QuantBrasil

Momentum S&P 500 - 180 dias

A lista abaixo contém os ativos que compõe o índice S&P 500 ranqueados pelo seu momentum nos últimos 180 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
1$SPX6.720,321.903,607.939895,90%
2BRK.B412,05807,503.2300100,00%
3MPWR958,26650,722.980287,34%
4KLAC1.193,37600,423.029279,28%
5URI848,25434,982.367773,48%
6MTD1.439,35378,301.929878,41%
7CAT563,10365,781.631689,67%
8GS786,34353,461.647585,82%
9NVR7.251,24296,955.276122,51%
10TMO572,41295,901.363786,80%
11IDXX708,45282,021.463977,06%
12STX279,36271,151.197590,57%
13AVGO349,43258,271.113692,77%
14CMI473,34249,671.107490,19%
15NOC568,61238,651.191080,15%
16BLK1.082,20235,451.454364,76%
17GOOGL278,83219,050.947192,52%
18GOOG279,70217,500.941092,45%
19AZO3.718,26217,253.142127,66%
20BF.B49,12215,000.8600100,00%
21AMD233,54196,860.997978,90%
22PH844,01190,100.966378,69%
23ORCL239,26187,871.033372,73%
24MU237,92184,350.950977,55%
25TSLA429,52179,361.138163,04%
26WDC162,96173,260.770189,99%
27ULTA517,79172,830.931274,24%
28GEV575,13172,331.301752,96%
29BIO305,56163,510.776784,21%
30TEL242,42163,130.693194,14%
31FSLR267,64160,390.775382,75%
32MLM610,64157,210.785280,08%
33GE307,27153,860.652994,26%
34TER182,28151,220.689787,71%
35HII309,56150,990.649093,06%
36GD346,34147,890.623594,88%
37PWR445,01141,870.737376,97%
38ANET134,65130,340.586888,85%
39WST271,05129,240.597786,49%
40IQV210,46128,400.589687,11%
41AAPL268,48128,370.586887,51%
42EXPE258,25126,930.582987,10%
43LRCX159,35123,560.585484,42%
44LHX290,67117,200.523989,48%
45PLTR177,93116,400.549184,80%
46HCA476,61107,110.670263,92%
47RL324,68105,260.498084,55%
48CEG358,39104,530.626066,80%
49EA200,60103,470.492184,11%
50NVDA188,15102,940.486284,69%
51APH139,0998,580.407296,83%
52CHRW149,4491,360.435983,84%
53ABBV219,1691,000.428784,91%
54LDOS196,9889,670.408087,91%
55GLW85,4889,250.376694,79%
56AXP368,5486,800.479372,44%
57JNJ186,5783,990.364292,25%
58NSC284,2582,090.413879,35%
59HUBB462,4380,710.482366,94%
60ANSS374,3079,530.475466,91%
61JPM314,2178,810.392180,40%
62MSFT496,8278,370.491363,81%
63NEM83,3974,990.329191,16%
64ALB97,1871,940.328187,70%
65MS162,3771,200.303793,79%
66GNRC155,2970,440.509855,27%
67DELL146,7069,400.352178,85%
68RTX176,9769,050.311688,65%
69TDY513,1767,810.554348,93%
70VLO175,6267,720.345778,35%
71ALLE167,3566,610.341278,10%
72J153,3765,600.286891,49%
73WYNN126,1464,980.333877,86%
74HUM252,0462,130.491750,54%
75ETN373,7760,730.419657,89%
76VMC287,3060,420.339371,24%
77WELL190,2560,240.268689,72%
78DHI144,7858,790.398059,09%
79AMAT230,0758,730.458251,27%
80INCY105,9858,560.266387,98%
81TPR103,6858,530.305176,74%
82ROK373,4957,860.356464,94%
83MCK851,9952,170.642232,50%
84CBRE152,6550,350.293368,68%
85GRMN201,1649,860.359355,52%
86A146,7449,120.259475,76%
87XYL151,3148,800.219688,89%
88C100,7948,640.230284,53%
89MPC193,7648,150.269271,54%
