UDC 303.722.4: 336.6
4DOI: 10.36871/2618-9976.2024.08.007
Authors
Vitaliy A. Mityazov,
Student, Peter the Great St. Petersburg Polytechnic University, St. Petersburg, Russia
Nikolai D. Dmitriev,
Candidate of Economic Sciences, Senior Lecturer, Peter the Great St. Petersburg Polytechnic University,
St. Petersburg, Russia
Evgeny A. Konnikov,
Candidate of Economic Sciences, Associate Professor Peter the Great St. Petersburg Polytechnic
University, St. Petersburg, Russia
Victor I. Sorokin,
Student, Peter the Great St. Petersburg Polytechnic University, St. Petersburg, Russia
Sergey I. Shanygin,
Doctor of Economic Sciences, Professor, St. Petersburg State University, St. Petersburg, Russia
Abstract
This article provides a comprehensive analysis of the financial stability of Russian companies in conditions of market turbulence. To do this, it is necessary to identify factors affecting economic stability based on financial multipliers. The study is based on the use of such financial multipliers as ROA, ROE, P/E and P/BV, which allow us to assess the economic stability and investment attractiveness of companies attracting investments. Clustering of companies was carried out using the decision tree method, which made it possible to identify groups with different levels of financial stability. The results of the analysis of variance confirmed the statistical significance of differences between clusters in key financial indicators. Based on the conducted research, it was revealed how various financial strategies and levels of managerial efficiency affect the ability of companies to cope with external economic challenges. The data obtained can be used to develop recommendations for improving financial stability and forming growth strategies in an unstable economic climate.
Keywords
Fundamental analysis, Company multipliers, ROE, ROA, P/E, P/BV, Investment attractiveness, Clustering, Classification, Market turbulence, Economic crisis, Machine learning, Sustainability, Degree of risk
