RUS-29

Yield per half year: -8.52%
Category: Euro

Profitability chart

Yield to maturity chart compared to ОФЗ 26230

Yield to maturity

  • Denomination: 200000 usd
  • Price % of denomination: 80.5 %
  • NKD: 231 usd
  • Yield to maturity: 10.54%
  • Coupon yield: 4.41%
  • Profitability coupon from current price: 5.48%
  • Current yield on coupons with reinvestment: 5.55%
  • Coupon: 4375 usd
  • Coupon once of year: 2.02

Grade

  • Quality: 3.33/10
    BQ = (R(ROE) + R(NetDebt/Equity) + R(Earnings variability)) / 3
  • Liquidity index: -31.41/10
    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 - 0.88139188690621) / (1.1620354383525 - 0.88139188690621)

Credit rating

  • Credit rating Fitch: BBB
  • Credit rating Moody: Baa3
  • Credit rating S&P: BBB-