MDA Space Ltd. (NYSE: MDA), an SEC filer in Guided Missiles & Space Vehicles & Parts, closed at $30.36, +2.6%, on 2026-08-27. Institutional ownership, earnings history and filed financials are on the tabs below.
From 106 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 69.01% | Sharpe | 0.29 |
| Sortino | 0.42 |
Only 5 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −33.29% | Ulcer Index | 17.56 |
| MTD | 0.36% | QTD | −26.45% |
| YTD | −1.43% | Window return | −1.43% |
| Skewness | −0.16 | Excess Kurtosis | −0.27 |
| Omega (θ=0) | 1.05 | Tail Ratio | 1.09 |
| Gain/Pain | 0.05 | Hit Rate | 49.06% |
| Win/Loss | 1.07 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.47% | -10.31% | -7.07% | -10.03% |
| CVaR (ES) | -9.03% | -11.47% | -8.89% | -11.51% |
| VaR (Cornish-Fisher) | — | — | -7.29% | -10.24% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -33.29% | 2026-05-22 | 2026-07-29 | ongoing | 35 | — |
| -29.86% | 2026-03-18 | 2026-03-30 | 2026-04-15 | 8 | 11 |
| -18.05% | 2026-04-16 | 2026-04-29 | 2026-05-11 | 9 | 8 |
| -3.49% | 2026-05-14 | 2026-05-15 | 2026-05-18 | 1 | 1 |
| -2.63% | 2026-03-12 | 2026-03-13 | 2026-03-16 | 1 | 1 |
| -2.28% | 2026-05-18 | 2026-05-19 | 2026-05-20 | 1 | 1 |
Worst depth first · lengths in trading days.
