FFIE Faraday Futu...
Fundamental Data
Get detailed Fundamental insights of Faraday Future Intelligent Electric 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 | 0.69 | Beta | - |
| EPS | undefined | PE | undefined |
Worst 10 Drawdowns of FFIE
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| Feb 2, 2021 | May 17, 2024 | -100.00% | 1201 |
| Oct 1, 2020 | Dec 2, 2020 | -66.94% | 63 |
| Sep 8, 2020 | Sep 8, 2020 | -66.67% | 1 |
| Jan 12, 2021 | Jan 25, 2021 | -7.25% | 14 |
| Jan 27, 2021 | Jan 27, 2021 | -1.74% | 1 |
| Jan 5, 2021 | Jan 7, 2021 | -0.60% | 3 |
| Sep 15, 2020 | Sep 17, 2020 | -0.41% | 3 |
| Dec 24, 2020 | Dec 31, 2020 | -0.40% | 8 |
| Dec 4, 2020 | Dec 7, 2020 | -0.30% | 4 |
| Sep 11, 2020 | Sep 11, 2020 | -0.21% | 1 |
FFIE vs. S&P500
Comparison of company stats against the S&P500 Index.
Time Period between September 3, 2020 - May 17, 2024Annual Return (%)
FFIE
S&P500
Metric FFIE S&P500
| Cumulative Return | -99.96% | 48.02 % |
| Compound Annual Growth Rate (CAGR) | -76.27% | 7.58% |
| Sharpe | 0.29 | 0.70 |
| Sortino | 0.81 | 1.00 |
| Max Drawdown | -100% | -25.36% |
| Longest Drawdown Days | 1201 | 745 |
| Volatility (ann.) | 324.89% | 17.23% |
| Correlation | 10.98% | - |
| R^2 | 0.01 | - |
| Calmar | -0.76 | 0.3 |
| Skew | 9.86 | -0.21 |
| Kurtosis | 143.75 | 1.61 |
| Expected Daily | -0.82% | 0.04% |
| Expected Monthly | -15.76% | 0.88% |
| Expected Yearly | -78.64% | 8.16% |
| Kelly Criterion | 5.93% | 11.66% |
| Risk of Ruin | 0% | 0% |
| Daily Value-at-Risk | -33.29% | -1.74% |
| Expected Shortfall (cVaR) | -33.29% | -1.74% |
| Max Consecutive Wins | 7 | 10 |
| Max Consecutive Losses | 12 | 6 |
| Gain/Pain Ratio | 0.10 | 0.13 |
| Gain/Pain (1M) | 0.31 | 0.58 |
| Payoff Ratio | 1.61 | 1.15 |
| Profit Factor | 1.10 | 1.13 |
| Outlier Win Ratio | 2.79 | 31.57 |
| Outlier Loss Ratio | 2.30 | 18.34 |
| MTD | 2235.60% | 5.47% |
| 3M | 266.42% | 5.99% |
| 6M | -34.39% | 17.60% |
| YTD | 48.69% | 11.39% |
| 1Y | -98.28% | 29.06% |
| 3Y (ann.) | -84.95% | 5.51% |
| Best Day | 367.54% | 5.50% |
| Worst Day | -66.67% | -4.35% |
| Best Month | 2235.60% | 10.88% |
| Worst Month | -82.33% | -9.62% |
| Best Year | 48.69% | 27.04% |
| Worst Year | -99.01% | -19.48% |
| Avg. Drawdown | -18.84% | -1.83% |
| Avg. Drawdown Days | 101 | 20 |
| Recovery Factor | 3.50 | 1.76 |
| Ulcer Index | 0.79 | 0.10 |
| Avg. Up Month | 287.41% | 3.60% |
| Avg. Down Month | -35.16% | -4.73% |
| Win Days | 42.01% | 52.69% |
| Win Month | 26.67% | 62.22% |
| Win Quarter | 37.50% | 68.75% |
| Win Year | 40.00% | 80.00% |