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Eastern European companies

Eastern European companies — Screener  (at USDRUB exchange rate: 59.20)

Oil & Gas
Metallurgy
Mining
Chemistry
Food & Agro
Retail
Food & Agro
Transportation
Coal
Retail
IT
Banking
P/E:
Telecom
Building
Energy
Other
State

Market Attractiveness Index

chart technology by TradingView

Market Attractiveness Index calculated as average express-upside for TOP-5 Eastern European commodity companies with highest potential

High values of index (>30%), indicate favorable moments for additional cash contributions to the stock market / stock purchases

Current value of the Index is 267.3%
(good time to start investing)

Целевая структура портфеля

Компания
Цена
Доля
Commodity
59.9%
30.7%
21.9%
14.6%
7.8%
2.7%
-7.5%
-10.2%
B2C
37.2%
26.8%
10.3%
Currency
 
CNYRUB
8.32
15.2%
HKDRUB
7.54
4.1%
RUB
-16.3%
 
Скачать таблицу (CSV)
 

Лидеры роста и падения за день

Компания Тикер Цена Изм
 
Энел Россия ENRU 0.4 +14.6%
НЛМК NLMK 84.9 +9.4%
ММК MAGN 24.24 +8.0%
ТМК TRMK 60.02 +7.5%
Северсталь CHMF 622 +7.3%
X5 Retail FIVE 1191 +7.3%
Акрон AKRN 14396 +6.2%
Head Hunter HHRU 1050 +6.2%
Самолет SMLT 2090.5 +5.8%
МТС MTSS 191.65 +5.1%
 
СПБ Биржа SPBE 106.9 -13.7%
Фосагро PHOR 6305 -11.1%
Fix Price FIXP 283.5 -5.5%
Нижнекамскнеф-м NKNC 73 -5.0%
Полюс PLZL 5018 -3.2%
QIWI QIWI 304 -2.9%
Мечел MTLR 81.28 -2.7%
Сегежа SGZH 4.77 -2.5%
Банк СПБ BSPB 77.13 -2.4%
FESCO FESH 30.39 -2.0%

Портфель на 80% состоит из commodity компаний:
 
Стратегия рассчитывает, какую прибыль (на уровне EBITDA) каждая компания, вероятно, получает в данный момент
 
Учитываются изменения рыночных условий в реальном времени (цены на продукцию, курсы валют)
 
Компании, наиболее недооцененные по мультипликаторам стоимости к текущей рыночной прибыли, включены в целевой портфель
 
Оставшиеся 20% портфеля занимают B2C компании, наиболее привлекательные по показателям роста и недооцененности по мультипликатору

Финансовый результат (RUB)

Период
Стратегия
IMOEX
2015
+121.8%
+26.1%
2016
+54.3%
+26.8%
2017
+25.6%
-5.5%
2018
+29.6%
+12.3%
2019
+13.5%
+29.6%
2020
+21.6%
+8.0%
2021
+44.2%
+15.1%
2022
-33.9%
-48.3%
Аннуал.
+29.3%
+4.5%
За день
-1.6%
-0.3%
За неделю
+0.3%
-6.3%
С нач. года
-33.9%
-48.3%
С запуска
(2015-01-01)
+659.9%
+40.1%

Максимальная просадка портфеля 37.8%

Дата просадки 2022-02-24

Sharpe ratio 0.97

Динамика портфеля и индекса Мосбиржи (IMOEX) (%)

Обзоры

2022-09-27
#ETLN #reports

Etalon reported for 2022 H1:
- Revenue -17.9% YoY (vs -1.1% in previous half-year and historical rate +3.4%)
- EBITDA +163.9% YoY (vs -12.8% in previous half-year and historical rate +103.3%)
- EBITDA margin 54.0% increased compared to 16.8% same period last year
- Net Debt increased by 18.7 bln rubles over the past reporting period (107.1% of market cap)
- FCF (LTM) -38.1 bln RUB (negative), 218.3% of market cap
- EV/EBITDA multiple is 3.4x compared to historical level (50th percentile) of 5.0x