90HWM206,6645,140.255370,72%
91COR360,7044,010.329653,42%
92NDSN232,6143,990.234874,95%
93BK109,6443,340.191590,54%
94CRL168,0541,630.286258,19%
95CMA78,8941,090.183589,57%
96ATO176,9140,930.200881,53%
97SEDG40,0040,900.188386,87%
98EL87,7540,640.232969,80%
99REGN657,5339,980.529030,23%
100WTW326,0539,910.289955,07%
101PHM119,7639,650.261860,56%
102BIIB155,5139,570.211874,74%
103SPG183,6039,040.211873,72%
104UNH324,2138,690.487131,77%
105PTC176,1138,670.318348,59%
106VST191,0038,230.306649,89%
107CDNS325,0537,740.374440,32%
108UAL97,4336,850.226665,06%
109APTV83,6635,060.179478,16%
110STT118,3134,410.170380,80%
111HES148,9733,660.191070,49%
112NTAP112,9733,400.183272,94%
113SRE93,7231,150.152481,73%
114CVS78,9930,840.159577,37%
115TTWO232,0030,060.226853,02%
116GM70,7529,800.146281,51%
117TJX144,6229,190.169568,87%
118INTC38,1428,590.156473,12%
119ETR97,1928,520.133385,61%
120SNA343,7128,490.209754,33%
121NUE144,3128,140.216452,00%
122AEP121,4328,030.142778,56%
123QCOM170,8927,590.181360,88%
124NTRS129,9626,990.185258,29%
125L102,5926,730.118190,53%
126COF217,8226,390.212349,71%
127EBAY83,8026,200.183857,03%
128PEP142,9526,010.161964,25%
129LEN121,5525,800.196152,62%
130MHK108,6925,780.216947,54%
131GL132,2425,260.182255,43%
132BWA44,9325,070.115886,57%
133HSY170,6125,010.209647,72%
134LLY924,3724,860.594516,72%
135LH252,7224,720.227443,48%
136LVS65,2124,640.138171,35%
137PSX137,9524,110.150164,23%
138HD371,1123,520.293132,10%
139ADM56,9823,260.119477,91%
140JBL213,7123,240.294031,62%
141EVRG75,5922,780.101789,61%
142LOW233,1622,720.258135,20%
143UHS229,2322,570.257635,05%
144SYF73,1922,270.130568,28%
145AIZ224,3221,710.192045,24%
146BKR47,8721,500.102583,90%
147PLD125,6021,350.133464,02%
148CVX155,0321,230.141559,99%
149XEL80,9121,030.111875,23%
150WBD22,6720,780.102081,46%
151QRVO85,9020,740.120768,72%
152CFG51,7020,650.105778,18%
153AMZN244,4120,400.186043,86%
154RJF163,1220,100.159850,33%
155ILMN121,9019,550.165347,30%
156IVZ23,3719,020.087187,37%
157ROST161,0918,770.173743,24%
158FDX262,0918,490.168943,80%
159PNR107,3618,340.103770,78%
160DUK123,6618,110.094876,37%
161MSI390,7517,950.316722,66%
162META621,7117,820.457715,57%
163ETSY59,0917,670.141350,02%
164STLD151,9417,510.160843,56%
165PKG200,5517,280.164442,03%
166DAL58,8817,080.103166,30%
167JCI122,2517,060.101167,49%
168RCL256,0117,020.392317,35%
169DAY68,3516,930.121455,77%
170CBOE256,6216,650.153043,53%
171GILD118,8416,630.105762,96%
172MDT92,2016,400.092071,30%
173HOLX74,1016,380.095768,42%
174BAC53,2015,590.073385,03%
175TECH57,4115,550.098762,99%
176BDX177,8415,450.146442,21%
177AME196,2915,190.105057,86%
178CINF164,6415,170.099960,74%
179WEC112,8714,510.085567,90%
180MMM164,8414,270.112750,66%
181HPE23,4513,940.065385,40%
182VTR76,0713,870.072576,49%
183LNC41,1513,480.077869,33%
184AEE104,6513,380.073772,64%
185LW62,4213,230.092557,23%
