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
1LLY1.109,941.034,025.123180,73%
2KLAC1.145,90892,784.966571,90%
3BRK.B412,05807,503.2300100,00%
4MCK889,28763,493.203595,33%
5CAT566,61611,112.716489,99%
6MTD1.506,02590,853.371270,11%
7$SPX6.705,12548,544.468049,11%
8FICO1.810,00520,764.075951,11%
9MU224,53445,451.984989,77%
10TMO597,78421,052.038682,62%
11REGN787,32392,482.473463,47%
12WAT412,54378,671.697589,23%
13CRWD512,34351,131.915473,33%
14ISRG578,87336,422.186661,54%
15COR374,75318,871.386092,03%
16HCA515,85313,211.486484,29%
17AMD206,13286,021.722566,42%
18WDC155,41275,931.268687,01%
19AMAT242,46262,541.300380,76%
20PWR450,14252,951.270579,64%
21GOOG323,64250,761.202583,42%
22STX261,89250,441.424570,32%
23GOOGL323,44249,611.203282,98%
24FSLR260,36246,551.147085,98%
25BF.B49,12215,000.8600100,00%
26CMI494,94213,221.178272,39%
27TER167,67211,801.072578,99%
28IBM304,48209,181.045180,06%
29CAH213,73204,961.068876,71%
30UHS243,74202,220.860194,04%
31LRCX151,93177,920.919677,39%
32HII314,73168,470.814782,71%
33AMGN341,11164,420.938970,05%
34AAPL276,98152,680.713585,60%
35PH852,04147,251.297745,39%
36IQV231,92145,990.713381,87%
37FDX273,87144,030.696782,70%
38VRTX429,82141,110.762973,99%
39MPWR908,61124,931.990525,11%
40IDXX766,68123,701.210940,86%
41ALB125,26117,480.616676,21%
42ROK391,30115,780.676368,48%
43STLD164,25109,590.497988,03%
44EA201,66108,490.629468,95%
45A157,20103,580.490884,42%
46WELL204,5997,790.504677,52%
47APH137,8197,750.470683,09%
48TSLA419,4092,961.154332,21%
49HWM203,6891,890.461779,61%
50AXP362,6490,940.628057,92%
51JBHT172,0390,240.604559,71%
52TEL222,2686,910.546763,59%
53BIIB181,9684,820.486669,73%
54CEG351,6081,080.881236,81%
55BIO332,2179,030.655348,24%
56RL364,5078,600.526159,76%
57JNJ206,6778,500.403477,84%
58DHR230,7774,760.499159,92%
59INCY105,5566,060.376570,19%
60GD341,0765,570.405464,70%
61RTX172,1560,110.367065,52%
62ILMN129,6457,980.435353,28%
63ROST176,5057,650.312773,73%
64CBOE257,3257,640.367162,81%
65EXPE258,1457,190.561440,75%
66VLO174,1055,830.359762,09%
67WST280,8454,800.480245,65%
68CHRW157,3553,920.407752,89%
69AVGO385,0353,740.619834,69%
70AEP121,5852,680.260280,98%
71GE293,4451,340.415049,49%
72NEE84,8350,420.267075,53%
73PLD127,3949,130.258576,03%
74BG96,5148,770.298565,35%
75MAR304,1243,300.382545,28%
76GILD127,1242,570.229074,37%
77GM72,7841,410.243468,06%
78SRE92,4739,020.208874,76%
79INTC35,8337,550.238063,11%
80ATO173,3436,630.221966,02%
81MMM171,5436,600.257756,81%
82MS165,4335,770.223064,17%
83HOLX74,8834,160.175078,08%
84VTR79,4433,860.182974,06%
85CB297,7733,850.291546,45%
86EXPD147,5933,300.305043,67%
87WBD22,9633,230.171377,62%
88GLW82,9533,120.245653,93%
89MNST74,8231,720.156681,01%
90WAB206,0830,120.221154,51%
91JCI114,6529,830.198160,22%
92CMA79,7728,730.180363,73%
