A股市场快照：宽基指数每日投资动态-20260303

• The report provides a snapshot of the performance of broad-based indices in the A-share market, highlighting that on March 2, 2026, indices such as CSI 300 (0.38%) and SSE 50 (0.23%) showed gains, while CSI 2000 (-1.67%) and CSI 1000 (-0.98%) experienced the largest declines[1][2][11] - The report compares indices with their moving averages and their positions relative to the highest and lowest points over the past 250 trading days. For instance, SSE 50 surpassed its 5-day and 60-day moving averages, while CSI 2000 fell below its 5-day moving average. CSI 500 broke through its 250-day peak[13][14] - The trading turnover rates for various indices on March 2, 2026, are provided, with CSI 2000 having the highest turnover rate at 4.82, followed by CSI 1000 at 3.81, and SSE 50 at 0.5[3][17] - The report analyzes the daily return distribution of the indices, noting that the ChiNext Index has the largest negative skewness and kurtosis, while 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 analyzed. CSI 1000 and CSI 2000 exhibit higher volatility in risk premiums, with CSI 300 (67.78%) and SSE 50 (62.14%) having relatively high 5-year percentile values, while CSI 1000 (20.56%) and CSI 2000 (11.51%) are relatively low[3][27][31] - The PE-TTM ratios of the indices are analyzed as valuation references. CSI All Share Index and CSI 500 have reached their 1-year and 5-year peak percentiles, while SSE 50 (82.89%) and ChiNext Index (64.3%) have lower 5-year percentiles[39][42][43] - The stock dividend yield of the indices is discussed, with ChiNext Index (55.79%) and CSI 300 (36.53%) having relatively high 5-year historical percentiles, while CSI 500 (1.16%) and CSI 2000 (0.58%) are relatively low[4][53][55] - The report also provides the current price-to-book (P/B) ratios of the indices, with SSE 50 having the highest P/B ratio at 20.0%, followed by CSI 300 at 15.67%, and CSI 2000 at 2.65%[4][57]