| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-01-04 | 100.00 | 100.00 | 1.76 | 0.00 | 1.76 |
| 2025-04-04 | 100.00 | 100.00 | 1.73 | 0.00 | 1.73 |
| 2025-07-04 | 0.00 | 0.00 | 1.75 | 100.00 | 101.75 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | STCED | Valor Tecnico | 100.92 | Semana TIR | -113.80% |
| Emisor | Grupo ST S.A.Grupo ST S.A. | Valor Residual | 100.00% | Mes TIR | -168.78% |
| Tipo | Corporativo | Paridad | 105.03% | Semestre TIR | S/D |
| País | Argentina | TIR | -1.19% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.60 | Año TIR | S/D |
| Moneda | USD | Modified Dur. | 0.61 | Semana Precio | 6.05% |
| Fecha/Hora | 2024-11-19 11:10:34 | Effective Dur. | -0.01 | Mes Precio | 1.92% |
| Volumen | 0 | Convexidad | 1.00 | Semestre Precio | S/D |
| Precio | 106.00 | Int. Corrido | 0.92 | 1ero Enero Precio | S/D |
| Variación | 0.00% | Cupon | 1.76 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 116.60 | 10.00% | -15.60 | 1211.26% |
| 115.54 | 9.00% | -14.32 | 1103.35% |
| 114.48 | 8.00% | -13.00 | 992.74% |
| 113.42 | 7.00% | -11.66 | 879.45% |
| 112.36 | 6.00% | -10.27 | 763.27% |
| 111.30 | 5.00% | -8.85 | 644.07% |
| 110.24 | 4.00% | -7.40 | 521.84% |
| 109.18 | 3.00% | -5.91 | 396.51% |
| 108.12 | 2.00% | -4.38 | 267.81% |
| 107.06 | 1.00% | -2.80 | 135.64% |
| 106.00 | 0.00% | -1.19 | 0.00% |
| 104.94 | -1.00% | 0.47 | -139.29% |
| 103.88 | -2.00% | 2.17 | -282.35% |
| 102.82 | -3.00% | 3.92 | -429.45% |
| 101.76 | -4.00% | 5.72 | -580.61% |
| 100.70 | -5.00% | 7.57 | -736.06% |
| 99.64 | -6.00% | 9.47 | -895.96% |
| 98.58 | -7.00% | 11.43 | -1060.43% |
| 97.52 | -8.00% | 13.44 | -1229.68% |
| 96.46 | -9.00% | 15.52 | -1403.89% |
| 95.40 | -10.00% | 17.65 | -1583.40% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| -1.08 | -9.00% | 105.93 | -0.07% |
| -1.09 | -8.00% | 105.94 | -0.06% |
| -1.11 | -7.00% | 105.95 | -0.05% |
| -1.12 | -6.00% | 105.95 | -0.04% |
| -1.13 | -5.00% | 105.96 | -0.04% |
| -1.14 | -4.00% | 105.97 | -0.03% |
| -1.15 | -3.00% | 105.98 | -0.02% |
| -1.17 | -2.00% | 105.98 | -0.02% |
| -1.18 | -1.00% | 105.99 | -0.01% |
| -1.19 | 0.00% | 106.00 | 0.00% |
| -1.20 | 1.00% | 106.01 | 0.01% |
| -1.21 | 2.00% | 106.01 | 0.01% |
| -1.23 | 3.00% | 106.02 | 0.02% |
| -1.24 | 4.00% | 106.03 | 0.03% |
| -1.25 | 5.00% | 106.04 | 0.04% |
| -1.26 | 6.00% | 106.05 | 0.04% |
| -1.27 | 7.00% | 106.05 | 0.05% |
| -1.29 | 8.00% | 106.06 | 0.06% |
| -1.30 | 9.00% | 106.07 | 0.06% |
| Desarrollo TIR -1.19% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-01-04 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.07 x (92/365)) x 100.00% x 100.00]/[(1+-1.19)^(44/365)] | 1.77 | i |
| 2025-04-04 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.07 x (90/365)) x 100.00% x 100.00]/[(1+-1.19)^(134/365)] | 1.73 | i |
| 2025-07-04 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.07 x (91/365)) x 100.00% x 100.00]/[(1+-1.19)^(225/365)] | 1.76 | i |
| 2025-07-04 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+-1.19)^(225/365)] | 100.74 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-21 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0.07 x (92/365)) x 1.00 x 1 x 100.00 x (48/92) | 0.92 |
| 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. | |
| 2025-01-04 | (Dias para cupon / Dias Año) | (44 / 365) | 0.12 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.07 x (92/365)) x 100.00% x 100.00]/[(1+-1.19)^(44/365)] | 1.77 | 0.02 | 0.00 | i | |
| 2025-04-04 | (Dias para cupon / Dias Año) | (134 / 365) | 0.37 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.07 x (90/365)) x 100.00% x 100.00]/[(1+-1.19)^(134/365)] | 1.73 | 0.02 | 0.01 | i | |
| 2025-07-04 | (Dias para cupon / Dias Año) | (225 / 365) | 0.62 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+-1.19)^(225/365)]+[(0.07 x (91/365)) x 100.00% x 100.00]/[(1+-1.19)^(225/365)] | 102.50 | 0.97 | 0.60 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.60 | 0.60 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.60)/(1 + -1.19/100) | 0.61 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (106.01 - 105.99 )/( 2 x 106 x 0.01) | -0.01 |
| 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. |
| 2025-01-04 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (44 / 365) ^ 2 + (44 / 365) | 0.14 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.07 x (92/365)) x 100.00% x 100.00]/[(1+-1.19)^(44/365)] | 1.77 | 0.24 | i |
| 2025-04-04 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (134 / 365) ^ 2 + (134 / 365) | 0.50 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.07 x (90/365)) x 100.00% x 100.00]/[(1+-1.19)^(134/365)] | 1.73 | 0.87 | i |
| 2025-07-04 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (225 / 365) ^ 2 + (225 / 365) | 1.00 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+-1.19)^(225/365)]+[(0.07 x (91/365)) x 100.00% x 100.00]/[(1+-1.19)^(225/365)] | 102.50 | 102.13 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [106 x ((1 + -1.1903125) ^ 2)]] x 103.24] | 1.00 |
| 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 |