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HK Equities · Finance research note

HKEX 0300 - Midea Group Co., Ltd. - H Shares

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2. Company Fundamentals

2.3 Management

Role Metric
Consensus Rating N/A

2.4 Return

Metric Value
Expected Return (Ann.)* 31.16%
Risk / Std Dev (Ann.)* 25.73%
1-Year Price Return* 25.98%

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

Metric Value
Last Price HK$95.9
52-Week Range HK$77.65 – HK$99.75
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$458.50B HK$409.08B
Net income Reported net income HK$43.95B HK$38.54B
Total assets Year-end reported balance HK$608.79B HK$604.35B
Shareholders’ equity Year-end reported balance HK$223.22B HK$216.75B
Net margin Net income ÷ revenue 9.58% 9.42%
Asset turnover Revenue ÷ total assets 0.7531x 0.6769x
Equity multiplier Total assets ÷ shareholders’ equity 2.7273x 2.7882x
ROE Net margin × asset turnover × equity multiplier 19.69% 17.78%

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$458.50B
Prior annual revenue HK$409.08B
EBIT HK$55.30B
Tax rate 16.13%
NOPAT = EBIT × (1 − tax rate) HK$46.37B
Forecast start-growth basis 12.08%
Forecast policy latest reported annual revenue growth, bounded to -10.00% / 15.00%

Step 2 — Calculate FCFF

Current FCFF building block Value
NOPAT HK$46.37B
Add: depreciation & amortisation HK$9.34B
Less: capital expenditure -HK$11.14B
Less/(add): working-capital cash-flow movement HK$3.89B
Current unlevered FCFF HK$48.46B

Explicit FCFF forecast

Forecast year Revenue growth NOPAT D&A Capex Change in NWC FCFF Present value
1 12.08% HK$51.98B HK$10.47B -HK$12.49B HK$4.36B HK$54.32B HK$52.53B
2 9.69% HK$57.01B HK$11.48B -HK$13.14B HK$4.78B HK$60.13B HK$54.38B
3 7.29% HK$61.17B HK$12.32B -HK$13.51B HK$5.13B HK$65.11B HK$55.07B
4 4.90% HK$64.16B HK$12.92B -HK$13.55B HK$5.38B HK$68.92B HK$54.52B
5 2.50% HK$65.77B HK$13.24B -HK$13.24B HK$5.52B HK$71.28B HK$52.73B

Step 3 — Determine the Discount Rate (WACC)

WACC input Value
Risk-free rate 4.71%
Equity risk premium assumption 5.50%
Beta 0.48
Cost of equity 7.34%
Pre-tax cost of debt 2.88%
WACC 6.93%
WACC validation requires assumption review

Step 4 — Estimate Terminal Value

Terminal-value input Value
Perpetuity growth rate 2.50%
Terminal value HK$1,650.02B
Implied terminal EV / EBITDA 18.00x
Terminal value as % of enterprise value 81.43%

Step 5 — Discount Cash Flows to Enterprise Value

Enterprise-value component Value
Present value of explicit FCFF HK$269.23B
Present value of terminal value HK$1,180.41B
Indicated enterprise value HK$1,449.63B
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$1,449.63B
Less: gross interest-bearing debt HK$67.48B
Add: cash and equivalents HK$85.96B
Add: affiliate investments HK$0.00
Less: minority interests HK$13.20B
Indicated common equity value HK$1,454.91B

Step 7 — Calculate Indicative Value Per Share

Per-share output Value
Shares used 7,629,411,632.00
Share-count basis reported diluted weighted-average shares
Current market price HK$96.25
DCF indicative value per share HK$190.70
Indicative value vs. market price 98.13%

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 16:19:03.568003 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 0.06% 1.12%
Adjusted R² 0.10 0.09
Annualised residual volatility 24.76% 24.69%
Factor loading (t-statistic) FF3 FF5
Market excess return (Mkt-RF) 0.69 (4.89) 0.71 (4.66)
Size (SMB) 0.10 (0.47) 0.11 (0.44)
Value (HML) 0.27 (1.36) 0.17 (0.76)
Profitability (RMW) NM -0.28 (-1.00)
Investment (CMA) NM 0.12 (0.38)

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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