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
1NVR9.515,006.322,5028.633988,32%
2FICO1.913,381.437,676.486188,66%
3BRK.B412,05807,503.2300100,00%
4TDG1.355,46570,673.086073,97%
5NOW917,68559,672.614785,62%
6BLK949,19431,002.012885,65%
7LMT605,13403,221.980381,45%
8NOC536,74373,021.735885,96%
9EQIX876,88364,851.805480,84%
10AXON421,80362,491.809180,15%
11HCA394,07331,011.484889,17%
12PH630,68325,361.668678,00%
13GEV265,59292,671.494778,32%
14PSA345,40289,931.270891,26%
15GWW1.033,24280,121.617069,30%
16ORLY1.154,91271,091.687464,26%
17MSI450,30267,211.138393,90%
18MA497,70242,961.076190,31%
19SHW371,30240,781.098187,71%
20AZO3.033,58232,293.007430,90%
21MSCI589,72229,201.291171,01%
22MCD303,76217,790.926594,03%
23BF.B49,12215,000.8600100,00%
24AON348,07202,420.956684,64%
25MKTX273,65198,540.871891,10%
26PGR255,36196,620.896287,76%
27IT513,71192,820.950781,13%
28META595,95185,261.330955,68%
29RMD233,98182,640.889782,11%
30BKNG4.187,70181,384.870714,90%
31FFIV219,91175,460.787689,11%
32NFLX719,70171,471.280253,57%
33SPGI512,17170,290.831981,88%
34ISRG481,95167,800.940671,36%
35URI789,52167,771.560043,02%
36IBM226,00166,570.717792,84%
37TT388,36158,630.919968,98%
38ADP285,17157,610.704889,46%
39$SPX5.699,94155,223.121619,89%
40BLDR192,28149,810.768378,00%
41UHS215,68148,230.880967,30%
42TDY440,70146,050.723580,75%
43CLX161,57144,070.645689,26%
44TYL579,46143,481.006357,03%
45TMO598,61142,551.057853,90%
46SBAC235,37140,860.666084,60%
47HUBB429,72139,590.911361,27%
48LIN468,18139,240.676082,39%
49CB290,59135,250.604889,45%
50COST883,11134,341.145946,89%
51AIZ197,53133,010.607787,56%
52HD408,36131,430.797865,90%
53DE407,99124,230.843258,93%
54UNH591,21124,190.980150,69%
55MPWR935,61123,081.544631,87%
56ACN362,24123,070.687971,56%
57EFX283,61122,010.760564,17%
58LOW267,76120,810.612178,94%
59CBOE210,42119,890.643974,48%
60TRV236,21114,460.571380,14%
61PODD229,94114,030.762259,84%
62FI185,42112,860.483093,47%
63MCO460,53112,580.701464,20%
64CME224,43111,190.485391,64%
65PKG213,37111,010.503588,18%
66WAT352,51110,650.745859,34%
67WTW290,69110,580.543181,44%
68MMM135,28109,900.569377,21%
69DHI184,64106,830.622468,65%
70CMI331,74106,390.624768,12%
71CBRE120,84103,220.476786,61%
72TMUS208,28102,550.492483,31%
73CPAY331,00102,240.620365,92%
74ALL190,57102,020.478885,24%
75WELL125,56100,760.428494,08%
76DVA160,69100,070.479183,55%
77AVB221,0298,570.484381,41%
78APD285,5098,490.547971,91%
79DRI164,8497,230.468982,95%
80SYK351,2297,190.631661,55%
81ZBRA366,7295,680.665857,48%
82TFX239,1893,960.472579,54%
83ETR132,5092,960.397493,56%
84SBUX96,5892,620.478377,45%
85IRM118,2891,870.403091,19%
86GL106,5291,240.406389,82%
