Кокс01Р4

Yield to maturity

• Denomination: 1000 ₽
• Price % of denomination: 87.4 %
• NKD: 6.33 ₽
• Yield to maturity: 29.73%
• Coupon yield: 21%
• Profitability coupon from current price: 24.03%
• Current yield on coupons with reinvestment: 26.86%
• Coupon: 17.26 ₽
• Coupon once of year: 12.17

Credit rating

• Credit rating Акра:
  BBB+
• Credit rating Эксперт:
  BBB+
• Credit rating Moody:
  B2

Grade

• Quality: 5.33/10
  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 = (1.42 - 0.9122) / (1.19 - 0.9122)

Altman index

In 1968, Professor Edward Altman proposed his now classic five-factor model for predicting the likelihood of enterprise bankruptcy. The formula for calculating the integral indicator is as follows:
Z = 1.2 * X1 + 1.4 * X2 + 3.3 * X3 + 0.6 * X4 + X5
X1 = Working capital/Assets, X2 = Retained earnings/Assets, X3 = Operating profit/Assets, X4 = Market value of shares/Liabilities, X5 = Revenue/Assets
If Z > 2.9 – zone of financial stability (“green” zone).
If 1.8 < Z <= 2.9 – zone of uncertainty (“gray” zone).
If Z <= 1.8 – financial risk zone (“red” zone).
Altman index, Z = 1.2 * 0 + 1.4 * 0.0572 + 3.3 * 0.1329 + 0.6 * 0.553 + 0.7077 = 1.56