A股市场快照：宽基指数每日投资动态2026.01.26-20260126

• 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 price-to-book ratios[1][3][4] - The turnover rates of various indices on January 23, 2026, were as follows: CSI 2000 (4.97%), ChiNext Index (4.05%), CSI 1000 (3.96%), CSI 500 (2.86%), CSI All Share (2.46%), CSI 300 (0.96%), and SSE 50 (0.41%)[4][20] - The risk premium of indices relative to the 10-year government bond yield was observed, with CSI 500 (2.41%) and CSI 1000 (1.93%) showing higher premiums, while SSE 50 (-0.69%) and CSI 300 (-0.46%) had lower premiums. The 5-year percentile rankings for risk premiums were highest for CSI 500 (98.10%) and CSI 1000 (94.21%)[28][32][35] - The PE-TTM (Price-to-Earnings Trailing Twelve Months) values and their historical percentiles were analyzed. CSI 500 and CSI 1000 had the highest PE-TTM percentiles (100.0% for both), while SSE 50 had a lower percentile (80.33%). The current PE-TTM values were: SSE 50 (11.49), CSI 300 (14.09), CSI 500 (39.02), CSI 1000 (51.94), CSI 2000 (174.36), CSI All Share (22.63), and ChiNext Index (43.64)[43][44] - Dividend yields were tracked, with SSE 50 (3.31%) and CSI 300 (2.76%) having relatively higher yields, while CSI 500 (1.20%) and CSI 2000 (0.68%) had lower yields. The 5-year historical percentiles for dividend yields were highest for ChiNext Index (57.11%) and CSI 300 (38.18%)[54][56] - The price-to-book ratio (P/B) was analyzed through the "break net ratio," which measures the proportion of stocks trading below their book value. Current break net ratios were: SSE 50 (24.0%), CSI 300 (16.33%), CSI 500 (10.0%), CSI 1000 (6.8%), CSI 2000 (2.2%), and CSI All Share (5.22%)[58]