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
1LLY995,631.223,835.818184,14%
2BRK.B412,05807,503.2300100,00%
3MTD1.375,72695,193.730674,54%
4REGN701,43655,643.392477,31%
5ISRG564,05569,922.808881,16%
6CAT596,61541,452.455888,19%
7MCK800,68492,642.573076,58%
8FICO1.766,40490,323.952149,63%
9KLAC1.225,40475,133.197559,44%
10WAT386,16445,461.909493,32%
11TMO568,69400,001.995280,19%
12HCA488,73396,841.766889,84%
13PH871,86394,522.194571,91%
14$SPX6.846,51329,233.317439,70%
15MU253,18319,311.530583,45%
16CMI504,46300,361.552277,40%
17IDXX702,42288,691.847062,52%
18GOOG314,91285,181.348884,57%
19GOOGL314,21284,531.350784,26%
20TER200,96253,781.224182,93%
21CAH199,52246,251.194882,44%
22COR340,71243,101.232878,88%
23AMAT267,88240,841.188381,07%
24WDC170,95235,741.126583,71%
25AMGN317,00232,621.154280,61%
26PWR461,16215,311.120576,86%
27BF.B49,12215,000.8600100,00%
28ROK402,73203,940.990782,34%
29FSLR258,74195,921.000078,37%
30FDX276,31189,010.841189,89%
31VRTX439,57188,140.935680,44%
32UHS225,53184,600.830488,92%
33ALB129,26183,480.834987,90%
34JBHT189,65177,180.874381,06%
35STX287,38174,801.113962,77%
36IQV220,50155,490.745483,44%
37HII317,36150,740.763878,94%
38EPAM210,67144,180.793372,70%
39AAPL277,83144,120.685084,16%
40WELL197,21143,230.662786,45%
41TDG1.338,32133,721.130247,33%
42IBM313,45132,190.767068,94%
43RL360,65131,300.787366,71%
44BIIB180,03128,860.668277,14%
45DHR224,96127,030.639879,42%
46AMD222,65121,841.196840,72%
47STLD165,97119,460.538388,77%
48ILMN128,92116,260.629873,85%
49EXPE264,23113,220.793357,09%
50CRWD527,88111,351.040542,81%
51MAR286,28111,210.648968,56%
52ROST176,84106,890.497885,89%
53LRCX163,63103,340.611067,66%
54AXP366,44100,940.662260,97%
55JNJ202,9095,210.466481,65%
56BIO310,7488,720.691851,30%
57EXPD148,7185,810.508067,57%
58CHRW154,4083,060.518864,04%
59A141,2978,700.430173,18%
60INCY97,0575,220.405874,13%
61APH139,1271,700.371377,24%
62NUE158,7864,700.386167,03%
63CBOE253,9063,710.387565,77%
64GM76,9162,520.311080,40%
65AVGO401,3662,010.654937,87%
66JKHY181,4561,660.409760,20%
67MRK97,2559,430.334171,15%
68ALGN161,6558,940.366264,37%
69DOV191,3858,120.366363,46%
70EA203,8357,230.442751,71%
71CB301,7357,100.379460,20%
72WAB211,8856,350.317570,99%
73LVS66,3754,740.305671,64%
74KEYS211,4252,770.458946,00%
75PLD126,9251,990.267977,61%
76VTR80,3950,900.238185,52%
77DLTR120,6449,690.327260,75%
78BG91,7548,430.298564,90%
79RVTY99,6148,190.270971,15%
80MMM165,2147,240.295963,86%
81UPS96,8147,080.241378,05%
82CSCO79,1842,390.194787,08%
83GILD119,9440,710.229171,07%
84EW84,0338,710.215771,78%
85MS179,9538,190.245562,23%
86CME270,3037,640.268656,07%
87AEP116,4637,330.223966,68%
88CMA85,0637,310.210570,91%
89HOLX74,9837,000.182481,15%
90CRL189,2935,920.400535,87%
