ОФЗ 46012

Yield per half year: 11.21%
Category: ОФЗ

Profitability chart

Yield to maturity chart compared to ОФЗ 26230

Yield

  • Denomination: 950 SUR
  • Price % of denomination: 103 %
  • NKD: 51.53 SUR
  • Yield to maturity: 4.9%
  • Coupon yield: 8.8%
  • Profitability coupon from current price: 8.54%
  • Current yield on coupons with reinvestment: 8.54%
  • Coupon: 83.36 SUR
  • Coupon once a year: 1

Grade

  • Quality: 10/10
    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 - 0.62546655209223) / (1.1792269538479 - 0.62546655209223)

Credit rating

  • Credit rating Эксперт: ruAAA