A股市场快照：宽基指数每日投资动态-20260311

• The report primarily focuses on tracking and analyzing the performance of broad-based indices in the A-share market, including their daily price movements, turnover rates, and relative positions to moving averages [1][14][16] - The analysis includes the distribution of daily returns for various indices, highlighting kurtosis and skewness changes over time. For instance, the ChiNext Index exhibits the largest negative kurtosis deviation, while the CSI 500 Index shows the smallest [24][25] - Risk premium analysis is conducted using the yield of 10-year government bonds as a risk-free rate benchmark. The ChiNext Index (95.95%) and CSI 2000 Index (94.84%) have the highest 5-year historical percentile values, while the SSE 50 Index (78.81%) has the lowest [29][31][33] - PE-TTM (Price-to-Earnings Trailing Twelve Months) ratios are analyzed as valuation metrics. The CSI All Share Index (99.09%) and CSI 1000 Index (99.01%) have the highest 5-year historical percentile values, while the ChiNext Index (59.09%) has the lowest [39][40] - Dividend yield analysis shows that the ChiNext Index (55.21%) and CSI 300 Index (37.93%) are at relatively high 5-year historical percentiles, while the CSI 500 Index (4.96%) and CSI 2000 Index (0.58%) are at the lower end [47][48] - The report also tracks the percentage of stocks trading below their book value (PB ratio < 1). Currently, the SSE 50 Index has the highest percentage (22.0%), while the CSI 2000 Index has the lowest (2.6%) [50]