91TJX153,5235,730.194373,55%
92VLO173,4235,110.281149,95%
93IEX175,5134,720.218163,69%
94GS878,9434,410.627321,94%
95STE260,5933,810.343939,32%
96AIZ224,7433,580.262151,25%
97RTX173,9733,330.281747,32%
98CTSH81,5332,720.190068,88%
99MNST73,3032,340.162279,78%
100TEL235,0831,690.349036,33%
101COO78,1729,950.169770,57%
102AKAM86,4729,270.232850,31%
103SEE41,5528,900.165170,02%
104NEE80,3928,720.201257,09%
105AME197,9828,170.221850,81%
106ACN272,0728,060.282739,69%
107FANG157,3427,370.215850,74%
108WBD27,6025,700.129779,26%
109HWM193,2125,200.237742,41%
110JCI115,4225,160.183254,93%
111EQT58,7524,600.146467,20%
112FOXA69,4222,930.144763,40%
113INTC40,4322,640.176951,20%
114L102,4221,640.138062,70%
115NDSN234,5120,740.169848,84%
116AVY174,2020,240.220536,73%
117WST268,5519,950.307026,00%
118KO70,2718,910.102873,58%
119TECH59,5618,700.160646,57%
120SOLV80,8718,060.179540,24%
121GD337,7617,720.233330,38%
122FOX61,5517,170.120656,94%
123FTV54,1117,130.086279,45%
124CINF162,3116,550.167239,60%
125STT126,0214,110.118547,61%
126TRV281,1313,810.216525,52%
127HAL28,3813,200.085162,04%
128SRE88,5412,510.118842,10%
129HAS80,3612,400.102248,54%
130HSIC73,7512,100.132236,61%
131CEG362,8711,160.383311,65%
132K83,4510,890.079854,60%
133BK116,7610,240.091644,73%
134EL103,4210,160.153826,43%
135HLT270,6110,150.191321,23%
136WMT113,4110,090.118034,19%
137WFC89,989,970.094542,19%
138MDT100,569,930.121032,83%
139MPWR970,379,820.77725,06%
140CNC38,199,570.079748,04%
141ROL59,439,560.072852,52%
142PRU112,348,920.094837,64%
143PSX138,428,880.109432,47%
144IFF65,538,600.086839,63%
145CTRA26,628,510.058158,63%
146XOM119,298,220.078741,77%
147DE467,037,920.207515,27%
148ATO166,827,870.123925,40%
149BMY50,757,820.078739,78%
150DG127,897,420.156318,97%
151TRGP183,857,000.187914,91%
152NEM91,986,490.116322,34%
153ADI277,616,270.233910,72%
154EIX56,466,240.058043,04%
155DAL67,726,100.086328,27%
156LUMN8,356,090.056643,07%
157ETR93,595,700.076829,70%
158GLW89,845,610.096623,23%
159PCAR109,095,540.100721,99%
160MPC189,645,400.121617,76%
161PFG87,925,340.065532,61%
162BAC54,125,160.047143,88%
163LULU182,455,020.142014,15%
164F13,164,950.029866,55%
165AMTM28,824,810.068827,96%
166IVZ26,454,810.036652,55%
167AAL14,974,680.036051,99%
168FISV66,264,540.134913,45%
169VFC18,384,530.045939,50%
170SLB38,424,490.048936,74%
171XEL75,834,280.076822,30%
172GEHC82,824,010.078320,47%
173PEP144,753,610.087816,46%
174MCD309,193,540.092215,35%
175QCOM174,433,420.113812,03%
176VTRS11,183,410.019370,61%
177LUV38,283,370.049027,51%
178C109,683,270.071618,28%
179AMZN228,273,090.14798,36%
180SYF81,282,980.063018,94%
181FE45,212,340.034826,87%
182CVS79,242,200.053216,55%
183KDP28,952,020.027829,07%
184LNT64,911,930.037320,74%
185TSLA447,741,770.21113,36%
186CSX36,381,470.028520,64%
