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
1BKNG5.701,764.018,6419.782381,26%
2$SPX6.198,013.285,9115.477684,92%
3MELI2.472,061.477,639.488562,29%
4NFLX1.284,861.293,256.004286,16%
5AXON774,551.102,564.887990,23%
6KLAC921,101.076,884.738890,90%
7INTU773,70898,103.912691,82%
8GEV505,07874,023.740993,46%
9META713,57842,053.733890,21%
10BRK.B412,05807,503.2300100,00%
11MPWR764,40763,273.877078,75%
12GS715,89704,823.090891,21%
13NOW1.009,76618,624.072460,76%
14BLK1.070,57602,012.827285,18%
15MTD1.205,66575,353.046875,54%
16URI787,79567,802.817880,60%
17IDXX542,71537,452.544084,50%
18CRWD496,10527,802.389188,37%
19TDG1.511,65510,572.866571,25%
20MSFT491,09501,582.219190,41%
21ULTA474,84498,692.208490,33%
22CEG306,63476,702.232785,40%
23PWR373,41466,062.066690,21%
24PH711,46447,602.319177,20%
25ROK342,74433,371.961088,40%
26AVGO269,90428,661.836893,35%
27RCL326,11428,371.849592,65%
28CAT398,43361,461.583691,30%
29TT432,71352,251.888174,63%
30VST187,02347,191.438096,58%
31ORCL229,98338,021.511089,48%
32JBL221,89331,901.419993,50%
33STX151,94318,121.294698,29%
34ETN358,19311,691.430887,13%
35ZBRA320,39294,381.455480,91%
36GE244,75290,861.329987,49%
37HUBB415,12270,521.283584,31%
38RL274,52269,651.437075,06%
39DE520,31265,111.404775,49%
40AMP542,45246,821.296876,14%
41NRG155,54246,261.266377,79%
42MU121,74241,701.020394,76%
43IBM287,65237,221.024692,61%
44ADI245,15234,281.087686,16%
45AXP325,61233,841.119983,52%
46HWM175,95230,801.046188,25%
47TXN215,59224,861.015388,59%
48JPM292,00220,460.972190,71%
49NVDA157,25217,280.942792,19%
50BF.B49,12215,000.8600100,00%
51TSLA315,65212,971.542755,22%
52MCO497,12205,571.175669,95%
53SNPS523,11199,331.479653,89%
54AMD138,53193,540.850890,99%
55ADSK310,34187,010.894683,62%
56MLM558,67186,261.221960,98%
57PLTR132,12185,300.896582,68%
58BA212,03181,940.991373,42%
59NSC262,00181,160.790591,67%
60MPC174,46176,180.817586,20%
61NXPI231,15174,960.876879,82%
62PODD301,62174,531.233456,60%
63LHX253,56170,170.770188,39%
64HLT270,11169,830.875277,62%
65DELL123,48168,120.749689,72%
66FFIV296,12163,380.763185,64%
67HCA378,04161,490.920070,21%
68AMZN219,92160,680.756284,99%
69TDY509,51159,250.865273,63%
70DIS122,98157,230.702789,50%
71AMAT190,01155,410.740183,99%
72TEL173,41154,930.729185,00%
73NDSN222,75154,160.712786,53%
74SPGI525,64153,970.979562,88%
75COF218,81153,660.764280,42%
76RMD255,88149,880.757079,20%
77MAR277,52149,820.861869,53%
78LH260,00147,630.711183,04%
79EMR137,79145,050.616294,16%
80APH98,52140,640.603393,25%
81ANSS353,21140,220.814368,87%
82MCHP73,16139,400.602992,48%
83GWW1.035,28138,441.444938,32%
84CAH161,98136,250.600490,78%
85WAB213,88134,940.684078,92%
86LRCX98,83132,780.569693,25%
87NTRS132,06130,360.582089,59%
