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A股市场快照:宽基指数每日投资动态-20250409
Jianghai Securities·2025-04-09 13:58
  • The report tracks the performance of broad-based indices, showing that on April 8, 2025, all indices except CSI 2000 (-0.52%) rose, with SSE 50 (2.28%) and ChiNext Index (1.83%) leading the gains[11][12][14] - The indices are below their 5-day, 10-day, 20-day, 60-day, and 120-day moving averages, except SSE 50, which exceeded the 250-day moving average[14] - Turnover rates for indices on April 8, 2025, are as follows: CSI 2000 (4.87), CSI 1000 (3.18), ChiNext Index (3.14), CSI All Share (2.1), CSI 500 (2.0), CSI 300 (0.86), and SSE 50 (0.53)[16] - Daily return distribution analysis shows ChiNext Index has the highest positive skewness and kurtosis, while CSI 2000 has the lowest[22][23] - Risk premium analysis relative to 10-year government bond yields indicates SSE 50 (96.51%) and CSI 300 (93.41%) have high 5-year percentile values, while CSI 1000 (67.94%) and CSI 2000 (31.9%) are lower[28][30] - PE-TTM percentile values show CSI 500 (70.74%) and SSE 50 (50.83%) are relatively high, while CSI 300 (33.47%) and ChiNext Index (14.79%) are lower[40][41] - Dividend yield analysis reveals CSI 300 (99.92%) and CSI All Share (99.5%) are at high 5-year historical percentiles, while CSI 2000 (92.23%) and CSI 500 (90.33%) are lower[50][51] - Current net asset break rates are SSE 50 (30.0%), CSI 300 (20.0%), CSI 500 (16.4%), CSI 1000 (12.4%), CSI 2000 (7.4%), ChiNext Index (3.0%), and CSI All Share (10.86%)[52]