ЧТПЗ 1P4

Yield per half year: -8.21%
Category: Корпоративные

Profitability chart

Yield to maturity chart compared to ОФЗ 26230

Yield to maturity

  • Denomination: 1000 rub
  • Price % of denomination: 83.99 %
  • NKD: 1.71 rub
  • Yield to maturity: 23.74%
  • Coupon yield: 10.4%
  • Profitability coupon from current price: 12.38%
  • Current yield on coupons with reinvestment: 12.77%
  • Coupon: 51.86 rub
  • Coupon once of year: 2.01

Grade

  • Quality: 9/10
    BQ = (R(ROE) + R(NetDebt/Equity) + R(Earnings variability)) / 3
  • Liquidity index: -37.12/10
    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 - 0.89545950668832) / (1.1366630216682 - 0.89545950668832)

Credit rating

  • Credit rating Эксперт: ruA+
  • Credit rating Fitch: BB-
  • Credit rating Moody: Ba3