БКСБ1Р-02

MOEX

RU000A104G90

Bond

Yield to maturity: 116.87%
Profitability coupon from current price: 0.0213%
Category: Corporate

Profitability chart

Yield to maturity chart compared to Federal 26230

Yield to maturity

Denomination: 1000 ₽
Price % of denomination: 93.7 %
NKD: 0.09 ₽
Yield to maturity: 0%
Coupon yield: 0.02%
Profitability coupon from current price: 0.0213%
Current yield on coupons with reinvestment: 0.02%
Coupon: 0.1 ₽
Coupon once of year: 2.01

Credit rating

Credit rating Эксперт:
ruA-

Grade

Quality: 3.33/10
BQ = (R(ROE) + R(NetDebt/Equity) + R(Earnings variability)) / 3
Liquidity index: -35.95/10
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 - 0.8909) / (1.14 - 0.8909)

Evstropov index

Y = 0.25 - 14.64 * R1 - 1.08 * R2 - 130.08 * R3
where Y is the calculated coefficient; R1 - the ratio of profit before taxes and interest to total assets; R2 is the growth rate of sales revenue in the reporting year; R3 - absolute liquidity ratio (ratio of cash to current liabilities).
P = 1 / (1 + e^-Y) - probability of opening a bankruptcy procedure
Evstropov index, Y = 0.25 - 14.64 * 0 - 1.0.8 * 0.4049 - 130.08 * 1.04 = -135
P = 1 / (1 + e¹³⁵) = 0%

Based on sources: en.porti.ru