| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-01-04 | 100.00 | 116692.00 | 2058.89 | 0.00 | 2058.89 |
| 2025-04-04 | 100.00 | 133810.00 | 2309.60 | 0.00 | 2309.60 |
| 2025-07-04 | 0.00 | 0.00 | 1970.67 | 112919.00 | 114889.67 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | STCEO | Valor Tecnico | 113676.95 | Semana TIR | 15.64% |
| Emisor | Grupo ST S.A.Grupo ST S.A. | Valor Residual | 100.00% | Mes TIR | 74.68% |
| Tipo | Corporativo | Paridad | 97.21% | Semestre TIR | 2334.37% |
| País | Argentina | TIR | 28.91% | 1ero Enero TIR | 458.11% |
| Mercado | BYMA | Macaulay Dur. | 0.15 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.12 | Semana Precio | -4.33% |
| Fecha/Hora | 2025-05-08 16:21:22 | Effective Dur. | 0.03 | Mes Precio | -16.60% |
| Volumen | 0 | Convexidad | 0.11 | Semestre Precio | -7.99% |
| Precio | 110500.00 | Int. Corrido | 757.95 | 1ero Enero Precio | -7.92% |
| Variación | 0.00% | Cupon | 114889.67 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 121550.00 | 10.00% | -30.74 | -203.26% |
| 120445.00 | 9.00% | -26.49 | -188.99% |
| 119340.00 | 8.00% | -21.94 | -173.70% |
| 118235.00 | 7.00% | -17.06 | -157.31% |
| 117130.00 | 6.00% | -11.83 | -139.73% |
| 116025.00 | 5.00% | -6.21 | -120.85% |
| 114920.00 | 4.00% | -0.17 | -100.58% |
| 113815.00 | 3.00% | 6.32 | -78.78% |
| 112710.00 | 2.00% | 13.30 | -55.33% |
| 111605.00 | 1.00% | 20.81 | -30.09% |
| 110500.00 | 0.00% | 28.91 | 0.00% |
| 109395.00 | -1.00% | 37.63 | 26.41% |
| 108290.00 | -2.00% | 47.05 | 58.04% |
| 107185.00 | -3.00% | 57.22 | 92.19% |
| 106080.00 | -4.00% | 68.20 | 129.09% |
| 104975.00 | -5.00% | 80.08 | 169.00% |
| 103870.00 | -6.00% | 92.94 | 212.19% |
| 102765.00 | -7.00% | 106.87 | 258.99% |
| 101660.00 | -8.00% | 121.97 | 309.72% |
| 100555.00 | -9.00% | 138.36 | 364.77% |
| 99450.00 | -10.00% | 156.16 | 424.56% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 32.45 | 9.00% | 110041.26 | -0.42% |
| 32.15 | 8.00% | 110079.25 | -0.38% |
| 31.85 | 7.00% | 110117.35 | -0.35% |
| 31.56 | 6.00% | 110155.54 | -0.31% |
| 31.26 | 5.00% | 110193.84 | -0.28% |
| 30.96 | 4.00% | 110232.23 | -0.24% |
| 30.66 | 3.00% | 110270.73 | -0.21% |
| 30.37 | 2.00% | 110309.33 | -0.17% |
| 30.07 | 1.00% | 110348.03 | -0.14% |
| 29.47 | -1.00% | 110425.73 | -0.07% |
| 29.17 | -2.00% | 110464.74 | -0.03% |
| 29.77 | 0.00% | 110500.00 | 0.00% |
| 28.88 | -3.00% | 110503.85 | 0.00% |
| 28.58 | -4.00% | 110543.06 | 0.04% |
| 28.28 | -5.00% | 110582.38 | 0.07% |
| 27.98 | -6.00% | 110621.81 | 0.11% |
| 27.69 | -7.00% | 110661.34 | 0.15% |
| 27.39 | -8.00% | 110700.98 | 0.18% |
| 27.09 | -9.00% | 110740.72 | 0.22% |
| Desarrollo TIR 28.91% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-07-04 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.07 x (91/365)) x 100.00% x 100.00 x 1129.19]/[(1+28.91)^(56/365)] | 1895.37 | i |
| 2025-07-04 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1129.19]/[(1+28.91)^(56/365)] | 108604.13 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-09 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP x (Dias Corridos / Dias entre Cupones) | (0.07 x (91/365)) x 1.00 x 1 x 100.00 x 1129.19 x (35/91) | 757.95 |
| Desarrollo Duracion Macaulay | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Fecha | Per. Ponderados Formula | Per. Pond. Operacion | Periodos Ponderados | Factor Formula | Factor Operacion | Factor | Factor/Precio | Factor/Precio x Num. Periodos | Cap. o Int. | |
| 2025-07-04 | (Dias para cupon / Dias Año) | (56 / 365) | 0.15 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1129.19]/[(1+28.91)^(56/365)]+[(0.07 x (91/365)) x 100.00% x 100.00 x 1129.19]/[(1+28.91)^(56/365)] | 110499.96 | 1.00 | 0.15 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.15 | 0.15 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.15)/(1 + 28.91/100) | 0.12 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (110462.00 - 110538.03 )/( 2 x 110500 x 0.01) | 0.03 |
| Desarrollo Convexidad Suma Factores | ||||||||
|---|---|---|---|---|---|---|---|---|
| Fecha | Formula n2+n | Operacion n2+n | Factor n2+n | Formula VAN | Operacion VAN | Factor VAN | Formula n2+n X Factor VAN | Cap. o Int. |
| 2025-07-04 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (56 / 365) ^ 2 + (56 / 365) | 0.18 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1129.19]/[(1+28.91)^(56/365)]+[(0.07 x (91/365)) x 100.00% x 100.00 x 1129.19]/[(1+28.91)^(56/365)] | 110499.96 | 19554.49 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [110500 x ((1 + 28.9064375) ^ 2)]] x 19554.49] | 0.11 |
| F. de Emision | 2024-10-04 | ||
| F. de Vencimiento | 2025-07-04 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | |||
| Interes | TNA 7% | ||
| Frecuencia | Los intereses se pagarán en forma vencida, trimestralmente, a partir de la Fecha de Emisión y Liquidación, en las siguientes fechas: 4 de enero de 2025, 4 de abril de 2025 y en la Fecha de Vencimiento, es decir, 4 de julio de 2025. | ||
| ISIN | AR0738149563 |