A股市场快照:宽基指数每日投资动态-20260122
Jianghai Securities·2026-01-22 04:11
- The report tracks the performance of various broad-based indices in the A-share market, including the CSI 500, CSI 2000, and others, highlighting their daily, weekly, monthly, and yearly changes[2][3][11] - The report compares the indices with their moving averages and their positions relative to the highest and lowest points in the past 250 trading days, noting that indices like CSI 1000, CSI 2000, and CSI All Share have broken through their 5-day moving averages[3][15][16] - The report analyzes the trading volume and turnover rates of the indices, with CSI 2000 having the highest turnover rate at 4.36, followed by CSI 1000 at 3.28[3][18] - The report examines the distribution of daily returns, noting that the ChiNext Index has the largest negative skewness and kurtosis, while the CSI 500 has the smallest[3][23][24] - The report evaluates the risk premiums of the indices relative to the 10-year government bond yield, with CSI 500 and CSI 2000 having high risk premiums at 84.37% and 75.87% respectively[3][26][27] - The report assesses the PE-TTM ratios of the indices, with CSI 500 and CSI 1000 having high percentile values at 100.0% and 99.83% respectively[4][41][42] - The report tracks the dividend yields of the indices, noting that the ChiNext Index and CSI 300 have relatively high 5-year historical percentile values at 58.18% and 37.77% respectively[4][50][52] - The report monitors the net asset value break rates of the indices, with the current break rates being 24.0% for SSE 50, 16.33% for CSI 300, and 10.4% for CSI 500[4][56]