MAX Chat
Profitability chart
Yield to maturity chart compared to OFZ 26230
Yield to maturity
- Denomination: 1000 €
- Price % of denomination: 97.3 %
- NKD: 425.64 €
- Yield to maturity: 5.4%
- Coupon yield: 1.45%
- Profitability coupon from current price: 1.49%
- Current yield on coupons with reinvestment: 1.49%
- Coupon: 14.5 €
- Coupon once of year: 1
Credit rating
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Credit rating Эксперт: ruAAA
Grade
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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 = (1.47 - 0.8903) / (1.17 - 0.8903)
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 * 0.1458 - 1.0.8 * 0.2321 - 130.08 * 2.2 = -288
P = 1 / (1 + e288) = 0%
Based on sources: en.porti.ru
