ПСБ 3P-11

Yield to maturity

• Denomination: 1000 ₽
• Price % of denomination: 103.4 %
• NKD: 37.27 ₽
• Yield to maturity: 15.77%
• Coupon yield: 22.3%
• Profitability coupon from current price: 21.57%
• Current yield on coupons with reinvestment: 23.38%
• Coupon: 55.6 ₽
• Coupon once of year: 4.01

Grade

• Quality: 3.33/10
  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 = (1.3 - 0.882) / (1.16 - 0.882)