ГТЛК 2P-01

Yield to maturity

• Denomination: 1000 ₽
• Price % of denomination: 98.31 %
• NKD: 46.26 ₽
• Yield to maturity: 20.8%
• Coupon yield: 20.1%
• Profitability coupon from current price: 20.44%
• Current yield on coupons with reinvestment: 22.07%
• Coupon: 50.11 ₽
• Coupon once of year: 4.01

Credit rating

• Credit rating Акра:
  AA-(RU)
• Credit rating Эксперт:
  AA-

Grade

• Quality: 3.33/10
  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 = (1.39 - 0.8879) / (1.16 - 0.8879)