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HK Equities · Finance research note

HKEX 0164 - China Baoli Technologies Holdings Ltd.

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2. Company Fundamentals

2.3 Management

Role Metric
Consensus Rating N/A

2.4 Return

Metric Value
Expected Return (Ann.) 24.74%
Risk / Std Dev (Ann.) 86.64%

Price Snapshot:

Metric Value
Last Price 0.405 HKD
Day Change -0.010 (-2.50%)

DuPont Model Analysis

The DuPont model decomposes return on equity (ROE) into three operating and capital-structure drivers:

ROE = Net Margin × Asset Turnover × Equity Multiplier

The comparison uses the latest two comparable annual periods available for the issuer, with reported statement amounts shown in HK$. Revenue and net income are income-statement flows; total assets and shareholders’ equity are year-end balance-sheet figures. This is a simplified year-end-balance DuPont comparison rather than an average-balance ROE calculation.

DuPont component Calculation FY2025 FY2024
Revenue Reported revenue HK$48.25M HK$55.29M
Net income Reported net income HK$-533K HK$-30.77M
Total assets Year-end reported balance HK$73.72M HK$68.29M
Shareholders’ equity Year-end reported balance HK$-345.44M HK$-360.38M
Net margin Net income ÷ revenue -1.10% -55.66%
Asset turnover Revenue ÷ total assets 0.6545x 0.8097x
Equity multiplier Total assets ÷ shareholders’ equity -0.2134x -0.1895x
ROE Net margin × asset turnover × equity multiplier 0.15% 8.54%

Source: Yahoo Finance annual statements. Values are based on the two latest comparable annual periods returned by the source; fiscal period labels use the statement period-end year.

2.5 FCFF DCF Valuation

Valuation basis: This research model follows a five-year, unlevered FCFF DCF. It starts from reported annual operating inputs, forecasts revenue and operating cash conversion under an explicit mechanical policy, discounts FCFF at WACC, applies a Gordon-growth terminal value, and bridges enterprise value to an indicative common-equity value per share. It is an analytical estimate rather than a recommendation or personalised target price.

Step 1 — Forecast Operating Profit and NOPAT

Reported operating input Value
Revenue HK$48.25M
Prior annual revenue HK$55.29M
EBIT HK$8.24M
Tax rate 25.00%
NOPAT = EBIT × (1 − tax rate) HK$6.18M
Forecast start-growth basis -10.00%
Forecast policy latest reported annual revenue growth, bounded to -10.00% / 15.00%

Step 2 — Calculate FCFF

Current FCFF building block Value
NOPAT HK$6.18M
Add: depreciation & amortisation HK$1.74M
Less: capital expenditure -HK$10,000.00
Less/(add): working-capital cash-flow movement -HK$946,000.00
Current unlevered FCFF HK$6.96M

Explicit FCFF forecast

Forecast year Revenue growth NOPAT D&A Capex Change in NWC FCFF Present value
1 -10.00% HK$5.56M HK$1.56M -HK$9,000.00 -HK$851,400.00 HK$6.26M HK$6.11M
2 -6.88% HK$5.18M HK$1.45M -HK$369,822.66 -HK$792,866.25 HK$5.47M HK$5.08M
3 -3.75% HK$4.98M HK$1.40M -HK$703,841.66 -HK$763,133.77 HK$4.92M HK$4.34M
4 -0.63% HK$4.95M HK$1.39M -HK$1.05M -HK$758,364.18 HK$4.54M HK$3.82M
5 2.50% HK$5.08M HK$1.43M -HK$1.43M -HK$777,323.28 HK$4.30M HK$3.44M

Step 3 — Determine the Discount Rate (WACC)

WACC input Value
Risk-free rate 4.71%
Equity risk premium assumption 5.50%
Beta 0.69
Cost of equity 8.52%
Pre-tax cost of debt 4.00%
WACC 5.09%
WACC validation requires assumption review

