A股市场快照：宽基指数每日投资动态-20260120

• The report provides a snapshot of the performance of broad-based indices in the A-share market, highlighting the daily, weekly, monthly, quarterly, and yearly changes in index returns. For example, the CSI 2000 index showed the highest daily increase of 1.14%, while the CSI 500 index had the highest yearly increase of 11.02% [11][12][15] - The comparison of indices with their moving averages and 250-day highs and lows reveals that indices like CSI 500 broke their 250-day high, while indices such as the ChiNext index fell below their 5-day and 10-day moving averages [15] - Turnover rates and trading volume proportions are analyzed, showing that the CSI 2000 index had the highest turnover rate at 4.56%, while the CSI 500 index had a turnover rate of 2.34%. The CSI 300 index accounted for the largest proportion of trading volume at 24.45% [17] - The distribution of daily returns is examined, with metrics such as kurtosis and skewness used to describe the shape of the return distribution. The ChiNext index exhibited the largest negative kurtosis deviation, while the CSI 300 index had the smallest negative kurtosis deviation [23][24] - Risk premium analysis is conducted using the yield of 10-year government bonds as the risk-free rate. The CSI 2000 index showed the highest current risk premium at 1.13%, while the ChiNext index had the lowest at -0.70%. Historical comparisons indicate that the CSI 2000 index's risk premium is at the 79.52% percentile over the past five years [26][30][33] - PE-TTM ratios are analyzed as valuation metrics, with the CSI 500 index showing the highest current PE-TTM value at 37.72 and a 100% historical percentile over the past five years. The ChiNext index had a lower PE-TTM value at 43.34 and a 63.64% historical percentile [41][42] - Dividend yield analysis highlights that the CSI 500 index had a relatively low dividend yield of 1.26%, while the ChiNext index had a higher dividend yield at 0.93%. Historical comparisons show that the ChiNext index's dividend yield is at the 57.93% percentile over the past five years [50][52][54] - The report also examines the proportion of stocks trading below their book value (PB ratio < 1). The CSI 500 index had a current break-net rate of 10.2%, while the CSI 2000 index had the lowest break-net rate at 2.75% [56]