① 只持有三六零(601360)的收益为:-13.02%
② (601360 vs 601100)按1:1配对交易,对冲风险组合收益为:93.35%
③ (601360 vs 002607)按1:1配对交易,对冲风险组合收益为:92.44%
④ (601360 vs 603658)按1:1配对交易,对冲风险组合收益为:85.50%
⑤ (601360 vs 603566)按1:1配对交易,对冲风险组合收益为:82.51%
⑥ (601360 vs 002714)按1:1配对交易,对冲风险组合收益为:82.31%
⑦ (601360 vs 000661)按1:1配对交易,对冲风险组合收益为:82.18%
⑧ (601360 vs 603737)按1:1配对交易,对冲风险组合收益为:80.22%
⑨ (601360 vs 600246)按1:1配对交易,对冲风险组合收益为:75.46%
ⓐ (601360 vs 600289)按1:1配对交易,对冲风险组合收益为:72.63%
ⓑ (601360 vs 002684)按1:1配对交易,对冲风险组合收益为:63.31%