A股市场快照：宽基指数每日投资动态-20251106

• The report provides a snapshot of the A-share market, focusing on the performance of broad-based indices on November 5, 2025, with the ChiNext Index and CSI 2000 showing the largest gains of 1.03% and 0.77%, respectively [1][2] - The report compares the moving averages of various indices, noting that the CSI 2000 broke above its 5-day and 10-day moving averages, while other indices remained below their 5-day and 10-day moving averages [14] - The turnover rates for various indices are highlighted, with the CSI 2000 having the highest turnover rate at 4.45, followed by the CSI 1000 at 2.66, and the ChiNext Index at 2.62 [17] - The distribution of daily returns is analyzed, showing that the ChiNext Index has the largest negative skewness and kurtosis, while the CSI 1000 has the smallest negative skewness and kurtosis [24] - The risk premium relative to the 10-year government bond yield is discussed, with the ChiNext Index and CSI 2000 having the highest 5-year percentile values of 76.59% and 69.21%, respectively [28][30] - The PE-TTM ratios of various indices are examined, with the CSI 1000 and CSI 500 having the highest 5-year percentile values of 97.27% and 96.53%, respectively [39][40] - The dividend yield of various indices is analyzed, with the ChiNext Index and CSI 1000 having the highest 5-year historical percentile values of 68.43% and 39.34%, respectively [51] - The report also discusses the net asset value ratios, noting that the current net asset value ratios for various indices are as follows: SSE 50 (20.0%), CSI 300 (15.33%), CSI 500 (11.2%), CSI 1000 (7.4%), CSI 2000 (2.8%), ChiNext Index (1.0%), and CSI All Share (5.79%) [52]