A股市场快照:宽基指数每日投资动态2025.02.19-20250319
Jianghai Securities·2025-02-20 01:28
- The report tracks the performance of various broad-based indices in the A-share market, including the CSI 2000, CSI 1000, CSI 500, and others, highlighting their daily, weekly, monthly, and yearly changes[1][2][6] - All tracked indices have fallen below their 5-day moving averages but remain above their 20-day moving averages, with the CSI 500, CSI 1000, and CSI 2000 showing significant declines and falling below their 10-day moving averages[7] - The CSI 2000 had the highest trading volume share at 26.3%, followed by the CSI 1000 at 23.32% and the CSI 300 at 22.38%[8] - The turnover rates for the indices are as follows: CSI 2000 (4.69), ChiNext Index (3.62), CSI 1000 (3.09), CSI All Share (2.0), CSI 500 (1.92), CSI 300 (0.66), and SSE 50 (0.39)[8] - The ChiNext Index has the highest positive skewness and kurtosis, indicating a higher concentration of returns and more extreme positive returns, while the CSI 2000 has the lowest[12][13] - The risk premiums for the SSE 50 (29.68%) and CSI 300 (18.17%) are relatively high compared to the past five years, while those for the CSI 1000 (6.35%) and CSI 2000 (4.76%) are relatively low[14][16] - The PE-TTM ratios for the indices show that the CSI 500 (83.72%) and SSE 50 (72.15%) have higher historical percentiles, while the CSI 2000 (47.36%) and ChiNext Index (34.13%) have lower percentiles[22] - The dividend yields for the CSI 300 (98.84%) and CSI All Share (95.37%) are at relatively high historical percentiles, while those for the CSI 2000 (83.55%) and CSI 500 (60.33%) are lower[26][28] - The current net break rates for the indices are as follows: SSE 50 (24.0%), CSI 300 (17.39%), CSI 500 (14.2%), CSI 1000 (11.1%), CSI 2000 (5.45%), ChiNext Index (3.0%), and CSI All Share (8.91%)[29]