ГПБ Т2-03Д

Yield per half year: -24.42%
Category: Corporate

Profitability chart

Yield to maturity chart compared to ОФЗ 26230

Yield to maturity

  • Denomination: 175000 usd
  • Price % of denomination: 65 %
  • NKD: 39 usd
  • Yield to maturity: 14.18%
  • Coupon yield: 4.7%
  • Profitability coupon from current price: 7.23%
  • Current yield on coupons with reinvestment: 7.36%
  • Coupon: 4101.23 usd
  • Coupon once of year: 2.01

Grade

  • Quality: 3.67/10
    BQ = (R(ROE) + R(NetDebt/Equity) + R(Earnings variability)) / 3
  • Liquidity index: -33.16/10
    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 - 0.90044685024703) / (1.1720263162641 - 0.90044685024703)

Credit rating

  • Credit rating Акра: AA+(RU)
  • Credit rating Эксперт: ruAA+