93UPS94,5428,290.188859,95%
94NVDA177,8228,240.298437,86%
95NRG163,8127,940.271041,25%
96CSCO76,3226,680.148771,76%
97XEL80,3926,430.163764,61%
98MPC190,0026,400.233745,18%
99RVTY105,5725,680.188454,53%
100ABBV231,8025,370.274436,98%
101CME276,9825,170.221345,49%
102TJX152,3924,730.144168,64%
103GS802,3224,270.507119,15%
104L107,9524,080.137969,87%
105ETR95,2723,900.148464,42%
106MRK105,6622,660.190647,56%
107NDSN238,3321,190.171849,35%
108CRL178,0521,180.322426,27%
109TECH65,8520,260.164849,19%
110SEE43,3520,140.131761,19%
111LDOS191,5019,510.189641,15%
112EQT56,7618,440.124959,06%
113LVS67,6318,300.186339,28%
114CINF168,3816,660.163440,79%
115CNC39,6616,480.115856,94%
116EVRG76,5715,850.106359,63%
117NEM86,2715,100.174734,58%
118K83,4914,930.092364,67%
119CVS78,4714,810.115651,23%
120AIZ228,1714,620.185631,51%
121HAL25,6914,330.088464,87%
122AME197,2213,620.159934,06%
123QCOM163,3113,310.190727,91%
124COO78,2113,250.108348,93%
125KEYS195,4612,290.189225,97%
126FTV53,2812,170.066273,57%
127ES65,9412,060.132936,32%
128AEE104,9211,840.086554,79%
129LUMN8,0011,840.076861,72%
130FOXA64,739,860.096740,80%
131PLTR163,569,850.257515,29%
132LNT68,489,780.065959,36%
133FE46,929,540.060962,61%
134IEX173,658,800.107032,91%
135STE267,808,260.192917,14%
136XOM114,518,040.080240,08%
137KO72,617,940.070345,21%
138CMS74,817,780.057554,09%
139EW86,827,500.114926,13%
140AKAM90,717,300.131322,25%
141EXC45,787,100.060247,24%
142DELL125,926,850.245811,15%
143WFC85,106,570.076334,42%
144EPAM185,806,410.220511,64%
145EQIX748,156,340.34577,34%
146TT418,826,020.204411,79%
147LHX276,335,960.174513,66%
148FOX57,975,860.076530,62%
149TRV293,705,800.148515,62%
150SNA340,295,720.146215,65%
151WRB77,925,680.067733,54%
152CNP39,415,560.034664,19%
153PANW186,275,360.182111,78%
154EIX58,505,350.053739,80%
155AFL111,635,280.073728,68%
156BK109,135,040.059433,94%
157CSX34,904,840.048539,94%
158F13,174,720.029164,85%
159WEC111,224,580.079023,19%
160PSX134,134,350.082021,24%
161TPL864,414,250.38004,47%
162STT116,093,990.062825,40%
163WMT107,003,910.067923,04%
164AVY170,493,850.122312,58%
165BAC52,483,820.040937,35%
166DOV186,023,780.127511,86%
167ELV336,273,780.22206,81%
168IVZ24,233,580.028250,85%
169XYL141,513,570.087316,36%
170SEDG34,993,540.077318,34%
171NI43,143,530.039036,21%
172BBY79,663,290.072318,19%
173ROL61,223,160.042030,11%
174PCG15,733,040.024649,51%
175NUE156,252,560.102110,03%
176MDT105,352,550.063416,08%
177LW59,012,250.071912,54%
178ED98,852,170.044319,62%
179PFG84,692,170.042820,26%
180CTSH76,451,930.055213,97%
181CTRA25,841,850.029624,92%
182BKR49,431,640.035418,51%
183DUK121,931,580.045813,83%
184DGX192,351,360.06488,42%
185JKHY173,621,280.08725,89%
186AES13,811,270.018427,69%
187OTIS88,441,240.038113,00%
188D61,541,220.023021,17%
189EL91,941,150.06487,09%
