① 只持有东江环保(00895)的收益为:-32.49%
② (00895 vs 00172)按1:1配对交易,对冲风险组合收益为:12.69%
③ (00895 vs 08086)按1:1配对交易,对冲风险组合收益为:3.74%
④ (00895 vs 00521)按1:1配对交易,对冲风险组合收益为:1.08%
⑤ (00895 vs 02638)按1:1配对交易,对冲风险组合收益为:0.45%
⑥ (00895 vs 01363)按1:1配对交易,对冲风险组合收益为:-0.38%
⑦ (00895 vs 06136)按1:1配对交易,对冲风险组合收益为:-5.52%
⑧ (00895 vs 00420)按1:1配对交易,对冲风险组合收益为:-7.92%
⑨ (00895 vs 02202)按1:1配对交易,对冲风险组合收益为:-8.95%
ⓐ (00895 vs 03698)按1:1配对交易,对冲风险组合收益为:-10.45%
ⓑ (00895 vs 01164)按1:1配对交易,对冲风险组合收益为:-11.54%