Profitability chart
Yield to maturity chart compared to OFZ 26230
Yield to maturity
- Denomination: 200000 $
- Price % of denomination: 80 %
- NKD: 192 $
- Yield to maturity: 12.82%
- Coupon yield: 6.5%
- Profitability coupon from current price: 8.13%
- Current yield on coupons with reinvestment: 8.29%
- Coupon: 6482.19 $
- Coupon once of year: 2.01
Credit rating
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Credit rating Акра: AA-(RU)
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Credit rating Эксперт: ruAA-
Grade
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Quality: 4.33/10
BQ = (R(ROE) + R(NetDebt/Equity) + R(Earnings variability)) / 3 -
Liquidity index: -34.54/10
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 - 0.8868) / (1.14 - 0.8868)
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 * 0.07 + 1.4 * 0.0133 + 3.3 * 0 + 0.6 * -0.0825 + 0.0589 = 0.111
Based on sources: en.porti.ru