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
1MTD1.722,151.112,096.014273,96%
2MRNA254,19523,272.537682,48%
3MCK1.060,84446,782.653767,34%
4ULTA644,76369,341.940476,14%
5TMO694,76353,431.721282,13%
6MPC372,74256,351.725459,43%
7VEEV303,73254,341.243081,84%
8ACN260,50251,761.353074,43%
9HCA494,99243,061.236078,66%
10ISRG452,80224,311.330367,45%
11WST399,81207,231.039479,75%
12WAT457,60184,810.951977,66%
13LLY1.354,00179,692.351330,57%
14RVTY155,12172,700.791187,32%
15MAR416,47158,351.058859,82%
16CRL337,52146,591.057255,47%
17AAPL342,37138,780.670682,77%
18MSFT530,61138,480.817067,80%
19PTC195,07136,651.008054,23%
20VLO346,45134,781.258242,85%
21ABBV291,31133,360.653981,58%
22AZO3.216,35131,283.057117,18%
23BIIB248,35128,330.653278,58%
24MA652,71127,791.100446,45%
25SNPS450,46126,921.286439,47%
26V422,65125,530.839059,85%
27PSX245,72117,580.789659,56%
28BRK.B570,89117,040.823856,83%
29COST1.053,56111,301.334233,37%
30TSLA358,22103,090.748155,12%
31A174,76102,060.536276,14%
32META610,1596,101.723522,30%
33MSCI641,0191,440.998836,62%
34HUM433,7487,490.671752,10%
35HLT370,4581,090.712345,54%
36DHR230,2577,360.452068,46%
37GWW1.440,7075,611.258124,04%
38CRWD216,9075,290.813537,02%
39EG411,1170,840.571149,62%
40ADI363,5668,790.708738,82%
41CVX212,6167,170.432562,11%
42TXN277,3666,460.571246,54%
43GILD166,8966,440.381769,64%
44VRSN308,6764,770.431260,09%
45EBAY121,9663,560.331976,60%
46PG165,4063,250.337474,98%
47CME305,8963,110.520948,46%
48TYL420,5661,250.822129,80%
49TRV395,2056,000.502544,58%
50ELV425,6255,850.526642,42%
51PM197,8852,340.315166,44%
52IT190,1047,650.517836,81%
53LIN515,2547,550.541635,12%
54GDDY114,3846,420.299062,09%
55XOM165,8744,430.320055,53%
56NXPI248,2943,740.399043,86%
57CI293,5942,320.404841,81%
58HAS118,9141,160.386242,63%
59CBOE353,2740,570.657024,70%
60IQV271,8338,420.349843,94%
61RSG246,8537,990.365741,55%
62KR67,7036,040.181479,48%
63CTAS222,3635,930.338742,44%
64MO76,1234,650.175978,81%
65AMD449,0434,441.165911,81%
66SWKS82,1932,940.294644,73%
67FDS327,8932,530.562823,12%
68UHS195,5030,260.246049,21%
69BBY99,6329,870.210256,84%
70CAH271,7329,600.363032,61%
71COP136,2829,560.277542,62%
72CB365,0228,370.342833,10%
73EXPD184,6128,330.207954,49%
74CDW157,0025,400.308832,91%
75ECL300,6825,360.304233,35%
76WSM254,0624,920.346528,77%
77BDX211,8824,350.267436,42%
78WMT125,5224,150.240240,22%
79IDXX676,0422,620.792211,42%
80EL110,0622,150.232438,12%
81ADP303,3619,470.337023,11%
82VLTO117,0919,360.197439,24%
83APA44,6318,470.131056,41%
84AMGN460,4217,450.496714,05%
85RMD235,3016,720.265125,23%
