A股市场快照：宽基指数每日投资动态-20260316

• 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 price-to-book ratios[1][2][3] - The turnover rates for various indices on March 13, 2026, were as follows: CSI 2000 (4.14), CSI 1000 (3.35), ChiNext Index (2.64), CSI 500 (2.58), CSI All Share (2.18), CSI 300 (0.94), and SSE 50 (0.41)[3][18][20] - The daily return distribution analysis highlights that the ChiNext Index exhibited the largest negative kurtosis deviation, while the CSI 500 had the smallest negative kurtosis deviation. Similarly, the ChiNext Index showed the largest negative skewness, and the CSI 500 had the smallest negative skewness[25][27] - Risk premium analysis, using the 10-year government bond yield as the risk-free rate, revealed that the ChiNext Index (46.35%) and CSI 300 (34.21%) had relatively high 5-year percentile values, while CSI 1000 (12.06%) and CSI 500 (9.37%) were relatively low[29][30][33] - The PE-TTM (Price-to-Earnings Trailing Twelve Months) analysis showed that CSI All Share (97.77%) and CSI 1000 (97.52%) had the highest 5-year percentile values, while SSE 50 (80.58%) and ChiNext Index (59.01%) were relatively lower[42][43][44] - Dividend yield analysis indicated that the ChiNext Index (55.12%) and SSE 50 (37.77%) had relatively high 5-year percentile values, whereas CSI 500 (8.02%) and CSI 2000 (4.21%) were relatively low[48][53][55] - The price-to-book ratio analysis showed that the current percentage of stocks trading below their book value was highest for SSE 50 (22.0%) and lowest for CSI 2000 (2.6%)[54][57]