CSSE Chicken Soup...
Fundamental Data
Get detailed Fundamental insights of Chicken Soup for Soul Entertainment Inc. and compare it to the S&P500.
| 1-Day Range | undefined undefined |
| 1-Year Range | undefined undefined |
Company Stats
| Market Cap | $0 | Volume | 0 |
| Price | $undefined | Prev. Close | $undefined |
| Alpha | -0.16 | Beta | - |
| EPS | undefined | PE | undefined |
Worst 10 Drawdowns of CSSE
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| Jun 29, 2021 | May 16, 2024 | -99.70% | 1053 |
| Apr 1, 2019 | Aug 19, 2020 | -59.47% | 507 |
| Aug 24, 2017 | Mar 28, 2019 | -43.38% | 582 |
| Feb 16, 2021 | Apr 9, 2021 | -27.94% | 53 |
| Apr 16, 2021 | May 19, 2021 | -19.58% | 34 |
| Aug 31, 2020 | Oct 6, 2020 | -19.55% | 37 |
| May 24, 2021 | Jun 18, 2021 | -18.15% | 26 |
| Oct 8, 2020 | Nov 25, 2020 | -17.90% | 49 |
| Jan 20, 2021 | Feb 1, 2021 | -15.51% | 13 |
| Dec 16, 2020 | Dec 22, 2020 | -8.53% | 7 |
CSSE vs. S&P500
Comparison of company stats against the S&P500 Index.
Time Period between August 21, 2017 - May 16, 2024Annual Return (%)
CSSE
S&P500
Metric CSSE S&P500
| Cumulative Return | -96.45% | 117.83 % |
| Compound Annual Growth Rate (CAGR) | -28.96% | 8.3% |
| Sharpe | -0.03 | 0.69 |
| Sortino | -0.06 | 0.96 |
| Max Drawdown | -99.7% | -34.1% |
| Longest Drawdown Days | 1053 | 745 |
| Volatility (ann.) | 107.09% | 19.54% |
| Correlation | 17.29% | - |
| R^2 | 0.03 | - |
| Calmar | -0.29 | 0.24 |
| Skew | 11.02 | -0.56 |
| Kurtosis | 298.27 | 11.98 |
| Expected Daily | -0.2% | 0.05% |
| Expected Monthly | -3.99% | 0.95% |
| Expected Yearly | -34.12% | 10.22% |
| Kelly Criterion | -6.84% | 4.84% |
| Risk of Ruin | 0% | 0% |
| Daily Value-at-Risk | -11.11% | -1.97% |
| Expected Shortfall (cVaR) | -11.11% | -1.97% |
| Max Consecutive Wins | 13 | 10 |
| Max Consecutive Losses | 11 | 8 |
| Gain/Pain Ratio | -0.01 | 0.14 |
| Gain/Pain (1M) | -0.03 | 0.74 |
| Payoff Ratio | 0.94 | 0.90 |
| Profit Factor | 0.99 | 1.14 |
| Outlier Win Ratio | 2.51 | 11.14 |
| Outlier Loss Ratio | 2.26 | 9.29 |
| MTD | 16.67% | 5.32% |
| 3M | 72.61% | 5.31% |
| 6M | 21.59% | 17.57% |
| YTD | 49.64% | 11.23% |
| 1Y | -79.35% | 28.01% |
| 3Y (ann.) | -67.07% | 5.33% |
| Best Day | 179.25% | 9.06% |
| Worst Day | -47.33% | -10.94% |
| Best Month | 79.92% | 12.70% |
| Worst Month | -65.92% | -13.00% |
| Best Year | 149.87% | 28.79% |
| Worst Year | -95.71% | -19.48% |
| Avg. Drawdown | -20.15% | -1.97% |
| Avg. Drawdown Days | 133 | 21 |
| Recovery Factor | 0.25 | 2.66 |
| Ulcer Index | 0.59 | 0.09 |
| Avg. Up Month | 17.33% | 4.36% |
| Avg. Down Month | -17.17% | -4.92% |
| Win Days | 48.21% | 55.02% |
| Win Month | 42.68% | 68.29% |
| Win Quarter | 39.29% | 75.00% |
| Win Year | 37.50% | 75.00% |