ДОМ.РФ Б-5

Yield per half year: -3.66%
Category: Corporate

Profitability chart

Yield to maturity chart compared to ОФЗ 26230

Yield to maturity

  • Denomination: 1000 rub
  • Price % of denomination: 101.2 %
  • NKD: 43.88 rub
  • Yield to maturity: 16.77%
  • Coupon yield: 18.2%
  • Profitability coupon from current price: 17.98%
  • Current yield on coupons with reinvestment: 19.24%
  • Coupon: 45.38 rub
  • Coupon once of year: 4.01

Grade

  • Quality: 1/10
    BQ = (R(ROE) + R(NetDebt/Equity) + R(Earnings variability)) / 3
  • Liquidity index: 10/10
    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 = (1.2558837550858 - 0.88909761008954) / (1.1472806679868 - 0.88909761008954)

Credit rating

  • Credit rating Акра: AAA(RU)
  • Credit rating Эксперт: ruAAA