CAF MORGAN STANLEY CHINA A SHARE FUND, INC

XNYS 18.25 Delayed
Find condors

Stock quote, options chain, IV rank, technicals, AI analysis, and institutional ownership. Iron condor setups Expected move IV rank history Fibonacci levels Insider trading

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

CAF $18.25 —
Key stats
$18.25
52-Week Range
$15.60 – $21.41
YTD
+2.07%
IV Rank (30D)
52.24
Straddle Price
$4.80
P/C Vol Ratio
0.00
Market Cap
$0.2B
Open
$16.14
Day Range
$16.14 – $16.36
Volume
1,034
Prev Close
$16.80
About
Exchange
XNYS
Market Cap
$0.2B
List Date
2006-09-28
CIK
0001368493
Homepage
https://www.morganstanley.com

Morgan Stanley China A Share Fund Inc is the United States based non-diversified, closed-end management investment company. Its investment objective is to seek capital growth by investing a majority of its assets in A-shares of Chinese companies listed on the Shanghai and Shenzhen Stock Exchanges. Its portfolio of investments consists of investment in different sectors such as the aerospace and defense, banks, automobiles, household durables, media, pharmaceuticals, software and other sectors.

Fund profile
International Equity Single Country Morgan Stanley China Emerging Markets
Expense ratio
—
Assets
$286M
shares × price, Oct 21, 2026
Trailing yield
—
Average daily volume
$198K
30 sessions
Holdings
—
Listed
Sep 28, 2006
NYSE
FrenzyCap ETF score
30
how it is built
Costn/a
Liquidity10
Scale54
Diversificationn/a

Moves with. US large-cap stocks (10% of its variance, beta 0.39); Emerging markets over US (10% of its variance, beta 0.28); Gold (4% of its variance, beta 0.10); Value over growth (4% of its variance, beta -0.12). These factors explain 27% of its daily moves over the last year, so most of what drives this fund is something else.

Overlap toolAll Single Country ETFs

Similar funds
FundOverlapFeeAssets1Y
EMXCiShares MSCI Emerging Markets ex China ETF—0.25%$25.8B+31.9%compare
EWJiShares MSCI Japan ETF—0.49%$23.7B+14.6%compare
EWYiShares MSCI South Korea ETF—0.59%$23.1B+73.5%compare
BBJPJPMorgan BetaBuilders Japan ETF—0.19%$19.2B+12.1%compare
EWZiShares MSCI Brazil ETF—0.59%$13.9B+40.7%compare

The largest other funds in the Single Country category.

Summary
—
composite
—
No summary data available for this symbol yet.

Each spoke is this symbol's rank within its sector (0–100; the dotted ring marks the sector median at 50). Higher is more constructive for a long. One spoke — News sentiment — is an absolute reading, not a sector rank. Grayed spokes have no data. A fuller shape is a summary, not a recommendation.

Chart
Seasonality
'21'22'23'24'25'26Avg
Jan-3.94%-8.64%14.47%-3.93%1.29%2.63%0.31%
Feb3.11%-3.81%-12.79%-1.21%0.96%0.61%-2.19%
Mar-0.75%-9.87%-2.18%-2.82%2.99%-3.79%-2.74%
Apr-0.17%-8.49%-2.66%0.41%-2.92%9.02%-0.80%
May3.96%-0.39%-6.77%-1.39%2.60%6.45%0.74%
Jun-3.83%11.90%-2.23%-2.73%4.36%5.36%2.14%
Jul-9.02%-6.71%6.76%-2.59%2.42%-9.63%-3.13%
Aug-1.72%-5.38%-4.43%3.77%10.75%0.80%0.63%
Sep0.33%-9.27%-3.11%15.83%6.94%-6.48%0.71%
Oct0.86%-11.07%-5.22%-8.55%-0.06%-7.03%*-5.18%
Nov-1.04%13.24%2.45%-4.07%-6.26%--0.86%
Dec-2.11%1.87%5.20%0.08%8.36%--2.68%
Total-14.00%-33.62%-12.50%-8.69%34.81%-3.80%-6.30%
Technical Indicators

Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.

