A股市场快照：宽基指数每日投资动态-20260331

• The report primarily focuses on tracking and analyzing market data of major broad-based indices in the A-share market, including their performance, turnover rates, risk premiums, PE-TTM values, dividend yields, and price-to-book ratios [1][3][5] - Turnover rates for major indices on March 30, 2026, were as follows: CSI 2000 (3.73), CSI 1000 (2.62), ChiNext Index (2.2), CSI 500 (1.77), CSI All Share (1.73), CSI 300 (0.63), and SSE 50 (0.29). The calculation method for turnover rate is: Σ(component stock circulating shares * component stock turnover rate) / Σ(component stock circulating shares [20] - Risk premiums relative to the 10-year government bond yield were observed for major indices. CSI 500 (56.83%) and CSI 1000 (56.35%) had relatively high 5-year percentile values, while CSI 300 (40.87%) and ChiNext Index (33.02%) were lower [31][33][36] - PE-TTM values and their historical percentiles were analyzed. CSI 500 (95.7%) and CSI All Share (94.96%) had high 5-year percentile values, while SSE 50 (76.03%) and ChiNext Index (57.36%) were lower. Current PE-TTM values were: SSE 50 (11.29), CSI 300 (13.96), CSI 500 (35.25), CSI 1000 (47.10), CSI 2000 (157.68), CSI All Share (21.64), and ChiNext Index (40.76) [39][43][44] - Dividend yields were tracked, showing current values as follows: SSE 50 (3.44%), CSI 300 (2.84%), CSI 500 (1.35%), CSI 1000 (1.05%), CSI 2000 (0.74%), CSI All Share (2.03%), and ChiNext Index (0.87%). Historical 5-year percentiles were highest for ChiNext Index (53.88%) and CSI 300 (42.07%), while CSI 500 (12.56%) and CSI 2000 (9.09%) were lower [49][52][55] - Price-to-book ratios were analyzed, with current values showing the proportion of stocks trading below their book value. SSE 50 (24.0%), CSI 300 (17.33%), CSI 500 (10.6%), CSI 1000 (7.8%), CSI 2000 (3.2%), and CSI All Share (6.05%) [56]