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HK Equities · Finance research note

HKEX 8447 - MS Concept 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.) 82.78%
Risk / Std Dev (Ann.) 76.54%

Price Snapshot:

Metric Value
Last Price 0.084 HKD
Day Change 0.000 (+0.00%)

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 FY2026 FY2025
Revenue Reported revenue HK$235.92M HK$253.47M
Net income Reported net income HK$4.08M HK$-17.20M
Total assets Year-end reported balance HK$90.42M HK$91.56M
Shareholders’ equity Year-end reported balance HK$14.98M HK$10.90M
Net margin Net income ÷ revenue 1.73% -6.79%
Asset turnover Revenue ÷ total assets 2.6092x 2.7684x
Equity multiplier Total assets ÷ shareholders’ equity 6.0342x 8.3989x
ROE Net margin × asset turnover × equity multiplier 27.25% -157.78%

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$235.92M
Prior annual revenue HK$253.47M
EBIT HK$8.11M
Tax rate 12.94%
NOPAT = EBIT × (1 − tax rate) HK$7.06M
Forecast start-growth basis -6.92%
Forecast policy latest reported annual revenue growth, bounded to -10.00% / 15.00%

Step 2 — Calculate FCFF

Current FCFF building block Value
NOPAT HK$7.06M
Add: depreciation & amortisation HK$27.16M
Less: capital expenditure -HK$1.80M
Less/(add): working-capital cash-flow movement -HK$1.04M
Current unlevered FCFF HK$31.38M

Explicit FCFF forecast

Forecast year Revenue growth NOPAT D&A Capex Change in NWC FCFF Present value
1 -6.92% HK$6.57M HK$25.28M -HK$1.67M -HK$967,986.81 HK$29.21M HK$28.31M
2 -4.57% HK$6.27M HK$24.12M -HK$7.23M -HK$923,766.66 HK$22.24M HK$20.25M
3 -2.21% HK$6.13M HK$23.59M -HK$12.58M -HK$903,331.35 HK$16.24M HK$13.89M
4 0.14% HK$6.14M HK$23.62M -HK$18.11M -HK$904,631.36 HK$10.75M HK$8.64M
5 2.50% HK$6.29M HK$24.22M -HK$24.22M -HK$927,247.15 HK$5.36M HK$4.05M

Step 3 — Determine the Discount Rate (WACC)

WACC input Value
Risk-free rate 4.71%
Equity risk premium assumption 5.50%
Beta 0.40
Cost of equity 6.92%
Pre-tax cost of debt 6.76%
WACC 6.45%
WACC validation requires assumption review

Step 4 — Estimate Terminal Value

Terminal-value input Value
Perpetuity growth rate 2.50%
Terminal value HK$139.31M
Implied terminal EV / EBITDA 4.43x
Terminal value as % of enterprise value 57.57%

Step 5 — Discount Cash Flows to Enterprise Value

Enterprise-value component Value
Present value of explicit FCFF HK$75.14M
Present value of terminal value HK$101.93M
Indicated enterprise value HK$177.07M
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$177.07M
Less: gross interest-bearing debt HK$48.45M
Add: cash and equivalents HK$19.58M
Add: affiliate investments HK$0.00
Less: minority interests HK$0.00
Indicated common equity value HK$148.20M

Step 7 — Calculate Indicative Value Per Share

Per-share output Value
Shares used 1,000,000,000.00
Share-count basis reported diluted weighted-average shares
Current market price HK$0.06
DCF indicative value per share HK$0.15
Indicative value vs. market price 155.53%

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% 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 17:13:59.905149 UTC; latest reported fiscal period: 2026-03-31 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 60.70% 42.74%
Adjusted R² -0.01 -0.01
Annualised residual volatility 91.71% 91.25%
Factor loading (t-statistic) FF3 FF5
Market excess return (Mkt-RF) 0.31 (0.59) 0.58 (1.04)
Size (SMB) 0.68 (0.89) 1.50 (1.56)
Value (HML) -0.14 (-0.20) -0.16 (-0.19)
Profitability (RMW) NM 0.70 (0.68)
Investment (CMA) NM 1.50 (1.30)

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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