① 只持有分众传媒(002027)的收益为:-8.35%
② (002027 vs 603703)按1:1配对交易，对冲风险组合收益为:80.44%
③ (002027 vs 600289)按1:1配对交易，对冲风险组合收益为:72.63%
④ (002027 vs 600696)按1:1配对交易，对冲风险组合收益为:51.56%
⑤ (002027 vs 600538)按1:1配对交易，对冲风险组合收益为:51.41%
⑥ (002027 vs 600228)按1:1配对交易，对冲风险组合收益为:45.12%
⑦ (002027 vs 300246)按1:1配对交易，对冲风险组合收益为:45.02%
⑧ (002027 vs 600055)按1:1配对交易，对冲风险组合收益为:43.46%
⑨ (002027 vs 002352)按1:1配对交易，对冲风险组合收益为:43.33%
ⓐ (002027 vs 600161)按1:1配对交易，对冲风险组合收益为:41.27%
ⓑ (002027 vs 603301)按1:1配对交易，对冲风险组合收益为:38.76%