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
1KLAC1.464,131.221,786.968970,13%
2MPWR1.171,471.007,595.050179,81%
3MU411,66887,353.910690,76%
4NVR7.507,43864,598.320641,56%
5LMT652,59829,883.673090,38%
6BRK.B412,05807,503.2300100,00%
7GWW1.131,42805,653.788485,07%
8TDY660,29659,823.000387,97%
9ULTA683,40650,382.993886,90%
10STX425,99634,913.105181,79%
11NOC702,57625,592.920685,68%
12GEV802,13602,863.252374,15%
13PH1.001,75577,892.520391,72%
14CAT774,20565,002.939976,87%
15WDC281,58553,832.438190,86%
16HII418,78479,422.317882,74%
17CMI601,01477,002.134789,38%
18TER314,67459,502.165984,86%
19$SPX6.836,17436,433.740546,67%
20GS905,14409,482.470066,31%
21AMAT354,91396,331.859385,27%
22LRCX235,53393,281.748789,96%
23HUBB524,12372,491.605892,79%
24EQIX956,19365,842.259764,76%
25FDX374,72353,371.654185,45%
26LHX345,50329,911.576683,70%
27DE602,92329,841.921568,66%
28ADI337,10312,511.407488,82%
29COST1.018,48308,482.091559,00%
30NDSN298,19259,441.138391,17%
31LIN481,00258,671.187087,17%
32ODFL193,21239,431.056490,66%
33BA242,96238,801.140683,75%
34MLM678,86235,971.197178,85%
35TXN226,16228,551.066785,70%
36RCL319,61220,851.258770,18%
37BF.B49,12215,000.8600100,00%
38MSI461,76212,621.115576,24%
39HON241,38206,940.923989,59%
40ALB166,35204,911.070376,58%
41LOW287,39190,830.914583,47%
42JBHT221,76190,600.891085,57%
43JBL254,58186,400.902282,64%
44PNC229,32186,110.820490,74%
45MTB228,71180,080.778992,49%
46SNA384,61177,400.771092,03%
47WAB256,06175,590.775290,61%
48PKG246,31167,000.760387,86%
49IEX210,41165,550.733490,29%
50AME229,76164,310.687895,56%
51AMCR50,09157,050.860473,01%
52DG153,84155,560.792078,57%
53DRI211,50155,120.738684,01%
54HD391,05154,000.827974,41%
55NEM125,80152,730.698287,50%
56MAR353,89149,710.829872,17%
57DOV231,63146,880.687285,50%
58FFIV273,93145,330.754677,04%
59HLT314,62144,640.711981,27%
60AMP473,67139,601.041553,62%
61CHRW176,01136,670.711176,88%
62NUE183,23133,930.615087,11%
63KEYS233,51133,580.711375,12%
64URI869,57130,031.658731,36%
65TRGP223,89129,860.699274,29%
66TPR153,81129,730.657778,90%
67RTX200,06129,000.590187,44%
68XOM148,45128,690.615383,66%
69CVX183,74128,060.616183,14%
70PM187,51125,010.598683,54%
71JNJ243,45121,090.629276,98%
72GLW133,46119,480.691769,10%
73ITW299,61119,260.723865,91%
74CPAY337,12113,990.775158,83%
75ALGN186,77113,270.642570,52%
76VRTX491,47111,620.733660,87%
77PPG131,34109,110.514884,77%
78TGT115,76108,110.479790,15%
79PCAR127,00107,520.461893,13%
80FCX62,84104,240.440094,77%
81STZ149,31103,150.539476,50%
82STLD191,68102,820.564772,83%
83PWR524,0997,730.991739,42%
84MCHP78,5697,210.463183,96%
85BLK1.071,5195,941.159133,11%
86GNRC224,4594,270.782948,16%
87EMR148,1394,160.456082,59%
88BG122,5393,140.520671,56%
