2x Long's market value is the price at which a share of 2x Long trades on a public exchange. It measures the collective expectations of 2x Long Berkshire investors about its performance. 2x Long is selling for under 8.21 as of the 15th of January 2026; that is 0.12 percent increase since the beginning of the trading day. The etf's lowest day price was 8.17. With this module, you can estimate the performance of a buy and hold strategy of 2x Long Berkshire and determine expected loss or profit from investing in 2x Long over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in employment.
Symbol
2BRK
2x Long 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to 2x Long's etf what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of 2x Long.
0.00
12/16/2025
No Change 0.00
0.0
In 31 days
01/15/2026
0.00
If you would invest 0.00 in 2x Long on December 16, 2025 and sell it all today you would earn a total of 0.00 from holding 2x Long Berkshire or generate 0.0% return on investment in 2x Long over 30 days.
2x Long Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure 2x Long's etf current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess 2x Long Berkshire upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for 2x Long's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 2x Long's standard deviation. In reality, there are many statistical measures that can use 2x Long historical prices to predict the future 2x Long's volatility.
2x Long Berkshire retains Efficiency (Sharpe Ratio) of close to zero, which signifies that the etf had a close to zero % return per unit of price deviation over the last 3 months. 2x Long exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 2x Long's Market Risk Adjusted Performance of 0.0033, coefficient of variation of 19788.5, and Standard Deviation of 1.69 to double-check the risk estimate we provide. The etf owns a Beta (Systematic Risk) of 0.21, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 2x Long's returns are expected to increase less than the market. However, during the bear market, the loss of holding 2x Long is expected to be smaller as well.
Auto-correlation
0.31
Below average predictability
2x Long Berkshire has below average predictability. Overlapping area represents the amount of predictability between 2x Long time series from 16th of December 2025 to 31st of December 2025 and 31st of December 2025 to 15th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of 2x Long Berkshire price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current 2x Long price fluctuation can be explain by its past prices.
Correlation Coefficient
0.31
Spearman Rank Test
0.5
Residual Average
0.0
Price Variance
0.01
2x Long Berkshire lagged returns against current returns
Autocorrelation, which is 2x Long etf's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting 2x Long's etf expected returns. We can calculate the autocorrelation of 2x Long returns to help us make a trade decision. For example, suppose you find that 2x Long has exhibited high autocorrelation historically, and you observe that the etf is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values
Timeline
2x Long regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If 2x Long etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 2x Long etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 2x Long etf over time.
Current vs Lagged Prices
Timeline
2x Long Lagged Returns
When evaluating 2x Long's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 2x Long etf have on its future price. 2x Long autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, 2x Long autocorrelation shows the relationship between 2x Long etf current value and its past values and can show if there is a momentum factor associated with investing in 2x Long Berkshire.
Regressed Prices
Timeline
Thematic Opportunities
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