87MOH330,6791,070.816544,62%
88K80,6190,880.482875,29%
89AMT223,6689,260.509270,12%
90COO105,9287,960.415084,78%
91AFL115,2687,550.380492,06%
92AMP486,9484,110.760744,23%
93FDS457,0081,410.722245,09%
94AXP275,9880,360.506063,53%
95PHM139,4479,870.432873,82%
96TRGP158,0379,790.384782,97%
97MAA154,6277,660.404576,80%
98ACGL114,8677,040.364084,65%
99ADSK271,1776,670.486463,06%
100LEN182,2576,420.455767,08%
101SOLV67,7475,550.339988,90%
102FTNT78,0275,320.395976,10%
103PWR305,7375,100.613049,01%
104ABBV194,2974,420.435568,36%
105ALLE145,6274,410.372779,87%
106SPG169,5873,950.351584,15%
107POOL363,9173,530.650345,23%
108PYPL79,3673,490.334187,98%
109CHRW106,7372,970.348883,69%
110EXR169,4871,470.371277,01%
111MHK154,4471,180.519654,79%
112ORCL170,8670,990.523354,26%
113ATO139,8470,540.311490,60%
114CAT397,0969,020.677740,73%
115NDSN252,0067,220.414864,83%
116WEC95,4866,450.291891,10%
117ESS289,8866,410.459257,85%
118CAH111,9865,710.333178,90%
119GE187,0864,970.399865,01%
120HWM102,0364,540.340375,86%
121HIG118,0964,030.293487,30%
122SWK107,3863,860.343874,31%
123CEG285,5263,060.879928,67%
124BX151,9262,800.397263,25%
125BIO343,7062,620.554645,16%
126MTD1.452,8262,531.169121,39%
127CINF138,7261,400.298182,38%
128ICE162,7661,100.292983,43%
129BXP80,7460,400.281785,75%
130PAYX138,6560,370.282985,36%
131RTX124,9160,110.325973,79%
132GD300,6757,790.315873,19%
133NSC247,9257,400.434052,90%
134ZTS190,0355,000.283177,72%
135CPT120,8654,480.273079,83%
136PM119,1053,730.305670,32%
137HAS72,3152,440.228791,72%
138PNR95,8852,390.273976,52%
139AEE87,7451,930.228291,04%
140VST138,4151,880.547037,93%
141NEE83,8551,770.224692,18%
142VTR62,5351,730.226791,28%
143CARR80,8051,470.267876,89%
144ILMN141,4351,200.316264,78%
145CCI111,4851,060.268376,12%
146GILD84,5950,900.235686,39%
147MDT88,2650,830.237585,60%
148PEG92,0350,180.233585,97%
149DTE126,9849,800.237583,89%
150TSCO294,9849,690.400749,61%
151CF90,1549,460.250778,91%
152EIX86,1848,800.235882,77%
153EBAY66,3048,180.210891,43%
154BBY99,6147,390.301262,93%
155WMT80,9446,700.229281,50%
156GIS73,6146,330.203890,95%
157XEL63,7346,250.195894,49%
158MKC80,6144,920.204487,90%
159V277,9344,810.360749,69%
160OKE95,2344,050.219780,18%
161NDAQ72,1244,010.201687,32%
162VLTO112,0243,860.235774,43%
163MAS82,3743,510.218979,49%
164NKE82,2543,410.249169,72%
165CMS71,2243,280.183594,35%
166ED103,1543,090.217279,36%
167GEHC91,4243,060.202385,15%
168ABT112,6442,650.220077,56%
169WAB183,3042,450.337050,38%
170DHR270,0342,030.371145,30%
171DUK114,0540,910.205879,54%
172OMC101,5540,470.196782,27%
173FIS84,6339,910.183786,88%
174DGX150,7938,670.221969,72%
175ITW258,4237,690.292351,58%