89UPS119,2492,070.410989,62%
90SHW368,8991,070.630257,81%
91ECL299,1788,620.540765,55%
92HWM250,2187,950.579760,69%
93NTRS146,3886,760.401386,48%
94HSY222,5885,800.612856,01%
95NXPI244,4385,060.654451,99%
96AVY195,8082,740.385385,89%
97VMC327,6581,520.517263,05%
98MRNA42,2381,320.400281,28%
99POOL265,8379,700.566756,26%
100SWK91,0678,830.370185,21%
101DECK115,7375,890.430970,46%
102ROST196,5474,460.394375,54%
103COP111,4372,550.343284,56%
104ON72,2170,830.330485,75%
105EMN80,0869,480.324785,60%
106WMT133,8969,370.362876,48%
107MRK121,4169,110.348579,33%
108IR98,5268,060.332781,83%
109SLB50,3967,970.299090,93%
110APD279,7466,960.551348,59%
111HAS102,4566,860.340278,62%
112MHK132,6066,690.391268,19%
113LUV51,1164,220.302384,96%
114BALL67,3063,950.302984,46%
115ENPH43,4963,810.315980,79%
116CF94,6663,340.331376,48%
117CBOE275,1161,840.408660,55%
118CHD101,4560,750.304779,77%
119GILD154,9860,380.446154,13%
120CFG65,1054,870.238592,04%
121CE58,8554,560.280777,75%
122WM234,5254,450.302871,93%
123ROK394,3753,260.520340,94%
124LYV158,2853,130.319866,45%
125CL96,6751,400.288071,38%
126VLO200,1751,150.434847,05%
127GPC147,1650,960.338160,30%
128CB324,9550,580.416148,62%
129AOS80,4649,760.238283,57%
130SW51,5648,900.227585,97%
131CME303,0748,580.423445,89%
132TXT98,0947,950.251976,14%
133SBUX93,7947,530.247576,82%
134CLX125,9447,280.323458,48%
135ETN389,2547,110.607831,00%
136BLDR114,7344,590.360149,53%
137FITB52,8642,320.188689,76%
138BMY60,7440,340.193983,23%
139PSA300,3640,320.393740,96%
140GD347,6440,020.380842,04%
141INTC46,7938,900.243963,81%
142CTVA75,0338,620.174688,47%
143PSX159,7838,590.329046,92%
144USB57,6938,530.180585,38%
145CTAS193,4438,340.209673,18%
146IRM109,8337,790.279154,16%
147EXR146,3737,750.256858,80%
148EXPD146,5037,460.290651,55%
149HAL33,9637,390.165690,33%
150EL108,2436,930.327345,14%
151MAS76,1936,650.203572,04%
152AMGN369,1936,610.478930,57%
153BWA62,8036,600.234162,55%
154META639,7736,540.701920,82%
155WHR88,6936,500.255757,09%
156DOW32,4936,080.173983,01%
157ALK55,2735,750.225463,44%
158MNST81,4835,140.164685,41%
159DD50,2235,120.165384,98%
160CARR65,4134,990.198470,56%
161ADM69,5234,880.195471,40%
162BK117,7434,710.214864,64%
163ANET141,5934,110.278549,00%
164C110,8633,630.269549,92%
165ED113,7233,590.203366,09%
166GE315,4233,410.405732,94%
167LYB57,6133,130.209563,25%
168TSN63,9432,830.170077,25%
169MCK934,7532,370.904814,31%
170BKR61,2031,580.211759,67%
171SYY90,5631,490.216858,09%
172PFG90,3931,200.171872,63%
173ZION61,2630,880.169872,75%
174OKE86,1130,830.189165,21%
175AKAM111,7630,750.236052,12%
176UNP260,6830,170.339035,60%
177STT127,9729,590.235650,23%
178KMX41,4329,470.184563,87%
179DXCM70,0229,260.172267,96%
180GL144,2528,720.188361,01%