Trend Indicators
  • SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
  • EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
  • MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
  • ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
  • +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
Momentum Oscillators
  • RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
  • Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
  • Williams %R — inverted scale: <−80 oversold, >−20 overbought.

Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.

Volume & Volatility
  • Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
  • OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
  • Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
  • ATR / True Range — average daily $ move; sizing and stop-loss reference.
  • HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.

Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →

Trend Indicators

SMA 20: $17.32
SMA 50: $18.23
SMA 200: $18.66
Current: $16.36
EMA 12: $16.99
EMA 26: $17.47
MACD: -0.4766 | Signal: -0.0392
BEARISH
ADX (14): 15.58
RANGE
+DI: 20.41
−DI: 32.07

Momentum Oscillators

RSI (14): 28.83
OVERSOLD
Stoch %K: 14.66
Stoch %D: 15.35
Williams %R: -89.95

Volume & Volatility

BB Upper: $18.34
BB Lower: $16.30
NEUTRAL
OBV: 1,428,367
Vol SMA 20: 10,940
Vol ROC: -66.95%
ATR: $0.40
True Range: $0.66
HV 20: 25.0%
HV 30: 22.5%
HV 60: 18.0%

Data Summary

Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis

Click Frenzy-Pro™ for an AI analysis of this ticker.

Analysis includes technical indicators, news sentiment, risk assessment, and specific price levels to watch.

CAF Options Activity & IV Rank

CAF IV rank history, 52-week IV rank and IV percentile →

Volatility Metrics

Current IV: 53.9%
7-DTE IV: 53.9%
Expected Move: $4.80
7-DTE Move: $4.80
Days to Exp: 18 (2026-03-20)

Options Flow

Call Volume: 2
Put Volume: 0
P/C Volume: —
BULLISH
Call OI: 10
Put OI: 0
P/C OI: —
Total OI: 10

ATM Options Pricing

ATM Call: $2.40
ATM Put: $2.40
Call %: 13.2%
Put %: 13.2%

Chain Summary

Chain Volume: 10
Chain OI: 44
Last Updated: 3/2/2026
Spread Scanner GPU
Full Algorithm Docs ↗

Each spread is ranked by a composite score built in three stages. Full documentation →

Stage 1 — Base Score (GPU scanner)

score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.

Stage 2 — Skew Adjustment (±25% cap)

RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.

Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
  • RSI <40 bullish / >60 bearish
  • MACD crossover + histogram trend
  • Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
  • Stochastic %K <20 / >80
  • Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
  • Blended ATR + straddle expected-move penalty
  • Bollinger Band signal (+ counter-trend penalty)
  • BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
  • IV rank ≥ 75 → strong boost for credit spreads
  • IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
  • Min open interest across all legs
  • OI < 100 → −0.10 · OI < 500 → −0.05

score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →

Enter a ticker to scan for optimal spread opportunities.

Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.

Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Metric:
Wing vs ATM
IV(put wing) − IV(ATM), in vol points

How much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.

  • Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
  • Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
  • Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
  • Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
Risk Reversal
IV(call wing) − IV(put wing), equal delta on each side

Which side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.

  • Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
  • Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
  • Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
  • Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Reading them together

Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:

  • High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
  • Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
  • Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
14 DTE / 10d —
— pts EXTREME
ATM — / Wing —
30 DTE / 10d —
— pts EXTREME
ATM — / Wing —

Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.

Volatility Surface

Enter a ticker to render the implied volatility surface.

Volatility Smile

Enter a ticker to render the implied volatility smile.

