A股市场快照:宽基指数每日投资动态-20251030
Jianghai Securities·2025-10-30 11:58
- The report tracks the performance of broad-based indices in the A-share market, noting that all indices rose on October 29, 2025, with the ChiNext Index (2.93%) and the CSI 500 (1.91%) showing the largest gains[1][2] - The ChiNext Index has the highest year-to-date increase (55.22%), followed by the CSI 2000 (32.8%) and the CSI 500 (30.66%)[2] - All tracked indices are above their 5-day, 10-day, and 20-day moving averages, with the ChiNext Index and the CSI 300 having substantial support from these averages[13] - The CSI 300 had the highest trading volume share on October 29, 2025 (29.12%), followed by the CSI 2000 (20.79%) and the CSI 500 (19.98%)[16] - The ChiNext Index has the highest negative skewness and kurtosis deviation, indicating a higher concentration of returns and more extreme negative returns[23][24] - The risk premium for the CSI 500 (96.03%) and the ChiNext Index (95.4%) is relatively high compared to the past five years, while the SSE 50 (69.84%) and the CSI 2000 (54.52%) are lower[27][30] - The PE-TTM ratios for the CSI 500 (98.68%) and the CSI All Share Index (98.84%) are high, while the CSI 2000 (83.72%) and the ChiNext Index (61.98%) are lower[36][39][40] - The dividend yield for the ChiNext Index (62.23%) and the CSI 1000 (35.62%) is relatively high, while the CSI 2000 (16.12%) and the CSI 500 (12.56%) are lower[47][49] - The current net break rate for indices is highest for the SSE 50 (22.0%) and lowest for the ChiNext Index (1.0%)[51]