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
1LITE911,113.662,7425.502057,45%
2MTD1.414,491.446,096.279192,12%
3VRT294,051.148,045.314086,42%
4VEEV246,16696,013.900071,39%
5PH1.053,14678,323.216084,37%
6MRVL219,19636,913.113081,84%
7TMO592,98588,122.588290,89%
8AXON616,98508,893.306661,56%
9FDXF149,99502,272.976067,51%
10AMP569,43501,882.238889,67%
11REGN803,61473,952.785568,06%
12PANW384,69435,732.145481,24%
13MCK864,74431,702.236277,22%
14DD145,81417,682.201575,89%
15CRL278,19414,481.866588,82%
16EXPE331,57404,351.781290,80%
17TRV370,84364,021.710585,12%
18URI1.155,20356,992.577955,39%
19WTW332,37339,091.602084,67%
20LLY1.184,41325,302.386154,53%
21MA569,49319,091.564281,60%
22DELL494,33298,162.358350,57%
23VLO339,61294,741.477779,78%
24MPC352,64281,271.487075,66%
25ZBRA375,39280,081.921458,31%
26ROP399,17279,291.362382,00%
27AMGN414,01278,771.299585,81%
28IQV237,37270,131.285984,03%
29JPM363,05263,451.118794,20%
30LH319,07238,711.134584,16%
31ALL260,81230,891.069286,38%
32COR311,33226,321.015789,13%
33GD395,14210,350.965987,11%
34AJG252,04208,861.053479,30%
35ADP272,59200,530.972482,49%
36FLEX124,29200,411.107072,42%
37DASH217,55200,000.979481,69%
38RTX221,96193,600.864789,56%
39NVR6.326,08193,255.051215,30%
40ITW290,06191,900.836191,81%
41TDY676,13190,931.129467,62%
42VRTX507,23184,001.252658,76%
43MTB254,43183,380.790892,76%
44GRMN311,50177,221.184259,86%
45SNA403,15177,110.860982,29%
46DE610,87173,341.219556,86%
47V365,37172,730.869979,42%
48DGX235,67168,320.812182,91%
49SHW358,40167,930.974668,93%
50BNY162,84166,390.875076,06%
51BKNG213,63166,200.814981,57%
52GPC134,26161,340.736387,64%
53WSM242,20160,240.879372,89%
54HUM387,34159,041.268450,15%
55GE365,51157,491.051959,89%
56AON356,56154,100.879470,09%
57PNC256,40147,460.702184,02%
58WAT412,42146,740.893865,67%
59CPAY418,67145,430.934662,24%
60STT191,12144,960.625492,72%
61PSX231,47139,610.818168,26%
62PKG255,64137,540.692779,42%
63COF227,13135,220.659082,08%
64RJF181,30134,960.604589,30%
65ABBV250,16134,710.781668,94%
66AIZ282,59134,260.656381,83%
67ALLE164,40129,700.665877,92%
68BLK1.174,57127,651.628731,35%
69MSI467,83126,340.877757,58%
70LMT607,84124,821.153743,27%
71CTAS199,37124,770.694471,88%
72NTAP207,95124,610.831259,97%
73ANET199,58122,560.709269,12%
74MRSH188,29122,120.581584,01%
75FDS284,25120,460.829458,09%
76GWW1.318,27117,461.498131,36%
77DLTR130,51116,440.573081,29%
78JNJ261,15115,840.648771,43%
79MCO485,27112,920.849953,14%
80HONA166,31111,711.032043,30%
81PAYX122,29111,050.492690,18%
82UNP294,81110,630.648368,26%
83GL181,27107,980.553877,99%
84TECH72,24107,580.512184,03%
85J144,02107,370.488587,92%
86MMM183,62107,190.538979,56%
87WAB299,98106,780.699261,09%
88INCY120,15105,500.499584,50%
89WDAY199,97104,360.818451,01%
90CAH232,61101,360.637163,64%
91EG369,86101,140.776952,07%
92FTNT161,66101,120.544374,32%
93ABNB184,73101,060.627664,41%
94DHR203,4199,810.542673,57%
95PRU124,9599,710.424693,94%
96HWM287,3098,640.560070,46%
97SYK339,9496,910.630561,48%
98BDX183,3096,310.538571,53%
99WST348,2996,300.718153,64%
