QuantBrasil

Momentum S&P 500 - 90 dias

A lista abaixo contém os ativos que compõe o índice S&P 500 ranqueados pelo seu momentum nos últimos 90 dias. 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.

Selecione
Linear
1 Pregão
Posição
Setor
1LITE1.103,36619,644.667953,10%
2MRNA225,00596,302.794885,34%
3DELL586,06594,762.974579,98%
4MPC455,03527,682.344690,02%
5SNDK1.581,82518,076.052734,24%
6VLO433,75499,512.175391,85%
7TMO658,02483,842.226986,91%
8MU1.029,00479,163.274858,53%
9MSFT535,08336,222.015566,73%
10PSX278,18288,281.288789,48%
11DE620,93280,761.693066,33%
12MTD1.549,99265,182.629740,34%
13ZBRA387,18238,041.717455,44%
14CRWD275,05228,191.295670,45%
15CRM229,13226,221.365866,25%
16MRVL275,28222,301.415162,83%
17WAT433,77215,511.058381,45%
18META718,67214,062.216138,64%
19PLTR209,05209,031.120774,60%
20CRL301,80205,241.210267,84%
21IQV259,88194,171.029775,43%
22AMD608,10192,882.024438,11%
23RVTY154,18178,070.797989,26%
24ULTA570,37177,621.151861,68%
25HCA451,09166,970.914373,05%
26MCK938,84155,561.226550,73%
27VEEV296,13148,380.985660,22%
28ACN209,06147,510.836070,58%
29NTAP237,15131,440.801265,62%
30A170,54123,830.607781,52%
31NOW140,87116,060.645171,96%
32WDAY186,59102,140.799751,09%
33SWKS76,35101,210.509979,40%
34NDSN328,1799,930.623864,08%
35ANET216,7498,500.589966,79%
36IT191,1596,280.781849,26%
37PANW418,7894,760.926840,90%
38KEYS382,7585,020.786243,26%
39BIIB225,7183,320.430277,46%
40FFIV479,8380,520.839838,35%
41REGN746,5475,651.411621,44%
42COIN179,3975,390.615149,03%
43CVX211,9872,620.420569,08%
44SNPS509,9971,371.010628,25%
45HPE73,4669,240.349579,23%
46GILD151,1768,010.366374,27%
47NVDA229,2867,020.452359,26%
48UHS177,3563,830.397064,32%
49DHR219,8163,800.430959,22%
50SMCI41,8660,510.287184,32%
51NEM117,8460,430.513547,07%
52MRK145,6058,810.403558,30%
53TER402,6855,310.850826,00%
54FTNT194,7555,270.427751,69%
55ISRG423,9652,800.666231,70%
56BDX183,7551,390.428048,03%
57EXPD193,2445,090.295061,13%
58PTC194,4544,710.559831,95%
59VRTX510,0843,160.685625,18%
60RMD230,0541,520.415639,97%
61XOM168,9440,310.258362,42%
62COP134,1038,910.301951,55%
63MSI444,1838,820.628124,72%
64CME280,5638,010.387539,24%
65CPAY397,9237,660.493130,55%
66TGT153,6437,290.324345,99%
67ABBV276,4834,600.288048,04%
68APA45,8833,620.179175,07%
69HOOD109,0231,490.339537,10%
70EL98,0530,220.272544,36%
71QCOM175,5029,960.369932,40%
72VRSN303,7427,890.323134,52%
73INTC104,7027,300.336532,45%
74CTSH59,2025,950.229845,18%
75AMGN414,8724,400.569217,15%
76FCX73,6924,350.201148,43%
77HPQ30,2024,050.133372,17%
78TYL329,5523,920.509318,78%
79WST366,0023,140.340027,22%
80DGX230,9718,330.294524,90%
81LH312,1517,270.380418,16%
