① 只持有通化东宝(600867)的收益为:13.66%
② (600867 vs 603703)按1:1配对交易,对冲风险组合收益为:80.44%
③ (600867 vs 600359)按1:1配对交易,对冲风险组合收益为:78.45%
④ (600867 vs 600720)按1:1配对交易,对冲风险组合收益为:71.93%
⑤ (600867 vs 002684)按1:1配对交易,对冲风险组合收益为:63.31%
⑥ (600867 vs 600371)按1:1配对交易,对冲风险组合收益为:63.23%
⑦ (600867 vs 600598)按1:1配对交易,对冲风险组合收益为:48.45%
⑧ (600867 vs 601799)按1:1配对交易,对冲风险组合收益为:48.08%
⑨ (600867 vs 601179)按1:1配对交易,对冲风险组合收益为:46.90%
ⓐ (600867 vs 300474)按1:1配对交易,对冲风险组合收益为:44.36%
ⓑ (600867 vs 603655)按1:1配对交易,对冲风险组合收益为:41.96%