190FTNT80,871,050.04559,23%
191ALGN147,501,000.06596,07%
192C101,170,990.04079,78%
193SOLV85,770,870.04737,36%
194FANG147,030,770.05136,03%
195HSIC75,500,620.04395,69%
196NU16,610,610.012020,37%
197NSC289,060,580.07213,25%
198AMZN229,670,450.07872,31%
199PEP146,120,450.04414,08%
200PNW89,500,360.02595,61%
201HUBB429,820,360.09971,42%
202VTRS10,560,330.008116,24%
203J133,540,260.05331,92%
204INTR8,470,230.007312,59%
205PPL36,410,140.00856,67%
206TDG1.352,540,120.11650,40%
207SLB35,900,080.01152,71%
208PFE25,720,070.00793,57%
209APA24,080,070.00863,25%
210ETSY53,980,070.03450,76%
211JPM303,000,060.03030,74%
212LMT452,410,050.05750,34%
213DLTR105,660,050.02670,68%
214YUM154,000,040.01800,85%
215DTE136,070,040.01451,02%
216PEG82,160,040.00791,77%
217BWA43,600,030.00741,81%
218UNH326,280,030.04890,22%
219AAL13,460,010.00391,20%
220ALL212,650,010.01880,24%
221VFC17,240,010.00350,96%
222WMB59,370,010.00700,31%
223DE498,130,000.01410,06%
224ETN336,650,000.01670,04%
225MRNA24,750,000.00340,20%
226MSCI562,920,000.01350,03%
227LUV34,360,000.00170,10%
228IFF69,200,000.00200,03%
229UNP229,130,000.00280,01%
230SBNY0,640,000.00000,02%
231GEHC79,960,000.00030,00%
232PEAK17,110,000.0000100,00%
233HES148,97-0,00-0.00000,00%
234PKI115,240,000.0000100,00%
235SIVB39,250,000.0000100,00%
236DISH5,770,000.0000100,00%
237FRC3,510,000.0000100,00%
238FLT303,260,000.0000100,00%
239WRK51,510,000.0000100,00%
240MRO28,550,000.0000100,00%
241RE351,280,000.0000100,00%
242ANSS374,300,000.0000100,00%
243JNPR39,960,000.00000,00%
244DFS200,050,000.00000,00%
245PARA11,04-0,00-0.00000,00%
246CDAY69,520,000.0000100,00%
247CTLT63,480,000.0000100,00%
248WBA11,98-0,00-0.00000,00%
249ABC179,980,000.0000100,00%
250BMY49,05-0,00-0.00010,00%
251AMCR8,51-0,00-0.00030,09%
252TTWO241,84-0,00-0.00560,01%
253SPG185,13-0,00-0.00460,08%
254TRGP171,06-0,00-0.01390,12%
255TPR107,68-0,01-0.01330,21%
256IRM85,66-0,01-0.01710,25%
257ACGL93,61-0,03-0.01190,95%
258HST17,79-0,05-0.00583,48%
259SO89,29-0,06-0.01671,35%
260PCAR104,92-0,06-0.01601,53%
261HAS81,57-0,07-0.01641,71%
262AMTM30,00-0,14-0.01523,74%
263TXT82,92-0,15-0.01823,23%
264HIG137,57-0,16-0.02862,18%
265PRU108,35-0,18-0.02343,13%
266CFG54,19-0,19-0.01425,42%
267ON48,31-0,22-0.02134,07%
268DOC18,11-0,28-0.009611,69%
269KDP27,05-0,29-0.01587,30%
270KMI26,52-0,30-0.011710,24%
271SBUX85,91-0,30-0.02654,55%
272BDX195,49-0,30-0.04292,83%
273SCHW90,74-0,36-0.02246,43%
274DVN35,82-0,50-0.02228,92%
275DAY69,07-0,62-0.010124,47%
276EMR130,90-0,66-0.04126,39%
277TGT86,58-0,76-0.04327,04%
278ACN249,23-0,79-0.07034,53%
279HLT284,73-0,86-0.07724,46%
280MSFT476,99-0,96-0.12433,07%
281DAL62,15-1,00-0.033212,00%
282SYF76,52-1,03-0.035911,44%
283WYNN127,47-1,16-0.05977,78%
284KR66,16-1,18-0.031714,92%
285SMCI32,48-1,23-0.08775,62%
