① 只持有多氟多(002407)的收益为:-1.95%
② (002407 vs 000661)按1:1配对交易,对冲风险组合收益为:82.18%
③ (002407 vs 603737)按1:1配对交易,对冲风险组合收益为:80.22%
④ (002407 vs 600809)按1:1配对交易,对冲风险组合收益为:80.16%
⑤ (002407 vs 600988)按1:1配对交易,对冲风险组合收益为:78.33%
⑥ (002407 vs 600416)按1:1配对交易,对冲风险组合收益为:72.94%
⑦ (002407 vs 600289)按1:1配对交易,对冲风险组合收益为:72.63%
⑧ (002407 vs 300760)按1:1配对交易,对冲风险组合收益为:72.57%
⑨ (002407 vs 300122)按1:1配对交易,对冲风险组合收益为:69.81%
ⓐ (002407 vs 603477)按1:1配对交易,对冲风险组合收益为:66.90%
ⓑ (002407 vs 002684)按1:1配对交易,对冲风险组合收益为:63.31%