A股市场快照：宽基指数每日投资动态-20260212

• The report primarily focuses on tracking and analyzing market data of major broad-based indices in the A-share market, including their performance, valuation metrics, and risk premium analysis [1][3][5] - The turnover rate calculation for indices is based on the formula: Σ(流通股本 * 换手率) / Σ(流通股本), which reflects the liquidity and trading activity of the constituent stocks [19] - Daily return distribution analysis highlights the kurtosis and skewness of indices, with the 创业板指 showing the largest negative kurtosis and skewness, while 中证500 exhibits the smallest negative values, indicating differences in return concentration and extreme return occurrences [25][26] - Risk premium analysis uses the 10-year government bond yield as the risk-free rate benchmark, evaluating the relative investment value of indices. 中证500 and 上证50 have high 5-year percentile values, while 创业板指 and 中证2000 are relatively lower [28][32][35] - PE-TTM valuation analysis shows 中证1000 and 中证500 with the highest 5-year percentile values, indicating elevated valuations, while 创业板指 and 上证50 are at lower percentile levels [43][44] - Dividend yield analysis reveals 创业板指 and 沪深300 with relatively high 5-year historical percentile values, suggesting stronger dividend payout trends compared to other indices like 中证500 and 中证2000, which are at lower levels [49][54][57] - Net asset ratio analysis indicates the proportion of stocks trading below their net asset value, with 上证50 having the highest percentage of stocks below net asset value, followed by 沪深300 and 中证500, reflecting market valuation attitudes [56][59]