A股市场快照：宽基指数每日投资动态-20260304

• The report primarily focuses on tracking and analyzing the performance of broad-based indices in the A-share market, including their daily returns, moving averages, turnover rates, and valuation metrics such as PE-TTM and dividend yield[1][3][4] - The moving average analysis indicates that most indices have fallen below their 5-day to 20-day moving averages, with the CSI 2000 showing the largest drawdown from its 250-day high at 5.8%, followed by the ChiNext Index at 5.3% and the CSI 1000 at 4.9%[13][14] - Turnover rates for the indices are highlighted, with the CSI 2000 having the highest turnover rate at 5.15, followed by the CSI 1000 at 3.92 and the ChiNext Index at 3.65, while the SSE 50 has the lowest turnover rate at 0.63[17] - The report analyzes the distribution of daily returns, noting that the ChiNext Index has the largest negative skewness and kurtosis deviation, while the CSI 500 has the smallest negative skewness and kurtosis deviation[23][24] - Risk premium analysis shows that the SSE 50 and CSI 300 have relatively high 5-year percentile values at 12.94% and 6.27%, respectively, while the CSI 1000 and CSI 500 have lower values at 0.95% and 0.4%, respectively[26][29][30] - PE-TTM analysis reveals that the CSI All Share Index (98.18%) and CSI 500 (97.85%) have the highest 5-year percentile values, while the SSE 50 (84.79%) and ChiNext Index (60.5%) have lower values[41][42][43] - Dividend yield analysis indicates that the ChiNext Index (56.53%) and CSI 300 (36.53%) have relatively high 5-year percentile values, while the CSI 500 (7.02%) and CSI 2000 (6.36%) are at the lower end[50][52][54] - The report also tracks the percentage of stocks trading below their net asset value (PB ratio < 1), with the SSE 50 having the highest percentage at 20.0%, followed by the CSI 300 at 15.67%, and the CSI 2000 having the lowest at 2.95%[56]