82DIS108,0516,850.156043,21%
83WBD30,9516,660.085178,29%
84ORCL141,4016,430.284323,11%
85SOLV87,2915,980.148842,96%
86ICE156,1915,720.198631,67%
87DXCM84,1115,420.186933,01%
88IFF84,5514,990.132645,23%
89TSLA382,7014,510.464212,50%
90EMR161,8414,190.212526,71%
91MA589,1413,790.349815,77%
92ECHO94,8413,640.162033,68%
93DVN48,2612,950.092256,19%
94AAPL336,6412,720.274918,51%
95ELV412,7011,550.282616,34%
96PFE28,2811,480.064970,76%
97ADI406,1910,780.319013,52%
98V385,4510,730.198921,58%
99FOXA62,419,080.125628,90%
100FOX55,898,510.112230,34%
101GDDY104,358,310.128525,87%
102TRMB60,098,210.088437,18%
103JNJ261,447,850.170118,46%
104FDS287,187,550.293610,29%
105TEL218,297,380.151419,50%
106GRMN268,366,880.32898,37%
107TRGP286,706,860.211112,99%
108BR165,456,820.210412,96%
109MDT88,486,620.102825,74%
110ETN429,655,880.31407,49%
111ADP270,885,550.197411,26%
112ABNB165,875,490.24938,81%
113BBY87,015,040.088422,82%
114CEG298,074,660.20858,93%
115FAST50,754,470.058030,84%
116T22,183,990.043836,41%
117PSKY9,783,980.036543,59%
118OXY60,113,680.062423,59%
119J139,153,120.114210,94%
120KO88,052,960.058820,15%
121JCI157,442,790.100911,06%
122LDOS121,682,580.16096,42%
123COR323,862,400.13297,23%
124TECH72,462,390.014068,19%
125KR61,642,170.038522,54%
126SJM119,832,090.08699,62%
127AVY167,821,980.10577,49%
128MET98,331,940.040619,09%
129STX783,001,760.39071,80%
130NWSA29,121,130.025317,76%
131AME248,581,070.08984,76%
132PWR705,941,070.23311,83%
133SLB48,950,910.04827,52%
134VZ41,650,910.03929,25%
135HUM431,870,870.12132,86%
136PM201,190,820.05705,73%
137VLTO96,930,760.03538,58%
138EOG148,160,620.05034,95%
139GPC127,020,620.05674,36%
140KDP31,760,420.015111,07%
141CDW142,170,340.06022,28%
142TSCO33,710,300.02305,13%
143ECL281,830,270.04842,20%
144WAB285,430,260.07351,41%
145HAS93,320,250.03782,69%
146ALLE150,480,220.05601,55%
147AES14,940,150.002030,12%
148IBM227,130,140.06350,91%
149INCY112,790,140.03371,67%
150ADBE242,270,120.07880,59%
151GPN82,200,110.03081,36%
152IVZ29,510,100.01213,38%
153VTRS17,640,100.00745,40%
154IEX234,290,050.02720,79%
155NWS32,010,050.00972,02%
156LRCX318,840,030.05010,21%
157PFG107,240,020.01090,64%
158AMZN262,430,010.02680,18%
159COHR312,620,010.04220,05%
160DRI197,660,000.01480,08%
161WSM241,780,000.01030,04%
162AMT182,240,000.00640,06%
163MOS18,740,000.00300,12%
164LYB60,030,000.00140,01%
165CAH237,570,000.00220,00%
166EQT52,830,000.00030,00%
167DDOG293,260,000.00140,00%
168ADM79,89-0,00-0.00020,00%
169DASH196,50-0,00-0.00230,00%
170BMY59,12-0,00-0.00090,00%
171NDAQ93,65-0,00-0.00190,01%
172GLW156,68-0,00-0.00620,01%
173CPRT27,32-0,00-0.00300,06%
174PGR217,43-0,00-0.00840,06%
175DG127,23-0,00-0.00620,11%