88NVR7.768,51129,293.388715,26%
89DFS200,05128,860.744869,21%
90PANW196,97128,770.646179,72%
91CMI333,44128,330.806163,68%
92HON239,26127,940.635380,55%
93JCI105,07127,260.565290,07%
94WDC65,78124,770.508398,19%
95ECL272,46124,440.607481,94%
96MS142,87123,980.554889,38%
97DLR172,16115,430.572680,64%
98DLTR103,01114,730.483594,92%
99PNC195,71113,200.546582,86%
100CHTR412,26112,401.029843,66%
101VLO142,06110,530.532083,10%
102CRL157,49108,000.684763,09%
103MTB200,06107,890.542479,56%
104KEYS165,52106,410.557376,37%
105DRI219,33104,950.488985,87%
106TTWO239,51104,280.551775,60%
107QRVO88,28102,710.479685,66%
108NTAP107,61101,610.457288,90%
109EL88,58101,050.441891,48%
110MA561,5298,550.972440,54%
111MCK705,4598,000.690056,81%
112CF93,8595,390.442086,32%
113GNRC150,6294,430.481078,53%
114DG115,4692,820.468379,28%
115PM175,9192,780.469079,12%
116VRSN282,0292,500.637358,06%
117STT109,4991,120.416787,46%
118KKR134,5390,220.472376,41%
119SYK391,8190,160.630257,23%
120PTC173,3189,090.498771,45%
121EQIX795,1585,731.324025,90%
122ICE181,7485,530.427080,12%
123GOOGL178,6484,320.435877,38%
124C86,7684,230.364692,42%
125CDNS310,9584,210.813541,41%
126ADBE378,4784,130.829740,56%
127ANET101,1382,850.466271,08%
128TPR86,4882,800.396183,61%
129RTX144,5380,880.395881,73%
130PSX126,4678,770.436372,21%
131ON55,9578,640.349689,97%
132LYV149,1278,390.399678,48%
133IRM99,6177,730.382381,33%
134ILMN100,3477,720.356187,30%
135GOOG179,7677,250.410775,24%
136NDAQ89,5276,380.321295,13%
137AME181,9975,650.412573,36%
138HAS78,2274,670.344786,65%
139PNR105,8673,570.369479,66%
140CTVA77,0073,020.308294,79%
141SYF69,4771,500.323288,50%
142LIN477,1770,610.482258,57%
143QCOM162,3270,390.383773,38%
144ABNB135,3968,840.406067,82%
145CTAS215,6668,590.405167,73%
146SWKS78,1968,190.339480,37%
147HII250,1568,180.493855,23%
148XYL131,7167,710.356975,87%
149TRMB77,8667,200.311586,30%
150APTV72,1966,800.338378,99%
151STE238,2566,450.446459,54%
152TYL583,0965,300.593843,99%
153AAP49,0164,810.377168,74%
154CE60,6264,610.317081,54%
155TER94,1864,480.313282,34%
156EFX262,3764,420.647439,80%
157RJF158,1864,310.362071,05%
158CBRE142,5162,540.332675,21%
159CDW182,8462,490.506049,40%
160FSLR170,5262,400.621040,19%
161MSCI582,8561,460.577542,57%
162SCHW91,3460,340.289683,33%
163GRMN213,3959,890.366265,42%
164DOV188,1559,330.379762,50%
165ISRG540,6059,150.821628,80%
166VRSK301,2159,040.436054,17%
167BK92,0958,870.285782,43%
168A120,6658,470.285281,99%
169TXT81,9457,630.265086,97%
170DXCM83,5857,260.358863,84%
171EPAM179,5556,360.473647,60%
172V354,2255,580.528042,11%
173CSCO68,5952,570.227792,37%
174EXPE171,0152,180.354458,89%
175EBAY75,7851,360.243984,21%
176ALGN196,9850,900.388852,37%
177FDX239,1450,450.347458,10%
