A股市场快照：宽基指数每日投资动态-20250911

• The report provides a snapshot of the performance of broad-based indices in the A-share market, highlighting that all indices rose on September 10, 2025, with the highest daily increase seen in the ChiNext Index (1.27%) and the SSE 50 Index (0.37%) [1][10][15] - The ChiNext Index showed the largest year-to-date increase (35.61%), followed by the CSI 2000 Index (30.11%) and CSI 1000 Index (21.36%), while the SSE 50 Index had the smallest year-to-date increase (9.49%) [2][10][15] - The report compares indices against their moving averages, noting that the SSE 50 and ChiNext Index broke above their 5-day moving averages, while other indices remained below their 10-day moving averages [12][14] - The turnover rate of indices is analyzed, with the CSI 2000 Index having the highest turnover rate (4.0), followed by the ChiNext Index (3.0) and CSI 1000 Index (2.61) [17][18] - The distribution of daily returns is examined, showing that the ChiNext Index has the highest kurtosis and positive skewness, indicating concentrated returns and increased extreme positive returns [24][25] - Risk premium analysis reveals that the ChiNext Index (80.79%) and SSE 50 Index (68.1%) have relatively high 5-year percentile values, while the CSI 500 Index (50.48%) and CSI 1000 Index (48.97%) are lower [29][31][34] - PE-TTM values are evaluated, with the CSI 500 Index (98.93%) and CSI All Share Index (96.12%) having the highest 5-year percentile values, while the SSE 50 Index (83.22%) and ChiNext Index (56.2%) are lower [39][41][42] - Dividend yield analysis shows that the ChiNext Index (69.09%) and CSI 1000 Index (51.74%) are at relatively high 5-year percentile values, while the CSI 2000 Index (17.44%) and CSI 500 Index (16.03%) are lower [46][51][52] - The report highlights the current net-breaking rates of indices, with the SSE 50 Index having the highest rate (18.0%) and the ChiNext Index the lowest (1.0%) [53][55]