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HK Equities · Finance research note

HKEX 9922 - Jiumaojiu International 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.) N/A
Risk / Std Dev (Ann.) N/A

Price Snapshot:

Metric Value
Last Price 1.690 HKD
Day Change -0.060 (-3.55%)

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$5.23B HK$6.07B
Net income Reported net income HK$58.20M HK$55.81M
Total assets Year-end reported balance HK$5.82B HK$6.49B
Shareholders’ equity Year-end reported balance HK$3.22B HK$3.15B
Net margin Net income ÷ revenue 1.11% 0.92%
Asset turnover Revenue ÷ total assets 0.8987x 0.9360x
Equity multiplier Total assets ÷ shareholders’ equity 1.8086x 2.0588x
ROE Net margin × asset turnover × equity multiplier 1.81% 1.77%

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$5.23B
Prior annual revenue HK$6.07B
EBIT HK$172.54M
Tax rate 30.43%
NOPAT = EBIT × (1 − tax rate) HK$120.04M
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$120.04M
Add: depreciation & amortisation HK$770.80M
Less: capital expenditure -HK$370.22M
Less/(add): working-capital cash-flow movement HK$86.25M
Current unlevered FCFF HK$606.86M

Explicit FCFF forecast

Forecast year Revenue growth NOPAT D&A Capex Change in NWC FCFF Present value
1 -10.00% HK$108.03M HK$693.72M -HK$333.19M HK$77.62M HK$546.18M HK$530.59M
2 -6.88% HK$100.60M HK$646.03M -HK$394.22M HK$72.28M HK$424.69M HK$389.35M
3 -3.75% HK$96.83M HK$621.80M -HK$460.23M HK$69.57M HK$327.98M HK$283.76M
4 -0.63% HK$96.23M HK$617.91M -HK$537.63M HK$69.14M HK$245.65M HK$200.57M
5 2.50% HK$98.63M HK$633.36M -HK$633.36M HK$70.87M HK$169.50M HK$130.61M

Step 3 — Determine the Discount Rate (WACC)

WACC input Value
Risk-free rate 4.71%
Equity risk premium assumption 5.50%
Beta 0.86
Cost of equity 9.42%
Pre-tax cost of debt 4.44%
WACC 5.96%
WACC validation requires assumption review

Step 4 — Estimate Terminal Value

Terminal-value input Value
Perpetuity growth rate 2.50%
Terminal value HK$5.02B
Implied terminal EV / EBITDA 6.47x
Terminal value as % of enterprise value 70.98%

Step 5 — Discount Cash Flows to Enterprise Value

Enterprise-value component Value
Present value of explicit FCFF HK$1.53B
Present value of terminal value HK$3.75B
Indicated enterprise value HK$5.29B
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$5.29B
Less: gross interest-bearing debt HK$1.90B
Add: cash and equivalents HK$1.11B
Add: affiliate investments HK$0.00
Less: minority interests -HK$2.69M
Indicated common equity value HK$4.50B

Step 7 — Calculate Indicative Value Per Share

Per-share output Value
Shares used 1,396,308,796.00
Share-count basis reported diluted weighted-average shares
Current market price HK$1.19
DCF indicative value per share HK$3.23
Indicative value vs. market price 172.16%

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 17:19:24.868904 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 -68.59% -68.44%
Adjusted R² 0.14 0.15
Annualised residual volatility 38.08% 37.78%
Factor loading (t-statistic) FF3 FF5
Market excess return (Mkt-RF) 1.29 (5.93) 1.39 (5.95)
Size (SMB) 0.37 (1.15) 0.56 (1.41)
Value (HML) 0.72 (2.39) 0.46 (1.39)
Profitability (RMW) NM -0.57 (-1.33)
Investment (CMA) NM 0.57 (1.19)

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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