FX Beta Valuations

OLS peer-beta fair-value model for 25 currencies — spot vs. model-implied level
Data: Yahoo Finance · Top-6 peer regressors by R² · Last observation: 2026-05-06 · Generated: 2026-05-07
Rich vs model3
Cheap vs model7
Near fair value15
Median deviation-0.2%
Training window:
Model fit on selected pre-crisis window · projected out-of-sample · top-6 peer betas by R²
Rankings
Single Currency
Convention: EM currencies (BRL, MXN, etc.) quoted as CCY per USD — positive deviation means the CCY is weaker than model implies. EUR, GBP, AUD, NZD quoted as USD per CCY — positive deviation means the CCY is stronger than model implies. Deviation = (actual − model) / actual × 100.
Current Deviation vs Fair Value — All Currencies
Red = rich (above 90th percentile band) · Blue = cheap (below 10th percentile) · Grey = within range · Click a bar to open in Single Currency