Сбер Sb28R

Yield to maturity

• Denomination: 1000 ₽
• Price % of denomination: 93 %
• NKD: 8.52 ₽
• Yield to maturity: 16.07%
• Coupon yield: 7.4%
• Profitability coupon from current price: 7.96%
• Current yield on coupons with reinvestment: 8.12%
• Coupon: 36.9 ₽
• Coupon once of year: 2.01

Credit rating

• Credit rating Акра:
  AAA(RU)
• Credit rating Эксперт:
  ruAAA
• Credit rating Fitch:
  CCC
• Credit rating Moody:
  C

Grade

• Quality: 5/10
  BQ = (R(ROE) + R(NetDebt/Equity) + R(Earnings variability)) / 3
• Liquidity index: -32.83/10
  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 - 0.8818) / (1.15 - 0.8818)

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 * 0.11 + 1.4 * 0.026 + 3.3 * 0.0176 + 0.6 * -0.426 + 0.0693 = 0.0456