186KEYS180,8712,960.110846,80%
187WFC86,0412,890.083561,73%
188ES73,0512,260.077962,96%
189LNT67,3412,010.061877,71%
190NEE83,9311,570.092350,16%
191BX145,9411,460.192923,76%
192BG94,7211,400.107342,50%
193ADI228,4811,320.154029,41%
194EXPD137,4311,090.091348,61%
195BBY79,0311,090.088450,18%
196FOXA65,9710,860.065666,18%
197APA23,8310,610.056375,36%
198DHR209,9410,530.135231,15%
199WMT102,5910,390.071658,10%
200MRK86,2810,380.071358,23%
201RMD251,4910,350.177223,37%
202CRWD539,8110,180.330312,33%
203TROW102,6610,180.090544,98%
204PANW212,299,850.163224,15%
205FE45,909,590.052772,73%
206JNPR39,969,240.053968,56%
207UBER91,999,020.077946,29%
208LYV140,518,980.129327,78%
209NRG172,508,880.119529,71%
210HAS76,578,160.079940,88%
211D61,588,150.049965,34%
212GPC126,668,110.100032,45%
213AFL114,098,000.065448,89%
214CSCO71,077,750.052359,22%
215XOM117,227,410.067344,04%
216TRMB78,917,280.073539,60%
217SO91,447,100.055151,53%
218NI43,556,490.037569,18%
219LUMN10,526,380.039764,30%
220SCHW95,246,180.057742,86%
221FOX59,486,180.046852,78%
222ADSK297,186,130.134118,28%
223HAL27,576,080.040659,89%
224DGX179,506,050.080929,92%
225NU15,876,040.033871,46%
226PNC184,205,930.122819,30%
227MNST69,735,830.053143,96%
228CCL26,735,590.052142,91%
229AES14,135,460.031768,84%
230GPN76,035,450.065933,12%
231AAP48,675,370.094322,80%
232TXT82,035,290.056537,46%
233ZBH88,505,270.071729,41%
234LMT458,355,260.201110,47%
235HLT273,325,140.110318,64%
236PPL36,584,780.028367,68%
237NCLH19,074,520.045839,46%
238CSX35,354,510.034851,81%
239FITB42,874,430.042242,02%
240INTR9,474,330.022676,52%
241SYY75,194,270.051932,93%
242USB47,324,240.036147,02%
243CMS73,233,940.032648,27%
244MO58,033,930.051030,80%
245EXC46,213,920.030152,05%
246TFC44,743,840.038539,84%
247O56,873,700.028551,83%
248CNP39,413,680.024659,94%
249DTE136,753,600.047730,23%
250ZION52,243,590.051028,15%
251OMC74,283,480.043931,69%
252F13,213,450.018574,53%
253AMGN320,203,170.100612,61%
254JBHT170,963,110.097112,80%
255RF24,853,080.031539,06%
256IPG25,462,990.023750,53%
257SEE36,652,960.030139,25%
258MTCH32,872,900.040628,58%
259PCAR98,692,780.040227,61%
260VTRS10,122,600.015467,42%
261MAS61,992,510.048820,55%
262BXP72,362,490.045621,81%
263TSCO54,272,460.046121,38%
264TRV279,812,400.069913,71%
265PODD319,822,370.12307,71%
266EMR129,492,330.071213,11%
267WBA11,982,260.010189,30%
268IBM306,382,260.13696,59%
269NXPI204,562,210.09019,81%
270FRT97,342,180.036024,24%
271ECL256,132,140.069212,36%
272BLDR109,422,100.08839,51%
273PFG82,862,100.031326,78%
274VFC14,642,030.021338,11%
275SMCI39,761,990.055114,47%
276FFIV245,741,900.13555,61%
277SWKS69,581,630.035218,50%
278NDAQ87,241,570.044414,12%
279KEY18,081,490.017334,48%
280GEHC73,051,440.028220,48%
281HST17,841,430.013343,01%
282AOS66,271,400.034216,36%
283VLTO98,611,390.034616,06%
284CAH203,671,270.07326,94%
285SWK68,271,210.038112,73%