187NVDA185,171,460.10085,79%
188NU16,631,450.019829,30%
189BDX189,501,220.06927,04%
190ACGL91,761,180.044010,75%
191CMS70,721,170.031215,08%
192ABBV221,151,170.08125,75%
193APA26,151,150.026217,51%
194LDOS185,521,140.06317,20%
195EVRG73,821,090.037811,57%
196DVN37,371,060.033012,86%
197AEE98,771,000.038010,58%
198TSN55,500,900.033210,84%
199BKR47,770,840.027712,10%
200UNP234,140,770.07344,19%
201NI41,500,740.022013,43%
202CFG56,560,640.02729,39%
203SBUX82,510,580.03047,56%
204SNA347,100,570.05883,89%
205PFE25,570,550.016313,59%
206TFC48,430,550.02209,96%
207CNP38,120,490.013714,22%
208NRG170,590,460.04334,24%
209LNC43,370,450.01819,96%
210EXC43,580,430.02267,66%
211AES14,070,330.011012,03%
212ALL201,300,300.05822,10%
213HIG130,570,270.03643,00%
214AMCR8,190,270.005121,54%
215AFL108,700,250.02454,06%
216DGX179,780,220.03552,49%
217PCG14,950,210.00978,56%
218TGT93,420,190.02463,10%
219HUBB440,590,190.08070,93%
220BBY74,340,170.02712,44%
221ELV329,850,150.07300,84%
222ON55,830,100.01952,05%
223ULTA599,020,090.07610,45%
224LW57,430,060.02091,16%
225TT400,660,050.04420,49%
226PNW87,280,050.01341,45%
227DAY69,000,050.00355,50%
228SPG180,610,030.01490,74%
229WYNN124,030,020.01800,55%
230NSC291,870,020.02150,34%
231HST17,280,010.00341,09%
232ED96,040,000.00600,31%
233BSX93,270,000.00690,24%
234D58,620,000.00340,44%
235GE287,550,000.01330,10%
236USB51,840,000.00430,29%
237ES68,050,000.00480,06%
238YUM143,400,000.00470,05%
239JPM318,090,000.00120,00%
240EMR136,220,000.00070,00%
241DFS200,050,000.00000,00%
242MRO28,550,000.0000100,00%
243PKI115,240,000.0000100,00%
244FLT303,260,000.0000100,00%
245CTLT63,480,000.0000100,00%
246WRK51,510,000.0000100,00%
247WBA11,980,000.00000,00%
248RE351,280,000.0000100,00%
249CDAY69,520,000.0000100,00%
250JNPR39,960,000.00000,00%
251PARA11,040,000.00000,00%
252ANSS374,300,000.00000,00%
253FRC3,510,000.0000100,00%
254PEAK17,110,000.0000100,00%
255DISH5,770,000.0000100,00%
256SIVB39,250,000.0000100,00%
257ABC179,980,000.0000100,00%
258HES148,970,000.0000100,00%
259FCX45,11-0,00-0.00360,08%
260NTRS134,10-0,00-0.00520,13%
261SCHW95,42-0,00-0.00390,24%
262SBNY0,95-0,00-0.00063,10%
263DELL139,20-0,01-0.02570,15%
264INTR8,08-0,01-0.00281,79%
265BWA42,19-0,01-0.00550,99%
266SEDG31,81-0,01-0.01270,47%
267TRMB82,15-0,02-0.01000,92%
268WRB66,80-0,03-0.01350,86%
269MRNA27,87-0,04-0.00991,68%
270OKE75,61-0,05-0.01581,23%
271FTNT83,91-0,06-0.01541,60%
272KEY20,31-0,07-0.00743,84%
273COF233,90-0,07-0.03620,80%
274WMB62,37-0,10-0.01742,26%
275KVUE16,82-0,10-0.01113,58%
276DOW23,29-0,10-0.01113,65%
277PEG79,31-0,10-0.01243,32%
278TAP45,24-0,13-0.01294,19%
279CRM261,84-0,16-0.05471,20%
280MGM35,72-0,17-0.01713,90%
281XYL138,89-0,19-0.03362,25%
282PLTR182,09-0,20-0.06131,32%