2022-09-27
#PIKK #reports

PIK Group reported for 2021 H2:
- Revenue +23.5% YoY (vs +36.6% in previous half-year and historical rate +25.3%)
- EBITDA -16.5% YoY (vs +47.6% in previous half-year and historical rate +37.9%)
- EBITDA margin 18.5% decreased compared to 27.3% same period last year
- Net Debt increased by 35.4 bln rubles over the past reporting period (10.3% of market cap)
- FCF (LTM) -151.1 bln RUB (negative), 44.1% of market cap
- EV/EBITDA multiple is 7.3x compared to historical level (50th percentile) of 7.4x

2022-09-22
#PLZL #reports

Polyus reported for 2022 q1:
- Revenue -22.1% YoY (vs -6.4% in previous quarter and historical rate +19.5%)
- EBITDA -24.4% YoY (vs -8.8% in previous quarter and historical rate +23.4%)
- EBITDA margin 65.6% decreased compared to 67.6% same period last year
- Net Debt decreased by 19.0 bln rubles over the past reporting period (1.9% of market cap)
- FCF (LTM) +62.9 bln RUB (positive), 6.5% of market cap
- EV/EBITDA multiple is 4.9x compared to historical level (50th percentile) of 9.6x

2022-09-22
#POLY #reports

Polymetal reported for 2022 H1:
- Revenue -14.3% YoY (vs -9.0% in previous half-year and historical rate +15.9%)
- EBITDA -32.8% YoY (vs -8.0% in previous half-year and historical rate +29.1%)
- EBITDA margin 40.6% decreased compared to 51.8% same period last year
- Net Debt increased by 19.0 bln rubles over the past reporting period (13.7% of market cap)
- FCF (LTM) +11.6 bln RUB (positive), 8.3% of market cap
- EV/EBITDA multiple is 2.7x compared to historical level (50th percentile) of 7.3x

2022-09-21
# #reports

--- reported for 2022 q2:
- Revenue +7167900.0% YoY (vs +445100.0% in previous quarter and historical rate 0.0%)
- EBITDA margin 65.6% increased compared to 0.0% same period last year
- Net Debt increased by 123.0 bln rubles over the past reporting period (0.0% of market cap)
- FCF (LTM) -120.6 bln RUB (negative), 0.0% of market cap
2022-09-21
#PLZL #reports

Polyus reported for 2022 q2:
- Revenue -22.1% YoY (vs -6.4% in previous quarter and historical rate +19.5%)
- EBITDA -24.4% YoY (vs -8.8% in previous quarter and historical rate +23.4%)
- EBITDA margin 65.6% decreased compared to 67.6% same period last year
- Net Debt decreased by 19.0 bln rubles over the past reporting period (2.0% of market cap)
- FCF (LTM) +62.9 bln RUB (positive), 6.6% of market cap
- EV/EBITDA multiple is 4.8x compared to historical level (50th percentile) of 9.6x

2022-09-19
#MOEX #reports

MOEX reported for 2022 q2:
- Revenue +22.1% YoY (vs +29.6% in previous quarter and historical rate +14.4%)
- Net Income +18.9% YoY (vs +18.5% in previous quarter and historical rate +18.9%)
- Net Income 51.4% decreased compared to 52.8% same period last year
- P/E multiple is 7.0x compared to historical level (50th percentile) of 12.8x

2022-09-19
#GLTR #reports

Globaltrans reported for 2022 H1:
- Revenue +50.9% YoY (vs +24.6% in previous half-year and historical rate +3.4%)
- EBITDA +120.6% YoY (vs +66.1% in previous half-year and historical rate +17.8%)
- EBITDA margin 46.7% increased compared to 31.9% same period last year
- Net Debt decreased by 17.8 bln rubles over the past reporting period (27.1% of market cap)
- FCF (LTM) +28.3 bln RUB (positive), 43.0% of market cap
- EV/EBITDA multiple is 1.9x compared to historical level (50th percentile) of 3.5x