178SMCI48,7450,360.265175,99%
179UBER92,0549,310.312763,08%
180WYNN104,6848,420.337857,34%
181GLW52,7247,420.203093,45%
182WFC82,3646,550.242876,69%
183NUE138,8746,130.311759,19%
184J132,0144,770.240574,46%
185INCY68,1744,370.211783,85%
186APD290,3044,070.308257,20%
187PYPL76,3143,540.230675,54%
188UAL81,0243,110.278162,01%
189MMM153,9743,030.298057,77%
190IR86,5542,300.227574,38%
191MOS37,8142,270.204582,68%
192BAC48,7141,310.183989,85%
193FCX45,7741,120.186388,29%
194VMC265,7140,950.421938,82%
195GD293,9240,440.309252,30%
196ITW256,4540,160.295354,40%
197CARR75,2739,980.253163,18%
198CINF146,1239,830.285155,88%
199PAYC228,1339,610.558228,39%
200LVS47,8538,770.194479,78%
201PPG118,5937,500.238762,83%
202WAT351,9237,360.396337,70%
203ALLE147,9536,650.283751,68%
204BX153,5636,260.282351,37%
205CCL29,6535,620.160089,02%
206BALL58,7434,820.160087,05%
207SOLV78,2534,650.187673,87%
208WHR110,5934,120.280248,72%
209ETSY52,9633,520.239855,92%
210EQT56,1433,240.169678,38%
211CPAY337,1032,620.445329,30%
212VLTO102,8332,400.202264,08%
213ADP305,0531,640.380233,29%
214BIIB133,1930,930.226754,57%
215CBOE231,3530,250.261646,25%
216FANG141,9730,090.256246,98%
217GEHC76,1230,020.184665,03%
218HSIC74,4830,000.157676,13%
219SBUX94,1829,770.186863,75%
220CFG47,0329,750.143882,75%
221BWA35,5429,180.143581,33%
222BXP68,2728,970.170268,07%
223DAL50,1328,580.182062,81%
224COST982,3627,420.637717,20%
225EOG122,8827,330.208552,44%
226NKE76,3926,700.179159,64%
227EA157,0326,480.213649,59%
228DGX176,6026,260.206650,85%
229EXR151,7826,020.209249,75%
230WST221,2226,020.244242,62%
231TROW99,9625,890.178558,01%
232USB47,4925,810.130179,35%
233JBHT153,0325,230.224744,91%
234COR291,1725,210.220945,66%
235ZION54,7724,980.131076,30%
236FIS81,2724,570.154363,72%
237FOXA55,1323,640.135070,04%
238BEN24,7923,600.106388,82%
239STLD134,0623,590.234840,17%
240TRV257,3423,580.288932,65%
241CSX33,6123,460.103490,76%
242ES64,4523,250.137767,56%
243CTSH80,2523,220.173153,68%
244FITB43,1322,550.112080,53%
245LUV33,9922,340.131368,03%
246UNP237,1621,530.206941,63%
247MET80,1621,460.136862,72%
248LDOS162,6220,880.227436,72%
249DD72,9520,760.148855,81%
250HES143,5320,280.184344,02%
251GEN29,8120,130.100180,48%
252ZTS159,0919,960.218236,58%
253ABT134,1219,930.129861,44%
254WELL150,7119,920.152152,39%
255ADM55,9019,860.122964,61%
256ACN302,3019,690.335923,45%
257MNST63,0419,560.105274,39%
258FOX50,7719,530.114368,32%
259JKHY179,4219,420.173844,70%
260HIG122,9019,190.184641,59%
261PLD108,3119,120.159547,95%
262SEDG23,6019,080.136156,09%
263CMA62,3518,940.116165,25%
264SEE32,8518,660.114065,51%
265SPG165,8418,590.193038,54%
266BR238,0217,840.180339,58%
267HPE21,2517,080.083681,76%
