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HK Equities · Finance research note

HKEX 1199 - COSCO SHIPPING Ports 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.)* -6.40%
Risk / Std Dev (Ann.)* 25.99%
1-Year Price Return* -9.25%

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

Metric Value
Last Price HK$5.015
52-Week Range HK$4.43 – HK$6.56
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$1.67B HK$1.50B
Net income Reported net income HK$312.14M HK$308.82M
Total assets Year-end reported balance HK$12.78B HK$12.02B
Shareholders’ equity Year-end reported balance HK$6.41B HK$5.93B
Net margin Net income ÷ revenue 18.70% 20.55%
Asset turnover Revenue ÷ total assets 0.1306x 0.1250x
Equity multiplier Total assets ÷ shareholders’ equity 1.9938x 2.0270x
ROE Net margin × asset turnover × equity multiplier 4.87% 5.21%

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$1.67B
Prior annual revenue HK$1.50B
EBIT HK$589.29M
Tax rate 11.78%
NOPAT = EBIT × (1 − tax rate) HK$519.89M
Forecast start-growth basis 11.05%
Forecast policy latest reported annual revenue growth, bounded to -10.00% / 15.00%

Step 2 — Calculate FCFF

Current FCFF building block Value
NOPAT HK$519.89M
Add: depreciation & amortisation HK$283.98M
Less: capital expenditure -HK$198.29M
Less/(add): working-capital cash-flow movement HK$117.77M
Current unlevered FCFF HK$723.36M

Explicit FCFF forecast

Forecast year Revenue growth NOPAT D&A Capex Change in NWC FCFF Present value
1 11.05% HK$577.32M HK$315.35M -HK$220.19M HK$130.78M HK$803.27M HK$768.19M
2 8.91% HK$628.76M HK$343.45M -HK$265.72M HK$142.44M HK$848.93M HK$742.50M
3 6.77% HK$671.35M HK$366.71M -HK$311.39M HK$152.08M HK$878.76M HK$702.93M
4 4.64% HK$702.47M HK$383.72M -HK$354.77M HK$159.14M HK$890.56M HK$651.51M
5 2.50% HK$720.04M HK$393.31M -HK$393.31M HK$163.11M HK$883.15M HK$590.89M

Step 3 — Determine the Discount Rate (WACC)

WACC input Value
Risk-free rate 4.71%
Equity risk premium assumption 5.50%
Beta 1.06
Cost of equity 10.54%
Pre-tax cost of debt 3.73%
WACC 9.34%
WACC validation within standard range

Step 4 — Estimate Terminal Value

Terminal-value input Value
Perpetuity growth rate 2.50%
Terminal value HK$13.23B
Implied terminal EV / EBITDA 10.94x
Terminal value as % of enterprise value 71.01%

Step 5 — Discount Cash Flows to Enterprise Value

Enterprise-value component Value
Present value of explicit FCFF HK$3.46B
Present value of terminal value HK$8.47B
Indicated enterprise value HK$11.92B
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$11.92B
Less: gross interest-bearing debt HK$4.15B
Add: cash and equivalents HK$1.33B
Add: affiliate investments HK$0.00
Less: minority interests HK$1.13B
Indicated common equity value HK$7.97B

Step 7 — Calculate Indicative Value Per Share

Per-share output Value
Shares used 3,833,237,302.00
Share-count basis reported diluted weighted-average shares
Current market price HK$5.20
DCF indicative value per share HK$2.08
Indicative value vs. market price -59.96%

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 pass
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 2/4 evidenced checks
Lynch-inspired balance-and-growth checks 3/4 evidenced checks

Data lineage: Yahoo Finance public market and reported-statement data; retrieval timestamp: 2026-08-18 16:48:32.849034 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 -34.89% -34.70%
Adjusted R² 0.32 0.32
Annualised residual volatility 21.47% 21.46%
Factor loading (t-statistic) FF3 FF5
Market excess return (Mkt-RF) 1.17 (9.58) 1.17 (8.86)
Size (SMB) 0.26 (1.42) 0.25 (1.12)
Value (HML) 0.92 (5.41) 0.90 (4.74)
Profitability (RMW) NM -0.06 (-0.25)
Investment (CMA) NM 0.01 (0.05)

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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