① 只持有大唐发电(601991)的收益为:-39.63%
② (601991 vs 603520)按1:1配对交易,对冲风险组合收益为:109.51%
③ (601991 vs 002901)按1:1配对交易,对冲风险组合收益为:108.35%
④ (601991 vs 300482)按1:1配对交易,对冲风险组合收益为:101.63%
⑤ (601991 vs 600966)按1:1配对交易,对冲风险组合收益为:100.48%
⑥ (601991 vs 300558)按1:1配对交易,对冲风险组合收益为:99.83%
⑦ (601991 vs 603605)按1:1配对交易,对冲风险组合收益为:96.30%
⑧ (601991 vs 603345)按1:1配对交易,对冲风险组合收益为:96.23%
⑨ (601991 vs 002607)按1:1配对交易,对冲风险组合收益为:92.44%
ⓐ (601991 vs 603658)按1:1配对交易,对冲风险组合收益为:85.50%
ⓑ (601991 vs 603022)按1:1配对交易,对冲风险组合收益为:85.42%