100DPZ348,3496,050.800647,99%
101PCAR130,7195,100.423989,75%
102NSC336,0094,680.598763,26%
103WELL235,5494,470.622260,73%
104TGT154,8394,460.460981,97%
105AME255,6294,300.479478,68%
106SWK101,9494,190.436586,31%
107CB345,1190,890.621858,47%
108IEX238,7888,290.441080,09%
109HD339,3188,150.627856,17%
110ABT111,4088,070.415284,85%
111RCL306,2787,460.772645,28%
112SCHW110,9587,330.393588,77%
113AXP342,5584,080.646252,04%
114ECL276,4081,160.498765,09%
115ECHO91,1380,480.766042,03%
116NTRS191,4580,380.384383,66%
117EXPD186,8879,820.416576,66%
118DG123,7477,840.384580,98%
119CBRE152,1175,800.372481,41%
120BBY86,4274,700.390776,48%
121RVTY116,9471,960.352481,68%
122SPG219,1471,740.427467,14%
123BX144,8769,190.404068,51%
124DDOG256,8068,810.683440,27%
125JKHY153,5968,490.461059,43%
126MET97,6467,670.292492,59%
127IR83,5366,750.305087,54%
128A148,8465,920.410864,19%
129GPN92,7965,280.377169,24%
130PYPL60,0164,480.338676,18%
131BRO71,0262,880.297384,60%
132LYV188,5262,510.367768,01%
133ETN453,3961,670.717034,40%
134APH167,1660,250.503347,88%
135HSIC90,1559,570.269588,43%
136CDW139,5458,680.454151,68%
137BAC64,4656,470.234396,39%
138NDSN308,4554,750.388656,35%
139SJM120,6852,300.308267,88%
140UAL125,0652,280.427048,97%
141XYL119,8150,540.263176,84%
142MRK135,3150,400.288070,00%
143COO76,3550,250.243882,46%
144VLTO97,6249,930.255578,18%
145AWK135,8149,000.248978,76%
146PSA326,0748,540.370752,37%
147VRSK182,7348,470.405247,85%
148CASY853,0747,902.10909,09%
149UNH401,7147,550.523436,34%
150CFG74,6346,780.213787,58%
151USB65,2846,510.204590,95%
152ZBH100,2444,940.228778,61%
153ERIE256,3444,150.504035,03%
154STE233,3943,970.385245,66%
155XYZ82,9343,420.233474,41%
156WFC88,3841,570.208479,78%
157AVY177,4741,370.303954,44%
158KMB110,5941,270.254764,83%
159MSFT495,7640,130.944217,00%
160IP40,6838,960.186083,77%
161EFX182,4638,690.323047,91%
162EMR163,0138,220.327646,67%
163OMC87,4938,010.210672,17%
164MDT91,7337,070.194676,20%
165AMCR46,1336,980.167288,47%
166PFG114,4536,520.197673,93%
167ROST244,9136,110.425333,97%
168TROW110,4935,490.247757,32%
169APD308,7435,060.358139,16%
170PHM130,3734,910.259253,87%
171DAL89,4734,380.244056,37%
172SYY83,4633,460.175576,25%
173HON233,8433,360.343438,86%
174BXP68,1933,100.175975,27%
175BAX26,6932,670.152585,68%
176FITB58,1432,650.164579,40%
177BALL61,8632,250.179172,04%
178SW49,1632,020.172074,46%
179KKR113,7831,660.228655,41%
180TTWO247,2531,020.401030,94%
181FFIV409,2931,010.419529,56%
182AMAT505,0230,751.213310,14%
183WM225,1630,700.294041,77%
184AFL121,6130,600.189464,63%
185L113,1029,540.188462,72%
186HIG138,1929,310.219853,35%
187DXCM89,7028,080.235347,73%
188BIIB210,1027,640.255043,36%
189ULTA512,5125,380.641415,83%
190HPE59,3425,020.223444,79%
191CINF173,5623,190.274933,75%
192RMD225,0123,130.333227,77%
193BMY64,2721,680.145459,63%
194ESS287,0321,300.258832,92%
195MKC54,6520,280.119467,95%
196UHS170,2020,250.290327,90%
197BR170,4020,060.278128,86%
198TT479,6220,010.348023,00%
199VTR91,2119,570.190841,04%
200KO87,6619,540.126461,82%
201CLX104,9319,490.168246,35%