2022-09-19
#MOEX #reports

MOEX reported for 2022 q1:
- Revenue +22.1% YoY (vs +29.6% in previous quarter and historical rate +14.4%)
- Net Income +18.9% YoY (vs +18.5% in previous quarter and historical rate +18.9%)
- Net Income 51.4% decreased compared to 52.8% same period last year
- P/E multiple is 7.0x compared to historical level (50th percentile) of 12.8x

2022-09-16
#OKEY #reports

OKEY reported for 2022 H1:
- Revenue +10.3% YoY (vs +11.3% in previous half-year and historical rate +6.5%)
- EBITDA +14.1% YoY (vs +28.2% in previous half-year and historical rate +19.3%)
- EBITDA margin 7.7% increased compared to 7.4% same period last year
- Net Debt increased by 8.1 bln rubles over the past reporting period (95.3% of market cap)
- FCF (LTM) -2.3 bln RUB (negative), 26.8% of market cap
- EV/EBITDA multiple is 2.7x compared to historical level (50th percentile) of 3.1x

2022-09-06
#LSRG #reports

LSR Group reported for 2022 H1:
- Revenue +19.2% YoY (vs +8.2% in previous half-year and historical rate +3.6%)
- EBITDA +40.9% YoY (vs +24.7% in previous half-year and historical rate +23.9%)
- EBITDA margin 26.6% increased compared to 22.5% same period last year
- Net Debt increased by 24.4 bln rubles over the past reporting period (38.7% of market cap)
- FCF (LTM) -78.5 bln RUB (negative), 124.5% of market cap
- EV/EBITDA multiple is 5.3x compared to historical level (50th percentile) of 4.8x

2022-09-06
#MDMG #reports

MD Medical reported for 2022 H1:
- Revenue +1.2% YoY (vs +18.4% in previous half-year and historical rate +18.8%)
- EBITDA -5.8% YoY (vs +20.4% in previous half-year and historical rate +23.4%)
- EBITDA margin 29.3% decreased compared to 31.5% same period last year
- Net Debt decreased by 2.0 bln rubles over the past reporting period (5.7% of market cap)
- FCF (LTM) +3.2 bln RUB (positive), 9.1% of market cap
- EV/EBITDA multiple is 4.4x compared to historical level (50th percentile) of 7.0x

2022-09-06
#SMLT #reports

Samolet reported for 2022 H1:
- Revenue +99.1% YoY (vs +59.3% in previous half-year and historical rate +44.1%)
- EBITDA +140.3% YoY (vs +89.9% in previous half-year and historical rate +118.7%)
- EBITDA margin 23.7% increased compared to 19.6% same period last year
- Net Debt increased by 60.1 bln rubles over the past reporting period (30.9% of market cap)
- FCF (LTM) -127.7 bln RUB (negative), 65.7% of market cap
- EV/EBITDA multiple is 14.3x compared to historical level (50th percentile) of 15.9x

2022-08-30
#TATN #reports

Tatneft reported for 2022 q1:
- Revenue +27.1% YoY (vs +53.4% in previous quarter and historical rate +25.5%)
- EBITDA +9.9% YoY (vs +24.6% in previous quarter and historical rate +12.7%)
- EBITDA margin 20.4% decreased compared to 23.6% same period last year
- Net Debt decreased by 66.1 bln rubles over the past reporting period (6.3% of market cap)
- FCF (LTM) +225.6 bln RUB (positive), 21.4% of market cap
- EV/EBITDA multiple is 2.9x compared to historical level (50th percentile) of 5.8x