86SPGI467,8016,450.474413,87%
87DG133,7516,150.177036,50%
88PGR227,7715,150.221127,40%
89AMT188,7915,060.216727,81%
90ALLE185,3914,790.292120,26%
91CCI88,6014,770.196130,12%
92EOG147,1313,880.196128,32%
93PLTR160,3813,840.286019,36%
94COR333,5613,520.273119,81%
95WBD30,9513,520.071875,31%
96WRB75,2312,410.099050,13%
97ROP476,6011,690.56308,30%
98DIS116,7511,640.123637,67%
99ED118,5611,530.143032,25%
100KDP36,6411,260.078757,18%
101VTRS19,9110,690.048987,44%
102IFF82,6210,550.113037,34%
103DE671,6510,030.46868,56%
104MET98,279,720.083246,75%
105EMR162,359,640.158224,37%
106CRM213,659,460.340511,11%
107NTAP169,199,090.310811,69%
108RL376,568,810.35539,92%
109KO95,678,740.094537,02%
110TEL207,018,550.158421,59%
111AIG77,758,410.084139,98%
112CHD109,337,620.128323,76%
113IBM245,007,600.209314,53%
114PFE29,397,450.046364,44%
115PNW104,226,870.114024,09%
116LH366,576,800.27589,87%
117REGN904,356,610.58094,55%
118DVA191,356,530.125420,84%
119CTSH64,726,230.102124,41%
120ICE172,275,880.130917,95%
121NDSN309,865,860.176213,30%
122HST24,625,670.046049,22%
123ACGL107,285,270.099421,19%
124MDT101,805,180.097021,37%
125QCOM165,414,610.184010,02%
126ZTS79,414,380.092119,00%
127AVB184,064,370.082221,24%
128CDNS319,924,360.28426,14%
129CNC69,744,330.075522,93%
130NDAQ107,124,030.107515,00%
131CINF185,483,500.124111,28%
132ECHO94,623,450.087015,89%
133AEP126,533,110.075916,40%
134TRGP264,592,950.15897,42%
135MAS82,222,880.088213,07%
136VRSK204,592,870.15837,25%
137WM236,262,780.15317,28%
138URI1.055,572,680.46762,29%
139WEC115,872,620.083712,51%
140SJM130,562,090.08469,89%
141DDOG179,042,030.25473,19%
142TRMB54,111,970.054714,37%
143CL96,561,930.065511,78%
144NI44,151,890.037919,90%
145CCL29,581,540.047013,11%
146WDAY192,901,500.09966,02%
147RCL327,171,400.20842,68%
148EVRG87,541,380.044712,37%
149DGX255,631,360.09016,03%
150MRSH204,821,350.12254,41%
151TECH72,781,330.007670,24%
152FTV65,371,270.05559,17%
153FAST52,991,250.028117,79%
154AFL124,061,240.05828,54%
155KMI29,960,930.024115,50%
156AIZ307,000,920.10433,54%
157AES14,870,880.004577,91%
158UNH394,150,860.12872,66%
159AWK150,290,800.06694,79%
160BF.B30,580,750.024812,08%
161YUM161,140,740.07723,85%
162MSI514,510,650.12762,05%
163OTIS78,960,600.04615,20%
164AJG281,610,520.11871,75%
165DVN42,210,500.02906,82%
166GEHC82,380,480.05313,61%
167BR190,400,470.07592,49%
168AVY186,780,420.05762,92%
169MRK146,730,350.04872,85%
170OXY56,380,350.02735,08%
171LMT567,090,280.17730,63%
172CNP40,660,270.01895,62%
173HPE44,770,240.04812,03%
174DUK127,780,240.03712,62%
175JCI135,030,240.04792,02%
