ГПБ-СПК А1

Yield to maturity

• Denomination: 1000 ₽
• Price % of denomination: 102.01 %
• NKD: 10.01 ₽
• Yield to maturity: 20.84%
• Coupon yield: 21.5%
• Profitability coupon from current price: 21.08%
• Current yield on coupons with reinvestment: 23.23%
• Coupon: 18.26 ₽
• Coupon once of year: 11.77

Credit rating

• Credit rating Акра:
  AA+
• Credit rating Эксперт:
  AA+

Grade

• Quality: 3.67/10
  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 = (1.31 - 0.91) / (1.18 - 0.91)