A股市场快照：宽基指数每日投资动态-2025-03-12

• The report tracks the performance of broad-based indices, highlighting that all indices rose on March 11, 2025, with CSI 500 and SSE 50 showing the largest daily gains of 0.52% and 0.5%, respectively[1][6][7] - CSI 2000 demonstrated the highest year-to-date growth at 13.38%, followed by CSI 1000 at 9.97% and CSI 500 at 5.58%, while SSE 50 showed the smallest growth at -0.09%[1][6][7] - The analysis includes moving averages, showing that most indices are above their 5-day, 10-day, and 20-day moving averages, except for the ChiNext Index, which remains below these averages, indicating potential recovery space[7] - CSI 2000 had the highest trading volume share at 28.0%, followed by CSI 1000 at 24.87% and CSI 300 at 19.53%, with turnover rates ranging from 3.84 for CSI 2000 to 0.25 for SSE 50[8] - The daily return distribution analysis reveals that the ChiNext Index has the highest kurtosis and positive skewness, indicating concentrated returns and increased extreme positive returns, while CSI 2000 has the lowest values in these metrics[12][13] - Risk premium analysis shows SSE 50 and CSI 500 have relatively high 5-year percentile values at 71.98% and 68.25%, respectively, while ChiNext Index and CSI 2000 have lower values at 56.27% and 54.68%[14][16] - PE-TTM analysis indicates CSI 500 and CSI 1000 have high 5-year percentile values at 87.36% and 77.02%, respectively, while CSI 2000 and ChiNext Index have lower values at 52.48% and 32.64%[22][20][21] - Dividend yield analysis shows CSI 300 and SSE 50 have high 5-year historical percentile values at 98.6% and 92.31%, respectively, while CSI 2000 and CSI 500 have lower values at 76.53% and 48.76%[28][30][29] - Current net-breaking rates are reported as 26.0% for SSE 50, 18.33% for CSI 300, 14.0% for CSI 500, 9.8% for CSI 1000, 4.8% for CSI 2000, 2.0% for ChiNext Index, and 8.04% for CSI All Share[32]