176BALL65,920,190.02692,85%
177DOW31,400,190.01993,81%
178LUV44,450,190.02083,63%
179MDLZ66,020,180.02033,51%
180PODD146,510,160.04531,44%
181PPG122,380,160.03941,64%
182SWK114,850,130.04201,27%
183LNT72,670,100.01971,98%
184ZBRA322,020,070.06230,46%
185EW102,140,060.02141,17%
186EXR159,190,050.03160,64%
187SO92,340,040.01800,96%
188ATO173,220,030.02240,57%
189STZ141,970,030.02890,38%
190IEX226,990,020.02010,46%
191HPQ28,460,020.00840,86%
192ETR110,550,010.01140,40%
193FFIV310,840,010.05910,07%
194J148,900,010.01510,24%
195DOV203,850,010.01660,14%
196AEE112,850,000.00880,20%
197NUE244,970,000.01720,08%
198PANW313,840,000.02560,03%
199AOS64,550,000.00580,14%
200NOW101,970,000.00990,02%
201KVUE19,310,000.00140,13%
202PPL35,800,000.00090,02%
203DD146,530,000.00250,01%
204ADSK261,730,000.00360,00%
205FTNT118,840,000.00050,00%
206XEL79,67-0,00-0.00110,00%
207TSN59,68-0,00-0.00290,04%
208UPS108,30-0,00-0.00840,09%
209PSKY9,78-0,00-0.00250,35%
210APD304,84-0,00-0.01720,07%
211WELL245,01-0,00-0.01060,13%
212CSX49,12-0,00-0.00530,30%
213DLTR131,14-0,00-0.01580,12%
214EXC45,62-0,01-0.00580,37%
215CPAY455,16-0,01-0.02240,14%
216KIM25,52-0,01-0.00470,81%
217VST124,80-0,02-0.02420,25%
218TJX135,31-0,02-0.02370,28%
219JKHY173,23-0,02-0.02540,27%
220ORLY89,89-0,02-0.01110,65%
221PKG249,70-0,03-0.03180,34%
222LYB60,72-0,03-0.01440,85%
223AME228,67-0,04-0.03080,56%
224EQT49,40-0,05-0.01281,46%
225CMS69,19-0,05-0.01551,36%
226IR82,99-0,05-0.02061,04%
227NWSA26,39-0,06-0.00882,71%
228CSGP30,55-0,07-0.01491,90%
229SBAC189,42-0,07-0.04030,74%
230FISV62,88-0,07-0.02451,22%
231STE252,30-0,08-0.05180,61%
232BLK1.178,87-0,11-0.13890,33%
233L109,71-0,12-0.02032,31%
234JNJ276,23-0,12-0.04051,22%
235FE46,43-0,13-0.01303,88%
236MCHP58,35-0,15-0.03012,04%
237DHI152,28-0,17-0.04101,64%
238AMCR44,87-0,20-0.02303,55%
239KMB108,43-0,21-0.04221,98%
240ZBH105,59-0,24-0.03882,51%
241NCLH17,93-0,25-0.01865,44%
242MCO505,67-0,29-0.10841,06%
243PYPL59,24-0,33-0.03294,00%
244LEN88,74-0,35-0.04343,22%
245ERIE273,07-0,36-0.10541,38%
246VMC282,73-0,37-0.10151,48%
247BRO72,12-0,44-0.04673,75%
248PSA337,46-0,45-0.11451,58%
249DRI226,35-0,48-0.07632,51%
250UNP290,17-0,51-0.09222,22%
251PNR68,12-0,54-0.05963,64%
252KEYS272,13-0,54-0.16481,32%
253TAP40,33-0,57-0.03087,34%
254STLD222,90-0,59-0.09112,59%
255MRVL141,20-0,60-0.18901,27%
256MMM185,15-0,62-0.07673,22%
257GNRC176,78-0,69-0.11642,38%
258ROK375,86-0,74-0.11782,51%
259TSCO36,35-0,74-0.026711,14%
260MNST45,72-0,76-0.06874,41%
261ROL37,96-0,78-0.03698,40%
262HAL31,84-0,82-0.029511,18%
263HONA152,92-0,86-0.06795,07%
