A股市场快照：宽基指数每日投资动态-2025-04-01

• The report tracks the performance of broad-based indices, showing that all indices declined on March 31, 2025, with the CSI 2000 (-1.21%) and ChiNext Index (-1.15%) experiencing the largest drops [1][7][8] - The CSI 2000 index recorded the highest trading volume share at 28.32%, followed by CSI 300 (22.22%) and CSI 1000 (22.17%) [12] - Turnover rates for indices were calculated using the formula: $\Sigma(\text{circulating shares of constituent stocks} \times \text{turnover rate}) / \Sigma(\text{circulating shares of constituent stocks})$ [12] - Daily return distributions were analyzed, revealing that ChiNext Index had the highest kurtosis and positive skewness, while CSI 2000 had the lowest [18][19] - Risk premium analysis showed that CSI 1000 and CSI 2000 had higher volatility, with CSI 1000 (28.10%) and CSI 2000 (17.94%) having notable 5-year percentile values [21][23] - PE-TTM values indicated that CSI 500 (82.89%) and CSI All Share (65.62%) had higher 5-year percentiles, while CSI 2000 (51.65%) and ChiNext Index (25.37%) were lower [30][31] - Dividend yield analysis highlighted that CSI 300 (98.43%) and CSI All Share (95.04%) were at high 5-year historical percentiles, while CSI 2000 (81.65%) and CSI 500 (59.92%) were relatively lower [36][37][38] - Current net-breaking rates showed CSI 2000 (5.3%) and ChiNext Index (3.0%) had the lowest values, reflecting market valuation attitudes [39]