286HPE21,36-1,39-0.029918,59%
287APTV76,38-1,46-0.06009,71%
288LNC41,01-1,54-0.028921,30%
289ULTA521,02-1,61-0.17433,69%
290SBAC193,30-1,63-0.07179,10%
291TFC46,32-1,64-0.029322,42%
292JBL203,98-1,80-0.11676,18%
293BSX101,36-2,11-0.067912,45%
294IPG25,06-2,16-0.024934,76%
295ANET125,04-2,24-0.13666,56%
296AIG75,02-2,30-0.050218,29%
297DOW23,20-2,40-0.033528,62%
298NTRS129,93-2,42-0.055017,60%
299MCD310,45-2,83-0.097211,65%
300DLR157,37-2,84-0.103211,00%
301TSN57,14-3,12-0.046626,75%
302MLM617,93-3,28-0.17297,60%
303LKQ29,75-3,40-0.034239,72%
304CRM234,12-3,53-0.14159,99%
305REG71,07-3,61-0.040735,49%
306TRMB80,85-3,63-0.051728,05%
307O56,72-3,64-0.043233,72%
308DXC13,06-4,28-0.026464,79%
309USB48,91-4,39-0.040843,07%
310QRVO84,45-4,55-0.091719,85%
311SJM100,38-4,89-0.078624,87%
312PYPL61,22-4,96-0.085323,25%
313NOC569,42-5,14-0.27957,35%
314IR79,46-5,20-0.070829,41%
315MKC67,16-5,28-0.060435,00%
316ADM59,70-5,41-0.059136,58%
317KEY18,37-5,43-0.031868,41%
318CPB30,42-5,43-0.045447,85%
319VMC292,73-5,54-0.137916,05%
320CAG17,74-5,76-0.033069,66%
321UBER83,69-6,00-0.097224,68%
322KIM20,68-6,37-0.036170,61%
323PODD328,85-6,51-0.216312,05%
324FCX41,07-6,55-0.079233,05%
325FIS65,66-6,62-0.068738,56%
326ABNB118,56-6,75-0.108224,94%
327BALL49,38-6,80-0.055549,00%
328OMC72,85-6,81-0.076335,69%
329TAP46,39-6,87-0.065941,65%
330PNR106,03-7,00-0.078135,87%
331KHC25,44-7,49-0.042670,26%
332CF77,69-7,58-0.099730,41%
333KVUE17,03-7,68-0.064347,76%
334MET75,74-7,90-0.073443,03%
335BXP72,44-8,07-0.084238,32%
336FRT98,38-8,21-0.069247,43%
337INVH28,04-8,30-0.044674,50%
338GIS46,95-8,58-0.058558,69%
339INTU648,08-8,82-0.282112,51%
340OGN7,51-9,14-0.061559,41%
341HBAN16,18-9,26-0.045481,49%
342DG104,31-9,43-0.110734,06%
343RF25,42-9,47-0.054968,98%
344CCI89,40-9,53-0.100837,83%
345HSY186,75-9,91-0.185821,34%
346HPQ24,32-10,09-0.068059,36%
347CVX148,53-10,42-0.103440,29%
348XRAY11,09-10,69-0.055377,34%
349EBAY82,79-10,72-0.143529,89%
350NWL3,47-11,13-0.051486,64%
351BEN22,26-11,50-0.055982,26%
352HRL22,98-12,46-0.065676,02%
353PSA272,33-12,52-0.264618,93%
354VZ40,60-12,74-0.078464,97%
355FITB43,28-13,12-0.074070,95%
356CL79,82-13,93-0.099755,92%
357SWKS63,51-14,24-0.157436,19%
358WY22,14-14,26-0.064288,80%
359GEN26,68-14,44-0.068384,58%
360EXR132,37-14,74-0.195530,16%
361NWSA25,41-14,87-0.083970,90%
362ABT128,06-14,93-0.126647,16%
363UDR36,08-15,73-0.078080,71%
364LULU177,51-15,79-0.285622,11%
365ALLE166,09-15,89-0.179735,36%
366NWS29,06-15,95-0.086673,67%
367TROW101,13-16,02-0.109458,59%
368VICI28,75-16,12-0.072189,45%
369CBRE162,21-16,49-0.164540,10%
370T25,86-16,85-0.084479,81%
371ECL273,46-17,11-0.223830,58%
372OKE70,88-17,24-0.113260,90%
373MDLZ56,53-17,61-0.112062,89%
374MGM34,14-18,49-0.105770,00%
375WTW320,62-19,20-0.270728,38%
376COF214,45-19,41-0.224434,60%
