GAZ-31

Yield to maturity

• Denomination: 1000 $
• Price % of denomination: 70 %
• NKD: 15.26 $
• Yield to maturity: 12.85%
• Coupon yield: 3.47%
• Profitability coupon from current price: 4.96%
• Current yield on coupons with reinvestment: 5.02%
• Coupon: 17.5 $
• Coupon once of year: 1.98

Credit rating

• Credit rating Акра:
  AAA
• Credit rating Эксперт:
  AAA
• Credit rating Fitch:
  BBB
• Credit rating Moody:
  Baa2
• Credit rating S&P:
  BBB

Grade

• Quality: 3.67/10
  BQ = (R(ROE) + R(NetDebt/Equity) + R(Earnings variability)) / 3
• Liquidity index: -30.69/10
  Li = (Lbasei - min(Lbase)) / (max(Lbase) - (min(Lbase))
  Lbasei = (𝑉𝑖 / 𝑉)^2, where
  Li - final value of the liquidity index
  𝑉𝑖 - average daily trading volume for the i-th instrument for the previous 30 trading days
  𝑉 - average daily trading volume for all instruments for the previous 30 trading days
  Li = (0 - 0.87) / (1.15 - 0.87)