264SPG228,42-0,94-0.09104,12%
265FOX59,50-0,98-0.036410,78%
266COIN134,76-1,01-0.15132,67%
267GPN97,40-1,02-0.06806,01%
268HON220,05-1,03-0.09724,23%
269FOXA66,64-1,04-0.040910,13%
270ON63,31-1,21-0.06817,09%
271D68,60-1,23-0.046710,51%
272DAL87,20-1,26-0.05998,45%
273VRTX547,09-1,31-0.16873,11%
274BAX25,79-1,35-0.029118,57%
275OKE85,19-1,36-0.054210,06%
276SRE78,17-1,38-0.049411,18%
277NEE86,95-1,40-0.05839,61%
278KHC24,61-1,48-0.027721,33%
279PFG110,91-1,52-0.053511,40%
280PEG72,61-1,69-0.049313,75%
281SMCI28,76-1,75-0.069210,13%
282ITW280,95-1,81-0.12135,97%
283DELL328,53-1,88-0.43921,71%
284GM86,16-1,89-0.065811,47%
285TDY618,60-1,90-0.24523,11%
286XYZ85,48-2,00-0.062412,84%
287TTD12,93-2,05-0.025831,79%
288WMB64,08-2,12-0.052116,29%
289FERG233,70-2,25-0.14396,24%
290NKE38,60-2,36-0.048719,37%
291NWS28,96-2,39-0.035227,09%
292NSC319,94-2,90-0.17466,65%
293UDR36,58-3,00-0.043527,52%
294CPRT31,95-3,13-0.058621,38%
295REG74,84-3,18-0.048626,20%
296GEN29,79-3,24-0.074417,43%
297ALL254,81-3,36-0.19626,84%
298LOW224,55-3,37-0.18577,25%
299TGT158,41-3,41-0.094114,51%
300TXT83,54-3,45-0.093814,69%
301SOLV90,38-3,47-0.062922,11%
302SYY76,86-3,52-0.064221,93%
303ROST231,09-3,57-0.122411,65%
304SBUX105,41-3,60-0.107713,38%
305EFX189,59-3,60-0.23816,06%
306KEY20,85-3,70-0.033544,21%
307HIG133,99-3,95-0.100415,75%
308NVDA186,64-4,10-0.17459,41%
309INTU341,50-4,22-0.33105,09%
310PHM132,49-4,46-0.134013,32%
311LDOS132,68-4,47-0.154111,61%
312OMC86,37-4,60-0.105717,43%
313FANG178,96-4,79-0.163511,71%
314PEP141,34-4,86-0.122715,86%
315HOOD80,91-5,14-0.198410,37%
316HRL21,95-5,43-0.054739,70%
317SLB49,92-5,50-0.080027,51%
318VICI24,79-5,51-0.046946,97%
319HD343,47-5,52-0.30177,32%
320DOC20,27-5,81-0.038061,07%
321ADM69,97-5,83-0.099323,46%
322DECK86,71-5,93-0.117120,26%
323DTE135,09-6,03-0.128018,84%
324ES69,84-6,29-0.082130,66%
325WFC83,94-6,31-0.085929,41%
326HBAN15,47-6,32-0.037767,06%
327ABT109,93-6,48-0.129120,09%
328FITB53,04-6,79-0.072337,54%
329BEN33,73-6,79-0.047657,09%
330TFC49,38-6,92-0.070439,29%
331INTC56,28-7,08-0.282910,01%
332EQR63,66-7,31-0.195414,96%
333SHW344,10-7,44-0.251211,84%
334F12,44-8,16-0.042576,79%
335CMG34,43-8,34-0.094335,37%
336CF119,39-8,55-0.174419,60%
337RF28,31-8,61-0.062255,39%
338LYV175,25-8,88-0.152623,28%
339PRU119,24-8,99-0.109932,73%
340CSCO93,85-9,57-0.141627,02%
341INVH27,10-9,66-0.059864,62%
342MLM518,15-9,83-0.39629,92%
343CMCSA24,39-10,21-0.081050,40%
344AMZN259,30-10,78-0.183823,45%
345T21,63-10,90-0.071461,09%
346CVS83,85-11,03-0.129134,18%
347CRH94,81-11,16-0.164427,15%
