ВТБ Б1-364

MOEX RU000A109ZK1 Bond
Yield to maturity: 0%
Profitability coupon from current price: 21.02%
Category: Corporate

Profitability chart

Yield to maturity chart compared to OFZ 26230

Yield to maturity

  • Denomination: 1000 ₽
  • Price % of denomination: 100.13 %
  • NKD: 0 ₽
  • Yield to maturity: 0%
  • Coupon yield: 21.05%
  • Profitability coupon from current price: 21.02%
  • Current yield on coupons with reinvestment: 22.74%
  • Coupon: 52.48 ₽
  • Coupon once of year: 4.01

Credit rating

  • Credit rating Акра:
    AAA(RU)
  • Credit rating Эксперт:
    AAA
  • Credit rating S&P:
    BBB-

Grade

  • Quality: 7/10
    BQ = (R(ROE) + R(NetDebt/Equity) + R(Earnings variability)) / 3
  • Liquidity index: -32.95/10
    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 - 0.8879) / (1.16 - 0.8879)

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 * 0.008 - 1.0.8 * -1.06 - 130.08 * 0.4975 = -63.43
P = 1 / (1 + e63.43) = 0%