176PG151,23-0,00-0.00490,20%
177CF111,54-0,00-0.01360,12%
178HAL32,55-0,01-0.00580,37%
179BRK.B515,62-0,01-0.01720,13%
180NFLX70,30-0,01-0.01160,24%
181NUE250,33-0,01-0.02340,12%
182GM82,73-0,01-0.01300,41%
183BAX24,35-0,01-0.00800,68%
184GEHC65,74-0,02-0.01620,53%
185TRV368,75-0,03-0.03460,29%
186ABT99,60-0,04-0.02490,57%
187OKE89,80-0,04-0.01701,03%
188EW85,21-0,08-0.01881,61%
189RSG216,88-0,08-0.02811,20%
190ARE45,51-0,09-0.01911,91%
191CSGP29,67-0,11-0.01602,85%
192BEN32,00-0,12-0.01024,72%
193JKHY149,31-0,17-0.05001,32%
194EME789,45-0,17-0.13340,50%
195CVNA63,73-0,19-0.03502,14%
196TKO178,01-0,26-0.04832,12%
197ROP364,09-0,33-0.12851,02%
198GOOGL351,66-0,36-0.07731,84%
199HSIC84,01-0,36-0.02655,49%
200MDLZ60,41-0,37-0.02256,52%
201CNC65,36-0,37-0.02525,92%
202ZBH89,14-0,38-0.04193,61%
203BKR56,70-0,42-0.03684,53%
204ADSK235,35-0,44-0.11901,48%
205CMG31,59-0,48-0.03076,26%
206ERIE222,04-0,56-0.11891,88%
207AWK128,88-0,56-0.04445,04%
208EXE88,22-0,59-0.05134,58%
209UBER71,52-0,59-0.04395,36%
210MPWR1.386,29-0,59-0.35310,67%
211C129,64-0,65-0.04316,04%
212APO118,65-0,67-0.07493,58%
213FLEX119,83-0,74-0.08343,53%
214MO71,69-0,88-0.04018,77%
215SYF72,80-1,00-0.04828,29%
216BLK1.082,40-1,01-0.28301,43%
217GEN23,25-1,02-0.04678,75%
218KMI32,49-1,12-0.017825,16%
219CMCSA20,66-1,13-0.036012,56%
220INTU302,75-1,13-0.21842,08%
221GNRC224,94-1,23-0.14153,48%
222PYPL55,53-1,29-0.05619,19%
223SWK88,57-1,30-0.07496,93%
224BSX42,73-1,41-0.052910,69%
225CTAS202,41-1,51-0.08087,50%
226WTW296,26-1,66-0.20763,19%
227WMB72,67-1,68-0.042115,99%
228GOOG347,86-1,73-0.13085,28%
229DLR178,76-1,73-0.10296,74%
230BG102,73-1,84-0.09038,14%
231STT174,96-1,98-0.09118,72%
232SW41,29-2,02-0.054014,97%
233IBKR87,87-2,06-0.060413,61%
234SCHW96,70-2,13-0.082310,35%
235CBOE304,17-2,58-0.18265,65%
236EBAY112,19-2,75-0.077614,16%
237ARES117,22-2,81-0.14627,68%
238EG368,37-2,86-0.11809,68%
239EQIX1.026,06-3,01-0.27284,41%
240CHD98,11-3,04-0.065718,51%
241ORLY86,45-3,21-0.066519,29%
242DOW28,42-3,25-0.038134,18%
243TXN283,74-3,36-0.18637,21%
244FANG192,13-3,39-0.13689,91%
245AMCR41,72-3,40-0.056823,96%
246EXPE274,23-3,47-0.29624,69%
247CSCO118,39-3,79-0.095215,92%
248MMM159,96-3,81-0.142010,74%
249GIS32,29-4,03-0.067224,00%
250MCHP75,55-4,40-0.095218,48%
251HST22,65-5,34-0.041052,03%
252WFC83,55-5,42-0.078827,50%
253KVUE17,70-5,62-0.032569,12%
254LLY1.179,27-5,65-0.43395,21%
255F12,17-5,86-0.035466,22%
256KKR90,95-6,03-0.144716,68%
257PRU113,09-6,09-0.092226,40%
258VST161,48-6,12-0.176113,90%
259XYZ77,24-6,81-0.088830,66%
260WRB71,91-6,84-0.071338,35%
261CCL26,35-6,84-0.073937,06%
262DAL82,17-7,13-0.112425,36%
263PKG230,51-7,54-0.211014,30%
264AIZ266,49-8,31-0.184418,02%
