What does Morgan Stanley s exclusion of 66 Chinese stocks from its benchmark index mean?

Mondo Finance Updated on 2024-02-17

February** Dynamic Incentive Program

Morgan Stanley, commonly known as "Da Mo" in the financial industry, is an international financial services company founded in New York, USA, providing a variety of financial services including **, asset management, corporate mergers and restructurings and credit cards, with representative offices in more than 600 cities in 27 countries around the world, with a total of more than 60,000 employees.

MSCI is the abbreviation of Morgan Stanley Capital International, Inc., an American index compiler, headquartered in New York, with offices in Geneva, Switzerland and Singapore, responsible for global business operations and regional representative offices in London, Tokyo, Hong Kong, and San Francisco.

MSCI is a leading provider of equity, fixed assets, hedging and market indices, and has compiled a variety of indexes. MSCI is the most widely used benchmark index by portfolio managers worldwide.

As of June 2015, about $10 trillion in global assets were benchmarked against the MSCI index, and 97 of the world's top 100 largest asset managers were MSCI clients, according to estimates from Morningstar, Bloomberg and Evestment. As of the end of 2015, more than 790 ETFs were tracked by MSCI indices, and 95% of pensions for investment interests in the United States were benchmarked against MSCI.

On March 14, 2018, A-shares were officially included in MSCI, adding 12 new Chinese indexes, which MSCI said was to enable international investors to better cope with the "A-A" process.

On 13 February, MSCI announced that it had removed a number of China** companies from its index, removing 66 Chinese companies from its latest quarterly assessment, the largest number in at least two years. These changes will also affect the MSCI World Index, which will take effect on February 29**. Affected include Gemdale Group, Greentown China, China Southern Airlines and Ping An Healthcare Technology***.

While removing 66 Chinese companies, MSCI has also removed 3 of the Hong Kong companies, and the MSCI China Index will add five constituent stocks, including Midea Group, MGI, and Giant Biogene Holding, a care company. MSCI also announced adjustments to other China-related indices, including the removal of dozens of ETFs from the MSCI China A Onshore Index and MSCI China All Share Index**.

In fact, MSCI ACWI represents a sample of companies, which is adjusted quarterly. MSCI considers a number of factors when including ** in its standard index, including market capitalization, free float and extreme*** Basically, the selected representatives have a large investment value for a period of time in the future, and the excluded ones are considered to have basically lost their investment value.

According to Bloomberg, MSCI has eliminated the largest number of Chinese ** in at least the past two years. The total number of China** will be reduced from the current 765 to 704. Such a sharp removal of Chinese companies, mainly real estate companies, major airlines, etc., reflects the recent shift in global investor interest in China**.

The news that Morgan Stanley has eliminated 66 China** from the MSCI index may sound a bit sudden at first glance, but after careful analysis, it should not be surprising, because judging from the current state of China's economic development, this move should be reasonable.

Under normal circumstances, MSCI chooses those with good performance and market performance, and the elimination of its components is due to four reasons: 1. The performance is not up to standard; 2. The debt ratio is too high; 3. Poor market liquidity; 4. Touching the upper limit of foreign shareholding.

The author believes that the reason why Morgan Stanley excluded 66 China** from its index may be mainly due to the following considerations:

1. Concerns about China's real estate and development status

Since 2021, China's property market has been in a downturn, and it can be said that the entire Chinese real estate market is in the stage of squeezing bubbles. Since August last year, the market has entered a round of rapid stock market crash mode, and the index has broken through the point mark and has not stopped falling and stabilized.

China's declining weight in global portfolios is partly due to concerns about the country's property sector woes and weak consumption, but also due to the growing attractiveness of other investment countries, such as India, for global investment in recent years.

Although China has introduced a series of favorable policies to support development, the effect is not obvious, which also affects the confidence of international capital in China.

Second, it is related to Morgan Stanley's view of the current regulatory environment in China

According to reports, Morgan Stanley may be dissatisfied with being regulated, and may choose to publish a report and downgrade China**. Industry insiders pointed out that the outflow of funds from China** highlights the trend of investors to reduce their exposure to China, which is partly attributed to weak economic fundamentals in China, as well as concerns about China's financial instability, regulatory uncertainty and country risks. For security reasons, some investors may sell certain companies because they are no longer suitable for investment**.

The removal of Chinese companies across a wide range of industries has further deepened international capital's systemic concerns about the world's second-largest economy.

3. Morgan Stanley has reduced the scale of its business in China and the number of technicians

Morgan Stanley's large-scale transfer of technical personnel in China may also have been one of the factors that led to this decision.

The above is just a preliminary analysis of the reasons for Morgan Stanley's deletion of China** in the process of adjusting the index, and the specific reasons need more information to corroborate, so as to understand the real reason for its reduction of China** from the index.

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