A股市场快照：宽基指数每日投资动态-20251215

• The report primarily focuses on tracking and analyzing the performance of broad-based indices in the A-share market, including metrics such as daily returns, moving averages, turnover rates, risk premiums, PE-TTM, dividend yields, and net asset ratios[1][3][4] - The analysis includes a detailed comparison of indices' daily returns, showing that indices like the CSI 500 and ChiNext Index had the highest daily gains on December 12, 2025, at 1.23% and 0.97%, respectively[11][14] - Moving average analysis reveals that the CSI 500 and ChiNext Index broke above their 5-day moving averages, while all indices surpassed their 10-day and 20-day moving averages. The SSE 50 and CSI 2000 also broke above their 60-day moving averages[14] - Turnover rate analysis indicates that the CSI 2000 had the highest turnover rate at 4.1%, followed by the ChiNext Index at 2.66% and the CSI 1000 at 2.5%[16] - Risk premium analysis, using the 10-year government bond yield as the risk-free rate, shows that the CSI 500 and SSE 50 had the highest 5-year percentile values at 86.75% and 76.83%, respectively, while the CSI 1000 and CSI 2000 had lower values at 74.13% and 65.16%[26][30] - PE-TTM analysis highlights that the CSI 1000 and CSI 500 had the highest 5-year percentile values at 96.61% and 95.45%, respectively, indicating relatively high valuations. In contrast, the ChiNext Index had a lower 5-year percentile value of 57.77%[41][42] - Dividend yield analysis shows that the ChiNext Index and CSI 1000 had relatively high 5-year percentile values at 66.61% and 47.19%, respectively, while the CSI 500 and CSI 2000 had lower values at 15.7% and 12.56%[51][53] - Net asset ratio analysis reveals that the SSE 50 had the highest proportion of stocks trading below their net asset value at 24.0%, while the ChiNext Index had the lowest at 1.0%[55]