СберИОС527

Yield per half year: -10.42%
Category: Корпоративные

Profitability chart

Yield to maturity chart compared to ОФЗ 26230

Yield

  • Denomination: 1000 SUR
  • Price % of denomination: 86.09 %
  • NKD: 0 SUR
  • Yield to maturity: 0%
  • Coupon yield: 0.01%
  • Profitability coupon from current price: 0.0116%
  • Coupon: 0.5 SUR
  • Coupon once of year: 0

Grade

  • Quality: 5/10
    BQ = (R(ROE) + R(NetDebt/Equity) + R(Earnings variability)) / 3
  • Liquidity index: -41.39/10
    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 - 0.86710450903204) / (1.0765759445875 - 0.86710450903204)

Credit rating

  • Credit rating Акра: AAA(RU)
  • Credit rating Эксперт: ruAAA
  • Credit rating Fitch: CCC
  • Credit rating Moody: C

Altman index

In 1968, Professor Edward Altman proposed his now classic five-factor model for predicting the likelihood of enterprise bankruptcy. The formula for calculating the integral indicator is as follows:
Z = 1.2*X1 + 1.4*X2 + 3.3*X3 + 0.6*X4 + X5
X1 = Working capital/Assets, X2 = Retained earnings/Assets, X3 = Operating profit/Assets, X4 = Market value of shares/Liabilities, X5 = Revenue/Assets
If Z > 2.9 – zone of financial stability (“green” zone).
If 1.8 < Z< 2.9 – zone of uncertainty (“gray” zone).
If Z < 1.8 – financial risk zone (“red” zone).
Altman index, Z-Score = 1.2 * 0.14 + 1.4 * 0.03 + 3.3 * 0.02 + 0.6 * -0.34 + 0.06 = 0.1268

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 * 0.02 - 1.0.8 * -0.05 - 130.08 * 0.4 = -51.5406
P = 1 / (1 + e51.5406) = 0%