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HK Equities · Finance research note

HKEX 1913 - PRADA S.p.A.

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Evidence and analysis

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2. Company Fundamentals

2.3 Management

Role Metric
Consensus Rating N/A

2.4 Return

Metric Value
Expected Return (Ann.)* 13.25%
Risk / Std Dev (Ann.)* 37.62%
1-Year Price Return* 5.47%

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

Metric Value
Last Price HK$41.66
52-Week Range HK$34.52 – HK$52
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$5.72B HK$5.43B
Net income Reported net income HK$851.94M HK$838.91M
Total assets Year-end reported balance HK$11.01B HK$8.48B
Shareholders’ equity Year-end reported balance HK$4.64B HK$4.33B
Net margin Net income ÷ revenue 14.90% 15.45%
Asset turnover Revenue ÷ total assets 0.5192x 0.6402x
Equity multiplier Total assets ÷ shareholders’ equity 2.3713x 1.9578x
ROE Net margin × asset turnover × equity multiplier 18.34% 19.36%

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$5.72B
Prior annual revenue HK$5.43B
EBIT HK$1.31B
Tax rate 28.83%
NOPAT = EBIT × (1 − tax rate) HK$928.95M
Forecast start-growth basis 5.26%
Forecast policy latest reported annual revenue growth, bounded to -10.00% / 15.00%

Step 2 — Calculate FCFF

Current FCFF building block Value
NOPAT HK$928.95M
Add: depreciation & amortisation HK$815.10M
Less: capital expenditure -HK$610.97M
Less/(add): working-capital cash-flow movement HK$8.79M
Current unlevered FCFF HK$1.14B

Explicit FCFF forecast

Forecast year Revenue growth NOPAT D&A Capex Change in NWC FCFF Present value
1 5.26% HK$977.85M HK$858.01M -HK$643.14M HK$9.26M HK$1.20B HK$1.15B
2 4.57% HK$1.02B HK$897.25M -HK$728.73M HK$9.68M HK$1.20B HK$1.06B
3 3.88% HK$1.06B HK$932.09M -HK$815.38M HK$10.06M HK$1.19B HK$959.91M
4 3.19% HK$1.10B HK$961.83M -HK$901.62M HK$10.38M HK$1.17B HK$864.63M
5 2.50% HK$1.12B HK$985.88M -HK$985.88M HK$10.64M HK$1.13B HK$771.53M

Step 3 — Determine the Discount Rate (WACC)

WACC input Value
Risk-free rate 4.71%
Equity risk premium assumption 5.50%
Beta 0.83
Cost of equity 9.26%
Pre-tax cost of debt 2.74%
WACC 8.94%
WACC validation within standard range

Step 4 — Estimate Terminal Value

Terminal-value input Value
Perpetuity growth rate 2.50%
Terminal value HK$18.05B
Implied terminal EV / EBITDA 7.04x
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$4.80B
Present value of terminal value HK$11.77B
Indicated enterprise value HK$16.57B
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$16.57B
Less: gross interest-bearing debt HK$4.82B
Add: cash and equivalents HK$1.26B
Add: affiliate investments HK$0.00
Less: minority interests HK$21.54M
Indicated common equity value HK$12.99B

Step 7 — Calculate Indicative Value Per Share

Per-share output Value
Shares used 2,558,824,000.00
Share-count basis reported diluted weighted-average shares
Current market price HK$41.54
DCF indicative value per share HK$5.08
Indicative value vs. market price -87.78%

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 16:56:21.489126 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 -2.11% -5.36%
Adjusted R² 0.10 0.10
Annualised residual volatility 33.96% 33.86%
Factor loading (t-statistic) FF3 FF5
Market excess return (Mkt-RF) 0.97 (4.98) 1.01 (4.82)
Size (SMB) -0.35 (-1.22) -0.19 (-0.52)
Value (HML) 0.06 (0.23) 0.15 (0.49)
Profitability (RMW) NM 0.38 (1.00)
Investment (CMA) NM 0.22 (0.50)

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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