202CSX50,3119,420.101476,65%
203ACGL98,7719,410.175544,22%
204SOLV89,0719,380.161548,01%
205TFC53,0618,990.092981,76%
206JCI153,2718,570.182740,66%
207RF31,8417,580.079488,61%
208PGR210,7617,490.302523,13%
209NUE270,8117,120.392917,44%
210IFF83,8417,060.143447,58%
211WRB70,5816,690.119455,93%
212AAPL306,1515,740.325419,36%
213AOS62,2115,680.100162,65%
214GS1.039,0715,340.69168,87%
215SYF80,6915,180.120250,52%
216MAS74,2315,050.157238,29%
217GIS39,2114,790.085769,05%
218FAST51,0014,510.096859,92%
219HOOD96,1313,700.292718,73%
220HUBB510,3213,540.386514,01%
221MRNA63,2412,490.245220,37%
222GEHC73,7712,280.123639,76%
223MS217,1912,040.216422,26%
224IVZ32,5211,820.075962,30%
225HCA405,8211,320.339813,32%
226CHD100,7111,110.093247,69%
227CNC67,3311,100.109640,52%
228ES72,3910,930.091747,69%
229TPR128,8710,630.200421,22%
230CVS97,1510,490.158426,49%
231RL390,3110,090.361111,17%
232GEN28,839,440.067156,24%
233RSG215,699,250.153824,07%
234GM86,849,250.135327,34%
235GDDY96,159,180.172221,32%
236PM190,248,970.163421,96%
237EXR148,598,280.093035,62%
238HRL24,468,100.059654,37%
239SBUX108,098,090.103731,20%
240HPQ30,117,320.082535,49%
241DRI224,907,250.178316,28%
242PLTR176,107,160.282810,13%
243IDXX550,877,070.255211,09%
244ALGN181,126,980.160817,36%
245NOW125,246,960.202413,76%
246KVUE19,206,780.039368,88%
247KHC25,446,680.050752,74%
248NWSA29,046,600.049553,30%
249BEN33,896,400.049052,32%
250ARES144,026,360.176714,39%
251LUV44,386,220.097325,56%
252DOC20,775,840.043953,19%
253FE47,445,730.048447,39%
254NWS33,105,630.051243,99%
255DVA181,045,560.30417,32%
256NDAQ97,075,360.113118,95%
257IBKR92,165,280.105619,98%
258CL91,754,740.063529,88%
259AIG76,624,560.065727,74%
260HBAN17,904,350.032054,40%
261O62,904,100.050732,38%
262PCG17,764,040.023070,36%
263PPG114,233,940.105514,92%
264KEY23,253,500.029048,29%
265ED108,973,360.066020,37%
266UPS104,723,120.095613,03%
267D68,693,030.045726,52%
268TSCO35,782,930.047024,95%
269C139,062,790.111310,04%
270EW92,052,750.074114,87%
271GILD138,162,730.080213,63%
272HAS96,462,640.101610,40%
273NCLH19,062,500.039325,42%
274OTIS72,712,500.037426,74%
275ADBE265,152,480.24883,98%
276IT181,082,440.21724,50%
277CMG33,692,440.049619,71%
278TYL328,912,010.16784,79%
279VMC279,572,000.15655,11%
280CF118,661,990.10737,40%
281CPT110,531,920.063212,17%
282INVH30,341,870.019738,10%
283CRM196,851,870.16434,55%
284EOG143,281,860.08378,92%
285BA230,441,670.11046,06%
286CTVA76,951,420.07277,83%
287FTV61,621,400.031317,89%
288JBHT280,211,350.11714,60%
289CVX200,971,330.11014,84%
290EIX71,391,230.05598,78%
291XOM160,841,200.09664,98%
292GEV1.058,601,140.38661,17%
293TRMB56,931,090.04968,77%
294VTRS16,181,080.017924,26%
295TDG1.241,361,040.29841,39%
296CHTR155,011,030.10104,08%
297MGM44,040,940.04947,58%
298KIM24,380,900.018819,03%
299AVB184,050,880.05836,01%
300PODD144,020,840.09393,56%
301FIS42,990,820.03499,40%
302NOC583,920,780.15232,04%
303ADSK252,720,720.15171,89%
304AMD507,710,630.21541,17%
305ROK448,680,600.11162,13%
306DUK124,210,580.03267,16%
307ADM80,250,560.03995,62%