176SNA286,7437,600.285952,60%
177CI341,7037,500.383539,12%
178SO90,3137,110.178083,38%
179AJG289,6236,780.332044,31%
180AEP100,2836,510.197174,09%
181ANET395,9736,360.595624,42%
182KEYS156,3836,330.364239,89%
183BRO105,6535,660.195972,82%
184EXPE150,7234,900.312944,61%
185NRG95,3534,710.245856,50%
186BK71,9834,380.166082,83%
187LDOS166,3934,200.240156,99%
188PAYC167,9733,410.274748,65%
189MDLZ71,5233,080.161981,73%
190RVTY123,9632,800.234955,86%
191PNW87,9832,580.164079,44%
192A144,9731,960.207161,73%
193NEM53,3431,420.149284,23%
194RL196,1730,760.335236,70%
195JKHY182,1430,430.208158,49%
196JNJ160,2930,370.213956,79%
197STE231,0230,160.266145,34%
198BMY53,9629,750.161373,78%
199REG70,8529,610.159974,09%
200KO70,1729,230.143781,38%
201BSX84,5428,940.158673,00%
202LNT60,1928,920.124592,87%
203D58,2328,310.129587,45%
204DAY61,8627,950.154072,62%
205LYV110,8727,910.218151,19%
206O62,0127,500.131683,59%
207FSLR231,1327,330.362830,13%
208MTB178,7426,790.246943,41%
209ECL251,0226,140.233844,73%
210EQR73,5326,120.137376,08%
211EMN109,0025,990.199052,23%
212EVRG60,3325,660.121384,60%
213SRE82,6025,160.122282,37%
214IDXX477,6724,840.375326,47%
215UNP238,8624,730.254738,83%
216IFF100,4723,010.137866,80%
217MMC222,1622,040.178049,53%
218PNC182,2621,810.218839,88%
219KVUE22,1621,410.099186,38%
220KDP36,3921,390.093791,37%
221FOXA41,8121,150.102282,79%
222BALL66,0221,090.103381,67%
223LUMN6,7820,860.103280,87%
224FRT111,3520,660.150255,03%
225NI34,6420,570.085895,96%
226ES65,3820,470.125865,09%
227CRM287,7520,430.292927,90%
228UDR44,5920,040.100779,58%
229PG168,8820,020.144255,53%
230EXC40,2119,800.087890,25%
231PPL32,5519,720.084992,90%
232FMC63,9819,630.125762,43%
233AWK142,5718,400.147649,84%
234FE43,4618,130.088881,67%
235CSCO52,7517,630.106066,53%
236MET84,0417,600.145148,52%
237JCI75,6917,120.121756,27%
238FOX38,5417,020.086278,99%
239VFC21,3116,980.084680,27%
240CMA58,8616,390.113557,76%
241RCL179,4415,550.247825,10%
242LH216,0014,880.232225,63%
243CL99,0414,470.123646,81%
244RJF127,1314,430.158536,40%
245STT87,3114,200.136341,68%
246IP48,5314,060.082468,31%
247UAL59,2214,000.166333,68%
248TAP56,0713,630.076970,88%
249VICI32,4213,590.072475,07%
250SYY75,4113,190.094355,97%
251T21,9113,160.060686,93%
252VRSN186,9013,020.141336,86%
253CTVA58,3312,840.092355,64%
254DD87,5412,620.110745,59%
255WMB49,6312,440.070970,19%
256CTSH77,1412,090.092752,16%
257LLY887,1611,950.71396,70%
258VZ44,1811,790.074763,11%
259TJX114,6911,330.112140,43%
260YUM136,5711,120.121836,52%
261PLD122,4210,900.120636,16%
262KIM22,9410,640.054578,11%
263PANW342,3610,620.293414,47%
264MTCH37,6010,270.075154,66%