286NKE61,091,200.04999,58%
287ITW245,491,120.05847,64%
288BA194,610,930.07045,26%
289AAL13,650,900.011830,53%
290TFX109,400,870.04178,29%
291DOC17,820,750.010029,82%
292EIX57,040,730.023312,56%
293PFE24,430,620.011222,15%
294WRB74,970,610.021611,31%
295STE263,770,460.04364,23%
296HPQ26,280,410.013911,71%
297EW83,390,310.01826,82%
298DD39,800,260.03692,82%
299IRM104,120,260.02454,24%
300PEG83,310,220.01655,41%
301DVN33,710,220.01068,36%
302AMTM22,410,210.01127,47%
303HIG129,410,180.01933,72%
304DLTR105,740,160.03371,91%
305BEN22,230,140.00876,33%
306KIM20,540,120.00489,80%
307WMB59,580,100.01083,78%
308MTB185,860,100.02531,55%
309MET76,160,060.00862,98%
310K83,340,050.00772,84%
311ROL58,610,030.00482,66%
312ARE55,610,030.01560,65%
313ON47,830,020.00990,67%
314HBAN15,690,020.00302,01%
315FANG143,650,010.00930,64%
316FCX39,810,010.00660,90%
317YUM149,120,010.00770,69%
318PCG16,520,010.00371,32%
319MCO487,980,000.01420,12%
320OXY41,310,000.00360,43%
321SLB36,660,000.00230,44%
322KKR121,320,000.00630,05%
323COP86,830,000.00270,08%
324MAR291,170,000.00070,00%
325PEAK17,110,000.0000100,00%
326RE351,280,000.0000100,00%
327MRO28,550,000.0000100,00%
328FISV114,230,000.0000100,00%
329CDAY69,520,000.0000100,00%
330FLT303,260,000.0000100,00%
331ABC179,980,000.0000100,00%
332SIVB39,250,000.0000100,00%
333DISH5,770,000.0000100,00%
334PKI115,240,000.0000100,00%
335CTLT63,480,000.0000100,00%
336WRK51,510,000.0000100,00%
337FRC3,510,000.0000100,00%
338CSGP67,52-0,00-0.00120,00%
339MGM32,66-0,00-0.00340,29%
340SBNY0,65-0,00-0.00053,28%
341ALL202,29-0,01-0.00850,25%
342MA551,97-0,01-0.01480,15%
343DLR169,89-0,01-0.00680,37%
344PNW87,97-0,01-0.00420,70%
345REG69,77-0,01-0.00381,42%
346SJM107,06-0,01-0.01010,54%
347MCD299,67-0,02-0.01410,46%
348MSCI582,85-0,02-0.02280,38%
349EG326,14-0,03-0.02040,59%
350OGN6,78-0,03-0.00462,94%
351MCHP56,28-0,04-0.01351,30%
352LUV32,46-0,05-0.00752,44%
353DFS200,05-0,07-0.00416,36%
354ALK42,93-0,10-0.02011,95%
355VICI30,34-0,15-0.00757,82%
356NWSA26,72-0,19-0.00997,48%
357MRNA24,54-0,22-0.01645,36%
358UNP221,48-0,25-0.02913,47%
359DG99,22-0,29-0.03303,48%
360PRU106,29-0,36-0.01778,06%
361T24,83-0,38-0.012212,43%
362ZBRA259,55-0,40-0.07262,22%
363NWL3,17-0,47-0.008123,06%
364KR64,91-0,47-0.02118,99%
365KMI26,55-0,69-0.010326,75%
366RVTY90,78-0,76-0.03698,26%
367DIS110,74-0,86-0.033710,22%
368GEN25,77-0,87-0.017619,83%
369KHC24,28-0,92-0.014724,94%
370PARA11,04-0,93-0.013926,90%
371NWS30,29-0,96-0.018820,51%
372CTRA26,57-0,97-0.014127,64%
373BR221,72-1,10-0.07216,13%
374POOL252,01-1,12-0.09314,82%
375TT434,50-1,13-0.08345,42%
376EQT57,97-1,15-0.028516,18%
377VZ40,03-1,16-0.019823,35%
378ABT126,36-1,28-0.034914,65%
379AKAM83,74-1,28-0.026819,11%
380AWK130,84-1,42-0.040813,89%
381FAST40,85-1,79-0.07659,36%
382SHW340,16-1,84-0.08828,33%
383AMCR8,37-1,89-0.012759,17%
384SOLV71,52-1,97-0.027628,54%
