GAZ-26

Yield per half year: 0%
Category: Euro

Profitability chart

Yield to maturity chart compared to ОФЗ 26230

Yield to maturity

  • Denomination: 1000 usd
  • Price % of denomination: 99 %
  • NKD: 25.46 usd
  • Yield to maturity: 6.14%
  • Coupon yield: 5.11%
  • Profitability coupon from current price: 5.16%
  • Current yield on coupons with reinvestment: 5.23%
  • Coupon: 25.75 usd
  • Coupon once of year: 1.98

Grade

  • Quality: 3.67/10
    BQ = (R(ROE) + R(NetDebt/Equity) + R(Earnings variability)) / 3
  • Liquidity index: -50.11/10
    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 - 0.92429178226085) / (1.1087440763913 - 0.92429178226085)

Credit rating

  • Credit rating Акра: AAA(RU)
  • Credit rating Fitch: BBB
  • Credit rating Moody: Baa2
  • Credit rating S&P: BBB