283DXC15,15-0,23-0.00949,90%
284ODFL150,54-0,24-0.04442,19%
285PPL34,03-0,36-0.01509,49%
286TXT84,38-0,40-0.02476,44%
287FIS65,71-0,46-0.02447,50%
288STZ142,92-0,53-0.05104,14%
289KMI27,67-0,58-0.014515,88%
290DUK115,11-0,75-0.04217,14%
291BALL47,03-0,81-0.022614,31%
292KR62,76-0,82-0.029910,95%
293TPR117,11-0,83-0.06175,37%
294UAL106,42-0,84-0.05995,62%
295JBL226,68-1,03-0.09954,14%
296MKC63,00-1,08-0.031013,92%
297FITB45,86-1,08-0.030514,18%
298RF26,70-1,09-0.024417,93%
299SBAC189,40-1,12-0.05757,76%
300WEC105,18-1,26-0.050210,07%
301MCO488,94-1,29-0.11734,39%
302CBRE156,56-1,29-0.06897,49%
303NDAQ89,63-1,38-0.042013,15%
304PODD301,21-1,54-0.12544,91%
305OTIS87,44-1,64-0.039416,66%
306HBAN17,11-1,70-0.023428,94%
307AIG76,93-1,70-0.044215,42%
308TROW105,53-1,84-0.045516,18%
309MSCI536,87-1,85-0.16924,37%
310IR79,35-2,30-0.053517,21%
311REG68,30-2,31-0.034726,61%
312CTVA65,63-2,32-0.063114,69%
313LKQ28,64-2,35-0.028133,47%
314DOC16,66-2,38-0.021843,54%
315ABNB124,38-2,43-0.073413,26%
316CL77,21-2,54-0.045122,51%
317CPT101,95-2,96-0.062618,91%
318ADM58,18-2,96-0.047125,15%
319TPL892,01-2,98-0.36803,24%
320LEN118,88-2,99-0.099012,10%
321KHC24,14-3,18-0.025948,99%
322CPAY304,30-3,33-0.18247,31%
323BEN23,44-3,35-0.028946,41%
324QRVO89,46-3,51-0.084416,64%
325DTE130,76-3,70-0.077219,17%
326LHX282,10-4,03-0.146111,02%
327HRL23,67-4,06-0.038142,61%
328IPG24,57-4,48-0.035250,84%
329MLM612,95-4,52-0.19239,41%
330FRT96,26-4,92-0.055635,43%
331ECL256,61-4,99-0.147813,51%
332WM211,44-5,11-0.136514,98%
333VZ40,34-5,13-0.052738,91%
334MTB197,92-5,16-0.138314,94%
335CAG17,02-5,26-0.031566,75%
336PANW195,42-5,27-0.183611,49%
337UDR34,82-5,45-0.045448,04%
338COP92,89-5,77-0.087226,47%
339KIM19,89-5,94-0.034668,67%
340INVH26,35-6,06-0.035368,82%
341SJM99,09-6,60-0.087530,16%
342HPE24,43-6,60-0.052650,24%
343GEN26,99-6,83-0.044561,37%
344ZION56,54-6,97-0.084632,96%
345CPB28,83-7,20-0.049957,74%
346MTCH33,64-7,71-0.069944,08%
347XRAY11,12-7,85-0.045868,51%
348SPGI492,08-8,46-0.308610,96%
349O57,12-8,50-0.058757,95%
350J138,47-8,54-0.193917,61%
351CZR23,71-8,62-0.085340,43%
352SO85,49-8,65-0.103533,46%
353NWL3,62-8,92-0.044979,45%
354CE40,96-9,02-0.088240,91%
355HPQ25,18-9,12-0.064756,34%
356TTWO247,03-9,30-0.186319,96%
357MET78,56-9,57-0.080247,70%
358EMN61,41-9,81-0.084946,25%
359HSY176,86-10,02-0.187721,36%
360T24,43-10,68-0.066364,46%
361SWK72,32-11,57-0.132434,96%
362PNC200,01-11,92-0.213222,36%
363CCI90,69-12,05-0.111243,34%
364VMC291,94-12,36-0.178827,65%
365NWS29,22-12,49-0.075766,01%
366TSCO52,83-12,67-0.084160,25%
367OMC73,02-12,76-0.103449,38%
368OGN7,09-12,93-0.070972,96%
369WY21,97-13,13-0.059987,64%
370GIS45,63-13,38-0.072274,16%
371PYPL61,03-13,52-0.130841,35%
372OXY41,44-13,66-0.095657,13%
373EQR60,28-13,70-0.090060,90%