2022-08-29
#FESH #reports

FESCO reported for 2022 H1:
- Revenue +76.5% YoY (vs +90.7% in previous half-year and historical rate +42.4%)
- EBITDA +115.2% YoY (vs +443.1% in previous half-year and historical rate +84.4%)
- EBITDA margin 44.3% increased compared to 36.3% same period last year
- Net Debt decreased by 15.1 bln rubles over the past reporting period (16.0% of market cap)
- FCF (LTM) +11.5 bln RUB (positive), 12.2% of market cap
- EV/EBITDA multiple is 1.6x compared to historical level (50th percentile) of 5.1x

2022-08-29
#TATN #reports

Tatneft reported for 2022 q2:
- Revenue +27.1% YoY (vs +53.4% in previous quarter and historical rate +25.5%)
- EBITDA +9.9% YoY (vs +24.6% in previous quarter and historical rate +12.7%)
- EBITDA margin 20.4% decreased compared to 23.6% same period last year
- Net Debt decreased by 66.1 bln rubles over the past reporting period (6.3% of market cap)
- FCF (LTM) +225.6 bln RUB (positive), 21.6% of market cap
- EV/EBITDA multiple is 2.9x compared to historical level (50th percentile) of 5.8x

2022-08-27
#HHRU #reports

Head Hunter reported for 2022 q1:
- Revenue +1.1% YoY (vs +56.7% in previous quarter and historical rate +43.5%)
- EBITDA -34.8% YoY (vs +55.0% in previous quarter and historical rate +46.5%)
- EBITDA margin 34.2% decreased compared to 53.0% same period last year
- Net Debt increased by 0.7 bln rubles over the past reporting period (1.0% of market cap)
- FCF (LTM) +1.9 bln RUB (positive), 2.6% of market cap
- EV/EBITDA multiple is 9.5x compared to historical level (50th percentile) of 29.2x

2022-08-27
#TRMK #reports

TMK (pipe) reported for 2022 q1:
- Revenue +37.7% YoY (vs +131.2% in previous quarter and historical rate +35.2%)
- EBITDA +74.7% YoY (vs +420.9% in previous quarter and historical rate +39.1%)
- EBITDA margin 17.5% increased compared to 13.8% same period last year
- Net Debt decreased by 0.5 bln rubles over the past reporting period (0.6% of market cap)
- FCF (LTM) +64.7 bln RUB (positive), 74.7% of market cap
- EV/EBITDA multiple is 3.8x compared to historical level (50th percentile) of 5.8x

2022-08-26
#BELU #reports

Beluga reported for 2021 H2:
- Revenue +36.7% YoY (vs +19.4% in previous half-year and historical rate +23.5%)
- EBITDA +93.7% YoY (vs +15.4% in previous half-year and historical rate +43.7%)
- EBITDA margin 17.0% increased compared to 12.0% same period last year
- Net Debt increased by 10.9 bln rubles over the past reporting period (24.9% of market cap)
- FCF (LTM) -5.2 bln RUB (negative), 11.9% of market cap
- EV/EBITDA multiple is 4.9x compared to historical level (50th percentile) of 5.8x

2022-08-26
# #reports

--- reported for 2022 q1:
- Revenue +445100.0% YoY (vs -100.0% in previous quarter and historical rate 0.0%)
- EBITDA margin 44.3% increased compared to 0.0% same period last year
- Net Debt increased by 3.1 bln rubles over the past reporting period (0.0% of market cap)
- FCF (LTM) +2.5 bln RUB (positive), 0.0% of market cap
2022-08-26
#HHRU #reports

Head Hunter reported for 2022 q2:
- Revenue +1.1% YoY (vs +56.7% in previous quarter and historical rate +43.5%)
- EBITDA -34.8% YoY (vs +55.0% in previous quarter and historical rate +46.5%)
- EBITDA margin 34.2% decreased compared to 53.0% same period last year
- Net Debt increased by 0.7 bln rubles over the past reporting period (1.0% of market cap)
- FCF (LTM) +1.9 bln RUB (positive), 2.5% of market cap
- EV/EBITDA multiple is 9.6x compared to historical level (50th percentile) of 29.2x