308EVRG84,110,550.02827,85%
309WY24,640,540.015613,93%
310BF.B28,330,530.02807,60%
311FRT118,700,460.03694,97%
312ICE154,390,400.07072,27%
313TAP42,570,360.02007,16%
314TEL216,840,340.06032,25%
315PG144,320,310.03323,70%
316EQR65,910,300.02045,82%
317TRGP276,200,260.05841,81%
318REG76,740,230.02154,26%
319AEE109,950,190.02333,30%
320EXC45,880,170.01175,67%
321SO93,280,160.01903,46%
322UDR37,960,160.01374,81%
323HST22,900,150.01234,95%
324COP126,960,140.04061,41%
325SPGI418,770,140.06600,84%
326AES14,740,140.002125,30%
327MAA133,900,120.02631,81%
328OKE94,590,110.02222,05%
329PNW101,590,110.02351,92%
330UBER76,130,100.01922,04%
331CCL28,280,090.01342,54%
332DHI149,310,070.03250,86%
333CTSH59,130,070.03140,87%
334KDP31,330,060.00962,37%
335DLR200,120,050.03220,58%
336LDOS142,620,030.03610,32%
337FCX66,820,030.01690,65%
338CVNA75,930,020.01500,62%
339AMZN263,650,020.03690,21%
340MOS21,780,020.00551,24%
341EL86,760,010.00940,27%
342ATO169,910,010.01040,24%
343MDLZ63,730,000.00490,37%
344STLD258,270,000.02260,05%
345HII325,580,000.02390,05%
346CMCSA26,270,000.00290,28%
347ORLY91,350,000.00420,08%
348ARE48,170,000.00270,06%
349PTC151,180,000.00630,01%
350NEE86,21-0,00-0.00100,01%
351PPL35,99-0,00-0.00180,37%
352PFE26,87-0,00-0.00250,29%
353AEP125,84-0,00-0.00810,13%
354INTU346,96-0,00-0.03500,04%
355APA40,60-0,01-0.00730,30%
356MU962,47-0,01-0.10290,03%
357FANG203,00-0,01-0.02110,17%
358EXE94,97-0,06-0.02101,12%
359META591,65-0,07-0.09190,30%
360COHR324,45-0,07-0.27400,11%
361TER403,71-0,08-0.11050,29%
362XEL79,16-0,08-0.01242,55%
363T24,83-0,09-0.01292,67%
364LOW218,05-0,09-0.03531,07%
365NVDA225,35-0,12-0.04910,95%
366OXY58,56-0,12-0.02471,97%
367YUM149,78-0,13-0.03701,44%
368VST148,79-0,14-0.04881,16%
369VZ48,43-0,14-0.01992,91%
370ETR107,91-0,15-0.02552,34%
371CI281,48-0,15-0.04851,28%
372APO141,52-0,16-0.04631,35%
373CNP40,83-0,16-0.01404,46%
374CMS71,30-0,19-0.02153,51%
375WYNN102,32-0,19-0.03202,36%
376CARR62,83-0,19-0.03102,46%
377WBD27,86-0,22-0.00989,10%
378F14,28-0,26-0.01317,93%
379LNT70,70-0,28-0.02684,13%
380PLD140,85-0,30-0.03493,44%
381KMI32,78-0,35-0.013510,36%
382DTE140,94-0,35-0.04313,25%
383NEM117,78-0,41-0.06852,37%
384ODFL211,65-0,49-0.09192,13%
385TJX152,50-0,51-0.05543,65%
386LULU119,62-0,51-0.05953,44%
387WEC110,12-0,52-0.03785,49%
388CEG283,61-0,52-0.11231,85%
389BLDR72,57-0,55-0.05523,99%
390EBAY104,19-0,60-0.04605,23%
391FISV54,25-0,76-0.04207,21%
392DIS106,42-0,77-0.04616,64%
393TPL358,75-0,77-0.17431,76%
394STX976,97-0,87-0.43240,80%
395IRM128,53-1,22-0.05978,21%
396TXT88,80-1,33-0.045111,80%
397FOXA68,55-1,33-0.08056,62%
398DVN45,66-1,42-0.041513,69%
399PEG76,23-1,50-0.041214,55%
400MNST46,55-1,53-0.14114,35%
401FOX61,00-1,69-0.07908,55%
402WMB74,88-1,82-0.048814,93%
403LRCX327,82-1,91-0.31572,42%
404ACN176,81-2,09-0.21953,81%
405VRSN286,81-2,14-0.19574,38%
406CSCO111,75-2,24-0.078711,37%
407NRG125,00-2,71-0.12548,64%
408SRE86,88-2,76-0.064117,22%
409BKR64,50-2,91-0.082814,08%
410ELV401,44-3,25-0.19916,53%
411BSX52,09-3,59-0.091415,72%
412EQT54,69-3,60-0.064322,41%
