A股市场快照：宽基指数每日投资动态-20250429

• The report provides a snapshot of the performance of broad-based indices in the A-share market, highlighting daily and annual changes, with indices like CSI 2000 showing the highest annual growth of 1.7% while indices like the ChiNext Index experienced the largest annual decline of -9.67% [12][13][14] - All indices have fallen below their 5-day moving averages, with CSI 300 and ChiNext Index remaining above their 10-day moving averages, and indices like SSE 50, CSI 300, and CSI 2000 staying above their 20-day moving averages [16][17] - CSI 2000 had the highest trading volume share at 30.31%, followed by CSI 1000 at 21.36% and CSI 300 at 20.27%; turnover rates were highest for CSI 2000 at 3.7 and lowest for SSE 50 at 0.19 [19] - The distribution of daily returns shows that the ChiNext Index has the highest positive skewness and kurtosis, indicating concentrated returns and increased extreme positive returns, while CSI 2000 has the lowest positive skewness and kurtosis [24][26] - Risk premium analysis reveals that SSE 50 and CSI 300 have relatively high 5-year percentile values of 55.08% and 45.48%, respectively, while CSI 1000 and CSI 2000 have lower values at 19.76% and 15.0% [30][32][34] - PE-TTM analysis indicates that CSI 500 and CSI 1000 have high 5-year percentile values of 80.5% and 67.85%, respectively, while CSI 300 and ChiNext Index have lower values at 50.41% and 19.5% [40][41][43] - Dividend yield analysis shows that CSI 300 and CSI All Share have high 5-year percentile values of 93.55% and 93.47%, respectively, while SSE 50 and CSI 500 have lower values at 77.27% and 68.93% [51][52] - Current net-breaking rates are highest for SSE 50 at 28.0% and lowest for ChiNext Index at 3.0%, reflecting market valuation attitudes and optimism levels [53]