СибурХ1Р03

Yield to maturity

• Denomination: 100 $
• Price % of denomination: 106.59 %
• NKD: 40.44 $
• Yield to maturity: 6.78%
• Coupon yield: 9.61%
• Profitability coupon from current price: 9.02%
• Current yield on coupons with reinvestment: 9.4%
• Coupon: 0.79 $
• Coupon once of year: 12.17

Credit rating

• Credit rating Акра:
  AAA(RU)

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 = (1.5 - 0.9361) / (1.15 - 0.9361)