374CVX149,28-13,81-0.114248,39%
375NWSA25,62-14,40-0.082369,93%
376SYK352,99-14,49-0.227625,47%
377ZBH92,62-14,53-0.155437,39%
378ORLY95,57-14,62-0.132744,07%
379WHR75,05-15,19-0.193731,36%
380BXP69,30-15,20-0.105357,73%
381MCHP67,33-16,34-0.176736,97%
382ETSY55,10-16,57-0.217030,54%
383TFX131,50-16,72-0.229629,13%
384EOG110,38-16,72-0.155842,93%
385ESS251,57-16,87-0.170239,66%
386VICI27,87-17,32-0.077189,89%
387SHW323,81-17,74-0.245428,92%
388MAA130,78-18,82-0.156248,21%
389AON346,65-18,94-0.268328,24%
390AWK128,97-19,13-0.184141,57%
391PHM124,51-19,27-0.209136,86%
392EBAY84,08-19,61-0.184042,62%
393LYB43,40-19,90-0.135058,97%
394BAX18,15-20,16-0.108374,48%
395CMG33,89-20,44-0.161450,66%
396VLTO98,80-20,91-0.135761,63%
397CCL25,71-20,93-0.098085,38%
398PNR102,72-21,02-0.121169,44%
399CHD82,56-21,25-0.125767,60%
400ABT122,11-21,79-0.152257,29%
401APTV76,81-21,99-0.159855,05%
402UBER90,81-22,53-0.166054,28%
403DXCM64,56-23,24-0.195647,54%
404PPG100,18-24,15-0.176054,87%
405CMCSA26,60-24,44-0.106092,22%
406PM149,24-24,62-0.206547,67%
407EQIX743,09-25,09-0.652615,38%
408TXN180,84-25,33-0.295034,34%
409CARR53,17-25,38-0.133975,80%
410CF77,32-26,99-0.174461,89%
411V326,48-27,63-0.258442,77%
412AOS66,66-27,82-0.147975,24%
413PSA265,87-27,85-0.363030,69%
414SWKS68,89-28,50-0.210054,30%
415SYY72,82-28,53-0.149876,18%
416DIS106,84-28,69-0.172166,68%
417IP38,28-28,75-0.185162,12%
418BBWI19,29-29,37-0.159573,67%
419MO58,02-29,93-0.164172,96%
420NKE63,64-30,06-0.171670,06%
421HUM256,48-30,25-0.521123,22%
422EXR125,90-30,38-0.264645,94%
423FAST40,75-30,44-0.152679,82%
424MDLZ54,37-30,55-0.147382,96%
425NXPI228,75-30,60-0.384931,80%
426INTU658,55-30,82-0.474325,99%
427CPRT38,37-31,75-0.140290,55%
428AAP48,27-32,18-0.207162,16%
429NCLH18,93-32,37-0.147587,76%
430SMCI34,87-33,34-0.291545,75%
431LH257,75-33,48-0.350038,26%
432GPN78,12-34,18-0.219762,23%
433GL133,98-34,50-0.199969,03%
434ENPH32,46-34,69-0.186974,24%
435PG139,67-34,72-0.189673,26%
436KKR134,67-35,69-0.333642,80%
437RHI26,64-35,94-0.172383,42%
438NTAP117,14-36,19-0.227663,60%
439SW35,85-36,68-0.184879,40%
440RJF166,64-36,78-0.251958,42%
441SNPS468,08-37,23-0.798818,64%
442MAS61,72-37,95-0.195777,56%
443IRM84,96-37,97-0.299750,67%
444ALK50,19-39,33-0.260060,52%
445DPZ415,27-39,34-0.435736,12%
446ANET129,06-39,38-0.381841,26%
447ICE158,45-39,54-0.297153,23%
448GPC126,95-40,03-0.230569,46%
449MKTX173,17-40,97-0.291156,31%
450RSG210,60-43,29-0.307756,27%
451DLR163,54-43,32-0.275862,82%
452GEV630,51-43,39-0.688325,22%
453MSFT491,06-44,19-0.500335,33%
454PGR224,57-45,20-0.429142,14%
455ITW246,71-45,56-0.304159,93%
456BR226,14-47,67-0.328857,98%
457MOS23,52-47,91-0.213789,69%
458DHI150,64-47,99-0.400047,99%
459UNH324,23-48,39-0.523037,00%
460GWW966,73-49,21-0.621631,67%
