ФСК РС1Р4

MOEX
RU000A101CL5
Bond
Yield to maturity: 15.62%
Profitability coupon from current price: 9.15%
Category: Corporate

Profitability chart

Profitability coupon from current price
Yield to maturity from current price
https://en.porti.ru2828242420201616121288Aug '24Aug '24Sep '24Sep '24Oct '24Oct '24Nov '24Nov '24Dec '24Dec '2420252025Feb '25Feb '25Mar '25Mar '25Apr '25Apr '25May '25May '25Jun '25Jun '25Jul '25Jul '25
Download SVG
Download PNG
Download CSV

Yield to maturity chart compared to Federal 26230

Yield to maturity Federal 26230
Yield to maturity ФСК РС1Р4
https://en.porti.ru202019191818171716161515Aug '24Aug '24Sep '24Sep '24Oct '24Oct '24Nov '24Nov '24Dec '24Dec '2420252025Feb '25Feb '25Mar '25Mar '25Apr '25Apr '25May '25May '25Jun '25Jun '25Jul '25Jul '25
Download SVG
Download PNG
Download CSV

Yield to maturity

  • Denomination: 1000 ₽
  • Price % of denomination: 73.74 %
  • NKD: 13.68 ₽
  • Yield to maturity: 15.81%
  • Coupon yield: 6.75%
  • Profitability coupon from current price: 9.15%
  • Current yield on coupons with reinvestment: 9.47%
  • Coupon: 16.83 ₽
  • Coupon once of year: 4.01

Credit rating

  • Credit rating Акра:
    AAA(RU)
  • Credit rating Fitch:
    BBB
  • Credit rating Moody:
    Baa3
  • Credit rating S&P:
    BBB-

Grade

  • Quality: 4.67/10
    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 = (1.28 - 0.8909) / (1.14 - 0.8909)

Altman index

In 1968, Professor Edward Altman proposed his now classic five-factor model for predicting the likelihood of enterprise bankruptcy. The formula for calculating the integral indicator is as follows:
Z = 1.2 * X1 + 1.4 * X2 + 3.3 * X3 + 0.6 * X4 + X5
X1 = Working capital/Assets, X2 = Retained earnings/Assets, X3 = Operating profit/Assets, X4 = Market value of shares/Liabilities, X5 = Revenue/Assets
If Z > 2.9 – zone of financial stability (“green” zone).
If 1.8 < Z <= 2.9 – zone of uncertainty (“gray” zone).
If Z <= 1.8 – financial risk zone (“red” zone).
Altman index, Z = 1.2 * 0.04 + 1.4 * -0.0339 + 3.3 * 0.0395 + 0.6 * 5.73 + 0.437 = 4.01

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 * 0.0395 - 1.0.8 * 0.057 - 130.08 * 0.3242 = -42.56
P = 1 / (1 + e42.56) = 0%