268TFC45,0316,870.098068,87%
269AVY183,4316,760.170239,39%
270ESS283,4016,660.221130,13%
271GPC127,4716,530.173338,15%
272EXPD119,0716,190.130149,76%
273BBY71,5916,120.148143,55%
274HOLX65,3015,600.139344,79%
275SWK71,5615,510.151141,06%
276FMC44,4515,280.104958,24%
277MGM37,6714,980.096262,30%
278BSX103,6314,260.145139,33%
279CMG56,7714,090.094659,56%
280L91,3413,980.092260,65%
281GM52,6813,900.092460,14%
282PRU108,6613,750.113348,54%
283CME275,8213,550.232823,27%
284NEM60,0613,300.121343,85%
285EW77,0213,150.107349,03%
286SYY77,6912,910.084761,00%
287AMTM24,3012,810.078165,58%
288RF24,5512,750.065477,98%
289DHR202,5012,740.178028,63%
290APA19,4912,690.073369,24%
291OXY43,9312,680.092155,08%
292ROP566,0912,540.260319,27%
293IEX182,1612,400.203924,32%
294NEE73,0212,200.105746,20%
295WRB70,7712,140.092752,35%
296SRE74,8211,640.115140,43%
297HBAN17,4011,480.057080,57%
298FTNT102,2111,330.140832,19%
299ODFL169,8511,190.178125,13%
300WBD11,1211,000.050587,14%
301NWS34,3610,700.065565,37%
302NWSA29,6110,310.057471,82%
303AIZ191,7810,290.150327,37%
304PHM111,3410,230.121833,60%
305AIG82,3610,170.077552,51%
306KEY18,209,980.051477,61%
307WMT97,619,630.113533,94%
308NCLH21,379,530.058065,73%
309PKG201,949,490.138827,33%
310CRM269,219,200.257814,28%
311SHW352,519,040.247014,64%
312XRAY16,578,910.058161,30%
313HST16,188,880.044080,67%
314PCAR99,348,440.092136,67%
315CHRW99,148,410.103132,61%
316WMB59,147,870.064848,63%
317UPS105,547,590.081437,32%
318DVN33,417,460.064946,01%
319RSG237,697,300.144720,18%
320GILD111,517,250.106227,32%
321ALB67,996,620.093828,23%
322D57,426,600.058045,49%
323IVZ16,596,450.040863,33%
324PFG80,526,410.085430,04%
325FRT94,926,350.077532,76%
326LNC34,976,320.055845,35%
327CVX147,986,220.114921,66%
328HD371,856,180.184313,43%
329INTR6,936,180.032476,14%
330KMI28,506,020.037264,69%
331BG81,395,850.091925,46%
332ALK50,885,570.091024,48%
333TGT105,455,550.078428,30%
334MTCH32,445,540.044150,23%
335PARA12,845,210.026279,43%
336PSA297,115,040.157112,84%
337MDT88,285,030.064031,45%
338FDS447,714,770.25297,54%
339PFE25,324,680.034154,96%
340NU13,494,660.036750,79%
341JNPR39,964,630.041045,15%
342SBAC237,594,540.139413,02%
343VTRS9,344,320.024371,16%
344PAYX145,964,160.117214,21%
345ROL55,643,820.045233,79%
346F11,773,710.022765,30%
347ALL194,693,600.120911,92%
348XOM111,053,550.078818,00%
349AAL11,633,530.031245,32%
350MO59,173,230.039332,80%
351WM223,393,010.095412,61%
352ABBV190,752,960.111610,61%
353SW47,182,920.049123,77%
354CZR29,642,910.046625,01%
355AVB202,002,890.092212,56%
356DHI135,622,700.078013,86%
357AKAM79,462,670.065416,32%
358LMT462,552,550.14826,89%
359CPT113,402,530.065915,35%
360T28,312,500.021845,72%
361IQV164,652,390.11388,39%
362KIM21,442,330.020445,55%