Step 4 — Estimate Terminal Value

Terminal-value input Value
Perpetuity growth rate 2.50%
Terminal value HK$169.86M
Implied terminal EV / EBITDA 20.73x
Terminal value as % of enterprise value 85.33%

Step 5 — Discount Cash Flows to Enterprise Value

Enterprise-value component Value
Present value of explicit FCFF HK$22.78M
Present value of terminal value HK$132.49M
Indicated enterprise value HK$155.28M
Discounting convention mid-year for explicit FCFF; terminal value discounted at year-end five

Step 6 — Convert Enterprise Value to Equity Value

Equity bridge Value
Indicated enterprise value HK$155.28M
Less: gross interest-bearing debt HK$234.54M
Add: cash and equivalents HK$7.54M
Add: affiliate investments HK$0.00
Less: minority interests -HK$15.38M
Indicated common equity value -HK$56.35M

Step 7 — Calculate Indicative Value Per Share

Per-share output Value
Shares used 104,281,354.00
Share-count basis reported diluted weighted-average shares
Current market price HK$0.41
DCF indicative value per share -HK$0.54
Indicative value vs. market price -231.79%

Model Integrity Checks

Check Result
Perpetuity growth is below the risk-free rate pass
Perpetuity growth is below WACC pass
WACC is within the configured operating-company range review required
Terminal-year FCFF is positive pass
Terminal capex converges to D&A pass
Terminal-value concentration within review band
Implied price differs from spot by more than 30% review required

2.6 Investor-Style Research Screen

Educational screen Result
Buffett-inspired cash-quality checks 1/4 evidenced checks
Lynch-inspired balance-and-growth checks 1/4 evidenced checks

Data lineage: Yahoo Finance public market and reported-statement data; retrieval timestamp: 2026-08-18 16:12:25.456382 UTC; latest reported fiscal period: 2025-03-31 00:00:00. Default assumptions: five-year forecast, mid-year discounting for explicit FCFF, a maximum 2.50% perpetuity-growth rate below both WACC and the risk-free rate, historical operating-ratio persistence, and capex convergence to D&A by year five. No sell-side consensus or management guidance is substituted for reported inputs. This is research and analysis only, not personalized financial advice.

2.7 Quantitative Factor Diagnostics

Model basis: Daily issuer USD excess returns are regressed in-sample using ordinary least squares on matching regional Fama–French factors. FF3 estimates market, size, and value loadings; FF5 adds profitability and investment. Coefficients are descriptive historical exposures, not predictions.

Estimation input Value
Regional factor set Asia Pacific ex Japan
Factor-return currency USD
Issuer-return basis USD adjusted total return
Estimation window 2025-08-20 to 2026-06-30
Aligned daily observations 210
Minimum observation requirement 120
Currency conversion for HK listings HKD adjusted close divided by daily USD/HKD close before simple daily return calculation

Fama–French Three-Factor and Five-Factor Results

Diagnostic FF3 FF5
Annualised alpha 21.74% 9.69%
Adjusted R² 0.01 0.02
Annualised residual volatility 60.76% 60.28%
Factor loading (t-statistic) FF3 FF5
Market excess return (Mkt-RF) 0.12 (0.34) 0.29 (0.79)
Size (SMB) 1.13 (2.23) 1.72 (2.70)
Value (HML) 0.07 (0.15) 0.22 (0.40)
Profitability (RMW) NM 0.93 (1.38)
Investment (CMA) NM 0.94 (1.23)

Definitions: Mkt-RF is the market return less the risk-free rate; SMB is small minus big; HML is high minus low book-to-market; RMW is robust minus weak profitability; CMA is conservative minus aggressive investment. Factor returns are sourced from the Kenneth R. French Data Library; issuer adjusted-return history is sourced from Yahoo Finance. For Hong Kong listings, adjusted HKD prices are converted into USD with daily USD/HKD closes before return calculation to match the USD regional factor basis. This is an in-sample historical regression; coefficients and t-statistics do not establish causation or predict future returns. This is research and analysis only, not personalized financial advice.

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