Profitability chart
Yield to maturity chart compared to ОФЗ 26230
Yield
 Denomination: 1000 SUR
 Price % of denomination: 98.68 %
 NKD: 28.6 SUR
 Yield to maturity: 17.75%
 Coupon yield: 8.35%
 Profitability coupon from current price: 8.46%
 Current yield on coupons with reinvestment: 8.64%
 Coupon: 41.64 SUR
 Coupon once of year: 2
Grade

Quality: 3.33/10
BQ = (R(ROE) + R(NetDebt/Equity) + R(Earnings variability)) / 3 
Liquidity index: 2.14/10
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 ith instrument for the previous 30 trading days
𝑉  average daily trading volume for all instruments for the previous 30 trading days
Li = (0.91200223297644  0.86710450903204) / (1.0765759445875  0.86710450903204)
Credit rating
 Credit rating Акра: A(RU)
 Credit rating Эксперт: ruA+
 Credit rating Fitch: BB
 Credit rating S&P: BB
Altman index
In 1968, Professor Edward Altman proposed his now classic fivefactor model for predicting the likelihood of enterprise bankruptcy. The formula for calculating the integral indicator is as follows:
Z = 1.2*X1 + 1.4*X2 + 3.3*X3 + 0.6*X4 + X5
X1 = Working capital/Assets, X2 = Retained earnings/Assets, X3 = Operating profit/Assets, X4 = Market value of shares/Liabilities, X5 = Revenue/Assets
If Z > 2.9 – zone of financial stability (“green” zone).
If 1.8 < Z< 2.9 – zone of uncertainty (“gray” zone).
If Z < 1.8 – financial risk zone (“red” zone).
Altman index, ZScore = 1.2 * 0.07 + 1.4 * 0.02 + 3.3 * 0.04 + 0.6 * 0 + 0.02 = 0.2524
Evstropov index
Y = 0.25  14.64 * R1  1.08 * R2  130.08 * R3
where Y is the calculated coefficient; R1  the ratio of profit before taxes and interest to total assets; R2 is the growth rate of sales revenue in the reporting year; R3  absolute liquidity ratio (ratio of cash to current liabilities).
P = 1 / (1 + e^{Y})  probability of opening a bankruptcy procedure
Evstropov index, Y = 0.25  14.64 * 0.04  1.0.8 * 1.9  130.08 * 5.26 = 686.581
P = 1 / (1 + e^{686.581}) = 0%