ОФЗ 52005

Yield per half year: -12.76%
Category: ОФЗ

Profitability chart

Yield to maturity chart compared to ОФЗ 26230

Yield to maturity

  • Denomination: 1135.89 rub
  • Price % of denomination: 62.63 %
  • NKD: 1.01 rub
  • Yield to maturity: 29.45%
  • Coupon yield: 11.55%
  • Profitability coupon from current price: 18.44%
  • Current yield on coupons with reinvestment: 19.29%
  • Coupon: 65.42 rub
  • Coupon once of year: 2.01

Grade

  • Quality: 10/10
    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 = (1.4505302021433 - 0.906023318149) / (1.1563413118876 - 0.906023318149)

Credit rating

  • Credit rating Эксперт: ruAAA