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A股市场快照:宽基指数每日投资动态-20251117
Jianghai Securities·2025-11-17 13:05
  • The report tracks and analyzes the market data of major indices, including their performance, moving averages, trading volume, turnover rates, and risk premiums[1][2][3] - The report provides a detailed comparison of the indices' performance against their moving averages and the highest and lowest points over the past 250 trading days[13][14] - The report includes the distribution of daily returns for each index, highlighting the kurtosis and skewness of the distributions[23] - The risk premium of each index relative to the 10-year government bond yield is analyzed, showing significant mean reversion and volatility patterns[25][26][27] - The report evaluates the PE-TTM (Price-to-Earnings Trailing Twelve Months) ratios of the indices, comparing their current values to historical percentiles[37][38][40] - The report examines the dividend yields of the indices, noting their historical percentiles and recent trends[45][46][50] - The report discusses the net asset value (NAV) break rates of the indices, indicating the proportion of stocks trading below their net asset value[52]