461AVB176,93-52,32-0.295270,89%
462DVA116,16-52,58-0.262680,10%
463GDDY127,73-52,88-0.293672,05%
464LOW242,44-53,02-0.449347,20%
465AMT179,73-54,79-0.293774,63%
466GNRC162,34-54,98-0.524841,91%
467LMT469,97-55,27-0.615935,90%
468ETN345,03-56,17-0.560240,11%
469ALLE158,14-57,27-0.303575,46%
470BRO78,04-57,82-0.307275,29%
471NOC553,18-60,71-0.705434,43%
472PKG196,09-62,61-0.341173,43%
473CI264,07-62,62-0.598441,86%
474KMX39,25-65,29-0.366371,30%
475HON191,91-65,99-0.380269,41%
476IT230,30-66,05-0.470856,12%
477CTAS183,47-66,15-0.353474,87%
478MMC182,00-66,33-0.413364,20%
479WTW321,92-66,71-0.430561,98%
480DECK100,41-68,25-0.480656,81%
481FDS287,62-70,43-0.760937,02%
482ADSK302,11-70,78-0.440864,23%
483APD236,04-71,22-0.543752,40%
484CDW146,62-73,03-0.396673,66%
485DRI177,43-77,20-0.462066,85%
486BA203,93-77,21-0.527558,55%
487ADBE346,26-78,65-0.562955,89%
488BLDR105,52-83,44-0.493167,68%
489MHK107,60-83,53-0.450474,18%
490CSGP66,63-83,98-0.381088,17%
491KMB101,98-85,90-0.435678,88%
492CLX101,53-87,19-0.403786,38%
493PAYX113,10-88,33-0.406786,88%
494RMD247,47-89,26-0.516969,08%
495ZTS115,80-92,07-0.526469,97%
496EG311,43-96,40-0.690055,89%
497CDNS335,90-99,17-0.715755,43%
498FMC13,08-104,42-0.482686,54%
499AMP481,55-106,36-0.704460,40%
500ERIE278,98-111,43-0.700663,62%
501COST881,98-120,59-0.833457,88%
502VRSK216,20-120,83-0.659173,33%
503VRSN242,20-123,99-0.717969,08%
504PTC174,03-125,81-0.643378,22%
505BX155,76-135,11-0.702576,93%
506TMUS200,36-136,95-0.636786,04%
507MOH156,53-139,07-0.920260,45%
508MA540,09-139,70-0.747174,79%
509DD40,96-143,13-0.850567,31%
510LYV138,75-146,19-0.663288,17%
511VST169,31-150,25-0.712184,39%
512GRMN203,14-160,76-1.030262,42%
513ADP258,74-164,79-0.804181,97%
514ARE45,33-167,63-0.745789,92%
515EFX209,11-194,84-0.937583,13%
516ZBRA265,39-234,33-1.261874,29%
517FI63,80-238,73-1.568660,88%
518AJG238,72-242,73-1.192581,41%
519TDY515,28-248,33-1.431469,39%
520PAYC162,78-253,74-1.117990,79%
521HD350,91-263,52-1.207287,31%
522ROP446,42-271,65-1.403477,43%
523TYL459,79-290,78-1.384784,00%
524BLK1.070,51-291,11-2.048556,84%
525CHTR204,46-305,78-1.438185,05%
526RCL251,15-317,32-1.493684,98%
527LIN395,49-340,86-1.443094,48%
528POOL234,24-373,69-1.620692,23%
529NOW857,90-380,65-2.117671,90%
530FFIV254,31-398,54-1.986980,23%
531ORCL219,98-415,12-1.932285,94%
532META656,74-455,29-2.616969,59%
533MSI370,10-479,62-2.084692,03%
534URI798,07-572,82-3.273569,99%
535AXON545,94-793,15-4.160776,25%
536MELI2.055,09-844,12-6.132055,06%
537AZO3.579,50-1.268,00-8.347960,76%
538BKNG5.127,07-1.682,44-10.218765,86%
539NVR7.418,56-2.456,94-15.639062,84%
540NFLX96,15-3.229,58-20.089964,30%
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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