ОФЗ 52004
Yield per half year: -22.56%
Category: ОФЗ
Profitability chart
Yield to maturity chart compared to ОФЗ 26230
Yield to maturity
- Denomination: 1322.27 rub
- Price % of denomination: 60.35 %
- NKD: 4.53 rub
- Yield to maturity: 31.93%
- Coupon yield: 11.63%
- Profitability coupon from current price: 19.27%
- Current yield on coupons with reinvestment: 20.2%
- Coupon: 76.68 rub
- Coupon once of year: 2.01
Grade
-
Quality: 10/10
BQ = (R(ROE) + R(NetDebt/Equity) + R(Earnings variability)) / 3 -
Liquidity index: 10/10
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 = (1.4450295534201 - 0.89411839338988) / (1.1489185445828 - 0.89411839338988)
Credit rating
- Credit rating Эксперт: ruAAA
Based on sources: porti.ru