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HK Equities · Finance research note

HKEX 1258 - China Nonferrous Mining Corporation 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.)* 135.63%
Risk / Std Dev (Ann.)* 69.26%
1-Year Price Return* 82.01%

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

Metric Value
Last Price HK$14.21
52-Week Range HK$7.91 – HK$19.05
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$3.42B HK$3.82B
Net income Reported net income HK$404.31M HK$398.50M
Total assets Year-end reported balance HK$4.80B HK$4.15B
Shareholders’ equity Year-end reported balance HK$2.49B HK$2.25B
Net margin Net income ÷ revenue 11.82% 10.44%
Asset turnover Revenue ÷ total assets 0.7120x 0.9187x
Equity multiplier Total assets ÷ shareholders’ equity 1.9321x 1.8472x
ROE Net margin × asset turnover × equity multiplier 16.26% 17.72%

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$3.42B
Prior annual revenue HK$3.82B
EBIT HK$817.99M
Tax rate 28.25%
NOPAT = EBIT × (1 − tax rate) HK$586.88M
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$586.88M
Add: depreciation & amortisation HK$178.82M
Less: capital expenditure -HK$242.04M
Less/(add): working-capital cash-flow movement HK$112.16M
Current unlevered FCFF HK$635.82M

Explicit FCFF forecast

Forecast year Revenue growth NOPAT D&A Capex Change in NWC FCFF Present value
1 -10.00% HK$528.19M HK$160.94M -HK$217.84M HK$100.94M HK$572.24M HK$543.93M
2 -6.88% HK$491.88M HK$149.88M -HK$189.61M HK$94.00M HK$546.14M HK$469.04M
3 -3.75% HK$473.43M HK$144.26M -HK$169.75M HK$90.48M HK$538.41M HK$417.79M
4 -0.63% HK$470.47M HK$143.35M -HK$156.02M HK$89.91M HK$547.72M HK$384.00M
5 2.50% HK$482.24M HK$146.94M -HK$146.94M HK$92.16M HK$574.40M HK$363.85M

Step 3 — Determine the Discount Rate (WACC)

WACC input Value
Risk-free rate 4.71%
Equity risk premium assumption 5.50%
Beta 1.09
Cost of equity 10.69%
Pre-tax cost of debt 7.40%
WACC 10.68%
WACC validation within standard range

Step 4 — Estimate Terminal Value

Terminal-value input Value
Perpetuity growth rate 2.50%
Terminal value HK$7.20B
Implied terminal EV / EBITDA 8.79x
Terminal value as % of enterprise value 66.55%

Step 5 — Discount Cash Flows to Enterprise Value

Enterprise-value component Value
Present value of explicit FCFF HK$2.18B
Present value of terminal value HK$4.33B
Indicated enterprise value HK$6.51B
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$6.51B
Less: gross interest-bearing debt HK$90.35M
Add: cash and equivalents HK$1.48B
Add: affiliate investments HK$0.00
Less: minority interests HK$926.56M
Indicated common equity value HK$6.97B

Step 7 — Calculate Indicative Value Per Share

Per-share output Value
Shares used 3,902,036,000.00
Share-count basis reported diluted weighted-average shares
Current market price HK$14.66
DCF indicative value per share HK$1.79
Indicative value vs. market price -87.81%

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 3/4 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 16:51:25.280080 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 11.90% 11.82%
Adjusted R² 0.32 0.34
Annualised residual volatility 57.34% 56.12%
Factor loading (t-statistic) FF3 FF5
Market excess return (Mkt-RF) 2.69 (8.22) 2.43 (7.01)
Size (SMB) 2.38 (4.96) 1.84 (3.12)
Value (HML) 2.01 (4.44) 2.63 (5.31)
Profitability (RMW) NM 1.29 (2.05)
Investment (CMA) NM -1.49 (-2.10)

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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