A股市场快照：宽基指数每日投资动态-20251225

• The report tracks the performance of various broad-based indices in the A-share market, noting that on December 24, 2025, all indices except the SSE 50 increased, with the CSI 2000 and CSI 1000 showing the largest gains of 1.55% and 1.54%, respectively[2] - The report compares the moving averages of the indices, highlighting that the CSI 1000 broke through the 60-day moving average, and all tracked indices are above the 5, 10, 20, and 60-day moving averages[13] - The report analyzes the trading volume and turnover rates, noting that on December 24, 2025, the CSI 2000 had the highest trading volume share at 24.78%, followed by the CSI 300 and CSI 1000, both at 21.96%[17] - The report examines the daily return distribution, indicating that the ChiNext Index has the largest negative skewness and kurtosis, while the CSI 2000 has the smallest negative skewness and kurtosis[23][25] - The report evaluates the risk premium of the indices relative to the 10-year government bond yield, noting that the CSI 1000 and CSI 500 have high 5-year percentile values of 89.44% and 88.1%, respectively, while the CSI 300 and SSE 50 have lower values of 64.21% and 47.46%[28][31] - The report assesses the PE-TTM ratios of the indices, highlighting that the CSI 500 and CSI 1000 have high 5-year percentile values of 96.94% and 94.63%, respectively, while the SSE 50 and ChiNext Index have lower values of 84.05% and 59.17%[42][43] - The report analyzes the dividend yield, noting that the ChiNext Index and CSI 1000 have high 5-year historical percentile values of 61.32% and 39.09%, respectively, while the CSI 500 and CSI 2000 have lower values of 17.77% and 16.36%[51][53] - The report examines the net asset value break rate, indicating that the current break rates for the indices are 22.0% for the SSE 50, 16.0% for the CSI 300, 10.8% for the CSI 500, 8.0% for the CSI 1000, 3.25% for the CSI 2000, and 6.14% for the CSI All Share Index[57]