377NDAQ89,14-19,79-0.126662,54%
378AWK130,39-20,60-0.191043,13%
379NTAP111,48-20,67-0.187244,17%
380BAX18,66-21,03-0.111075,79%
381OXY41,41-21,49-0.119072,25%
382MTCH33,39-21,50-0.111577,11%
383V334,53-22,51-0.235538,24%
384SYY75,91-22,56-0.132967,89%
385ORLY101,38-22,62-0.157757,40%
386CCL25,72-22,73-0.103787,71%
387CTVA66,05-23,67-0.169455,91%
388ORCL197,03-23,95-0.694513,79%
389LH269,83-24,18-0.307631,45%
390CPT106,18-24,20-0.152663,45%
391CMG33,40-24,28-0.174355,71%
392TSCO54,42-24,52-0.128476,38%
393ZION53,23-24,70-0.136472,47%
394EQR61,10-24,81-0.120582,34%
395CZR22,01-25,16-0.130976,89%
396COP86,62-25,54-0.161463,30%
397NCLH18,36-27,33-0.134381,37%
398BBWI16,90-27,98-0.153373,02%
399TFX114,70-28,06-0.274640,88%
400MCHP51,83-28,22-0.199956,47%
401ESS261,17-28,68-0.210654,48%
402IT235,38-29,06-0.338534,33%
403CE39,46-29,07-0.152976,05%
404VLTO103,96-29,32-0.156574,94%
405MO58,34-29,97-0.164372,96%
406ZBH97,07-30,01-0.215255,78%
407CMCSA26,68-30,03-0.124896,28%
408AOS65,41-30,58-0.155478,71%
409EMN60,62-31,02-0.160877,15%
410DIS103,31-31,05-0.178469,61%
411CPRT39,06-31,10-0.138190,07%
412IP39,14-31,12-0.192764,60%
413CHD84,16-31,81-0.167376,02%
414ENPH27,71-31,94-0.177372,07%
415VST170,84-31,96-0.377933,83%
416GL135,37-33,20-0.195268,04%
417SWK70,73-33,59-0.199267,43%
418MOS24,16-33,78-0.176676,52%
419LEN131,09-33,86-0.251553,85%
420CARR53,95-35,12-0.174180,71%
421UAL98,91-35,59-0.215166,19%
422PM157,41-36,80-0.245859,89%
423WM216,23-37,16-0.291750,95%
424RJF154,54-37,63-0.247060,94%
425GPN74,02-38,28-0.229466,77%
426PG148,49-38,30-0.196777,90%
427ADI252,02-38,33-0.281154,55%
428MCO485,67-39,17-0.416937,58%
429FAST40,10-39,76-0.178789,00%
430STZ132,18-40,10-0.312351,36%
431AAP51,06-41,71-0.232271,84%
432EG314,05-42,11-0.480535,05%
433LYB47,01-45,03-0.208286,49%
434SW34,96-45,92-0.212486,48%
435RHI27,33-46,26-0.202191,55%
436ODFL134,34-47,56-0.266271,46%
437MAS63,34-52,15-0.234788,87%
438NKE63,68-52,18-0.238187,67%
439SYK375,08-52,85-0.416750,73%
440ADSK294,43-53,06-0.434448,86%
441GNRC148,56-53,48-0.512241,76%
442GPC128,87-53,84-0.266680,79%
443MTB191,58-54,07-0.330665,43%
444MAA135,06-54,50-0.265981,99%
445CI278,20-55,84-0.568839,27%
446PPG99,60-55,96-0.266783,92%
447EOG105,47-57,05-0.291578,29%
448DXCM61,69-57,77-0.308175,00%
449BRO80,52-59,36-0.311776,17%
450MKTX163,88-60,23-0.355167,85%
451DVA121,37-60,99-0.293783,06%
452AON350,96-64,24-0.460755,78%
453AVB181,64-64,64-0.330378,29%
454PHM125,71-65,40-0.345375,77%
455CLX106,87-65,43-0.354173,90%
456HON191,02-65,59-0.378469,34%
457SHW342,65-69,67-0.493356,49%
458ADBE319,55-69,93-0.514254,40%
459AMT179,76-71,07-0.351280,94%
460PKG201,26-72,01-0.365678,79%
461GDDY126,40-74,50-0.362582,21%
462RSG217,09-76,01-0.406574,78%
463HUM237,88-77,39-0.797038,84%
464MOH146,78-79,86-0.734443,49%
