Checking your sign-in status…

Private workspace

Finance

Research, portfolio tools, and market analysis in one place.

Finance home
Back to HK Equities

HK Equities · Finance research note

HKEX 0168 - Tsingtao Brewery Co. Ltd. - H Shares

Research and analysis only
View analysis Browse HK Equities

Evidence and analysis

Research evidence pack

Source-backed valuation visuals

Loading verified snapshot
Loading verified market, valuation, and statement data.

2. Company Fundamentals

2.3 Management

Role Metric
Consensus Rating N/A

2.4 Return

Metric Value
Expected Return (Ann.)* -5.90%
Risk / Std Dev (Ann.)* 24.16%
1-Year Price Return* -8.33%

Latest Market Data (as of 2026-08-14, Hong Kong time):

Metric Value
Last Price HK$44.1
52-Week Range HK$42.7 – HK$56
Observation Count 245 trading days

The return and risk statistics use daily adjusted closes from the retrieved one-year price series and annualise daily moments using 252 trading days. The last price is the latest regular-market price reported for the stated date. Source: Yahoo Finance market data.

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$32.47B HK$32.14B
Net income Reported net income HK$4.59B HK$4.34B
Total assets Year-end reported balance HK$52.13B HK$51.42B
Shareholders’ equity Year-end reported balance HK$30.65B HK$29.06B
Net margin Net income ÷ revenue 14.13% 13.52%
Asset turnover Revenue ÷ total assets 0.6229x 0.6250x
Equity multiplier Total assets ÷ shareholders’ equity 1.7009x 1.7694x
ROE Net margin × asset turnover × equity multiplier 14.97% 14.95%

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$32.47B
Prior annual revenue HK$32.14B
EBIT HK$6.30B
Tax rate 25.01%
NOPAT = EBIT × (1 − tax rate) HK$4.73B
Forecast start-growth basis 1.04%
Forecast policy latest reported annual revenue growth, bounded to -10.00% / 15.00%

Step 2 — Calculate FCFF

Current FCFF building block Value
NOPAT HK$4.73B
Add: depreciation & amortisation HK$1.26B
Less: capital expenditure -HK$2.25B
Less/(add): working-capital cash-flow movement -HK$381.93M
Current unlevered FCFF HK$3.35B

Explicit FCFF forecast

Forecast year Revenue growth NOPAT D&A Capex Change in NWC FCFF Present value
1 1.04% HK$4.78B HK$1.27B -HK$2.28B -HK$385.92M HK$3.38B HK$3.28B
2 1.41% HK$4.84B HK$1.29B -HK$2.05B -HK$391.36M HK$3.69B HK$3.35B
3 1.77% HK$4.93B HK$1.31B -HK$1.83B -HK$398.29M HK$4.01B HK$3.41B
4 2.14% HK$5.03B HK$1.34B -HK$1.61B -HK$406.80M HK$4.36B HK$3.48B
5 2.50% HK$5.16B HK$1.37B -HK$1.37B -HK$416.97M HK$4.74B HK$3.55B

Step 3 — Determine the Discount Rate (WACC)

WACC input Value
Risk-free rate 4.71%
Equity risk premium assumption 5.50%
Beta 0.36
Cost of equity 6.68%
Pre-tax cost of debt 10.36%
WACC 6.68%
WACC validation requires assumption review

Step 4 — Estimate Terminal Value

Terminal-value input Value
Perpetuity growth rate 2.50%
Terminal value HK$116.31B
Implied terminal EV / EBITDA 14.09x
Terminal value as % of enterprise value 83.15%

Step 5 — Discount Cash Flows to Enterprise Value

Enterprise-value component Value
Present value of explicit FCFF HK$17.06B
Present value of terminal value HK$84.18B
Indicated enterprise value HK$101.24B
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$101.24B
Less: gross interest-bearing debt HK$114.47M
Add: cash and equivalents HK$19.09B
Add: affiliate investments HK$0.00
Less: minority interests HK$863.25M
Indicated common equity value HK$119.35B

Step 7 — Calculate Indicative Value Per Share

Per-share output Value
Shares used 1,364,288,176.00
Share-count basis reported diluted weighted-average shares
Current market price HK$43.56
DCF indicative value per share HK$87.48
Indicative value vs. market price 100.83%

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 4/4 evidenced checks
Lynch-inspired balance-and-growth checks 4/4 evidenced checks

Data lineage: Yahoo Finance public market and reported-statement data; retrieval timestamp: 2026-08-18 16:12:43.977061 UTC; latest reported fiscal period: 2025-12-31 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 -21.04% -19.81%
Adjusted R² 0.10 0.10
Annualised residual volatility 22.52% 22.33%
Factor loading (t-statistic) FF3 FF5
Market excess return (Mkt-RF) 0.61 (4.77) 0.65 (4.69)
Size (SMB) -0.13 (-0.69) -0.10 (-0.40)
Value (HML) 0.51 (2.84) 0.35 (1.76)
Profitability (RMW) NM -0.43 (-1.71)
Investment (CMA) NM 0.20 (0.71)

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.

hkexstockequity168