265HLT233,729,810.189220,74%
266BAX36,329,800.068856,99%
267ROST145,599,070.138926,11%
268PCG19,718,980.043482,74%
269WY32,898,840.061657,35%
270UBER74,288,810.121029,12%
271CAG29,518,570.055362,00%
272CPB47,358,560.071947,64%
273BDX238,228,500.126126,98%
274AKAM101,488,250.096534,19%
275CTLT60,598,080.044572,64%
276DOV188,917,580.140121,66%
277BR215,337,510.109927,32%
278FITB42,107,180.060047,90%
279GPN98,657,090.138720,45%
280IQV229,846,950.193314,37%
281MO50,106,700.067139,91%
282DOC22,126,560.035274,41%
283EG407,046,340.208512,16%
284CNC72,086,260.111422,49%
285GRMN170,036,230.134218,56%
286FAST70,196,220.072534,31%
287ALK42,486,060.088327,46%
288CZR44,475,940.074731,82%
289JBHT164,525,820.115420,18%
290LUV31,255,780.057140,54%
291LVS52,585,770.097123,77%
292JNPR38,825,630.032270,01%
293GEN27,495,520.035761,83%
294PEP167,975,430.104020,90%
295NTRS90,465,240.072528,92%
296TRMB62,145,180.078726,32%
297TPR46,505,130.074027,76%
298AMCR11,204,890.024380,49%
299KHC34,604,790.042645,00%
300IEX211,104,280.127213,46%
301DLR157,004,070.106815,24%
302RSG200,673,990.096916,47%
303EXPD120,443,980.073021,81%
304KMI23,623,970.028954,94%
305DXC20,843,760.031148,46%
306SJM117,393,670.072820,16%
307TGT152,883,400.123011,05%
308HOLX80,243,340.053824,79%
309USB44,703,220.048726,42%
310RF22,842,990.031138,42%
311DAL49,282,970.074615,91%
312IPG30,792,910.032335,94%
313CMCSA41,192,820.032834,47%
314HSIC70,562,700.054119,97%
315ROL49,822,580.034629,79%
316KEY16,782,370.026335,99%
317HSY191,842,230.080911,02%
318AES18,912,080.030027,72%
319KR55,892,070.037022,39%
320WYNN105,451,920.10647,20%
321BWA35,141,780.032222,09%
322TXN202,711,600.09127,02%
323REGN1.012,821,480.37621,58%
324L79,281,440.035716,12%
325LHX243,661,430.07677,47%
326KMB140,891,410.049711,35%
327FTV76,911,380.054710,10%
328CMG57,111,360.044012,32%
329TTWO151,691,310.07706,80%
330ETN333,051,160.15592,97%
331TSN58,551,130.042410,65%
332IVZ17,741,120.018424,31%
333COF153,441,110.07475,94%
334RHI66,620,890.03839,32%
335CHD101,040,850.033410,19%
336MAR254,610,710.10312,74%
337OTIS104,560,680.04855,63%
338HII258,300,610.08492,85%
339GS495,160,600.10122,37%
340INCY67,490,600.03327,20%
341STZ246,670,560.06043,72%
342ENPH105,950,490.05883,32%
343NWL7,480,470.013514,00%
344NCLH20,390,420.02466,84%
345CFG41,180,420.02406,96%
346CSGP74,100,360.02535,76%
347AAL11,510,350.010513,21%
348JPM211,220,320.05112,52%
349JBL121,660,310.05192,40%
350HBAN14,620,290.010611,09%
351PFG87,320,280.03693,03%
352ELV492,070,270.09271,17%
353PPG128,570,260.03562,91%
354AVY214,590,250.04242,37%
355ULTA381,800,210.11130,74%
356STX107,240,180.03492,11%
357ALGN241,350,180.07290,99%
358XOM124,830,150.02462,48%
