ГПБ Т2-04Д

Yield per half year: -6.52%
Category: Corporate

Profitability chart

Yield to maturity chart compared to ОФЗ 26230

Yield to maturity

  • Denomination: 150000 usd
  • Price % of denomination: 64.5 %
  • NKD: 62 usd
  • Yield to maturity: 11.64%
  • Coupon yield: 4.5%
  • Profitability coupon from current price: 6.98%
  • Current yield on coupons with reinvestment: 7.1%
  • Coupon: 3365.75 usd
  • Coupon once of year: 2.01

Grade

  • Quality: 3.67/10
    BQ = (R(ROE) + R(NetDebt/Equity) + R(Earnings variability)) / 3
  • Liquidity index: -35.38/10
    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 - 0.88819938562393) / (1.1392245820224 - 0.88819938562393)

Credit rating

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