A股市场快照：宽基指数每日投资动态-20260324

• 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 23, 2026, were as follows: CSI 2000 (4.59), CSI 1000 (3.51), ChiNext Index (3.2), CSI 500 (2.43), CSI All Share (2.3), CSI 300 (1.0), and SSE 50 (0.52) [3][17] - The daily return distribution analysis revealed 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 [3][23][25] - Risk premium analysis, using the 10-year government bond yield as the risk-free rate, indicated that the ChiNext Index (2.3%) and SSE 50 (0.63%) had relatively high 5-year percentile values, while the CSI 1000 (0.48%) and CSI All Share (0.32%) had lower values [3][28][30] - The PE-TTM analysis showed that the CSI 500 (93.06%) and CSI 1000 (89.17%) had high 5-year percentile values, while the SSE 50 (72.15%) and ChiNext Index (56.12%) had lower values. The ChiNext Index's 5-year percentile value was below its danger threshold of 80% [3][36][39][40] - Dividend yield analysis highlighted that the ChiNext Index (56.45%) and CSI 300 (44.63%) were at relatively high 5-year historical percentile values, while the CSI 2000 (26.53%) and CSI 500 (17.77%) were at lower values [3][47][48][51] - The price-to-book ratio analysis revealed that the current percentage of stocks trading below their book value was as follows: SSE 50 (24.0%), CSI 300 (18.0%), CSI 500 (11.2%), CSI 1000 (8.8%), CSI 2000 (4.2%), and CSI All Share (6.96%) [3][52]