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HK Equities · Finance research note

HKEX 0533 - Goldlion 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.) 5.49%
Risk / Std Dev (Ann.) 42.25%

Price Snapshot:

Metric Value
Last Price 0.950 HKD
Day Change +0.010 (+1.06%)

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 FY2024 FY2023
Revenue Reported revenue HK$1.22B HK$1.33B
Net income Reported net income HK$93.10M HK$116.16M
Total assets Year-end reported balance HK$5.15B HK$5.28B
Shareholders’ equity Year-end reported balance HK$4.35B HK$4.40B
Net margin Net income ÷ revenue 7.64% 8.72%
Asset turnover Revenue ÷ total assets 0.2369x 0.2521x
Equity multiplier Total assets ÷ shareholders’ equity 1.1839x 1.1991x
ROE Net margin × asset turnover × equity multiplier 2.14% 2.64%

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$1.22B
Prior annual revenue HK$1.33B
EBIT HK$106.18M
Tax rate 11.04%
NOPAT = EBIT × (1 − tax rate) HK$94.45M
Forecast start-growth basis -8.44%
Forecast policy latest reported annual revenue growth, bounded to -10.00% / 15.00%

Step 2 — Calculate FCFF

Current FCFF building block Value
NOPAT HK$94.45M
Add: depreciation & amortisation HK$52.65M
Less: capital expenditure -HK$51.75M
Less/(add): working-capital cash-flow movement -HK$83.03M
Current unlevered FCFF HK$12.34M

Explicit FCFF forecast

Forecast year Revenue growth NOPAT D&A Capex Change in NWC FCFF Present value
1 -8.44% HK$86.48M HK$48.21M -HK$47.38M -HK$76.02M HK$11.30M HK$10.99M
2 -5.70% HK$81.55M HK$45.46M -HK$44.87M -HK$71.68M HK$10.46M HK$9.62M
3 -2.97% HK$79.13M HK$44.11M -HK$43.73M -HK$69.56M HK$9.95M HK$8.66M
4 -0.23% HK$78.95M HK$44.01M -HK$43.82M -HK$69.39M HK$9.74M HK$8.02M
5 2.50% HK$80.92M HK$45.11M -HK$45.11M -HK$71.13M HK$9.79M HK$7.62M

Step 3 — Determine the Discount Rate (WACC)

WACC input Value
Risk-free rate 4.71%
Equity risk premium assumption 5.50%
Beta 0.20
Cost of equity 5.79%
Pre-tax cost of debt 4.29%
WACC 5.73%
WACC validation requires assumption review

Step 4 — Estimate Terminal Value

Terminal-value input Value
Perpetuity growth rate 2.50%
Terminal value HK$310.92M
Implied terminal EV / EBITDA 2.28x
Terminal value as % of enterprise value 83.98%

Step 5 — Discount Cash Flows to Enterprise Value

Enterprise-value component Value
Present value of explicit FCFF HK$44.90M
Present value of terminal value HK$235.34M
Indicated enterprise value HK$280.24M
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$280.24M
Less: gross interest-bearing debt HK$26.46M
Add: cash and equivalents HK$1.05B
Add: affiliate investments HK$0.00
Less: minority interests HK$2.13M
Indicated common equity value HK$1.30B

Step 7 — Calculate Indicative Value Per Share

Per-share output Value
Shares used 973,844,035.00
Share-count basis reported diluted weighted-average shares
Current market price HK$0.89
DCF indicative value per share HK$1.34
Indicative value vs. market price 51.09%

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 16:26:04.875341 UTC; latest reported fiscal period: 2024-12-31 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 -10.11% -9.09%
Adjusted R² 0.02 0.02
Annualised residual volatility 19.67% 19.64%
Factor loading (t-statistic) FF3 FF5
Market excess return (Mkt-RF) 0.24 (2.10) 0.23 (1.91)
Size (SMB) 0.23 (1.40) 0.20 (0.94)
Value (HML) -0.01 (-0.06) -0.06 (-0.34)
Profitability (RMW) NM -0.17 (-0.77)
Investment (CMA) NM -0.02 (-0.08)

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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