348WAB283,59-11,22-0.185124,25%
349FCX59,42-11,39-0.139332,71%
350MOS22,36-11,52-0.099446,32%
351PCG12,97-11,69-0.082057,01%
352BMY62,14-11,86-0.101146,89%
353SYF73,74-11,87-0.106444,61%
354MCD276,52-12,20-0.307015,90%
355ANET170,80-12,40-0.291617,01%
356TT401,76-13,06-0.403812,94%
357EXE84,60-13,12-0.145136,17%
358USB59,45-13,15-0.097853,78%
359CVNA73,57-13,79-0.175731,39%
360GRMN285,57-13,94-0.272720,44%
361HSIC86,05-14,23-0.094160,45%
362VZ45,69-14,70-0.102457,41%
363APTV39,44-15,51-0.094365,77%
364LHX259,89-15,71-0.365417,19%
365VTR88,75-15,73-0.131647,80%
366CEG249,95-16,10-0.340018,94%
367O59,04-16,16-0.122552,78%
368WY20,98-16,35-0.095468,52%
369TROW108,41-16,66-0.142046,92%
370BSX42,75-17,09-0.120456,77%
371IVZ27,08-17,12-0.083282,32%
372GIS35,51-17,29-0.120657,35%
373PAYX117,06-17,30-0.244228,34%
374WTW328,86-17,70-0.410117,27%
375SYK325,87-17,78-0.501214,19%
376IP34,53-17,82-0.126356,45%
377FIS28,73-18,17-0.138452,51%
378ABNB189,99-18,62-0.286525,99%
379SW44,09-18,79-0.120062,61%
380BXP65,02-18,84-0.141253,38%
381CARR52,38-18,86-0.118363,77%
382INCY119,65-20,05-0.191341,93%
383EIX59,37-20,09-0.228035,24%
384IRM106,52-20,15-0.180044,78%
385CPT99,44-21,04-0.164151,29%
386MU690,00-21,41-1.24336,89%
387ALGN166,00-21,70-0.284830,47%
388DXCM79,41-21,76-0.150357,91%
389NEM120,91-22,34-0.225539,63%
390HII288,74-22,63-0.475419,04%
391ARE44,80-22,75-0.172552,76%
392NOC525,01-23,24-0.631614,72%
393Q117,00-23,39-0.252237,10%
394BLDR62,54-23,58-0.226041,75%
395TPR132,81-23,59-0.315329,92%
396MKC48,40-24,48-0.153863,66%
397FRT112,58-26,48-0.184757,34%
398CHRW125,33-27,52-0.271540,54%
399UAL112,74-28,07-0.251944,58%
400LULU110,79-28,57-0.325935,07%
401CLX99,96-29,58-0.304038,93%
402MPWR1.190,44-30,37-1.40388,65%
403CFG63,24-30,75-0.162775,61%
404PWR540,90-31,40-0.873814,37%
405LVS40,73-32,06-0.174473,54%
406LITE538,59-32,29-1.73387,45%
407AXP320,99-32,78-0.388233,77%
408COO62,36-32,90-0.293844,79%
409TKO191,00-33,72-0.294045,88%
410GPC122,80-36,79-0.217867,55%
411UBER68,59-37,01-0.193376,59%
412HSY178,08-37,48-0.317847,18%
413BKR47,87-42,32-0.209880,69%
414COF201,87-42,33-0.342549,43%
415FDX308,14-43,85-0.515734,01%
416DPZ334,28-44,05-0.587829,98%
417ADBE239,30-44,09-0.506134,84%
418ESS272,18-44,95-0.302359,48%
419TDG1.197,01-45,07-1.088316,57%
420IBKR75,82-46,26-0.257371,94%
421ARES133,98-47,17-0.394847,79%
422BG99,10-49,22-0.325260,54%
423C119,05-50,62-0.271274,66%
424MAA118,93-52,03-0.287172,49%
425AON334,81-53,79-0.824326,10%
426NFLX63,41-56,41-0.290877,60%
427DLR174,20-56,95-0.327469,58%
428PLD126,96-57,86-0.275783,95%
