NOTE CFAIR VALUES OF FINANCIAL INSTRUMENTS

 

Cash and cash equivalents, accounts receivable, due from factor, accounts payable and accrued liabilities are carried at, or approximate, fair value because of their short-term nature. The carrying value of the Company’s notes and loan payables approximated fair value as the interest rates related to the financial instruments approximated market.

Warrants were valued using the Black-Scholes model. The volatility for warrants were based on the five-year term of the warrants. We also substituted the Bloomberg one year volatility resulting in approximately $10,000 less in the sensitivity analysis. 

 

Historical Timeline

Fiscal YearFiled
2024Apr 23, 2025Showing above
2023Jun 5, 2024
2022Jun 1, 2023
2021Apr 1, 2022
2020Mar 29, 2021
2019May 14, 2020
2018Apr 1, 2019
2017Apr 2, 2018
2016Mar 31, 2017
2015Mar 30, 2016

About Fair Value Disclosures

Fair value disclosures classify all assets and liabilities measured at fair value into a three-level hierarchy: Level 1 (quoted market prices), Level 2 (observable inputs like yield curves), and Level 3 (unobservable inputs requiring management estimates). The proportion of Level 3 assets directly reflects how much of the balance sheet depends on internal models rather than market evidence.

Key signals: a growing Level 3 balance relative to total fair-value assets increases valuation uncertainty and earnings volatility risk. Watch for transfers between levels — assets moving from Level 2 to Level 3 often signal deteriorating market liquidity. Unrealized gains and losses on Level 3 positions flow through earnings or other comprehensive income, so large swings deserve scrutiny. For financial institutions, examine the sensitivity disclosures that show how Level 3 valuations change under alternative assumptions. Compare the fair value of debt against its carrying amount to gauge hidden leverage.