НЛМКЗО26-Е

Yield per half year: 9.59%
Category: Corporate

Profitability chart

Yield to maturity chart compared to ОФЗ 26230

Yield to maturity

  • Denomination: 1000 eur
  • Price % of denomination: 93.75 %
  • NKD: 1 eur
  • Yield to maturity: 6.8%
  • Coupon yield: 1.5%
  • Profitability coupon from current price: 1.6%
  • Current yield on coupons with reinvestment: 1.6%
  • Coupon: 14.5 eur
  • Coupon once of year: 1.03

Grade

  • Quality: 9.67/10
    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 = (1.3234745253111 - 0.85912708542853) / (1.1826945018559 - 0.85912708542853)

Credit rating

  • Credit rating Эксперт: ruAAA

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 * 0.15 - 1.0.8 * 0 - 130.08 * 1.12 = -147.1938
P = 1 / (1 + e147.1938) = 0%