429KKR96,48-58,65-0.354266,22%
430XYL97,83-58,82-0.330371,23%
431RTX189,53-59,26-0.464751,01%
432GOOGL284,78-59,44-0.658036,14%
433BNY147,72-60,01-0.356167,41%
434KLAC138,49-60,74-0.615739,46%
435GL157,18-62,16-0.313679,28%
436FDXF123,56-62,49-0.459054,46%
437GOOG283,93-62,64-0.656638,16%
438HUBB429,45-63,50-0.690736,78%
439MGM32,35-63,91-0.300385,12%
440BAC49,42-63,96-0.271694,20%
441GD354,06-64,46-0.684437,67%
442CBRE135,51-66,12-0.387568,26%
443ORCL116,10-67,20-0.442160,79%
444APP391,22-68,06-0.890330,58%
445ODFL164,92-69,46-0.505055,02%
446GLW106,13-73,61-0.589449,96%
447RJF162,81-73,67-0.411871,56%
448NTRS172,76-75,81-0.402075,44%
449EXPE259,24-78,54-0.798839,33%
450AKAM83,09-78,66-0.468667,14%
451JPM334,49-84,54-0.493068,58%
452PNC225,38-86,17-0.523365,87%
453FLEX69,78-87,00-0.605357,49%
454APO116,75-89,41-0.442080,92%
455CIEN243,39-91,65-1.301128,18%
456NRG88,29-92,23-0.470978,35%
457STT165,56-93,31-0.460281,10%
458ETN341,72-93,60-0.965738,77%
459SCHW91,49-93,76-0.412091,02%
460TPL272,36-98,63-0.828947,60%
461WYNN83,11-102,92-0.494583,25%
462MTB217,75-103,56-0.556974,38%
463BX119,50-103,81-0.584271,07%
464TMUS162,01-110,91-0.576077,03%
465TER218,22-118,03-1.511331,24%
466PCAR101,98-118,79-0.506993,74%
467TTWO214,87-127,22-0.716970,98%
468DASH179,67-132,94-0.786367,63%
469FSLR201,14-141,96-0.832268,23%
470MS181,44-144,58-0.676385,51%
471SNA367,22-152,18-0.741882,06%
472LRCX200,44-153,61-1.354845,35%
473GE323,24-167,77-0.967969,34%
474AVGO293,69-169,37-1.066163,55%
475EQIX1.012,71-170,80-1.281753,30%
476CHTR118,07-173,76-0.915875,89%
477GEV774,11-185,24-2.037736,36%
478ALB99,25-185,50-0.833589,03%
479JBL239,09-192,06-1.161366,15%
480LII341,97-193,54-1.062072,90%
481BA173,40-196,21-0.867290,50%
482AMAT332,72-197,55-1.891441,78%
483COHR192,81-198,00-1.618148,94%
484JBHT217,55-200,09-1.018278,61%
485BKNG160,67-208,91-1.057279,05%
486VRT182,86-211,78-1.205970,25%
487APH74,59-248,19-1.567563,33%
488CASY687,64-254,30-2.841135,80%
489AMP501,49-257,51-1.415472,77%
490CTVA11,90-281,84-1.564972,04%
491HWM205,81-287,50-1.366784,14%
492PH917,79-305,34-1.944262,82%
493EME608,46-308,06-2.194356,16%
494SNDK835,06-367,89-6.156623,90%
495CMI450,07-370,84-1.960075,68%
496WDC263,78-431,49-2.471469,84%
497CAT558,63-489,05-3.187961,36%
498STX460,99-639,84-4.681454,67%
499GS865,82-641,56-3.146881,55%
500NVR6.298,29-733,30-7.029741,73%
501AXON313,00-828,65-4.094880,95%
502FIX1.017,50-965,15-7.534251,24%
503FICO704,55-1.579,05-8.353075,62%
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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