A股市场快照：宽基指数每日投资动态-20260203

• The report tracks the performance of various broad-based indices in the A-share market, noting that on February 2, 2026, all indices fell by more than -2%, with the CSI 500 and CSI 1000 experiencing the largest declines of -3.98% and -3.39%, respectively[3][11] - The report compares the indices with their moving averages, highlighting that all tracked indices have simultaneously fallen below the 5, 10, and 20-day moving averages, with the CSI 500 and CSI 1000 experiencing significant single-day declines and a retreat of over 5.5% from their recent 250-day highs[3][13] - The report provides data on the trading volume and turnover rates of the indices, with the CSI 2000 having the highest turnover rate at 4.26, followed by the ChiNext Index at 3.85, and the CSI 1000 at 3.1[3][17] - The distribution of daily returns is analyzed, showing that the ChiNext Index has the largest negative skewness and kurtosis, while the CSI 500 has the smallest negative skewness and kurtosis[3][24][25] - The risk premium of the indices relative to the 10-year government bond yield is examined, with the ChiNext Index and CSI 2000 having relatively high 5-year percentile values of 5.56% and 5.24%, respectively, while the CSI 500 has a relatively low value of 0.4%[3][27][31] - The PE-TTM ratios of the indices are analyzed, with the CSI 500 and CSI 1000 having high 5-year percentile values of 98.68%, while the ChiNext Index has a lower value of 61.07%[3][42][43] - The dividend yield of the indices is tracked, with the ChiNext Index and CSI 300 having relatively high 5-year historical percentile values of 56.36% and 38.68%, respectively, while the CSI 500 and CSI 2000 have lower values of 8.1% and 5.62%[3][53][55] - The report also notes the percentage of stocks trading below their net asset value, with the CSI 500 having a rate of 11.0%, the CSI 1000 at 7.0%, and the CSI 2000 at 2.7%[3][57]