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HK Equities · Finance research note

HKEX 8512 - Hyfusin Group 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.) 31.50%
Risk / Std Dev (Ann.) 47.64%

Price Snapshot:

Metric Value
Last Price 0.320 HKD
Day Change +0.005 (+1.56%)

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$898.11M HK$909.45M
Net income Reported net income HK$101.47M HK$171.43M
Total assets Year-end reported balance HK$861.15M HK$796.79M
Shareholders’ equity Year-end reported balance HK$748.46M HK$646.97M
Net margin Net income ÷ revenue 11.30% 18.85%
Asset turnover Revenue ÷ total assets 1.0429x 1.1414x
Equity multiplier Total assets ÷ shareholders’ equity 1.1506x 1.2316x
ROE Net margin × asset turnover × equity multiplier 13.56% 26.50%

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$898.11M
Prior annual revenue HK$909.45M
EBIT HK$135.50M
Tax rate 18.51%
NOPAT = EBIT × (1 − tax rate) HK$110.42M
Forecast start-growth basis -1.25%
Forecast policy latest reported annual revenue growth, bounded to -10.00% / 15.00%

Step 2 — Calculate FCFF

Current FCFF building block Value
NOPAT HK$110.42M
Add: depreciation & amortisation HK$24.92M
Less: capital expenditure -HK$61.27M
Less/(add): working-capital cash-flow movement HK$59.79M
Current unlevered FCFF HK$133.87M

Explicit FCFF forecast

Forecast year Revenue growth NOPAT D&A Capex Change in NWC FCFF Present value
1 -1.25% HK$109.04M HK$24.61M -HK$60.50M HK$59.05M HK$132.20M HK$128.11M
2 -0.31% HK$108.71M HK$24.53M -HK$51.37M HK$58.87M HK$140.73M HK$128.08M
3 0.63% HK$109.39M HK$24.69M -HK$42.69M HK$59.23M HK$150.62M HK$128.73M
4 1.56% HK$111.10M HK$25.07M -HK$34.22M HK$60.16M HK$162.11M HK$130.12M
5 2.50% HK$113.87M HK$25.70M -HK$25.70M HK$61.66M HK$175.54M HK$132.31M

Step 3 — Determine the Discount Rate (WACC)

WACC input Value
Risk-free rate 4.71%
Equity risk premium assumption 5.50%
Beta 0.32
Cost of equity 6.49%
Pre-tax cost of debt 7.71%
WACC 6.48%
WACC validation requires assumption review

Step 4 — Estimate Terminal Value

Terminal-value input Value
Perpetuity growth rate 2.50%
Terminal value HK$4.52B
Implied terminal EV / EBITDA 27.30x
Terminal value as % of enterprise value 83.60%

Step 5 — Discount Cash Flows to Enterprise Value

Enterprise-value component Value
Present value of explicit FCFF HK$647.35M
Present value of terminal value HK$3.30B
Indicated enterprise value HK$3.95B
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$3.95B
Less: gross interest-bearing debt HK$12.23M
Add: cash and equivalents HK$405.64M
Add: affiliate investments HK$0.00
Less: minority interests HK$0.00
Indicated common equity value HK$4.34B

Step 7 — Calculate Indicative Value Per Share

Per-share output Value
Shares used 918,500,000.00
Share-count basis reported shares outstanding; option/RSU dilution data not separately available
Current market price HK$0.36
DCF indicative value per share HK$4.73
Indicative value vs. market price 1,212.62%

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 17:16:18.565732 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 44.70% 44.61%
Adjusted R² 0.07 0.06
Annualised residual volatility 44.79% 44.78%
Factor loading (t-statistic) FF3 FF5
Market excess return (Mkt-RF) 0.62 (2.41) 0.60 (2.17)
Size (SMB) 0.97 (2.58) 0.94 (1.98)
Value (HML) -0.20 (-0.55) -0.16 (-0.39)
Profitability (RMW) NM 0.09 (0.17)
Investment (CMA) NM -0.09 (-0.16)

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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