① 只持有潞安环能(601699)的收益为:-32.94%
② (601699 vs 002714)按1:1配对交易,对冲风险组合收益为:82.31%
③ (601699 vs 000661)按1:1配对交易,对冲风险组合收益为:82.18%
④ (601699 vs 603703)按1:1配对交易,对冲风险组合收益为:80.44%
⑤ (601699 vs 300454)按1:1配对交易,对冲风险组合收益为:78.65%
⑥ (601699 vs 600988)按1:1配对交易,对冲风险组合收益为:78.33%
⑦ (601699 vs 600521)按1:1配对交易,对冲风险组合收益为:75.64%
⑧ (601699 vs 002129)按1:1配对交易,对冲风险组合收益为:73.91%
⑨ (601699 vs 600289)按1:1配对交易,对冲风险组合收益为:72.63%
ⓐ (601699 vs 300760)按1:1配对交易,对冲风险组合收益为:72.57%
ⓑ (601699 vs 603477)按1:1配对交易,对冲风险组合收益为:66.90%