Asymmetric Beta Dashboard

± is the half-width of the 95% confidence interval: up beta 1.242 ±0.221 means the estimate is 1.242 and the interval runs 1.021 to 1.463. A wide interval is a beta estimated from few observations — the number is still shown, because withholding it tells the reader less than showing it with its precision. Tail beta is beta measured only on days the benchmark fell by more than one standard deviation. It is published where at least 20 such days fall inside the window, which in practice means the 2y and 1y lookbacks; shorter windows show “-” because the sample does not support an estimate rather than because the security has no tail behaviour.