Yes, you can make it yourself! Never buy the canned (possibly with BPA in the lining) coconut milk with icky additives again. And save money. All you need is some shredded coconut, water, blender, a strainer and cheese cloth (or a kitchen towel or an old cloth diaper or a nut milk bag).
Home made coconut milk
1 cup shredded coconut
2 cups water
(amounts are not so crucial)
Follow these steps to make your own creamy and additive free coconut milk:
1. Boil some water. Turn it off just when it is about to boil.
2. Put the coconut in a blender and add the water. Let sit for a few minutes.
3. Put the lid on and - carefully, it is hot! - blend for a few minutes or as long as needed so it seems like there are no more solid parts and it looks creamy.
4. Strain it through a cheese cloth in a strainer. Squeeze the last part to get all the liquid through the cloth. That's it! Store in the fridge. It will separate so shake before using. Use for homemade icecreams or make your own coconut milk kefir. If you make kefir, make sure to blend and strain well, otherwise the solid parts sometimes become a mass of coconut on the top of the kefir and the kefir grains get stuck in there and you'll loose it while trying to dig them out (speaking from experience as you can tell).