181CMA88,6728,120.205654,71%
182IP49,1028,070.155372,30%
183JCI139,2427,360.281838,83%
184IFF83,0027,320.185358,99%
185GOOGL305,7326,830.376728,50%
186SPG196,8326,690.195754,56%
187GOOG306,0226,240.372228,21%
188YUM160,5726,140.193154,15%
189ALLE179,5026,120.226146,20%
190GM81,0826,060.192454,19%
191EG338,0326,010.313933,15%
192AMTM31,0025,980.159765,07%
193TT465,2725,650.579517,71%
194WMB72,2825,560.165361,86%
195FI63,8025,000.1000100,00%
196TFC51,9024,990.129777,03%
197DLR180,9724,280.248939,02%
198CAH220,7923,910.256337,32%
199O65,6623,500.127074,01%
200WY26,7523,430.105588,84%
201EIX71,4623,140.140565,85%
202DLTR126,0623,040.314229,34%
203BEN27,0322,960.097394,44%
204FRT104,8022,960.129770,77%
205SCHW93,7222,930.184249,80%
206MMC182,7022,550.172352,37%
207MELI1.988,2622,341.23607,23%
208PLD138,9722,110.160954,96%
209FAST46,4122,030.113477,71%
210PHM142,5621,860.231037,86%
211SNPS437,0921,820.757011,53%
212LKQ34,1021,060.100883,58%
213PNW99,3920,810.134262,03%
214NSC314,9420,630.268130,79%
215MOS29,6520,430.104478,29%
216GRMN214,7420,420.220337,09%
217MS171,1519,830.242932,66%
218MCD327,5819,820.239633,08%
219FANG169,1419,680.234233,60%
220PEP165,9419,210.253730,29%
221LH282,6319,070.274527,79%
222CMG36,3018,920.123361,37%
223VTRS15,7718,210.080990,04%
224MO67,2518,170.127357,11%
225CCL31,7718,080.115262,75%
226RF29,7417,630.085782,35%
227TAP53,2217,570.102968,29%
228REGN803,1717,330.514613,47%
229BBWI24,0717,090.099069,04%
230PG160,0716,540.192434,39%
231UAL109,2916,360.208431,39%
232CHTR239,0916,090.348018,49%
233RJF158,6815,660.184933,87%
234ICE152,2815,410.213828,83%
235DVN44,6615,300.114153,64%
236KEY21,7015,120.074880,88%
237CI291,4415,050.210528,60%
238APH146,7214,260.223625,50%
239KMI32,3213,660.077470,59%
240CSX40,8712,990.083462,30%
241OXY46,0712,900.087359,08%
242CRL161,3512,720.392012,98%
243EBAY82,3812,630.156432,31%
244DAL69,0012,590.137436,65%
245RMD252,5512,200.195125,03%
246REG76,1911,610.095948,44%
247VFC20,3011,570.067568,62%
248ARE52,4911,340.130234,84%
249CMCSA31,5711,070.071162,30%
250APTV85,2010,380.121034,32%
251KO78,699,910.103738,25%
252HSIC78,199,840.089643,94%
253COO82,999,720.101238,41%
254MDLZ62,599,470.090541,85%
255NCLH21,499,190.078247,05%
256NEE93,809,130.117731,01%
257XRAY12,958,790.044079,97%
258UDR38,108,680.049869,75%
259ELV346,808,080.312910,33%
260FMC14,347,900.050562,55%
261CPT108,537,890.080539,21%
262FTV56,907,860.079139,74%
263ETR105,077,090.089931,53%
264CTRA31,376,990.066042,39%
265HST19,896,900.036276,34%
266IVZ26,526,890.062644,01%
267BAX19,796,650.044559,72%
268EOG120,736,590.114123,11%
269DGX206,876,450.179114,40%
270VZ49,016,430.087629,36%
271BIIB196,526,380.172614,79%
272MOH135,356,310.32797,69%
