Озон 1Р02

Yield per half year: -5.29%
Category: Корпоративные

Profitability chart

Yield to maturity chart compared to ОФЗ 26230

Yield to maturity

  • Denomination: 1000 rub
  • Price % of denomination: 87.99 %
  • NKD: 9.97 rub
  • Yield to maturity: 22.36%
  • Coupon yield: 13%
  • Profitability coupon from current price: 14.77%
  • Current yield on coupons with reinvestment: 15.61%
  • Coupon: 32.41 rub
  • Coupon once of year: 4.01

Grade

  • Quality: 6.33/10
    BQ = (R(ROE) + R(NetDebt/Equity) + R(Earnings variability)) / 3
  • Liquidity index: 10/10
    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 = (1.2648701728866 - 0.89545950668832) / (1.1366630216682 - 0.89545950668832)

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 * 0.01 - 130.08 * 0 = 0.2368
P = 1 / (1 + e-0.2368) = 55.89%