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HK Equities · Finance research note

HKEX 2005 - SSY Group 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.)* -14.26%
Risk / Std Dev (Ann.)* 31.91%
1-Year Price Return* -17.93%

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

Metric Value
Last Price HK$2.405
52-Week Range HK$2.01 – HK$3.4
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$4.17B HK$5.77B
Net income Reported net income HK$470.64M HK$1.06B
Total assets Year-end reported balance HK$12.81B HK$12.60B
Shareholders’ equity Year-end reported balance HK$7.30B HK$7.22B
Net margin Net income ÷ revenue 11.30% 18.38%
Asset turnover Revenue ÷ total assets 0.3251x 0.4581x
Equity multiplier Total assets ÷ shareholders’ equity 1.7550x 1.7456x
ROE Net margin × asset turnover × equity multiplier 6.45% 14.70%

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$4.17B
Prior annual revenue HK$5.77B
EBIT HK$669.33M
Tax rate 14.23%
NOPAT = EBIT × (1 − tax rate) HK$574.06M
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$574.06M
Add: depreciation & amortisation HK$453.50M
Less: capital expenditure -HK$335.26M
Less/(add): working-capital cash-flow movement -HK$203.95M
Current unlevered FCFF HK$488.34M

Explicit FCFF forecast

Forecast year Revenue growth NOPAT D&A Capex Change in NWC FCFF Present value
1 -10.00% HK$516.65M HK$408.15M -HK$301.73M -HK$183.56M HK$439.51M HK$427.54M
2 -6.88% HK$481.13M HK$380.09M -HK$305.76M -HK$170.94M HK$384.52M HK$353.96M
3 -3.75% HK$463.09M HK$365.83M -HK$318.14M -HK$164.53M HK$346.25M HK$301.61M
4 -0.63% HK$460.19M HK$363.55M -HK$339.85M -HK$163.50M HK$320.39M HK$264.09M
5 2.50% HK$471.70M HK$372.63M -HK$372.63M -HK$167.59M HK$304.11M HK$237.21M

Step 3 — Determine the Discount Rate (WACC)

WACC input Value
Risk-free rate 4.71%
Equity risk premium assumption 5.50%
Beta 0.52
Cost of equity 7.58%
Pre-tax cost of debt 2.76%
WACC 5.68%
WACC validation requires assumption review

Step 4 — Estimate Terminal Value

Terminal-value input Value
Perpetuity growth rate 2.50%
Terminal value HK$9.81B
Implied terminal EV / EBITDA 10.64x
Terminal value as % of enterprise value 82.45%

Step 5 — Discount Cash Flows to Enterprise Value

Enterprise-value component Value
Present value of explicit FCFF HK$1.58B
Present value of terminal value HK$7.45B
Indicated enterprise value HK$9.03B
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$9.03B
Less: gross interest-bearing debt HK$4.01B
Add: cash and equivalents HK$1.74B
Add: affiliate investments HK$0.00
Less: minority interests HK$319.74M
Indicated common equity value HK$6.43B

Step 7 — Calculate Indicative Value Per Share

Per-share output Value
Shares used 2,891,443,385.00
Share-count basis reported shares outstanding; option/RSU dilution data not separately available
Current market price HK$2.42
DCF indicative value per share HK$2.22
Indicative value vs. market price -7.88%

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% within review band

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 16:57:19.812964 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 -43.68% -42.29%
Adjusted R² 0.10 0.10
Annualised residual volatility 29.80% 29.71%
Factor loading (t-statistic) FF3 FF5
Market excess return (Mkt-RF) 0.78 (4.61) 0.77 (4.22)
Size (SMB) 0.02 (0.08) -0.05 (-0.17)
Value (HML) 0.82 (3.48) 0.71 (2.72)
Profitability (RMW) NM -0.37 (-1.11)
Investment (CMA) NM -0.04 (-0.11)

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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