A股市场快照：宽基指数每日投资动态-20260127

• The report tracks and analyzes the market data of major indices, including their performance, moving averages, turnover rates, and risk premiums[1][2][3] - The indices' daily performance is evaluated, with the CSI 500 showing the highest annual increase of 13.95%, followed by the CSI 1000 and CSI 2000[10] - The comparison of indices with their moving averages and the highest and lowest points over the past 250 trading days is provided, showing significant pullbacks after reaching new highs[12][13] - The turnover rates of various indices are analyzed, with the CSI 2000 having the highest turnover rate of 5.34%[16] - The distribution of daily returns is examined, with the ChiNext Index showing the largest negative skewness and the CSI 500 the smallest[22][23] - The risk premiums of the indices relative to the 10-year government bond yield are calculated, with the Shanghai 50 and CSI 300 having the highest 5-year percentile values[25][26][29] - The PE-TTM ratios of the indices are analyzed, with the CSI 500 and CSI 1000 having the highest 5-year percentile values of 99.92%[37][40][41] - The dividend yields of the indices are tracked, with the ChiNext Index and CSI 300 having the highest 5-year historical percentile values[45][51][53] - The percentage of stocks trading below their net asset value is analyzed, with the Shanghai 50 having the highest percentage of 24.0%[52][55]