A股市场快照:宽基指数每日投资动态-20260319
Jianghai Securities·2026-03-19 13:06
- 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][3][4] - The turnover rate of indices on March 18, 2026, was led by CSI 2000 (3.64), followed by CSI 1000 (2.72), ChiNext Index (2.31), CSI 500 (1.85), CSI All Share (1.79), CSI 300 (0.71), and SSE 50 (0.33) [3][18] - The risk premium, calculated relative to the 10-year government bond yield, showed that ChiNext Index (2.01%) and CSI 2000 (1.56%) had the highest current values, while SSE 50 (-0.08%) had the lowest. The 5-year percentile rank of risk premiums was highest for ChiNext Index (88.81%) and CSI 2000 (86.9%) [3][28][32] - The PE-TTM (Price-to-Earnings Trailing Twelve Months) values for indices were as follows: SSE 50 (11.54), CSI 300 (14.19), CSI 500 (36.57), CSI 1000 (49.38), CSI 2000 (166.87), CSI All Share (22.25), and ChiNext Index (41.76). The 5-year percentile rank was highest for CSI All Share (97.02%) and CSI 500 (96.78%) [41][43][42] - Dividend yields were tracked, with SSE 50 (3.34%) and CSI 300 (2.76%) having relatively higher current values, while CSI 500 (1.30%) and CSI 2000 (0.71%) were lower. The 5-year percentile rank was highest for ChiNext Index (53.97%) [50][52][54] - The price-to-book ratio (P/B) was analyzed through the "break net ratio," which measures the proportion of stocks trading below their book value. Current break net ratios were highest for SSE 50 (22.0%) and lowest for CSI 2000 (2.8%) [4][56]