265HLT326,56-8,43-0.184518,28%
266OMC76,48-8,79-0.128727,34%
267KHC22,27-9,10-0.055865,19%
268AOS56,38-9,10-0.085042,85%
269ZTS74,81-9,15-0.083843,66%
270WMT111,35-9,41-0.113633,12%
271DOC18,80-9,52-0.048378,76%
272PAYX103,98-9,60-0.198219,37%
273BF.B26,39-9,62-0.057267,25%
274MKC44,81-9,71-0.102038,07%
275HBAN15,32-9,82-0.047383,03%
276JPM332,99-9,85-0.223717,62%
277CIEN449,77-10,04-0.52807,60%
278PPL34,25-10,22-0.055873,24%
279STLD238,38-11,10-0.266616,65%
280STE214,40-11,10-0.257117,28%
281CSX47,26-11,34-0.073961,40%
282LEN76,69-11,80-0.117040,34%
283ROST222,41-12,18-0.235920,64%
284TAP37,21-12,22-0.088255,40%
285PH962,56-12,23-0.60528,09%
286KEY19,97-12,39-0.056787,37%
287AIG77,05-12,70-0.079563,89%
288CBRE130,81-12,83-0.199725,70%
289ALB101,27-13,29-0.267219,89%
290CDNS352,84-13,48-0.462811,66%
291SBAC182,49-13,66-0.224224,37%
292JBL306,28-13,83-0.387814,27%
293COF199,26-14,02-0.238723,50%
294BALL58,46-14,29-0.104754,60%
295BX114,29-14,45-0.268621,52%
296VICI22,88-14,60-0.070283,19%
297INVH26,79-14,70-0.073879,69%
298BRO62,88-14,92-0.147740,40%
299RF27,03-15,38-0.079777,20%
300SYY78,14-15,39-0.104458,96%
301SHW319,36-15,56-0.356317,46%
302HONA157,94-15,65-0.221028,33%
303KIM22,16-15,70-0.068691,53%
304FISV45,63-15,86-0.121852,10%
305BAC54,32-16,14-0.128050,47%
306WY19,11-16,92-0.096170,38%
307LUV41,66-17,33-0.130653,09%
308USB57,08-17,62-0.107465,66%
309IP32,12-17,94-0.136752,49%
310RJF158,38-18,69-0.234531,89%
311ON77,53-19,51-0.217235,92%
312KLAC195,57-19,56-0.376120,80%
313FTV57,26-19,59-0.114668,37%
314CCI79,64-19,74-0.144154,81%
315TTD12,08-20,36-0.114071,45%
316FE45,00-20,37-0.093886,83%
317DD130,00-20,45-0.192642,47%
318MRSH175,76-20,60-0.253432,52%
319TFC46,11-20,61-0.106777,28%
320PCG13,13-21,10-0.109577,07%
321CL88,27-21,43-0.119072,05%
322ACGL95,57-21,77-0.125469,43%
323IR78,75-21,86-0.182347,96%
324MAR365,88-22,17-0.360224,62%
325NCLH15,57-22,39-0.107983,01%
326PEP125,97-22,69-0.198845,65%
327HSY162,74-22,76-0.262734,65%
328CNP38,60-22,81-0.107784,71%
329NTRS168,21-23,31-0.227341,02%
330NI40,76-23,57-0.114582,29%
331CI282,43-23,74-0.261236,37%
332EXC41,76-24,31-0.108989,30%
333Q126,60-24,35-0.258237,72%
334WELL225,47-25,02-0.222844,92%
335EVRG80,96-25,24-0.121683,02%
336DLTR118,64-25,49-0.248041,12%
337OTIS65,95-25,73-0.134476,59%
338AMP500,51-25,83-0.577217,90%
339HRL19,20-26,24-0.115690,83%
340CFG63,57-26,40-0.150470,23%
341CHTR103,38-26,42-0.434124,34%
342TSN53,43-26,92-0.145973,81%
343COST946,92-27,05-0.523020,69%
344ED106,10-27,19-0.136579,67%
345UDR34,12-27,33-0.116294,04%
346FITB50,64-27,77-0.128286,67%
347BXP59,05-28,41-0.162270,08%
348AKAM106,95-29,66-0.256046,35%
349TT476,98-29,81-0.478724,91%
