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HK Equities · Finance research note

HKEX 3888 - Kingsoft 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.) 7.99%
Risk / Std Dev (Ann.) 46.18%

Price Snapshot:

Metric Value
Last Price 23.980 HKD
Day Change +1.040 (+4.34%)

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$9.68B HK$10.32B
Net income Reported net income HK$2.00B HK$1.55B
Total assets Year-end reported balance HK$39.53B HK$38.28B
Shareholders’ equity Year-end reported balance HK$26.03B HK$22.46B
Net margin Net income ÷ revenue 20.70% 15.04%
Asset turnover Revenue ÷ total assets 0.2449x 0.2695x
Equity multiplier Total assets ÷ shareholders’ equity 1.5185x 1.7048x
ROE Net margin × asset turnover × equity multiplier 7.70% 6.91%

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$9.68B
Prior annual revenue HK$10.32B
EBIT HK$3.37B
Tax rate 13.24%
NOPAT = EBIT × (1 − tax rate) HK$2.92B
Forecast start-growth basis -6.15%
Forecast policy latest reported annual revenue growth, bounded to -10.00% / 15.00%

Step 2 — Calculate FCFF

Current FCFF building block Value
NOPAT HK$2.92B
Add: depreciation & amortisation HK$250.14M
Less: capital expenditure -HK$342.07M
Less/(add): working-capital cash-flow movement HK$241.00M
Current unlevered FCFF HK$3.07B

Explicit FCFF forecast

Forecast year Revenue growth NOPAT D&A Capex Change in NWC FCFF Present value
1 -6.15% HK$2.74B HK$234.75M -HK$321.02M HK$226.16M HK$2.88B HK$2.78B
2 -3.99% HK$2.63B HK$225.38M -HK$287.50M HK$217.14M HK$2.79B HK$2.49B
3 -1.83% HK$2.59B HK$221.26M -HK$261.92M HK$213.17M HK$2.76B HK$2.28B
4 0.34% HK$2.59B HK$222.00M -HK$242.40M HK$213.89M HK$2.79B HK$2.13B
5 2.50% HK$2.66B HK$227.55M -HK$227.55M HK$219.24M HK$2.88B HK$2.04B

Step 3 — Determine the Discount Rate (WACC)

WACC input Value
Risk-free rate 4.71%
Equity risk premium assumption 5.50%
Beta 0.59
Cost of equity 7.96%
Pre-tax cost of debt 3.68%
WACC 7.95%
WACC validation within standard range

Step 4 — Estimate Terminal Value

Terminal-value input Value
Perpetuity growth rate 2.50%
Terminal value HK$54.11B
Implied terminal EV / EBITDA 16.43x
Terminal value as % of enterprise value 75.90%

Step 5 — Discount Cash Flows to Enterprise Value

Enterprise-value component Value
Present value of explicit FCFF HK$11.71B
Present value of terminal value HK$36.90B
Indicated enterprise value HK$48.62B
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$48.62B
Less: gross interest-bearing debt HK$35.25M
Add: cash and equivalents HK$27.06B
Add: affiliate investments HK$0.00
Less: minority interests HK$6.59B
Indicated common equity value HK$69.05B

Step 7 — Calculate Indicative Value Per Share

Per-share output Value
Shares used 1,378,549,288.00
Share-count basis reported diluted weighted-average shares
Current market price HK$25.76
DCF indicative value per share HK$50.09
Indicative value vs. market price 94.45%

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 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 17:07:58.652307 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 -38.91% -36.77%
Adjusted R² 0.08 0.07
Annualised residual volatility 40.69% 40.53%
Factor loading (t-statistic) FF3 FF5
Market excess return (Mkt-RF) 0.79 (3.41) 0.79 (3.16)
Size (SMB) 0.66 (1.94) 0.58 (1.37)
Value (HML) -0.06 (-0.18) -0.24 (-0.67)
Profitability (RMW) NM -0.58 (-1.28)
Investment (CMA) NM 0.01 (0.02)

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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