Stock Markets February 27, 2026

Morgan Stanley: China A-share Sentiment Strengthens on Post-Holiday Turnover

Higher trading volumes and pre-NPC positioning lift MSASI; offshore markets still face AI-related headwinds

By Avery Klein
Morgan Stanley: China A-share Sentiment Strengthens on Post-Holiday Turnover

Morgan Stanley says its weighted China A-share sentiment gauge improved in the two weeks after the Lunar New Year, driven by stronger turnover and positioning ahead of the National People’s Congress. The firm recorded a 14 percentage-point rise in its MSASI to 59% from the February 11 cutoff, with equity trading and futures volumes climbing sharply during February 12-25. While onshore metrics showed gains, offshore China stocks remain exposed to concerns around AI disruption and heightened competition.

Key Points

  • Morgan Stanley's weighted MSASI rose 14 percentage points to 59% from the February 11 cutoff, while the one-month moving average remained at 67% - impacts equity market sentiment assessment.
  • Turnover and derivatives activity increased sharply during February 12-25: ChiNext turnover up 11% to 627 billion yuan, A-share turnover up 24% to 2.43 trillion yuan, and equity futures up 45% to 414 billion yuan - affects trading desks, brokerage flows and market liquidity.
  • Southbound stock connect saw net inflows of $3.1 billion for February 12-25, with YTD inflows of $16.5 billion and MTD inflows of $4.4 billion - relevant to foreign investor engagement with China equities.

Morgan Stanley reported that its proprietary China A-share sentiment indicator moved higher in the fortnight following the Lunar New Year holiday, attributing the lift primarily to increased trading volumes and investor positioning ahead of the National People’s Congress.

Sentiment gauge and moving average

The firm’s weighted MSASI reading rose 14 percentage points from the February 11 cutoff to 59%. The one-month moving average held steady at 67%, signaling a short-term uptick within a still-more-muted monthly backdrop.

Market turnover and leverage metrics

Across markets, daily turnover showed notable expansion during the February 12-25 window. ChiNext daily turnover increased 11% to reach 627 billion yuan. Broader A-share daily turnover climbed 24% to 2.43 trillion yuan over the same period. Equity futures activity saw an even larger jump, up 45% to 414 billion yuan. By contrast, margin transaction balances were unchanged at 2.62 trillion yuan for the measured interval.

Momentum, earnings revisions and flows

The 30-day relative strength index rose by 2% across the cycle. Consensus earnings estimate revision breadth remained in negative territory but showed a marked improvement versus the prior cutoff date, according to the firm. Southbound stock connect flows were net inflows of $3.1 billion during February 12-25, with year-to-date and month-to-date net inflows of $16.5 billion and $4.4 billion, respectively.

Offshore considerations and watchpoints

Morgan Stanley cautioned that offshore China markets are contending with concerns about artificial intelligence-driven disruption and broader competitive pressures. The firm highlighted three items it will be monitoring closely: enhancements in AI capabilities by large-cap platform companies, signs of improved corporate earnings, and stabilization in external markets.


Note on scope - The observations above reflect Morgan Stanley’s sentiment gauge and the market metrics the firm reported for the February 12-25 interval and the February 11 cutoff. The report contrasts short-term improvements in turnover and momentum with lingering negative earnings revision breadth and offshore risk factors.

Risks

  • Offshore China markets are exposed to concerns about AI-driven disruption and competitive pressure, which could weigh on large-cap platform stocks and related technology sectors.
  • Consensus earnings estimate revision breadth remains negative despite improvement, indicating continued downside risk to earnings expectations for companies across sectors.
  • External market instability is cited as a watchpoint; outside volatility could undermine the recent uplift in onshore turnover and sentiment.

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