413MLM547,54-3,89-0.29215,32%
414MO65,73-4,03-0.069423,25%
415PSKY10,19-4,67-0.034554,16%
416AVGO389,16-4,81-0.31926,02%
417TSN58,28-4,92-0.082523,86%
418DOV207,72-5,15-0.141414,58%
419VICI26,40-5,98-0.038162,80%
420LEN86,71-6,08-0.089027,31%
421SMCI40,21-6,14-0.138717,71%
422CRH96,94-6,26-0.116921,41%
423NKE40,90-6,47-0.057245,18%
424TMUS181,42-7,24-0.155418,64%
425CSGP32,46-7,26-0.071740,48%
426KEYS356,70-8,53-0.305211,18%
427NI42,58-8,54-0.067350,75%
428CPRT31,58-8,92-0.073748,42%
429SLB53,74-9,16-0.124429,44%
430CME270,67-9,38-0.338211,10%
431ZTS74,15-10,04-0.090944,17%
432LYB63,86-10,66-0.152228,03%
433HSY184,60-11,41-0.193523,60%
434HLT326,39-11,79-0.255018,50%
435LIN481,95-12,16-0.331414,68%
436LVS46,29-12,82-0.089257,46%
437CHRW148,92-12,84-0.370813,85%
438WDC498,19-12,91-0.98415,25%
439DOW31,14-14,87-0.112752,78%
440PNR65,73-14,91-0.157737,80%
441TTD14,07-15,53-0.097064,02%
442TKO201,45-15,92-0.245425,94%
443DECK93,66-17,86-0.202135,35%
444CMI633,61-19,20-0.535714,34%
445MCD273,53-20,23-0.215937,48%
446EQIX1.098,89-20,68-0.602013,74%
447APTV49,42-21,01-0.221437,96%
448BG113,56-21,59-0.242235,66%
449PEP140,90-21,94-0.166752,66%
450CAT858,64-25,87-1.016210,18%
451KR57,00-26,48-0.168262,99%
452MSCI571,20-26,82-0.556119,29%
453LII423,21-27,19-0.908311,97%
454WMT115,33-27,33-0.210851,86%
455MAR356,35-28,54-0.415027,51%
456SWKS68,82-29,40-0.267343,99%
457HAL34,43-33,75-0.171778,60%
458CBOE295,82-34,41-0.781917,60%
459AMT175,72-38,52-0.337745,62%
460IBM235,25-40,00-0.781220,48%
461INTC102,45-41,23-0.457236,08%
462NFLX77,89-42,75-0.269463,46%
463STZ138,07-43,47-0.275963,02%
464Q142,05-47,37-0.419745,15%
465JBL360,89-50,22-0.754526,62%
466FICO1.095,44-50,71-1.620412,52%
467GLW164,96-53,71-0.746128,80%
468ROL36,23-56,07-0.257587,10%
469MCHP78,20-60,75-0.353968,68%
470COIN149,44-62,82-0.498450,42%
471TXN277,60-64,92-0.554746,82%
472LHX291,94-67,77-0.475656,99%
473CCI76,01-70,78-0.353780,05%
474GOOG342,69-74,19-0.624647,52%
475GOOGL345,04-82,09-0.670548,97%
476SBAC186,33-83,70-0.495067,64%
477EME843,69-85,60-1.226127,93%
478AKAM125,87-86,64-0.579959,76%
479ADI383,29-95,21-0.795747,86%
480FSLR225,27-106,06-1.038640,85%
481CDNS326,62-108,61-0.947245,87%
482FDX334,87-130,42-1.117446,69%
483COST961,20-147,08-1.374042,82%
484PWR687,78-147,21-1.353343,51%
485ON81,98-154,26-0.822575,02%
486ISRG397,81-162,35-1.207553,78%
487GNRC219,44-201,34-1.312861,34%
488ALB136,54-203,54-1.052777,34%
489ORCL151,19-221,30-1.460160,62%
490AZO3.036,68-226,15-3.375726,80%
491QCOM164,32-263,49-1.388975,89%
492SNDK1.630,75-281,58-6.753716,68%
493FIX1.781,25-289,59-3.311334,98%
494NXPI232,48-302,08-1.509180,07%
495TSLA341,71-334,00-1.908070,02%
496SNPS422,70-419,13-2.129778,72%
497CIEN426,26-515,34-3.132165,81%
498APP317,27-538,66-3.360764,11%
499FERG246,88-577,47-3.719062,11%
500MPWR1.381,85-663,95-4.879154,43%
501BRK.B506,43-1.161,43-5.543083,81%
502CRWD218,87-1.960,59-11.358069,05%
503KLAC201,95-5.351,59-35.088061,01%
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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