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Fair Value Measurements (Tables) | 12 Months Ended
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Mar. 31, 2021
Fair Value Disclosures [Abstract] |
Schedule of fair value of financial liabilities are measured at fair value on a recurring basis |
|  | March 31, 2021 |
|  | Fair |  |  | Hierarchy Level |
|  | Value |  |  | Level 1 |  |  | Level 2 |  |  | Level 3 |
Liabilities: |  |  |  |  |  |  |  |  |  |  |  |
Contingent consideration liability from PodcastOne acquisition |  | $ | 2,423 |  |  | $ | - |  |  | $ | - |  |  | $ | 2,423 |
Contingent consideration liability from CPS acquisition |  |  | 2,513 |  |  |  | - |  |  |  | - |  |  |  | 2,513 |
Bifurcated embedded derivative on senior secured convertible notes payable |  |  | 118 |  |  |  | - |  |  |  | - |  |  |  | 118 |
Bifurcated embedded derivative on unsecured convertible note payable |  |  | 13 |  |  |  | - |  |  |  | - |  |  |  | 13 |
|  | $ | 5,067 |  |  | $ | - |  |  | $ | - |  |  | $ | 5,067 |
|  | March 31, 2020 |
|  | Fair |  |  | Hierarchy Level |
|  | Value |  |  | Level 1 |  |  | Level 2 |  |  | Level 3 |
Liabilities: |  |  |  |  |  |  |  |  |  |  |  |
Bifurcated embedded derivative on senior secured convertible debentures |  | $ | 524 |  |  | $ | - |  |  | $ | - |  |  | $ | 524 |
Bifurcated embedded derivative on unsecured convertible note payable |  |  | 141 |  |  |  | - |  |  |  | - |  |  |  | 141 |
|  | $ | 665 |  |  | $ | - |  |  | $ | - |  |  | $ | 665 |
Schedule of financial liabilities |
|  | Amount |
Balance as of April 1, 2019 |  | $ | 586 |
Additions - unsecured convertible note payable |  |  | 65 |
Total fair value adjustments reported in earnings |  |  | 14 |
Balance as of March 31, 2020 |  |  | 665 |
Initial measurement of contingent consideration from PodcastOne acquisition on July 1, 2020 |  |  | 1,100 |
Initial measurement of contingent consideration from CPS acquisition on December 22, 2020 |  |  | 1,654 |
Initial measurement of embedded derivatives on senior secured convertible notes issued on September 15, 2020 |  |  | 671 |
Total fair value adjustments reported in earnings |  |  | 977 |
Balance as of March 31, 2021 |  | $ | 5,067 |
Schedule of derivatives on senior secured convertible debentures |
|  | March 31, |  |  | March 31, |
|  | 2021 |  |  | 2020 |
Bifurcated embedded derivative on senior secured convertible debentures Market yield |  |  | - |  |  |  | 27.4 | %
Bifurcated embedded derivative on senior secured convertible notes payable Market yield |  |  | 17.0 | % |  |  | - |
Bifurcated embedded derivative on unsecured convertible note payable Market yield |  |  | 26.5 | % |  |  | 43.9 | %
Schedule of fair value measurement option for financial assets or liabilities |
|  | March 31, 2021 |
|  | Carrying |  |  | Hierarchy Level |
|  | Value |  |  | Level 1 |  |  | Level 2 |  |  | Level 3 |
Liabilities: |  |  |  |  |  |  |  |  |  |  |  |
Senior secured convertible notes payable, net |  |  | 13,047 |  |  |  | - |  |  |  | - |  |  |  | 20,228 |
Unsecured convertible notes payable related party, net |  |  | 5,501 |  |  |  | - |  |  |  | - |  |  |  | 9,216 |
Unsecured convertible note payable |  |  | 1,976 |  |  |  | - |  |  |  | - |  |  |  | 2,167 |
|  | March 31, 2020 |
|  | Carrying |  |  | Hierarchy Level |
|  | Value |  |  | Level 1 |  |  | Level 2 |  |  | Level 3 |
Liabilities: |  |  |  |  |  |  |  |  |  |  |  |
Senior secured convertible debentures, net |  |  | 8,701 |  |  |  | - |  |  |  | - |  |  |  | 9,254 |
Unsecured convertible notes payable, net |  |  | 5,114 |  |  |  | - |  |  |  | - |  |  |  | 4,451 |
Unsecured convertible note payable |  |  | 1,539 |  |  |  | - |  |  |  | - |  |  |  | 1,338 |
Schedule of fair value of each of the debentures and unsecured convertible |
|  | Year Ended March 31, |
|  | 2021 |  |  | 2020 |
Senior secured convertible debentures, net (binomial lattice model): |  |  |  |  |  |
Market yield |  |  | - |  |  |  | 27.4 | %
Senior secured convertible notes payable, net (binomial lattice model): |  |  |  |  |  |  |  |
Market yield |  |  | 17.0 | % |  |  | - |
Unsecured convertible notes payable related party, net (yield model with a Black-Scholes-Merton option pricing model): |  |  |  |  |  |  |  |
Market yield |  |  | 23.0 | % |  |  | 41.6 | %
Unsecured convertible note payable (yield model with a Black-Scholes-Merton option pricing model): |  |  |  |  |  |  |  |
Market yield |  |  | 26.5 | % |  |  | 43.9 | %

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