273AES16,286,260.037566,69%
274SJM110,535,990.104422,95%
275ES73,365,840.067234,72%
276CNC40,585,820.090325,80%
277ACGL98,385,650.080028,26%
278DVA148,955,460.216710,07%
279WBD27,995,190.063832,55%
280TECH59,934,690.095419,64%
281NWL4,704,680.020591,06%
282ZTS126,654,610.086921,20%
283RVTY96,034,550.133413,63%
284DHI167,784,440.142112,51%
285NI46,364,420.045438,92%
286HBAN17,274,350.034650,36%
287KIM22,714,180.028658,55%
288AMD207,323,980.22846,96%
289EQR63,863,950.043836,09%
290ROL58,063,890.054328,70%
291APA27,923,750.040936,66%
292KVUE18,703,660.024160,66%
293EVRG82,693,630.063722,81%
294HCA540,293,560.25175,66%
295NVDA182,813,540.102013,88%
296AFL114,913,450.061422,45%
297OTIS89,833,390.044430,49%
298PFE27,583,300.028945,66%
299DTE144,943,240.085115,23%
300MSCI526,063,220.28874,46%
301AIZ217,483,000.12939,29%
302ABNB121,352,890.13228,75%
303AEE110,972,740.069115,89%
304HRL23,782,730.026740,77%
305TDG1.286,672,710.46712,32%
306WEC115,792,520.069614,47%
307F14,122,390.016557,96%
308RSG223,172,320.075812,23%
309CAG19,772,230.028531,22%
310SO94,952,110.049617,03%
311FE50,101,940.036921,07%
312DAY69,861,920.012661,16%
313CNP42,521,870.031224,00%
314D66,521,650.043915,03%
315RHI24,771,640.040716,10%
316ILMN116,811,560.12914,84%
317OGN7,391,560.022827,41%
318NU16,821,510.022027,54%
319WFC86,981,400.06219,02%
320CBRE142,311,300.09585,41%
321J132,791,160.06906,72%
322CSCO76,851,110.04968,98%
323DUK128,201,060.05228,14%
324DIS105,450,960.05676,78%
325SEDG35,530,860.04008,57%
326PPL37,820,830.022814,55%
327MKTX179,360,810.08054,02%
328AEP129,940,670.04755,66%
329TJX154,460,570.04065,62%
330INTR8,730,530.011618,13%
331DXC13,390,520.017611,91%
332BDX175,890,470.07432,52%
333HIG141,250,460.04524,04%
334PCG18,160,410.013312,25%
335T28,690,400.02177,35%
336AAP58,850,360.05252,75%
337HOLX75,050,290.006119,09%
338L108,780,270.02793,94%
339INCY101,100,230.03212,84%
340RL369,180,200.06291,24%
341MAA135,560,170.02283,05%
342AAL13,880,090.01023,49%
343LNT71,190,070.01292,19%
344KR71,250,070.01881,45%
345SBNY0,800,070.00347,72%
346PEG86,370,060.01361,73%
347KDP29,690,040.00672,51%
348BAC52,550,040.01041,46%
349TSCO55,030,040.01081,31%
350FTNT85,560,030.01460,87%
351VTR85,240,030.01330,93%
352ETSY45,730,030.01830,66%
353CPRT37,490,030.00751,60%
354GEHC80,340,030.01560,75%
355MGM34,140,030.00971,04%
356EPAM166,370,010.02950,12%
357VICI29,300,010.00281,06%
358FOX51,560,000.00860,14%
359K83,440,000.00110,77%
360LUMN8,390,000.00160,27%
361JPM302,550,000.00960,03%
362HPE22,690,000.00250,11%
363MPC203,260,000.00990,02%
364MKC71,490,000.00350,06%
365COR360,830,000.00800,02%
366AMT192,100,000.00400,03%
367NDAQ79,470,000.00490,02%
368CMS76,740,000.00110,01%
369CDAY69,520,000.0000100,00%
370WRK51,510,000.0000100,00%
