NLMK-26

Yield per half year: 0%
Category: Еврооблигации

Profitability chart

Yield to maturity chart compared to ОФЗ 26230

Yield to maturity

  • Denomination: 1000 usd
  • Price % of denomination: 103 %
  • NKD: 5.35 usd
  • Yield to maturity: 1.69%
  • Coupon yield: 4.71%
  • Profitability coupon from current price: 4.57%
  • Current yield on coupons with reinvestment: 4.63%
  • Coupon: 23.5 usd
  • Coupon once of year: 2.01

Grade

  • Quality: 9.33/10
    BQ = (R(ROE) + R(NetDebt/Equity) + R(Earnings variability)) / 3
  • Liquidity index: -36.83/10
    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 = (0 - 0.89399686822825) / (1.1367098806984 - 0.89399686822825)

Credit rating

  • Credit rating Эксперт: ruAAA

Evstropov index

Y = 0.25 - 14.64 * R1 - 1.08 * R2 - 130.08 * R3
where Y is the calculated coefficient; R1 - the ratio of profit before taxes and interest to total assets; R2 is the growth rate of sales revenue in the reporting year; R3 - absolute liquidity ratio (ratio of cash to current liabilities).
P = 1 / (1 + e-Y) - probability of opening a bankruptcy procedure
Evstropov index, Y = 0.25 - 14.64 * 0.14 - 1.0.8 * 0 - 130.08 * 1.12 = -147.0375
P = 1 / (1 + e147.0375) = 0%