Momentum

A lista abaixo contém os ativos mais líquidos da bolsa brasileira ranqueados por momentum. O momentum pode ser calculado utilizando-se uma regressão linear ou exponencial, em diferentes períodos.

O momentum representa a variação anual da ação (em R$ na regressão linear ou em % na exponencial) caso mantivesse a mesma angulação no período (coeficiente de regressão). É importante notar que esse número é apenas um proxy da força do ativo e não deve ser encarado como uma previsão.

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90 dias
Linear
Maior Momentum
PosiçãoAtivoPreço Base1Momentum2Coef. Regressão3Coef. Determinação4
1VIVT350.2422.620.115178.01%
2MRFG322.1418.840.104371.70%
3SMTO335.1418.100.100071.80%
4JBSS335.1118.070.096474.39%
5AALR318.3210.740.070260.73%
6PRIO320.9610.630.091845.93%
7ENBR321.429.390.044483.99%
8LOGN320.706.880.065641.65%
9TIMS313.722.990.021255.99%
10EGIE339.262.890.025145.61%
11BBSE321.052.040.026630.36%
12CESP623.211.810.021233.86%
13PETR329.521.760.026226.58%
14CMIG413.401.740.020533.69%
15CBAV311.201.250.023820.84%
16ABCB417.141.190.016428.70%
17PETR428.361.180.022920.40%
18CAML39.421.170.011142.11%
19MYPK314.951.090.023818.23%
20FHER318.200.840.04647.19%
21ARML320.770.840.026712.48%
22EMBR319.360.790.027011.54%
23BEEF38.500.510.012715.91%
24CPFE327.570.340.01459.20%
25CPLE35.700.060.00278.33%
26ODPV312.050.040.00542.71%
27CPLE66.270.030.00265.28%
28SBSP336.700.020.00671.38%
29LUPA35.160.020.00381.67%
30AGRO323.690.020.00631.00%
31ENGI1146.390.000.00320.28%
32TECN32.250.000.00130.58%
33BBAS332.160.000.00060.02%
34WEGE332.72-0.00-0.00160.03%
35ABEV316.01-0.00-0.00170.28%
36TRPL424.19-0.00-0.00161.03%
37SLCE337.38-0.01-0.00690.48%
38POMO42.79-0.04-0.00159.90%
39PARD319.40-0.04-0.00931.76%
40ORVR322.30-0.07-0.01192.47%
41SAPR43.98-0.08-0.001718.84%
42LEVE328.45-0.10-0.01941.98%
43ENAT313.82-0.10-0.00775.19%
44NEOE318.04-0.10-0.00705.82%
45CSMG313.38-0.13-0.00559.10%
46LAME35.05-0.17-0.00768.92%
47SAPR1119.74-0.19-0.006411.77%
48INTB325.76-0.21-0.01485.71%
49GMAT35.75-0.22-0.007212.09%
50TUPY319.35-0.32-0.011910.62%
51OIBR30.85-0.48-0.002964.56%
52AERI37.75-0.54-0.009422.79%
53LAME44.97-0.88-0.013426.15%
54ALUP1124.15-0.97-0.011633.15%
55CCRO312.07-1.10-0.012335.41%
56UNIP691.84-1.30-0.06847.54%
57RANI36.89-1.36-0.014138.17%
58EQTL323.23-1.44-0.020028.56%
59GOAU411.39-1.45-0.014938.62%
60RAIZ45.69-1.82-0.014450.19%
61TPIS31.92-1.94-0.012660.83%
62CXSE38.29-2.16-0.021140.57%
63BRFS319.77-2.28-0.034726.09%
64RECV314.01-2.36-0.034826.86%
65GGBR427.66-2.37-0.031529.85%
66MDIA327.85-2.70-0.030135.51%
67CIEL32.14-2.70-0.013678.78%
68KLBN1124.50-2.71-0.027639.00%
69COGN32.46-2.79-0.013085.30%
70BRPR37.31-2.91-0.016271.20%
71ITUB320.66-2.98-0.022752.07%
72BRSR610.09-3.06-0.020359.80%
73IRBR34.25-3.07-0.015678.16%
74ITSA49.90-3.13-0.017371.93%
75ITUB423.06-3.52-0.026353.17%
76FESA444.94-3.57-0.064022.14%
77TASA422.90-3.85-0.044334.51%
78RAPT411.26-4.32-0.027861.70%
79LAVV34.92-4.45-0.021482.50%
80SULA1126.05-4.62-0.044041.69%
81ENEV314.02-4.65-0.028664.57%
82MULT320.04-4.75-0.040047.18%
83ECOR38.37-4.76-0.026172.37%
84GFSA31.94-4.81-0.020891.84%
85VIVR31.28-4.94-0.022188.73%
86BRML37.85-4.98-0.027671.73%
87ASAI312.45-5.27-0.046245.19%
88GOLL415.04-5.49-0.048844.65%
89SUZB358.00-5.58-0.081327.23%
90CMIN36.09-5.98-0.033171.62%
91RRRP329.35-6.00-0.082428.92%
92TAEE1137.22-6.09-0.040160.16%
93HAPV311.02-6.21-0.039762.10%
94MRVE311.37-6.33-0.037067.81%
