Difusión del stress: % de emisores con cobertura de intereses < 1x por sector

Leverage sectorial: mediana Net Debt / EBITDA por sector

Mariano Sanchez Moreno

This dataset contains **historical** prices (24 hs), nominal volume, maturity, and fundamentals (up to T-1) for sovereign, sub-sovereign, and corporate fixed income assets in the Argentine market. These assets are traded on BYMA and are classified by market segment, coupon structure, issue currency, trading currency, issuer, governing law, and issuer's industry. The fundamentals include effective annual internal rate of return (TIREA, expressed in decimals, calculated as the discount rate at which the net present value of all future cash flows — discounted using an actual/360 day-count convention — equals the price), modified duration, convexity, parity (as a percentage), residual value (as a percentage), accrued interest (in decimals), coupon rate (expressed as a holding period return, i.e., final value over initial value minus one), and volatility (in decimals).

For intraday data of these assets, click [here](https://www.alphacast.io/datasets/financial-argentina-fixed-income-intraday-prices-beta-41885).

Historical Price & Fundamental

This repository includes the price, volume, cashflows and metadata of Argentinian Fixed instruments assets

Alphacast Argentina Fixed Income Data

Alphacast

This dataset contains **intraday** prices (24 hs) and fundamentals for sovereign, sub-sovereign, and corporate fixed income assets in the Argentine market, traded on BYMA. Assets are classified by market segment, coupon structure, issue currency, trading currency, issuer, governing law, and issuer's industry. Fundamentals include internal rate of return (IRR, expressed in decimals, is the discount rate at which the net present value of all future cash flows equals zero), modified duration, convexity, parity (as a percentage), residual value (as a percentage), accrued interest (in decimals), and coupon rate.

For historical data of these assets, click [here](https://www.alphacast.io/datasets/financial-argentina-fixed-income-historical-price-fundamentals-beta-41886).

Intraday Prices

This dataset contains **historical** prices (t+0; contado inmediato) and volume for sovereign, sub-sovereign, and corporate fixed income assets in the Argentine market. These assets are traded on BYMA and are classified by market segment, coupon structure, issue currency, issuer, and issuer's industry.

For intraday data (t+1), click [here](https://www.alphacast.io/datasets/financial-argentina-fixed-income-intraday-prices-beta-41885). Besides, for historical prices and fundamentals (t+1), click [here](https://www.alphacast.io/datasets/financial-argentina-fixed-income-historical-price-fundamentals-beta-41886).

Historical Price - Spot

Financial - Argentina - Fixed Income - Historical Price - Spot

company

issuer_on

sector_index

score_basis

credit_risk_score

credit_risk_score_universe

ebitda_ttm

net_debt

net_debt_to_ebitda

gross_debt_to_ebitda

interest_coverage

debt_to_equity

liabilities_to_assets

current_ratio

cash_to_st_debt

ttm_oneoff

alert_coverage_below_1

alert_net_debt_to_ebitda_above_4

alert_current_below_1

net_debt_to_ebitda_adj

interest_coverage_adj

Credit Fundamentals - Dashboard

Date

alphacast_id

sector

issuer

symbol

linea

weight_general_pct

weight_sector_pct

z_bps

contrib_general_bps

irr_pct

price

is_new

Daily Breakdown of Index Constituents

Corporate Credit Spreads Index Constituents

Pipeline	Last Edited	Edit
Snapshot & Metadata	2 days ago
TML27	5 days ago
TMVE8	5 days ago

Alphacast Argentina Fixed Income Data

Datasets

Historical Price & Fundamental

Intraday Prices

Historical Price - Spot

Charts

Tables

Pipelines