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"Financial indicators" subtab

The most important key figures are calculated and displayed on the "Key figures" subtab, which is in the foreground by default.

ID

Description

Yield in %

Yield means here the "effective" interest rate of the capital invested in the bond. The invested amount is calculated considering all coupons, accrued interest and repayments.

Net yield in %

The specified tax rate is subtracted from the individual coupon payment (example: 10% coupon, 25% tax rate resulting in a 7.5% coupon payment). The coupon payment less the taxes is used to calculate the "effective" interest. The redemption at maturity is not affected by taxes. In the Yield Calculator, the net yield is always calculated with a 100% redemption price.

Gross yield in %

The gross yield is higher than the net yield by the marginal tax rate.

Accrued interest days

The accrued interest days of the bond.

Accrued interest

The accrued interests of the bond in percent.

Dirty Price in %

The dirty price is composed of the bond price plus accrued interest. This is therefore the price to be paid when buying a bond.

Clean Price in %

The clean price corresponds to the bond price. In contrast to the Dirty Price, it does not include accrued interest.

Remaining term in years

Remaining time of the bond in years.

Duration

The duration is an indicator for assessing bond risk. It is the average maturity (lock-in period) of the invested capital in years.

Modified duration

The "Modified Duration" indicator is a measure of the actual interest rate sensitivity of the bond and is derived from the duration.

Basis point value

Basis point value of the portfolio at the analysis date.
The basis point value is the change in bond price for one basis point change in the bond yield.

Convexity

In contrast to the duration, this factor takes into consideration the convex form of the bond price curve depending on changes in market yields.



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