350UAL107,46-29,93-0.260645,94%
351YUM144,82-30,63-0.245249,95%
352APD281,26-31,15-0.329037,88%
353LYV170,33-31,24-0.237152,71%
354FIS34,04-31,58-0.173372,91%
355XEL73,78-32,41-0.160880,63%
356FIX1.715,69-32,52-1.32119,84%
357LVS36,17-32,65-0.174674,81%
358EQR63,66-34,15-0.177676,93%
359SBUX90,75-34,92-0.222662,75%
360HII264,80-34,93-0.570824,48%
361HUBB474,11-34,93-0.545525,61%
362ITW264,13-35,76-0.359739,76%
363AJG232,70-36,10-0.406035,57%
364DHI134,88-36,46-0.231662,97%
365RTX185,97-36,61-0.422934,63%
366VTR82,04-36,83-0.206771,28%
367PHM112,12-37,07-0.248459,69%
368MAS68,75-37,73-0.188779,98%
369FDX291,71-37,88-0.465432,56%
370NKE34,71-37,91-0.160094,76%
371ES65,73-39,38-0.179587,74%
372REG72,05-39,74-0.174990,90%
373LMT509,59-40,79-0.804220,29%
374PEG72,28-40,84-0.191885,15%
375CLX83,80-40,92-0.338448,37%
376IRM114,51-41,18-0.242767,86%
377LNT65,85-41,18-0.183789,67%
378D61,64-42,12-0.181093,11%
379L106,69-42,23-0.201583,85%
380BKNG160,34-42,58-0.571629,79%
381O54,18-42,71-0.194088,08%
382PNW98,92-42,76-0.218578,26%
383PPG103,96-42,84-0.224776,26%
384CMS65,49-43,89-0.191491,72%
385HIG129,12-44,13-0.260567,75%
386UNP278,34-44,88-0.399244,96%
387ETR102,80-44,99-0.225479,83%
388AFL114,54-45,07-0.232777,48%
389AEP122,81-45,16-0.231977,90%
390KMB97,59-45,25-0.260669,47%
391ROL31,98-45,48-0.207487,72%
392WEC103,74-45,80-0.210287,16%
393AVB184,06-47,35-0.269370,32%
394AEE102,19-48,67-0.216789,82%
395TMUS148,59-49,34-0.366853,81%
396DUK116,65-50,40-0.232986,57%
397CB341,20-50,48-0.334460,38%
398SRE81,34-50,51-0.233586,51%
399NEE77,38-51,52-0.225391,47%
400SO86,17-51,58-0.225591,51%
401NXPI227,52-51,95-0.574836,16%
402APTV43,80-52,82-0.266779,22%
403STZ122,64-53,04-0.328464,60%
404CARR55,56-53,06-0.243587,15%
405GL164,17-53,10-0.293872,31%
406PNR52,47-53,44-0.277776,97%
407NSC317,80-54,53-0.468946,52%
408TROW105,16-55,35-0.257885,89%
409COO54,37-56,83-0.365562,18%
410MGM29,27-57,46-0.268285,69%
411ALL229,43-57,97-0.525744,11%
412EFX145,78-58,00-0.563441,17%
413CTVA13,24-58,31-0.692233,69%
414PLD129,49-60,37-0.288083,83%
415SPGI407,82-60,65-0.594140,83%
416EXR134,65-60,70-0.304379,78%
417MCO464,23-62,51-0.633339,48%
418CINF163,39-63,94-0.312881,78%
419RL371,28-64,10-0.647039,63%
420TXT74,16-65,13-0.294888,39%
421DPZ309,36-65,54-0.731735,83%
422PCAR108,04-66,12-0.382069,23%
423AMAT507,03-66,82-1.133123,59%
424ROK432,59-69,50-0.622744,65%
425BA190,37-70,33-0.540152,08%
426URI1.056,37-70,54-1.326421,27%
427MAA116,86-70,57-0.334984,29%
428FRT106,16-71,72-0.315890,83%
429MS190,02-72,11-0.446264,64%
430CPT97,58-72,92-0.311493,66%
431BLDR52,85-74,23-0.349584,97%
432UPS94,57-74,30-0.344886,19%
433WYNN75,16-75,47-0.413972,93%
