MSCI China A Onshore Diversified Multiple-Factor Index

The MSCI China A Onshore Diversified Multiple-Factor Index is based on the MSCI China A Onshore Index, its parent index, and includes large and mid cap stocks across China securities listed on the Shanghai and Shenzhen exchanges. The index aims to maximize exposure to four factors – Value, Momentum, Quality and Low Size – while maintaining a risk profile similar to that of the underlying parent index.