A股市场快照：宽基指数每日投资动态-20260123

• 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 break rates[1][3][4] - The moving average analysis highlights that indices like the ChiNext Index and CSI 500 have broken above their 250-day highs, indicating strong momentum in these segments[15][16] - Turnover rates are highest for the CSI 2000 (4.46%) and CSI 1000 (3.31%), while the Shanghai Stock Exchange 50 Index has the lowest turnover rate at 0.38%, reflecting varying levels of liquidity across indices[18] - The risk premium analysis, using the 10-year government bond yield as a risk-free rate, shows that the ChiNext Index (1.00%) and CSI 2000 (0.99%) have the highest current risk premiums, while the Shanghai Stock Exchange 50 Index has a negative risk premium of -0.47%[27][31] - PE-TTM analysis reveals that the CSI 500 and CSI 1000 indices are at their 100% historical percentiles, indicating high valuation levels, while the ChiNext Index is at a relatively lower 63.47% over the past five years[42][44] - Dividend yield analysis shows that the ChiNext Index (57.85%) and CSI 300 (37.02%) are at relatively high historical percentiles over the past five years, while the CSI 500 (3.39%) and CSI 2000 (0.41%) are at lower levels[53][55] - The net asset break rate analysis indicates that the Shanghai Stock Exchange 50 Index has the highest break rate at 24.0%, while the CSI 2000 has the lowest at 2.3%, reflecting varying market valuation attitudes across indices[57]