371FRC3,510,000.0000100,00%
372WBA11,980,000.0000100,00%
373ABC179,980,000.0000100,00%
374DFS200,050,000.0000100,00%
375ANSS374,300,000.0000100,00%
376DISH5,770,000.0000100,00%
377PKI115,240,000.0000100,00%
378SIVB39,250,000.0000100,00%
379JNPR39,960,000.0000100,00%
380FLT303,260,000.0000100,00%
381PARA11,040,000.0000100,00%
382MRO28,550,000.0000100,00%
383RE351,280,000.0000100,00%
384HES148,970,000.0000100,00%
385CTLT63,480,000.0000100,00%
386PEAK17,110,000.0000100,00%
387TRV294,21-0,00-0.00040,00%
388ZBRA264,62-0,00-0.00590,01%
389EXC48,48-0,00-0.00150,04%
390MET77,31-0,00-0.00240,04%
391COF207,37-0,00-0.01570,04%
392LULU176,42-0,00-0.02310,07%
393FOXA56,35-0,01-0.01140,19%
394TEL236,19-0,01-0.01910,25%
395CTSH66,55-0,02-0.01910,43%
396GIS48,34-0,02-0.00860,97%
397CVS78,48-0,03-0.01281,07%
398LDOS176,30-0,03-0.02390,58%
399OMC69,00-0,04-0.02020,71%
400ATO179,25-0,04-0.01850,86%
401EA200,62-0,04-0.01111,45%
402JKHY156,69-0,04-0.03510,50%
403MDT99,49-0,05-0.01551,30%
404NKE63,13-0,09-0.01742,03%
405DOC16,70-0,10-0.00834,79%
406FISV59,36-0,12-0.02621,91%
407NWS26,00-0,13-0.01453,63%
408SYK366,05-0,13-0.04141,29%
409KMB109,41-0,22-0.03062,89%
410AMZN198,79-0,28-0.07781,46%
411ACN224,23-0,38-0.11361,36%
412NWSA22,72-0,40-0.01908,51%
413CINF162,78-0,44-0.03814,57%
414LLY1.040,00-0,50-0.17331,16%
415XEL81,59-0,51-0.03436,00%
416TROW93,76-0,53-0.04884,33%
417LNC40,89-0,55-0.03276,70%
418MMM171,82-0,55-0.05883,75%
419ORLY96,66-0,61-0.04505,44%
420SEE41,93-0,65-0.012920,28%
421PRU104,61-0,66-0.05914,47%
422DHR212,58-0,68-0.07673,56%
423MCO426,44-0,78-0.21761,44%
424CZR18,14-0,93-0.033511,15%
425AWK133,50-1,08-0.04509,58%
426SRE94,78-1,18-0.044910,49%
427AIG78,27-1,26-0.07047,18%
428INVH26,99-1,27-0.017828,49%
429KHC24,80-1,39-0.021026,38%
430TMO504,82-1,45-0.25542,27%
431EXPE212,67-1,48-0.21042,82%
432TSLA417,44-1,50-0.21502,78%
433V314,08-1,60-0.13834,62%
434SMCI30,54-1,71-0.041216,57%
435IPG24,57-1,82-0.025928,02%
436EQT58,70-1,83-0.056013,05%
437WELL210,72-1,85-0.11726,32%
438PNR101,37-1,97-0.060513,01%
439SYF71,38-2,05-0.08669,47%
440XYL128,09-2,14-0.074111,55%
441MA518,36-2,45-0.21664,52%
442ZBH96,45-2,84-0.072515,66%
443STE248,35-2,93-0.114010,28%
444SBAC200,77-3,00-0.097412,31%
445AVB176,19-3,15-0.071617,62%
446BX129,87-3,40-0.15728,64%
447CPB29,49-3,88-0.047532,71%
448LEN122,28-4,15-0.149811,08%
449AXP337,50-4,17-0.19798,43%
450QRVO84,44-4,74-0.086721,85%
451VLTO92,54-4,85-0.087922,06%
452MTCH30,50-4,94-0.041847,27%
453TMUS219,50-5,25-0.171312,27%
454WTW287,74-5,71-0.23159,86%
455ESS251,16-6,45-0.119421,62%
456GPN68,48-6,61-0.108924,29%
457GEN23,72-7,08-0.055950,62%
458CCI90,38-7,44-0.086334,48%
459SPGI409,54-7,66-0.52655,82%
460ABBV231,50-8,37-0.140123,89%
