C)	2.23%
BOE TECH GROUP A (HK-C)	2.23%
LENS TECHNOLOGY A (HK-C)	2.19%
PETROCHINA CO A (HK-C)	2.19%
HENAN SHUANGHUI A (HK-C)	2.06%
SHANGHAI RURAL A (HK-C)	2.00%

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		Annualized std dev (%)²			Sharpe ratio^2,3			Maximum drawdown
Index	Turnover(%)¹	3 YR	5 YR	10 YR	3 YR	5 YR	10 YR	%	Period YYYY-MM-DD
MSCI China A Diversified Multiple-Factor Index	40.56	20.34	19.09	20.32	0.42	0.02	0.30	49.37	2015-06-08 - 2016-01-28
MSCI ACWI IMI Index	2.16	12.72	15.17	14.90	1.29	0.71	0.67	58.59	2007-10-31 - 2009-03-09

Featured solutions bring together a variety of products to create approaches customized to your needs

MSCI Research Weekly

By topic

By asset class

AI Portfolio Insights

Index categories

Index resources

MSCI All Country Public + Private Equity Index

By asset class

By theme

Hidden in Plain Sight

Who we are

News and events

Innovation

Grow with us

MSCI China A Diversified Multiple-Factor Index

Index risk and return characteristics

Top 10 constituents

Sector weights

Country weights

Want to learn more about MSCI indexes?Get in touch.

Want to learn more about MSCI indexes?
Get in touch.