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Three-year models and expected IRR

Each name is modelled from its latest LTM three years forward: revenue from four independent sources (leading related-market prices, company guidance adjusted for its own delivery record, independent market research and the realised pace of acceleration or deceleration), then EBITDA, profit, dividends per policy, debt and an exit value. IRR is the cash flow: price today → three years of dividends → price in three years.

The EBITDA-error column is the point, not a footnote: the model was anchored at every past reporting date with only the data available then and its one-year-ahead forecast compared with the actual. Where the error is wide, the number is withheld.

Accuracy across the book: revenue median error 10%, bias 0.98x, within ±20% in 68% of cases; EBITDA 18%, bias 1.01x, ±20% in 52%; net profit 32%. Observations: 223 / 214 / 275.

Models: 41, published: 34.

IssuerIRRPrice in 3 yearsDividends, 3 yrsExit multipleEBITDA error / obsChecks
GAZP
Oil & Gas
+137%
+71% … +173%
1 267 ₽
+1226%
0.000 ₽
3.28x
EV/EBITDA
RTKM
Telecommunications
+75%
+18% … +136%
181 ₽
+349%
22.38 ₽
56%
2.74x
EV/EBITDA
5% / 15
MTSS
Telecommunications
+51%
+15% … +95%
409 ₽
+109%
175 ₽
90%
3.55x
EV/EBITDA
7% / 11
SIBN
Oil & Gas
+49%
-20% … +102%
1 462 ₽
+160%
273 ₽
49%
3.88x
EV/EBITDA
LKOH
Oil & Gas
+47%
+8% … +81%
11 680 ₽
+118%
3 669 ₽
68%
2.34x
EV/EBITDA
MRKP
Utilities
+41%
+8% … +79%
0.900 ₽
+82%
0.330 ₽
67%
1.50x
EV/EBITDA
16% / 18
VTBR
Financial Services
+40%
+37% … +60%
124 ₽
+136%
13.32 ₽
25%
0.40x
P/B
TRNFP
Oil & Gas
+39%
+20% … +62%
1 931 ₽
+87%
620 ₽
60%
1.50x
EV/EBITDA
34% / 10
TATN
Oil & Gas
+39%
-10% … +81%
1 323 ₽
+111%
274 ₽
44%
2.96x
EV/EBITDA
11% / 9
TGKN
Utilities
+39%
— … +75%
0.010 ₽
+168%
0.000 ₽4.59x
EV/EBITDA
20% / 9
VSEH
Retail
+38%
+15% … +68%
118 ₽
+69%
49.54 ₽
71%
1.64x
EV/EBITDA
30% / 7
BELU
Retail
+37%
-14% … +87%
462 ₽
+82%
139 ₽
55%
3.00x
EV/EBITDA
11% / 9
X5
Retail
+37%
-15% … +88%
2 981 ₽
+62%
1 116 ₽
61%
2.56x
EV/EBITDA
6% / 7
IRAO
Utilities
+36%
+8% … +71%
4.48 ₽
+87%
1.13 ₽
47%
1.50x
EV/EBITDA
15% / 9
PRMD
Healthcare
+35%
+16% … +65%
978 ₽
+147%
0.000 ₽
6.20x
EV/EBITDA
29% / 6
BANE
Oil & Gas
+32%
-94% … +98%
2 409 ₽
+94%
349 ₽
28%
2.16x
EV/EBITDA
25% / 2
ZAYM
Financial Services
+29%
+21% … +44%
179 ₽
+37%
81.14 ₽
62%
0.95x
P/B
NVTK
Oil & Gas
+29%
-5% … +57%
1 968 ₽
+83%
249 ₽
23%
8.00x
EV/EBITDA
21% / 6
MBNK
Financial Services
+28%
+25% … +46%
1 536 ₽
+65%
317 ₽
34%
0.40x
P/B
SBER
Financial Services
+28%
+18% … +44%
414 ₽
+45%
143 ₽
50%
0.77x
P/B
T
Financial Services
+27%
+19% … +46%
386 ₽
+46%
134 ₽
51%
0.94x
P/B
DATA
Information Technology
+27%
+13% … +50%
161 ₽
+82%
16.55 ₽
19%
4.95x
EV/EBITDA
39% / 5
MDMG
Healthcare
+27%
+13% … +52%
2 350 ₽
+78%
288 ₽
22%
6.74x
EV/EBITDA
7% / 9
ROSN
Oil & Gas
+25%
-57% … +76%
582 ₽
+59%
114 ₽
31%
3.08x
EV/EBITDA
SVCB
Financial Services
+24%
+14% … +46%
16.28 ₽
+62%
2.36 ₽
23%
0.54x
P/B
MOEX
Financial Services
+21%
+13% … +35%
184 ₽
+21%
71.33 ₽
47%
1.34x
P/B
DOMRF
Financial Services
+20%
+11% … +36%
2 766 ₽
+29%
778 ₽
36%
0.80x
P/B
OZPH
Healthcare
+16%
+0% … +40%
63.89 ₽
+43%
4.81 ₽
11%
4.45x
EV/EBITDA
9% / 6
NMTP
Other
+11%
+1% … +26%
7.45 ₽
+10%
1.54 ₽
23%
2.68x
EV/EBITDA
7% / 6
IVAT
Information Technology
+5%
-9% … +26%
66.86 ₽
-2%
10.46 ₽
15%
3.73x
EV/EBITDA
27% / 5
CNRU
Information Technology
+4%
-3% … +17%
524 ₽
-19%
188 ₽
29%
8.00x
EV/EBITDA
16% / 5
AQUA
Agriculture & Food
+3%
-34% … +43%
343 ₽
+5%
15.50 ₽
5%
7.15x
EV/EBITDA
28% / 9
YDEX
Information Technology
+2%
-18% … +30%
3 781 ₽
-1%
233 ₽
6%
4.89x
EV/EBITDA
32% / 4
NLMK
Metals & Steel
-9%
-24% … +18%
54.54 ₽
-25%
0.000 ₽
2.66x
EV/EBITDA
36% / 9
ENPG
Utilities
withheld
316 ₽
-0%
0.000 ₽
7.63x
EV/EBITDA
FLOT
Transport & Logistics
withheld
21.32 ₽
-74%
0.000 ₽
2.55x
EV/EBITDA
149% / 6
OZON
Information Technology
withheld
7 108 ₽
+174%
0.000 ₽
3.15x
EV/EBITDA
61% / 5
POSI
Information Technology
withheld
1 722 ₽
+69%
0.000 ₽
6.00x
EV/EBITDA
52% / 10
RNFT
Oil & Gas
withheld
177 ₽
+106%
0.000 ₽
2.66x
EV/EBITDA
46% / 9
RUAL
Metals & Steel
withheld
0.000 ₽
-100%
0.000 ₽
8.00x
EV/EBITDA
SNGS
Oil & Gas
withheld
61.95 ₽
+274%
1.14 ₽
7%
1.50x
EV/EBITDA
8% / 1