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MSCI Risk Monitor - China Equities - July 2013

This monthly MSCI Risk Monitor: China Equities report examines Chinese equity market risk and return through the lens of the Barra China Equity Model (CNE5). The report provides insights into market developments in the Chinese market using the intuitive dimensions of the Barra fundamental factors. The report looks at the evolution of correlations and volatilities, as well as exploring the risk-adjusted index, factor, and asset performance over the last month.