359HRL31,350,140.00886,60%
360AME170,110,110.03141,39%
361COR219,940,100.04051,00%
362CVS64,590,060.01371,80%
363MNST50,950,050.01361,53%
364DFS144,890,050.02660,75%
365TSLA250,080,050.05900,31%
366TFC42,390,030.00841,31%
367AAPL226,800,020.01800,34%
368GLW44,880,010.00920,56%
369CCL18,020,010.00620,68%
370VTRS11,590,010.00221,58%
371INVH34,540,010.00340,63%
372GM45,680,010.00720,29%
373CHTR326,320,000.02640,05%
374APTV70,330,000.00480,23%
375WBD7,780,000.00210,53%
376HST17,860,000.00260,42%
377XRAY25,220,000.00250,25%
378CSX34,490,000.00090,08%
379J140,040,000.00370,02%
380CNP30,520,000.00120,03%
381ROP544,860,000.00180,00%
382BKR37,930,000.00000,00%
383CDAY69,520,000.0000100,00%
384FRC3,510,000.0000100,00%
385PEAK17,110,000.0000100,00%
386WRK51,51-0,00-0.00000,00%
387FISV114,230,000.0000100,00%
388ABC179,980,000.0000100,00%
389SIVB39,250,000.0000100,00%
390FLT303,260,000.00000,00%
391DISH5,770,000.0000100,00%
392PKI115,240,000.0000100,00%
393RE351,280,000.0000100,00%
394GPC136,70-0,00-0.00080,00%
395ODFL191,86-0,00-0.00340,01%
396AOS87,40-0,00-0.00270,02%
397MS107,88-0,00-0.00320,03%
398ARE114,90-0,00-0.00380,03%
399EQT36,94-0,00-0.00370,12%
400SYF51,86-0,00-0.00460,19%
401GNRC160,18-0,00-0.01100,09%
402AMZN186,51-0,00-0.01710,12%
403DOW55,34-0,01-0.00530,55%
404FCX50,55-0,01-0.01240,41%
405WHR104,19-0,01-0.01610,36%
406IR101,13-0,02-0.01730,55%
407WRB58,51-0,03-0.02020,51%
408ANSS315,73-0,04-0.03150,54%
409PFE28,58-0,07-0.00763,69%
410NVDA124,92-0,10-0.04340,88%
411TECH74,78-0,10-0.02231,75%
412AMD170,90-0,12-0.06500,76%
413EA142,70-0,15-0.02572,36%
414EPAM198,35-0,16-0.04651,39%
415DIS95,15-0,17-0.02872,41%
416LYB96,75-0,18-0.01803,91%
417SEE35,43-0,19-0.01624,58%
418ALB102,09-0,20-0.04571,73%
419SBNY1,98-0,22-0.004419,88%
420PRU122,99-0,23-0.04192,15%
421MPC171,98-0,27-0.04632,30%
422PTC179,60-0,30-0.04112,88%
423AMGN319,67-0,31-0.05292,38%
424NWS27,51-0,45-0.013413,40%
425ADI228,23-0,45-0.07462,42%
426KMX73,09-0,47-0.04134,56%
427ZBH104,68-0,49-0.03904,98%
428LNC31,84-0,61-0.023110,49%
429CPRT52,90-0,66-0.025810,29%
430HPE20,62-0,72-0.025311,38%
431CDW221,69-0,73-0.07653,79%
432MRO28,99-0,75-0.018416,21%
433HPQ35,99-0,79-0.026112,06%
434ZION47,86-0,79-0.03528,95%
435APH62,40-0,88-0.04348,10%
436OGN18,29-0,98-0.025315,56%
437TXT86,74-1,25-0.044111,34%
438EOG133,12-1,42-0.05959,53%
439NWSA26,14-1,88-0.023232,47%
440XYL133,47-1,89-0.067811,17%
441ON71,55-1,93-0.061212,61%
442BAC40,11-2,30-0.040322,85%
443PARA10,52-2,80-0.020953,68%
444PCAR103,41-2,80-0.086213,00%
445AIG76,05-2,82-0.053920,96%
446WM208,09-3,04-0.103911,69%
447LW68,85-3,28-0.125210,48%
448LULU270,38-3,68-0.21916,71%
