ТрнфБО1P13

Yield per half year: 2.7%
Category: Corporate

Profitability chart

Yield to maturity chart compared to ОФЗ 26230

Yield to maturity

  • Denomination: 1000 rub
  • Price % of denomination: 83.6 %
  • NKD: 21.58 rub
  • Yield to maturity: 18.84%
  • Coupon yield: 6.85%
  • Profitability coupon from current price: 8.19%
  • Current yield on coupons with reinvestment: 8.36%
  • Coupon: 34.16 rub
  • Coupon once of year: 2.01

Grade

  • Quality: 7.67/10
    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 = (1.2561513612622 - 0.88928706075398) / (1.1277404443826 - 0.88928706075398)

Credit rating

  • Credit rating Эксперт: ruAAA
  • Credit rating Moody: Baa2
  • Credit rating S&P: BBB

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 * 0.15 - 1.0.8 * 0.42 - 130.08 * 1.79 = -235.8999
P = 1 / (1 + e235.8999) = 0%