Ростел2P7R
Yield per half year: 9.45%
Category: Корпоративные
Profitability chart
Yield to maturity chart compared to ОФЗ 26230
Yield to maturity
 Denomination: 1000 SUR
 Price % of denomination: 90.53 %
 NKD: 12.23 SUR
 Yield to maturity: 19.9%
 Coupon yield: 11.75%
 Profitability coupon from current price: 12.98%
 Current yield on coupons with reinvestment: 13.63%
 Coupon: 29.29 SUR
 Coupon once of year: 4.01
Grade

Quality: 7/10
BQ = (R(ROE) + R(NetDebt/Equity) + R(Earnings variability)) / 3 
Liquidity index: 42.77/10
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  0.90102228884356) / (1.1116766899746  0.90102228884356)
Credit rating
 Credit rating Акра: AA+(RU)
 Credit rating Fitch: BBB
 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 * 0.25 + 1.4 * 0.03 + 3.3 * 0.23 + 0.6 * 0.38 + 0.57 = 1.8946
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 * 0.23  1.0.8 * 0.4  130.08 * 0.07 = 12.8392
P = 1 / (1 + e^{12.8392}) = 0%
Based on sources: porti.ru