IV Rank (7 DTE)12.9LowMar 2
IV Rank (30 DTE)52.2MediumMar 2
Straddle Price (30 DTE)$4.80Mar 2
Beta Analysis

Risk Metrics

Beta: 0.6481
Alpha: -6.06%
Correlation: 0.4078
R-Squared: 16.6%
Stock Volatility: 20.2%
Market Volatility: 12.7%

Analysis Details

Benchmark: SPY
Data Points: 251
Period: 252 trading days
Interpretation:
Low volatility - stock moves less than market
Beta & Alpha Over Time
Notable investors who own CAF
1 of 37 tracked investors
InvestorValueShare of their portfolioRankQ/Q sharesSource
Rockefeller Capital Management Family office
Rockefeller family
$17K
0.00%
#3796 of 47290.0%13F

Hedge funds, activists, holding companies and family offices we track, from their latest 13F (quarter-end value) and Form 4 filings in the last 3 years. Family offices · all institutions

CAF Institutional Ownership (13F)

Latest filings — 2026-09-30

Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.

  • Shares — long equity positions in this name, aggregated across share classes.
  • Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
  • % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
  • Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.

Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.

35 filers9,872,296 shares$207.56M value
# Filer Shares Value % of Total % of Float Period
1 CITY OF LONDON INVESTMENT MANAGEMENT CO LTD 4,602,793 $96.84M 46.66% — 2026-06-30
2 LAZARD ASSET MANAGEMENT LLC 1,743,598 $36.69M 17.67% — 2026-06-30
3 Allspring Global Investments Holdings, LLC 1,350,710 $28.42M 13.69% — 2026-06-30
4 Karpus Management, Inc. 482,293 $10.15M 4.89% — 2026-06-30
5 Saba Capital Management, L.P. 450,836 $9.49M 4.57% — 2026-06-30
6 1607 Capital Partners, LLC 406,007 $8.54M 4.12% — 2026-06-30
7 PUBLIC EMPLOYEES RETIREMENT SYSTEM OF OHIO 355,871 $7.49M 3.61% — 2026-06-30
8 Matisse Capital 98,526 $2.07M 1.00% — 2026-06-30
9 COHEN & STEERS, INC. 84,348 $1.77M 0.86% — 2026-06-30
10 CSS LLC/IL 42,331 $890.64K 0.43% — 2026-06-30
11 Shaker Financial Services, LLC 44,836 $795.39K 0.38% — 2026-09-30
12 Morgan Stanley Custodian 31,261 $657.74K 0.32% — 2026-06-30
13 Royal Bank of Canada Custodian 27,660 $581.00K 0.28% — 2026-06-30
14 Cresset Asset Management, LLC 25,300 $532.31K 0.26% — 2026-06-30
15 READYSTATE ASSET MANAGEMENT LP 21,635 $455.20K 0.22% — 2026-06-30
16 XTX Topco Ltd 20,765 $436.90K 0.21% — 2026-06-30
17 STRS OHIO 18,297 $384.97K 0.19% — 2026-06-30
18 WOLVERINE ASSET MANAGEMENT LLC 13,172 $277.14K 0.13% — 2026-06-30
19 Dakota Wealth Management 11,589 $243.83K 0.12% — 2026-06-30
20 OSAIC HOLDINGS, INC. Custodian 10,001 $210.41K 0.10% — 2026-06-30
21 Private Advisor Group, LLC 9,735 $204.82K 0.10% — 2026-06-30
22 PNC Financial Services Group, Inc. Custodian 6,782 $142.69K 0.07% — 2026-06-30
23 Wells Fargo & Company Custodian 3,671 $77.25K 0.04% — 2026-06-30
24 FIFTH THIRD BANCORP 2,230 $46.92K 0.02% — 2026-06-30
25 COMERICA BANK Custodian 2,230 $38.71K 0.02% — 2025-12-31
# Filer Notional Value % of Total Period
# Filer Notional Value % of Total Period
ETF Holders
19 ETFs hold CAF
19 shown · $81.86M total exposure · 0.01% AUM-weighted avg weight