449LKQ39,22-3,75-0.053927,84%
450UPS131,25-3,90-0.114413,63%
451F10,57-4,26-0.044937,96%
452WFC56,96-4,29-0.069424,75%
453C62,64-4,58-0.076423,95%
454COP114,54-4,88-0.088122,15%
455MOS26,93-5,02-0.049540,52%
456WDC66,35-5,28-0.125416,85%
457ROK267,01-5,41-0.169012,81%
458SCHW64,75-5,80-0.091425,37%
459HON203,78-6,11-0.136217,93%
460ADM59,23-6,67-0.069438,46%
461INTU610,67-6,89-0.28049,83%
462STLD128,22-7,32-0.154718,94%
463WST296,50-7,41-0.219413,50%
464TEL145,45-8,12-0.120826,90%
465CTRA24,87-8,43-0.056559,68%
466NTAP123,39-8,74-0.149723,37%
467VRSK265,67-8,76-0.153222,88%
468CE136,67-9,57-0.174321,95%
469BEN19,90-11,14-0.063570,19%
470WBA8,73-12,22-0.058583,47%
471PSX138,62-12,53-0.151333,13%
472MSFT416,06-13,12-0.342715,31%
473MGM40,43-13,55-0.122244,36%
474SLB45,46-15,09-0.109355,23%
475EMR111,44-15,15-0.181833,34%
476ADBE507,22-15,23-0.455413,38%
477VMC241,43-15,33-0.256723,89%
478EL95,86-15,81-0.180335,07%
479ETSY52,80-16,34-0.141246,28%
480HAL31,09-17,54-0.099770,32%
481TER130,50-17,93-0.303823,61%
482TROW108,47-18,13-0.167143,40%
483APA26,89-19,98-0.114070,11%
484SEDG20,13-20,21-0.136159,39%
485NUE151,44-20,93-0.240234,85%
486BBWI29,92-22,63-0.142163,68%
487MRK109,77-22,68-0.193646,86%
488DVN42,42-23,95-0.128574,58%
489CVX150,74-24,11-0.223743,10%
490CDNS268,65-25,75-0.455122,63%
491INTC22,59-28,23-0.219851,37%
492EW65,49-28,26-0.313836,02%
493MCHP77,69-34,29-0.248855,13%
494BG98,17-36,22-0.262155,29%
495HES140,34-37,02-0.301249,17%
496OXY55,76-38,38-0.186582,32%
497ABNB129,85-43,77-0.439239,87%
498VLO142,42-43,95-0.309056,90%
499SWKS96,83-45,41-0.294061,79%
500KLAC787,39-47,50-1.058017,96%
501VRTX455,31-48,16-0.447643,05%
502GOOGL167,06-48,62-0.383050,78%
503GOOG168,56-50,97-0.392052,01%
504CRL190,74-53,72-0.516341,62%
505MLM524,11-54,02-0.644033,55%
506MU102,25-54,26-0.482744,96%
507QCOM168,90-55,28-0.500744,16%
508AMAT201,97-62,78-0.645338,91%
509DPZ425,31-62,82-0.726934,57%
510QRVO102,00-63,85-0.370468,95%
511FDX260,84-66,17-0.521950,72%
512FANG194,61-87,72-0.509168,92%
513AAP38,69-96,81-0.476981,19%
514DXCM68,11-99,64-0.711256,04%
515BA155,00-110,58-0.554579,77%
516NXPI234,24-111,57-0.721661,84%
517BIIB185,68-121,83-0.609180,01%
518DLTR70,91-152,51-0.736882,80%
519DG84,35-166,23-0.897374,10%
520MRNA60,20-228,51-1.072785,21%
521SNPS499,12-260,76-1.729960,29%
522HUM240,03-292,62-1.629171,85%
523MCK485,42-354,85-1.940773,14%
524AVGO176,64-535,72-10.356720,69%
525LRCX81,55-710,48-6.177546,00%
526CTAS204,91-1.059,03-9.042946,84%
527DECK166,81-1.239,85-11.056244,86%
528SMCI41,23-2.170,76-10.523582,51%
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.

Perguntas Frequentes sobre Momentum