461WRB69,70-8,90-0.105333,80%
462AZO3.858,16-9,19-1.66432,21%
463SOLV75,55-10,32-0.107038,58%
464ALL207,51-11,63-0.179725,89%
465AJG208,45-12,61-0.319515,78%
466SWKS62,10-13,99-0.136740,94%
467EW75,87-15,94-0.117554,27%
468NRG172,35-16,10-0.226328,45%
469IQV166,94-16,18-0.425715,20%
470EFX192,80-16,26-0.281223,13%
471IBM262,38-16,80-0.299622,43%
472KKR101,73-19,66-0.309725,40%
473CDNS299,46-20,37-0.395520,61%
474TFX103,75-20,83-0.278029,96%
475AAPL255,78-21,91-0.300029,22%
476HPQ19,27-21,94-0.111079,08%
477BRO68,47-22,77-0.167854,29%
478AXON429,67-23,22-1.07378,65%
479LW49,82-23,64-0.250537,75%
480VRSN219,03-23,65-0.300831,45%
481MTD1.360,95-25,19-0.796612,65%
482ERIE279,11-26,52-0.238244,52%
483UBER69,99-28,20-0.213352,88%
484VST171,49-28,53-0.290639,26%
485DELL117,49-30,49-0.281043,40%
486NTAP102,42-31,77-0.251750,50%
487CDW126,86-31,87-0.275546,27%
488BXP61,49-31,94-0.157781,00%
489AON321,70-32,22-0.366335,19%
490PAYX94,38-37,56-0.263257,07%
491BBY65,80-38,02-0.204074,56%
492UNH293,19-38,32-0.640123,94%
493BIO256,56-38,63-0.454434,01%
494LVS57,15-39,27-0.209475,01%
495CSGP44,99-39,62-0.279656,69%
496ADP212,11-39,64-0.454234,91%
497FIS46,80-40,20-0.271059,34%
498UHS234,81-42,33-0.454237,27%
499TRMB66,41-43,58-0.272563,97%
500WYNN113,39-44,39-0.283962,54%
501DPZ375,50-45,09-0.496236,35%
502PLTR131,41-45,33-0.553232,78%
503HUM184,10-46,36-0.849621,82%
504BSX74,73-48,04-0.330558,15%
505A125,81-54,63-0.344063,52%
506WAT323,37-55,74-0.673833,09%
507ABT112,68-55,75-0.338565,87%
508PYPL40,29-56,20-0.330867,96%
509TTWO193,67-57,27-0.619337,00%
510PANW166,95-59,84-0.423556,53%
511PTC156,78-61,90-0.374766,07%
512QCOM140,70-64,83-0.517750,09%
513VRSK181,21-65,71-0.572545,91%
514CRM189,72-68,86-0.816733,73%
515WST250,49-77,50-0.627249,42%
516FDS205,79-91,79-1.005136,53%
517PGR204,53-92,83-0.518671,60%
518FSLR225,65-95,85-0.668857,32%
519IT158,59-103,03-1.063238,76%
520NFLX76,87-116,97-0.503292,98%
521AVGO325,17-117,80-0.987847,71%
522PAYC125,31-126,21-0.674074,90%
523ADBE263,98-146,28-1.171549,94%
524GDDY89,12-147,71-0.686886,03%
525BR173,70-157,25-0.865572,67%
526ORCL160,14-176,04-0.980871,79%
527IDXX629,35-182,86-1.364753,60%
528MSFT401,32-212,55-1.319264,45%
529ISRG485,84-216,81-1.450459,79%
530ADSK231,22-230,52-1.188577,59%
531BKNG4.140,61-244,80-7.534713,00%
532PODD242,74-306,98-1.380088,98%
533CEG288,43-326,05-1.768873,73%
534ROP321,42-354,57-1.926173,64%
535CRWD429,64-367,74-1.785482,39%
536TYL303,94-374,44-2.230667,15%
537INTU399,40-754,77-4.245971,11%
538FICO1.344,74-1.696,45-8.007584,74%
539TPL432,31-1.897,80-11.993363,30%
540NOW107,08-2.830,49-15.731971,97%
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.

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