Profitability chart
Yield to maturity chart compared to ОФЗ 26230
Yield
 Denomination: 6038.13 SUR
 Price % of denomination: 107.78 %
 NKD: 52.77 SUR
 Yield to maturity: 0%
 Coupon yield: 5.41%
 Profitability coupon from current price: 5.02%
 Current yield on coupons with reinvestment: 5.11%
 Coupon: 81.4 SUR
 Coupon once a year: 4
Grade

Quality: 4/10
BQ = (R(ROE) + R(NetDebt/Equity) + R(Earnings variability)) / 3 
Liquidity index: 0.84/10
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 = (0.67362671358814  0.62687004970129) / (1.1818730461205  0.62687004970129)
Credit rating
 Credit rating Эксперт: ruA+
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 * 0.46 + 1.4 * 0.1 + 3.3 * 0.12 + 0.6 * 0.61 + 0.36 = 1.5341
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 * 0.12  1.0.8 * 0.33  130.08 * 0.17 = 23.8503
P = 1 / (1 + e^{23.8503}) = 0%