LUK-31

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: 96.5 %
  • NKD: 0.1 usd
  • Yield to maturity: 4.25%
  • Coupon yield: 3.59%
  • Profitability coupon from current price: 3.72%
  • Current yield on coupons with reinvestment: 3.75%
  • Coupon: 18 usd
  • Coupon once of year: 1.99

Grade

  • Quality: 9/10
    BQ = (R(ROE) + R(NetDebt/Equity) + R(Earnings variability)) / 3
  • Liquidity index: -35.61/10
    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 - 0.9011646198596) / (1.1542134776371 - 0.9011646198596)

Credit rating

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

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 * 0.11 - 1.0.8 * 0.17 - 130.08 * 2.98 = -389.2227
P = 1 / (1 + e389.2227) = 0%