SINT Sintx Techno...
Fundamental Data
Get detailed Fundamental insights of Sintx Technologies 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 | 0.43 | Beta | - |
| EPS | undefined | PE | undefined |
Worst 10 Drawdowns of SINT
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| Jan 6, 2015 | May 17, 2024 | -100.00% | 3420 |
SINT vs. S&P500
Comparison of company stats against the S&P500 Index.
Time Period between January 5, 2015 - May 17, 2024Annual Return (%)
SINT
S&P500
Metric SINT S&P500
| Cumulative Return | -100% | 157.73 % |
| Compound Annual Growth Rate (CAGR) | -61.74% | 7.23% |
| Sharpe | 0.13 | 0.65 |
| Sortino | 0.59 | 0.91 |
| Max Drawdown | -100% | -34.1% |
| Longest Drawdown Days | 3420 | 745 |
| Volatility (ann.) | 386.2% | 17.95% |
| Correlation | 2.87% | - |
| R^2 | 0 | - |
| Calmar | -0.62 | 0.21 |
| Skew | 37.58 | -0.55 |
| Kurtosis | 1653.57 | 12.55 |
| Expected Daily | -0.55% | 0.04% |
| Expected Monthly | -10.9% | 0.84% |
| Expected Yearly | -72.86% | 9.93% |
| Kelly Criterion | -6.89% | 7.84% |
| Risk of Ruin | 0% | 0% |
| Daily Value-at-Risk | -39.82% | -1.81% |
| Expected Shortfall (cVaR) | -39.82% | -1.81% |
| Max Consecutive Wins | 8 | 10 |
| Max Consecutive Losses | 12 | 8 |
| Gain/Pain Ratio | 0.07 | 0.13 |
| Gain/Pain (1M) | 0.26 | 0.74 |
| Payoff Ratio | 1.18 | 0.99 |
| Profit Factor | 1.07 | 1.13 |
| Outlier Win Ratio | 2.29 | 20.41 |
| Outlier Loss Ratio | 2.44 | 16.02 |
| MTD | 87.22% | 5.47% |
| 3M | -41.22% | 5.99% |
| 6M | -80.05% | 17.60% |
| YTD | -77.71% | 11.39% |
| 1Y | -94.26% | 29.06% |
| 3Y (ann.) | -83.00% | 5.51% |
| Best Day | 1080.65% | 9.06% |
| Worst Day | -52.70% | -10.94% |
| Best Month | 793.33% | 12.70% |
| Worst Month | -69.38% | -13.00% |
| Best Year | 419.05% | 28.79% |
| Worst Year | -96.06% | -19.48% |
| Avg. Drawdown | -100.00% | -1.81% |
| Avg. Drawdown Days | 3420 | 22 |
| Recovery Factor | 4.73 | 3.22 |
| Ulcer Index | 0.94 | 0.08 |
| Avg. Up Month | 55.88% | 4.18% |
| Avg. Down Month | -25.07% | -4.55% |
| Win Days | 42.11% | 54.06% |
| Win Month | 30.97% | 66.37% |
| Win Quarter | 21.05% | 76.32% |
| Win Year | 20.00% | 70.00% |