RUS-36 EUR

Yield per half year: -21.32%
Category: Euro

Profitability chart

Yield to maturity chart compared to ОФЗ 26230

Yield to maturity

  • Denomination: 100000 eur
  • Price % of denomination: 55 %
  • NKD: 182 eur
  • Yield to maturity: 9.87%
  • Coupon yield: 2.65%
  • Profitability coupon from current price: 4.82%
  • Current yield on coupons with reinvestment: 4.82%
  • Coupon: 2650 eur
  • Coupon once of year: 1

Grade

  • Quality: 3.33/10
    BQ = (R(ROE) + R(NetDebt/Equity) + R(Earnings variability)) / 3
  • Liquidity index: -39.92/10
    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 - 0.8977273185553) / (1.1225834221494 - 0.8977273185553)

Credit rating

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