95JHSF35.02-6.33-0.027591.21%
96UGPA314.25-6.35-0.040462.31%
97DIRR310.60-6.43-0.035671.68%
98TTEN37.39-6.54-0.033976.62%
99TRIS35.45-6.60-0.033578.15%
100RAIL317.61-6.76-0.039967.28%
101CSAN321.94-6.79-0.045659.08%
102HBSA32.67-6.88-0.029791.99%
103TOTS330.27-7.00-0.062044.83%
104MOSI38.50-7.15-0.047260.04%
105GRND38.22-7.20-0.036578.30%
106RADL322.23-7.29-0.046162.79%
107CRFB314.97-7.38-0.034884.01%
108AESB311.25-7.55-0.043668.80%
109BBDC317.76-7.57-0.041073.30%
110LCAM323.96-7.69-0.055355.23%
111TRAD36.72-7.93-0.055157.08%
112STBP36.16-7.98-0.039181.13%
113BKBR36.77-8.16-0.040879.29%
114B3SA311.46-8.20-0.041079.39%
115BBDC420.82-8.25-0.046969.76%
116EVEN36.07-8.39-0.036591.26%
117GGPS314.49-8.59-0.044277.10%
118TEND317.53-8.76-0.054064.43%
119BRKM557.80-8.81-0.116729.96%
120MATD314.46-9.10-0.060859.40%
121MOVI317.23-9.11-0.055964.62%
122PSSA322.54-9.23-0.059461.66%
123LIGT311.59-9.54-0.051273.96%
124PGMN38.04-10.26-0.055473.49%
125MLAS36.89-10.46-0.053777.31%
126SOMA312.66-10.62-0.056674.42%
127CVCB313.22-10.64-0.077354.63%
128POSI39.60-10.64-0.057373.65%
129LOGG322.80-10.98-0.061271.15%
130ENJU32.90-11.11-0.050786.90%
131BOAS36.22-11.14-0.062071.32%
132YDUQ323.16-11.17-0.070462.95%
133AMAR33.42-11.28-0.047893.67%
134ANIM38.29-11.88-0.055485.18%
135VIVA323.80-12.08-0.071866.72%
136CEAB36.28-12.38-0.060780.93%
137IFCM315.00-12.52-0.068372.77%
138OMGE327.14-13.41-0.078467.90%
139VAMO310.98-13.49-0.069477.18%
140FLRY317.93-13.80-0.070577.64%
141PETZ318.08-14.23-0.092361.18%
142PTBL38.87-14.41-0.066685.91%
143SANB1133.81-14.49-0.077873.92%
144ELET334.50-14.54-0.084967.97%
145ELET633.68-15.52-0.088269.84%
146USIM514.43-15.81-0.080977.58%
147SIMH310.40-16.50-0.073788.83%
148CYRE313.90-17.37-0.083382.78%
149QUAL315.86-17.66-0.093175.26%
150PNVL312.01-17.71-0.077590.64%
151BMOB313.46-18.05-0.103869.00%
152ALSO320.45-18.57-0.089882.07%
153LREN328.61-19.43-0.095780.60%
154GUAR39.82-19.53-0.084192.12%
155CASH32.61-19.61-0.091285.34%
156RENT353.72-19.91-0.133759.10%
157ETER315.65-19.98-0.098580.55%
158PCAR322.22-20.69-0.102879.84%
159VIIA35.15-21.14-0.088894.41%
160ROMI314.79-22.30-0.096691.66%
161KEPL331.25-22.37-0.112678.84%
162SMFT317.42-22.90-0.104886.70%
163WIZS38.13-23.54-0.099793.69%
164LWSA311.74-23.64-0.123176.23%
165IGTA333.00-23.97-0.130273.06%
166BRBI1116.80-24.04-0.111185.90%
167EZTC318.82-25.72-0.118086.47%
168HYPE327.56-25.95-0.112291.81%
169BPAC1121.09-27.33-0.115993.60%
170BPAN411.01-27.60-0.117393.34%
171AMBP337.62-28.68-0.237747.88%
172ESPA37.85-29.16-0.134086.39%
173SEQL39.65-31.90-0.136592.75%
174SBFG323.96-33.04-0.157883.08%
175SQIA315.30-33.50-0.150388.46%
176GNDI362.00-33.71-0.205864.99%
177AZUL422.31-33.95-0.173977.49%
178BIDI411.20-35.61-0.154191.70%
179LJQQ39.72-36.98-0.150497.53%
180MGLU36.76-37.64-0.156195.68%
181BIDI311.00-38.69-0.171389.64%
182AMER327.44-40.29-0.211175.73%
183BRAP452.42-41.55-0.211977.81%
184RDOR348.64-41.79-0.222774.48%
185CLSA38.77-48.36-0.212590.31%
186ALPA438.00-50.17-0.254378.29%
187ARZZ372.30-54.11-0.252385.09%
188CSNA323.57-71.53-0.301994.02%
189NTCO326.05-74.76-0.324691.40%
190VALE373.49-96.21-0.426889.44%
191BIDI1132.99-111.32-0.484091.27%
1 Preço do ativo quando a regressão foi calculada.
2 Expectativa de retorno anualizada (em reais).
3 Inclinação da regressão, representa a variação diária esperada (em reais).
4 R², ou quão bem os preços se adequam à regressão.

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