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HK Equities · Finance research note

HKEX 2008 - Phoenix Media Investment (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.)* 12.24%
Risk / Std Dev (Ann.)* 68.50%
1-Year Price Return* -9.57%

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

Metric Value
Last Price HK$1.285
52-Week Range HK$1.21 – HK$2.48
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$2.05B HK$2.24B
Net income Reported net income HK$-226.75M HK$-252.60M
Total assets Year-end reported balance HK$5.66B HK$5.83B
Shareholders’ equity Year-end reported balance HK$2.73B HK$2.86B
Net margin Net income ÷ revenue -11.05% -11.30%
Asset turnover Revenue ÷ total assets 0.3625x 0.3832x
Equity multiplier Total assets ÷ shareholders’ equity 2.0746x 2.0415x
ROE Net margin × asset turnover × equity multiplier -8.31% -8.84%

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

FCFF DCF exception: Reported operating inputs do not support a stable FCFF DCF. This post deliberately does not publish a mechanical enterprise value or implied per-share value on an unsuitable basis.

Available valuation input Value
Last market price HK$1.27
Market capitalisation HK$634.19M
Revenue HK$2.05B
EBIT -HK$234.50M
Reported free cash flow -HK$227.80M
FCF yield -35.92%
Net debt / EBITDA 74.01x

2.6 Investor-Style Research Screen

Educational screen Result
Buffett-inspired cash-quality checks not rated — FCFF DCF suitability or data-integrity condition not met
Lynch-inspired balance-and-growth checks not rated — FCFF DCF suitability or data-integrity condition not met

Data lineage: Yahoo Finance public market and reported-statement data; retrieval timestamp: 2026-08-18 16:57:31.704099 UTC; latest reported fiscal period: 2025-12-31 00:00:00. Financial institutions and REITs require sector-specific methods rather than a mechanical FCFF DCF. 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 -12.09% -13.00%
Adjusted R² 0.01 0.00
Annualised residual volatility 64.82% 64.72%
Factor loading (t-statistic) FF3 FF5
Market excess return (Mkt-RF) 0.51 (1.37) 0.60 (1.50)
Size (SMB) 0.48 (0.89) 0.70 (1.02)
Value (HML) 1.06 (2.07) 0.90 (1.58)
Profitability (RMW) NM -0.28 (-0.38)
Investment (CMA) NM 0.53 (0.64)

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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