A股市场快照:宽基指数每日投资动态-20260211
Jianghai Securities·2026-02-11 03:21
- 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 ratios[1][3][4] - The turnover rate of the indices is calculated as the weighted average of the turnover rates of constituent stocks, weighted by their free-float market capitalization[19] - The risk premium is measured relative to the 10-year government bond yield, serving as a reference for risk-free rates, to evaluate the relative investment value and deviation of indices[28][30] - The PE-TTM (Price-to-Earnings Trailing Twelve Months) is used as a valuation reference to assess the investment value of indices at the current point in time, with historical percentile ranks provided for comparison[40][43] - Dividend yield is analyzed as a measure of cash return, particularly relevant during market downturns or periods of declining interest rates, with historical trends and percentile ranks provided for each index[49][54] - The net asset ratio (or "破净率") is tracked to reflect the proportion of stocks trading below their book value, indicating market valuation attitudes and potential undervaluation[55][58]