434CVS86,16-76,17-0.364683,57%
435LULU94,50-77,40-0.479664,55%
436AVGO361,54-80,65-0.774341,66%
437LOW186,00-81,13-0.520962,31%
438XYL102,71-81,38-0.376186,56%
439HON207,73-82,83-0.586156,53%
440ATO161,66-82,85-0.365590,67%
441NOC480,72-83,47-0.928035,98%
442CRH81,55-83,78-0.363292,27%
443GEV1.004,73-84,89-1.366224,85%
444CHRW142,31-85,31-0.747845,63%
445TJX138,76-88,81-0.536466,23%
446DOV188,83-89,39-0.453678,83%
447FSLR177,82-90,42-0.725849,83%
448VRSK177,63-91,32-0.531568,72%
449TDY613,66-93,04-0.952339,08%
450PODD135,28-94,75-0.535570,77%
451ESS271,57-95,41-0.449384,94%
452DTE126,90-95,60-0.424490,11%
453BNY142,71-96,67-0.511075,67%
454MSCI565,12-99,44-0.809649,14%
455EIX55,30-101,55-0.493482,34%
456RCL282,26-102,37-0.914044,80%
457LIN483,73-105,22-0.710559,24%
458DECK82,89-109,90-0.491089,52%
459TPR116,24-113,34-0.689865,73%
460VRT242,78-115,88-0.883952,44%
461SPG199,42-116,09-0.534886,83%
462PNC219,21-116,58-0.581980,14%
463MTB217,49-118,81-0.600879,10%
464FERG220,04-122,36-0.746965,53%
465MCD235,23-125,12-0.669574,75%
466WM208,83-127,44-0.555091,84%
467NRG107,97-135,34-0.644883,96%
468CAT800,47-136,69-1.292242,31%
469PSA289,86-137,98-0.747573,84%
470GD331,27-140,18-0.904561,99%
471TTWO213,44-145,76-0.768575,87%
472DVA179,25-146,26-1.013257,74%
473ALGN142,71-149,32-0.660690,41%
474IDXX518,00-150,66-1.030158,51%
475GE308,20-160,60-0.963966,65%
476AXP308,17-180,86-0.839486,19%
477VMC244,58-182,78-0.851285,89%
478TPL360,98-183,70-1.143764,24%
479FDXF115,47-184,19-0.824189,41%
480SYK277,33-190,98-1.196063,87%
481SNA360,37-192,33-0.904085,11%
482MNST43,64-195,97-1.095571,56%
483HD290,74-196,60-1.033176,12%
484JBHT229,26-198,92-1.028677,36%
485UNH379,30-216,00-0.972288,87%
486WDC397,28-218,03-1.655252,69%
487HWM225,26-228,33-1.188176,87%
488LHX236,97-232,20-1.071586,68%
489ODFL181,97-245,55-1.069391,85%
490AXON422,89-249,50-2.446240,80%
491APH87,24-276,09-1.677865,82%
492GWW1.289,79-356,83-1.992271,64%
493MLM478,35-356,99-1.561691,44%
494AON273,48-386,36-1.782986,68%
495APP277,05-432,74-2.388472,47%
496AZO2.939,85-563,59-3.702960,88%
497GS895,32-583,15-3.027877,04%
498TDG1.107,99-599,15-3.102577,25%
499LII356,44-620,08-3.144978,87%
500CMI523,39-642,09-2.796491,84%
501NVR5.899,16-687,21-5.531949,69%
502CASY646,27-1.433,59-7.277178,80%
503FICO667,58-1.717,24-8.965776,61%
1 Preço do ativo quando a regressão foi calculada.
2 Expectativa de retorno anualizada (em reais).
3 Coeficiente de Regressão, ou Inclinação da regressão, representa a variação diária esperada (em reais).
4 Coeficiente de Determinação, ou R², mede quão bem os preços se adequam à regressão.

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