Seven proprietary actuarial signals. 206 companies tracked. Published monthly from December 2026.
A note on cadence
Beginning Tuesday, December 1, 2026, the Index will publish on the first Tuesday of each month, alongside our upcoming monthly publication.
AI exposure accrues over months, not days. A monthly reading gives each edition a fuller body of verified incidents and a steadier signal, on the cadence that underwriters and risk leaders already plan around.
The weekly series, January 5 through October 12, 2026, remains in the public record unchanged. The weeks of October 18 through November 1 mark the transition to the new cadence, in which no additional readings were published, and the series continues forward without reconstruction. The first monthly edition, covering November 2026, publishes December 1.
The ASI Market Index measures projected loss exposure through seven actuarial signals. The methodology transitioned from market momentum (V2) to actuarial modeling (V3) in Week 13.
Our analysts classify every market event across seven proprietary signal dimensions — surfacing the patterns that shape the composite score, before the market feels them.
Ten proprietary taxonomy categories rated by activity density, funding concentration, and strategic movement. Our analysts assess each category weekly.
Tracking every dollar flowing into the AI security ecosystem. The pace of investment tells us where the market is heading before product launches or press releases.
| Company | Amount | Round | Category |
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Curated signals from our intelligence pipeline — acquisitions, funding rounds, regulatory actions, product launches, and executive moves, each tagged by category and impact severity.
Our methodology is transparent by design. We believe confidence in the index comes from understanding how the score is built — not from obscuring it.
Signals are weighted by recency. Events from 0–4 weeks carry full weight. 4–8 weeks carry 0.7×. 8–12 weeks carry 0.4×. This ensures the index reflects current conditions while maintaining historical context.
Proprietary Actuarial Intelligence. The ASI Market Index v3 methodology, seven-signal scoring framework, actuarial weighting system, and cross-standard correlations are proprietary intellectual property of AI Security Intelligence. The index is computed from five base actuarial signals (VSS, TSS, BEL, SCDM, TMS) modulated by an insurance readiness discount (AIRS) and a regulatory pressure multiplier (RPS). This represents a shift from market momentum modeling to loss exposure quantification — the only index of its kind for the AI security market.
The ASI Market Index is published alongside our Weekly Briefing — delivering the composite score, seven-signal breakdowns, actuarial methodology updates, and the intelligence that moved the market, directly to your inbox.
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