KraneShares Bosera MSCI China A ETF chart

Last update: 2022-12-30
Key statistics and financials
Three year average return 22.97%
YTD return -3.93%
Beta 3Y 0.84
Total Assets 755.37M
Annual report expense ratio 0.59%

Company description

Under normal circumstances, the fund will invest at least 80% of its net assets in securities of the underlying index and other instruments that have economic characteristics similar to such securities, including depositary receipts. The underlying index reflects the large- and mid-cap Chinese renminbi (“RMB”)-denominated equity securities listed on the Shenzhen or Shanghai Stock Exchanges (“A-Shares”) that are accessible through the Shanghai-Hong Kong Stock Connect or Shenzhen-Hong Kong Stock Connect programs.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to KraneShares Bosera MSCI China A ETF:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to KraneShares Bosera MSCI China A ETF. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on KraneShares Bosera MSCI China A ETF

Here is the result of two systematic investment strategies applied to KraneShares Bosera MSCI China A ETF. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on KraneShares Bosera MSCI China A ETF

The following chart shows the equity curve of the two systematic investment strategies applied to KraneShares Bosera MSCI China A ETF:

KraneShares Bosera MSCI China A ETF automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 31.83% on the backtest period.

Performance at glance

Performance

31.83 %

Latent gain

702.84 $

Invested capital

2207.77 $

Annualized return

7.76 %
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Momentum strategy results on KraneShares Bosera MSCI China A ETF

This is the result of two momentum investment strategies applied to KraneShares Bosera MSCI China A ETF. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on KraneShares Bosera MSCI China A ETF

The following chart shows all the entries opened by the momentum investment system on KraneShares Bosera MSCI China A ETF:

KraneShares Bosera MSCI China A ETF momentum entries
  • The first momentum investment strategy would give 32.72% of return on KraneShares Bosera MSCI China A ETF. That represents 1845.24$ of latent gain with 5639.16$ of employed capital.
  • The second momentum investment strategy would give 44.19% of return on KraneShares Bosera MSCI China A ETF. That represents 1529.13$ of latent gain with 3460.47$ of employed capital.
Performance at glance (1Q Momentum)

Performance

32.72 %

Latent gain

1845.24 $

Invested capital

5639.16 $

Annualized return

13.22 %
Performance at glance (2Q Momentum)

Performance

44.19 %

Latent gain

1529.13 $

Invested capital

3460.47 $

Annualized return

12.21 %

Momentum equity curve on KraneShares Bosera MSCI China A ETF

The following chart shows the equity curve of the two momentum strategies applied to KraneShares Bosera MSCI China A ETF:

KraneShares Bosera MSCI China A ETF momentum equity

Note: the dividends potentially given by KraneShares Bosera MSCI China A ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on KraneShares Bosera MSCI China A ETF

The following chart shows the employed capital evolution of the two momentum strategies on KraneShares Bosera MSCI China A ETF since the beginning:

KraneShares Bosera MSCI China A ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Buy the dip strategy result on KraneShares Bosera MSCI China A ETF

Buy the dip entry openings on KraneShares Bosera MSCI China A ETF

KraneShares Bosera MSCI China A ETF

The performance achieved by the robo-advisor on KraneShares Bosera MSCI China A ETF is 27.77%. That represents 271.12$ of latent gain with 976.28$ of employed capital. The following chart shows KraneShares Bosera MSCI China A ETF stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of KraneShares Bosera MSCI China A ETF, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

27.77 %

Latent gain

271.12 $

Invested capital

976.28 $

Annualized return

13.22 %

Equity curve of the strategy applied to KraneShares Bosera MSCI China A ETF

The following chart shows the result of the investment strategy applied to KraneShares Bosera MSCI China A ETF:

KraneShares Bosera MSCI China A ETF

Note: the dividends potentially given by KraneShares Bosera MSCI China A ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on KraneShares Bosera MSCI China A ETF

The following chart shows the employed capital evolution since the beginning of the investment strategy on KraneShares Bosera MSCI China A ETF:

KraneShares Bosera MSCI China A ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on KraneShares Bosera MSCI China A ETF

In this section, I will compare the three previous investment strategies applied to KraneShares Bosera MSCI China A ETF.

Equity curve comparison on KraneShares Bosera MSCI China A ETF

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

KraneShares Bosera MSCI China A ETF investment strategy comparison

Employed capital comparison on KraneShares Bosera MSCI China A ETF

KraneShares Bosera MSCI China A ETF investment comparison

Performance comparison on KraneShares Bosera MSCI China A ETF

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 31.83% 702.84$ 2207.77$ 7.76%
Momentum 1 quarter 32.72% 1845.24$ 5639.16$ 8.48%
Momentum 2 quarters 44.19% 1529.13$ 3460.47$ 12.21%
Non-directional 27.77% 271.12$ 976.28$ 13.22%
Annualized return comparison

Automatic investment

7.76 %

Momentum 1Q

12.21 %

Momentum 2Q

12.21 %

Non-directional

13.22 %

Correlated stocks

Here are the most positively and negatively correlated stocks with KraneShares Bosera MSCI China A ETF:

Negative correlation

Most negatively correlated stocks this year


Most negatively correlated stocks last 3 months

  • Lyxor Index Fund - Lyxor EuroMTS 10Y Italy BTP Gov
  • FRANKLIN LIBERTYQT GLB DIVIDEND IDX ETF

  • Note: The algorithm computes the probability of correlation between KraneShares Bosera MSCI China A ETF and the other stocks. There may be false positives or some missing correlated stocks. If the price of KraneShares Bosera MSCI China A ETF does not vary for 36 weeks, the correlation calculation result will be wrong.


    Company information

    Company name KraneShares Bosera MSCI China A ETF
    Country
    City
    Address
    Phone
    Website
    FullTime employees
    Industry
    Sector
    Exchange ARCX
    Ticker KBA
    Market

    KraneShares Bosera MSCI China A ETF ESG Scores

    Environment scores

    Environment ESG Factors Scores
    Environment Score 0
    Peer Environment Performance unknown
    Environment Percentile unknown
    Palm Oil unknown
    Nuclear unknown
    Fur Leather unknown
    GMO unknown
    Coal unknown
    Pesticides unknown
    Animal Testing unknown

    Social scores

    Social ESG Factors Scores
    Social Score 0
    Peer Social Performance unknown
    Social Percentile unknown
    Highest Controversy unknown
    Peer Highest Controversy Performance unknown
    Adult unknown
    Gambling unknown
    Alcoholic unknown
    Tobacco unknown
    Catholic unknown
    Controversial Weapons unknown
    Small Arms unknown
    Military Contract unknown
    Peer Count unknown

    Related Controversy:


    Governance scores

    Governance ESG Factors Scores
    Governance Score 0
    Peer Governance Performance unknown
    Governance Percentile unknown

    ESG at glance
    Total ESG Scores: unknown
    Environment Score: 0
    Social Score: 0
    Governance Score: 0

    ESG Performance: unknown

    Peer Group: unknown

    Peer Esg Score Performance: unknown

    Rating Year: unknown

    Rating Month: unknown

    Max Age: unknown

    Percentile: unknown