ВТБСУБТ1-6

Yield per half year: 26.92%
Category: Корпоративные

Profitability chart

Yield to maturity chart compared to ОФЗ 26230

Yield

  • Denomination: 10000000 SUR
  • Price % of denomination: 82.5 %
  • NKD: 493150.68 SUR
  • Yield to maturity: 30.3%
  • Coupon yield: 18.75%
  • Profitability coupon from current price: 22.73%
  • Current yield on coupons with reinvestment: 24.02%
  • Coupon: 934931.51 SUR
  • Coupon once a year: 2

Grade

  • Quality: 3.67/10
    BQ = (R(ROE) + R(NetDebt/Equity) + R(Earnings variability)) / 3
  • Liquidity index: -11.29/10
    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 - 0.62549301981575) / (1.1792768549223 - 0.62549301981575)

Credit rating

  • Credit rating Акра: AAA(RU)
  • Credit rating Эксперт: ruAAA