MSCI Inc. · NYSE:MSCI

MSCI — Fact Sheet (2025)

3 slides from MSCI's fact sheet, 2025

1. Slide 1: MSCI China Equity Factor Models

   Explore MSCI Equity Factor Models MSCI China Equity Factor Models The next generation of China Equity Factor Models builds on a half-century of experience constructing equity indexes and risk models for investors. Deep research, comprehensive data and computational power convene to solve modern inve

2. Slide 2: Quantify the impact of state ownership on portfolio returns

   MSCI CHINA EQUITY FACTOR MODELS Quantify the impact of state ownership on portfolio returns: Jun 2020 – Jun 2025 Total Active (%) Industries (%) Dividend Yield (%) Value (%) Other Styles (%) SOE (%) Specific (%) MSCI China A Enhanced Value 2.76 -1.77 0.16 2.66 2.67 0.70 -1.66 MSCI China A High Divid

3. Slide 3: China equity content

   MSCI CHINA EQUITY FACTOR MODELS China equity content Coverage 24 Style factors 5000+ Securities (8000+ with Connect Program) 31 Industry factors Asset Classes Depository receipts | Stocks VOLATILITY YIELD QUALITY MOMENTUM VALUE SIZE Factors SENTIMENT MACRO GROWTH LIQUIDITY NONLINEARITY Model distrib

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