Лента БО-3

Yield per half year: 0%
Category: Euro

Profitability chart

Yield to maturity chart compared to ОФЗ 26230

Yield to maturity

  • Denomination: 1000 rub
  • Price % of denomination: 100.08 %
  • NKD: 0 rub
  • Yield to maturity: -0.0178%
  • Coupon yield: 0%
  • Profitability coupon from current price: 0%
  • Coupon: 0 rub
  • Coupon once of year: 2.01

Grade

  • Quality: 6/10
    BQ = (R(ROE) + R(NetDebt/Equity) + R(Earnings variability)) / 3
  • Liquidity index: -32.21/10
    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 - 0.88131469397879) / (1.1549336107951 - 0.88131469397879)

Credit rating

  • Credit rating Акра: AA(RU)
  • Credit rating Fitch: BB+

Evstropov index

Y = 0.25 - 14.64 * R1 - 1.08 * R2 - 130.08 * R3
where Y is the calculated coefficient; R1 - the ratio of profit before taxes and interest to total assets; R2 is the growth rate of sales revenue in the reporting year; R3 - absolute liquidity ratio (ratio of cash to current liabilities).
P = 1 / (1 + e-Y) - probability of opening a bankruptcy procedure
Evstropov index, Y = 0.25 - 14.64 * 0 - 1.0.8 * 0.06 - 130.08 * 0.25 = -32.2656
P = 1 / (1 + e32.2656) = 0%