465PNC192,59-83,50-0.449474,31%
466CDW143,23-83,66-0.430277,78%
467DD38,78-84,53-0.662451,04%
468GRMN192,93-84,69-0.776943,61%
469WHR77,73-84,89-0.426179,70%
470KKR120,81-86,99-0.472473,66%
471ITW248,35-87,73-0.420983,36%
472MMC182,02-89,18-0.481074,16%
473RMD255,80-90,88-0.524769,28%
474CTAS183,67-92,14-0.436384,47%
475TDY497,77-93,07-0.959538,80%
476PGR226,41-94,56-0.584264,74%
477ZTS127,89-94,85-0.532771,23%
478KMB106,01-95,42-0.463182,42%
479FISV60,76-96,76-0.485879,67%
480ALK41,26-96,92-0.420192,29%
481CSGP69,20-98,40-0.422393,20%
482GEV572,56-99,14-0.901344,00%
483MHK114,42-101,86-0.502581,08%
484ICE155,96-102,42-0.477385,83%
485FMC13,42-103,61-0.480286,30%
486PAYX112,11-105,20-0.459291,63%
487SPGI494,19-106,03-0.909846,62%
488BLK1.029,77-108,99-1.384831,48%
489KMX37,53-111,00-0.498489,09%
490BR228,22-113,82-0.543183,83%
491COST894,33-114,48-0.823755,60%
492PTC173,44-116,77-0.613276,17%
493NXPI191,02-119,30-0.612777,89%
494DHI154,53-121,84-0.600881,12%
495CDNS303,67-123,78-0.760065,15%
496VRSN255,68-125,02-0.725768,90%
497ARE52,65-126,59-0.636079,62%
498CPAY291,98-126,75-0.741168,41%
499DRI179,28-129,90-0.630082,47%
500LOW238,10-130,36-0.664778,44%
501LYV129,56-135,40-0.627086,38%
502BLDR108,97-135,54-0.655882,66%
503BA182,44-135,60-0.697477,77%
504TXN161,78-138,04-0.633787,13%
505BX143,43-141,23-0.712979,24%
506APD258,93-145,38-0.771075,42%
507EFX214,88-163,74-0.869575,33%
508ERIE295,63-164,49-0.889973,93%
509DECK85,47-167,12-0.736390,79%
510TMUS206,90-170,64-0.755590,35%
511NOW825,31-171,67-1.437547,77%
512MA546,47-171,86-0.847481,12%
513AJG250,24-178,20-1.004370,97%
514FI63,80-182,22-1.219459,77%
515DPZ417,62-191,22-0.965879,19%
516ADP256,31-194,15-0.883387,92%
517VRSK223,02-199,24-0.913987,21%
518CHTR200,76-201,40-1.143270,47%
519AMP452,82-207,72-0.984384,41%
520GWW941,75-210,40-1.215769,23%
521HD351,07-229,72-1.123981,76%
522PAYC164,34-248,92-1.100690,47%
523ZBRA249,31-253,92-1.307277,70%
524LIN407,85-273,79-1.243488,08%
525FFIV240,01-286,92-1.698567,57%
526ROP446,41-293,67-1.468879,97%
527FDS278,73-298,94-1.719069,56%
528POOL243,89-302,46-1.448983,50%
529URI810,00-329,90-2.486553,07%
530TYL470,69-373,79-1.670989,48%
531MSI369,51-393,31-1.843585,34%
532RCL266,42-398,67-1.757090,77%
533SNPS401,61-435,09-2.808061,98%
534META636,22-463,85-2.631570,51%
535AXON528,89-525,76-3.320663,33%
536MELI2.055,00-1.037,40-6.764561,34%
537NFLX104,40-1.101,18-11.225739,24%
538AZO3.948,07-1.673,71-9.363571,50%
539BKNG4.906,24-2.823,21-13.098286,22%
540NVR7.453,38-4.385,97-20.893783,97%
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.

Siga-nos no Instagram @quant_brasil

Receba diariamente novidades sobre a plataforma, conteúdo sobre finanças quantitativas, e acompanhe os bastidores do QuantBrasil!

Perguntas Frequentes sobre Momentum