The Chinese stock market was analyzed using a method called multifractal detrended fluctuation analysis. The study looked at four main stock indices from 2000 to 2018 and found that they all show multifractal properties, with SZSE having the highest multifractality. This suggests lower market efficiency. The multifractality is due to long-range correlation and fat-tail characteristics in the data. The study compared the indices before and after the 2015 stock market crash and found that it had an impact on market efficiency. This research has implications for understanding the dynamics and efficiency of the stock market in China, which can be useful for portfolio managers and policymakers to ensure the market's sustainable development.