# ETF Provider Weight $ Exposure ETF AUM As Of
1 VXUS Vanguard Total International Stock ETF Vanguard 0.00% $21.8M — 2026-09-30
2 IEFA iShares Core MSCI EAFE ETF iShares (BlackRock) 0.01% $16.2M $191.0B 2026-10-20
3 VEA Vanguard FTSE Developed Markets ETF Vanguard 0.00% $14.5M — 2026-09-30
4 SCZ iShares MSCI EAFE Small-Cap ETF iShares (BlackRock) 0.04% $5.7M $12.9B 2026-10-20
5 VSS Vanguard FTSE All-World EX-US Small-Cap Index Fund Vanguard 0.04% $5.5M — 2026-09-30
6 SPDW State Street® SPDR® Portfolio Developed World ex-US ETF SPDR (State Street) 0.01% $4.8M $40.9B 2026-10-20
7 IXUS iShares Core MSCI Total International Stock ETF iShares (BlackRock) 0.01% $4.2M $58.1B 2026-10-20
8 VGK Vanguard FTSE Europe ETF Vanguard 0.01% $3.6M — 2026-09-30
9 IDEV iShares Core MSCI International Developed Markets ETF iShares (BlackRock) 0.01% $1.7M $34.0B 2026-10-20
10 VT Vanguard Total World Stock ETF Vanguard 0.00% $1.2M — 2026-09-30
11 ISVL iShares International Developed Small Cap Value Factor ETF iShares (BlackRock) 0.21% $685,790 $327.6M 2026-10-20
12 CEFS Saba Closed-End Funds ETF Nport 0.15% $637,920 — 2026-05-31
13 IEUR iShares Core MSCI Europe ETF iShares (BlackRock) 0.01% $594,571 $9.5B 2026-10-20
14 VSGX Vanguard ESG International Stock ETF Vanguard 0.00% $317,087 — 2026-10-20
15 IEUS iShares MSCI Europe Small-Cap ETF iShares (BlackRock) 0.10% $160,676 $166.1M 2026-10-20
16 WSML iShares MSCI World Small-Cap ETF iShares (BlackRock) 0.02% $118,636 $661.0M 2026-10-20
17 SPEU State Street® SPDR® Portfolio Europe ETF SPDR (State Street) 0.01% $76,682 $700.5M 2026-10-20
18 ISCF iShares International Small-Cap Equity Factor ETF iShares (BlackRock) 0.01% $41,779 $708.5M 2026-10-20
19 EFRA iShares Environmental Infrastructure and Industrials ETF iShares (BlackRock) 0.41% $22,717 $5.6M 2026-10-20
Fundamentals

Quarterly filings sourced from SEC 10-Q / 10-K reports. TTM tiles aggregate the most recent four quarters; bars show the last ~12 quarters oldest → newest.

Metrics
  • Revenue — top-line sales. Look for consistent YoY growth; seasonal businesses need same-quarter comparisons (Q4 '24 vs Q4 '23).
  • Net Income — bottom-line profit after all expenses. Can be volatile from one-time items; red bars = net loss.
  • Diluted EPS — net income per share assuming options/converts are exercised. Direct input to the P/E ratio.
  • Operating Cash Flow — cash generated from core operations, before capex and financing. Harder to manipulate than net income; growing OCF is a quality signal.
How to read the bars
  • Sequential growth — quarter-over-quarter trend. Accelerating bars are a momentum signal.
  • YoY growth — compare to the same quarter a year earlier to remove seasonality.
  • Quality — OCF should roughly track Net Income over time. Large divergence (net income ≫ OCF) flags accruals risk.
  • Margins — scan the bar ratios: Net Income / Revenue tells you margin trend without needing a separate chart.

TTM (trailing-twelve-month) smooths seasonality and is used for the P/E calculation. Filings appear 30–90 days after the period closes.