Survey is Glebors Global Finance’s proprietary annual sentiment research module, tracking institutional perceptions and trading behaviors across China’s equity market. Our 2026 survey series gathers first-hand insights from global asset managers, hedge funds, investment bankers and senior financial analysts covering A-share, Hong Kong-listed and U.S.-traded Chinese equities. It captures real-time market sentiment, shifting investment preferences, evolving risk appetite and forward positioning trends among cross-border institutional investors.
Unlike traditional fundamental research, our survey-driven analysis centers on market consensus and marginal expectation shifts, identifying underappreciated market themes, consensus gaps and potential sentiment inflection points overlooked by pure quantitative data. It bridges the perceptual disconnect between global capital and China’s capital markets, delivering actionable sentiment insights for international portfolio allocation and trade timing. Additionally, survey findings enable Chinese listed firms to accurately gauge global investor perceptions, identify external valuation biases, and refine their international IR strategies and communication cadence. This module is integrated into the CONVERGE institutional research suite and available exclusively to platform subscribers.
Our survey framework adopts consistent global sampling standards each year, ensuring year-over-year data comparability and enabling systematic tracking of long-term institutional sentiment trends. Rather than relying on fragmented market news or short-term price noise, our data originates from direct institutional feedback, delivering highly credible, primary-source market intelligence that cannot be obtained through public market data alone.
We further categorize survey responses by institution type, fund size, regional allocation and investment time horizon. This multi-dimensional classification reveals differentiated logics between long-term strategic capital and short-term trading capital, exposing hidden market polarization that drives sector rotation and individual stock re-pricing across Chinese equities.
This three-dimensional survey framework integrates sentiment quantification, preference screening and expectation tracking to build a closed-loop institutional sentiment research system. It effectively augments traditional financial and valuation research, helping global institutional investors comprehensively assess the pricing logic and trading rhythm of China’s equity market, while enabling Chinese listed companies to execute more targeted, efficient global investor relations outreach.
Moreover, our annual sentiment report serves as a critical complementary tool to fundamental and valuation research. While financial data reflects past and present corporate performance, our survey data captures forward-looking institutional expectations, providing leading indicators for market trend shifts and marginal capital flow changes. The dual research system combining “fundamental fundamentals + institutional sentiment” delivers a more comprehensive judgment framework for cross-border investment and corporate global IR practices.
Glebors employs a standardized institutional survey methodology to ensure consistent sampling criteria, unified statistical standards and unbiased sentiment interpretation. All survey data and analytical conclusions are anchored in three core standardized research dimensions, eliminating fragmented subjective judgments and empowering global investors to evaluate China’s equity trends from a holistic institutional perspective.
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