363WBA11,492,310.011083,82%
364LUMN4,452,250.015757,33%
365LEN115,312,180.059614,61%
366INTC21,882,080.029628,17%
367CMCSA35,832,070.022237,32%
368DAY55,501,970.049815,85%
369GDDY175,431,730.09447,31%
370COP94,441,670.060011,11%
371MKTX219,171,630.08068,09%
372BAX31,131,520.026323,06%
373NI39,411,390.020327,34%
374MAS67,281,280.041712,22%
375VICI33,311,190.018925,15%
376BKR39,831,090.025716,90%
377IFF76,631,040.040010,42%
378HSY177,081,030.06826,05%
379MRNA30,281,020.027015,10%
380NWL5,920,980.011733,44%
381AAPL212,440,930.08214,55%
382CSGP81,420,910.04548,03%
383O57,750,760.024012,74%
384AZO3.685,340,630.38970,64%
385TSCO55,140,550.02498,77%
386CB280,080,510.05423,79%
387LYB62,560,470.02686,97%
388MDLZ69,560,460.01939,47%
389UHS184,470,410.07132,28%
390WY26,700,410.012113,35%
391EQR66,670,340.02495,51%
392CTRA25,030,300.01438,43%
393VFC12,480,290.01617,08%
394PEG81,220,260.02174,79%
395IT395,440,260.10191,02%
396HRL30,810,170.00887,57%
397GL120,290,130.01952,72%
398REG70,800,130.01423,57%
399FTV53,340,110.02921,56%
400AOS68,090,110.02002,27%
401HPQ25,850,110.01592,82%
402RVTY100,900,080.01951,56%
403DXC15,960,050.00613,19%
404IP50,390,040.01041,63%
405HAL21,710,040.00742,06%
406OTIS99,800,030.01181,09%
407AMT222,830,030.02160,58%
408AMGN296,860,030.02990,38%
409EVRG68,980,020.00811,10%
410AES11,130,020.00481,66%
411LOW226,940,010.01390,23%
412SLB35,910,010.00440,50%
413TRGP173,780,000.01010,10%
414INVH32,510,000.00260,31%
415EMN79,920,000.00170,02%
416TECH53,180,000.00060,00%
417SBNY0,730,000.00010,01%
418FLT303,260,000.0000100,00%
419ABC179,980,000.0000100,00%
420PKI115,240,000.0000100,00%
421MRO28,550,000.0000100,00%
422RE351,280,000.0000100,00%
423CTLT63,480,000.00000,00%
424PEAK17,110,000.0000100,00%
425FISV114,230,000.0000100,00%
426CDAY69,520,000.0000100,00%
427WRK51,510,000.0000100,00%
428FRC3,510,000.0000100,00%
429DISH5,770,000.0000100,00%
430SIVB39,250,000.0000100,00%
431ACGL88,38-0,00-0.00140,01%
432BBWI32,78-0,00-0.00300,06%
433DTE130,68-0,00-0.00350,06%
434UDR40,57-0,00-0.00200,13%
435LW52,76-0,00-0.00320,10%
436SO91,15-0,00-0.00420,25%
437LNT60,76-0,00-0.00360,52%
438ETR81,32-0,01-0.00540,53%
439CCI103,17-0,01-0.00880,36%
440AMCR9,69-0,02-0.00224,25%
441CVS66,60-0,03-0.01300,85%
442MRK82,39-0,05-0.01511,27%
443JNJ155,56-0,05-0.01551,34%
444KR70,23-0,06-0.01691,52%
445DOW28,73-0,10-0.01213,29%
446IPG25,55-0,12-0.01004,97%
447LLY779,28-0,13-0.14370,35%
448MHK111,29-0,21-0.02952,85%
449ATO151,51-0,22-0.03332,70%
450VZ43,59-0,27-0.01238,61%
451MKC76,56-0,34-0.02296,00%
452TJX125,31-0,37-0.03524,26%
453KO70,91-0,41-0.01948,56%
454FE39,76-0,46-0.02019,23%
455CNP35,78-0,48-0.016411,60%
456GPN81,99-0,49-0.04913,97%
457SNA320,11-0,55-0.08072,73%
458PGR257,80-0,59-0.08392,80%
459KMX71,57-0,69-0.04426,24%
460YUM150,18-0,85-0.04886,94%
461MSI422,27-0,90-0.09473,81%
462LULU246,30-0,99-0.22951,73%
463BIO250,65-1,05-0.10274,11%
464BLDR127,89-1,08-0.07046,12%
465DECK106,26-1,15-0.09884,65%
466AJG315,74-1,63-0.12565,20%
467KVUE20,90-1,66-0.028223,54%
468PG161,20-1,91-0.067511,35%
469XEL67,56-2,18-0.039522,05%
470NOC498,90-2,26-0.21474,22%
471OKE82,14-2,32-0.054716,98%
472ROST131,53-2,44-0.11638,39%
473DOC18,31-2,45-0.021745,12%
474OGN10,15-2,89-0.039729,06%
475PPL33,54-2,96-0.031437,62%
476WEC103,75-3,33-0.053324,96%
477AEE95,48-3,55-0.048929,06%
478CL92,40-3,62-0.057625,17%
479AFL103,52-3,67-0.063023,32%
480OMC75,02-3,91-0.063724,54%
481LKQ38,57-4,60-0.055333,27%
482DPZ453,94-4,76-0.23917,96%
483KDP33,85-4,88-0.034856,11%
484KMB132,37-5,35-0.115918,44%
485AEP103,26-5,40-0.072529,76%
486DUK117,06-6,47-0.080532,17%
487POOL302,67-6,60-0.180014,66%
488MMC212,72-6,91-0.154217,93%
489BMY47,63-7,07-0.076536,93%
490K80,00-7,22-0.053154,38%
491CHD98,03-7,71-0.112627,39%
492PCG13,99-7,95-0.055657,15%
493PNW90,17-8,23-0.075043,90%
494DVA142,56-9,25-0.135227,37%
495CMS69,69-9,64-0.068856,04%
496AWK140,31-10,06-0.115534,85%
497AON351,55-10,09-0.227417,75%
498ARE76,27-10,30-0.111636,92%
499EXC42,92-11,77-0.071365,98%
500EG334,03-11,92-0.197924,10%
501VTR62,93-12,38-0.083459,39%
502CI320,39-12,57-0.240420,91%
503EIX52,56-12,61-0.108446,54%
504KHC27,06-14,28-0.069382,44%
505RHI43,03-14,45-0.101856,76%
506COO73,02-15,63-0.168637,07%
507TSN57,45-16,10-0.106760,34%
508MAA149,21-16,34-0.176437,06%
509GIS53,83-18,72-0.098276,23%
510CAG21,14-19,38-0.084392,01%
511BRO107,81-20,73-0.153653,98%
512WTW304,46-23,88-0.269135,49%
513CNC33,78-26,57-0.180458,91%
514CPB31,94-26,77-0.115392,88%
515FICO1.842,78-27,91-1.94675,74%
516MCD294,63-29,32-0.318936,78%
517CPRT49,08-31,70-0.223156,82%
518PEP136,48-33,28-0.230957,64%
519ZBH93,50-34,20-0.208865,52%
520ED99,92-35,90-0.204570,23%
521TFX121,59-39,80-0.240866,11%
522ENPH40,97-40,41-0.245865,76%
523STZ173,87-46,20-0.380248,61%
524TAP49,54-49,88-0.211694,32%
525SJM104,83-54,50-0.332365,61%
526TMUS237,42-73,15-0.473261,84%
527TMO427,76-79,14-0.621650,93%
528VRTX457,03-82,54-0.811840,67%
529CLX124,66-83,61-0.372989,69%
530HUM243,79-89,64-0.693151,74%
531BDX177,27-90,56-0.623358,12%
532REGN547,74-101,23-1.182534,24%
533FI172,45-118,41-0.758762,43%
534ERIE343,09-139,61-0.964957,87%
535FAST42,68-146,59-0.848569,11%
536MOH239,00-162,79-0.879774,02%
537ELV350,25-214,33-1.102377,77%
538TPL1.071,95-349,91-3.796336,87%
539UNH307,56-760,86-4.297370,82%
540ORLY89,32-4.708,02-27.230869,16%
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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