385SW35,81-2,02-0.035023,09%
386CPB30,74-2,03-0.022935,43%
387TSN52,68-2,06-0.025532,34%
388IP38,10-2,20-0.041021,44%
389AON346,32-2,20-0.086710,16%
390ACGL89,57-2,21-0.034125,96%
391PSA278,05-2,26-0.080511,24%
392BMY46,69-2,46-0.027036,45%
393LIN420,51-2,51-0.11658,62%
394WAT371,69-2,64-0.18065,86%
395BSX100,02-2,77-0.044524,92%
396ED98,52-2,83-0.036630,94%
397PYPL66,22-2,85-0.042426,94%
398IR77,50-2,96-0.045625,96%
399EOG105,41-3,09-0.066918,45%
400DXC13,16-3,28-0.020663,72%
401TRGP172,06-3,43-0.073418,68%
402TMUS207,00-3,58-0.112612,71%
403WAB206,31-3,59-0.083417,23%
404KO70,55-3,61-0.031845,44%
405COO70,10-3,88-0.057327,11%
406SBUX85,57-3,92-0.061425,54%
407WY23,08-4,03-0.024366,42%
408TGT91,24-4,56-0.076123,98%
409EXR133,18-4,79-0.075725,29%
410CB287,55-4,80-0.092620,76%
411BBWI22,91-4,95-0.048540,82%
412CF82,03-5,27-0.070030,13%
413CCI89,54-5,65-0.071531,62%
414WHR67,59-5,71-0.120518,97%
415SPGI496,42-5,81-0.218910,61%
416OTIS91,02-6,07-0.071434,04%
417AIG76,94-6,11-0.051847,16%
418SNPS393,43-6,47-0.44255,85%
419CTVA64,16-6,48-0.070836,63%
420MOS25,58-6,77-0.053750,44%
421DECK81,77-7,31-0.133921,85%
422XRAY11,18-7,65-0.037781,19%
423DOV180,33-8,11-0.106430,49%
424APD259,74-8,13-0.171918,92%
425BALL48,98-8,25-0.067848,67%
426CZR19,82-8,45-0.059057,30%
427CAG17,14-8,48-0.040982,93%
428HSIC71,91-8,80-0.064454,67%
429ENPH30,22-8,87-0.080144,29%
430SYK356,03-9,50-0.146225,99%
431MDLZ57,18-9,94-0.069057,61%
432CME276,50-10,00-0.112235,65%
433CMCSA27,35-10,24-0.054674,98%
434GIS46,88-10,61-0.054278,26%
435DOW22,29-10,73-0.064466,67%
436KDP25,96-11,37-0.070764,32%
437TAP46,33-11,71-0.069467,51%
438INVH28,01-12,00-0.051593,14%
439UDR34,47-12,14-0.056386,27%
440AVY174,07-12,75-0.126940,20%
441ABNB120,88-13,22-0.115545,81%
442EQR59,71-13,82-0.070778,21%
443CPRT40,51-13,85-0.094658,56%
444KVUE16,88-14,38-0.069882,41%
445PPG96,25-15,03-0.112153,62%
446UPS95,95-15,60-0.131947,31%
447HRL22,03-15,66-0.073585,30%
448MKC65,05-16,29-0.083078,46%
449VRSN241,97-16,60-0.205232,37%
450TXN160,56-17,21-0.222630,92%
451LYB43,02-18,49-0.122860,22%
452CLX107,36-18,60-0.123660,21%
453CHD86,86-19,02-0.102874,01%
454LKQ30,37-19,31-0.100377,04%
455V336,02-19,77-0.168346,98%
456FMC13,99-19,86-0.140356,64%
457PG146,98-20,22-0.118168,47%
458BAX18,00-20,33-0.095784,93%
459DVA123,69-20,55-0.140158,65%
460CNC37,56-21,16-0.203541,60%
461CI264,58-21,39-0.259932,93%
462NFLX1.103,67-21,52-0.544115,82%
463CTSH73,20-22,53-0.118576,02%
464AXON602,51-23,16-0.499418,55%
465IEX167,96-26,67-0.191255,79%
466CE41,30-27,08-0.156269,35%
467CMG30,59-27,52-0.153071,95%
468ICE149,00-28,20-0.211653,30%
469CPT101,78-28,54-0.135984,02%
470CL78,77-28,67-0.130188,16%
471CARR57,51-29,15-0.157374,11%
472KMB103,85-29,38-0.179665,42%
473HON194,07-29,61-0.215554,96%
474IFF62,00-30,35-0.148681,68%
475OKE68,12-30,85-0.139788,35%
476EPAM175,30-30,99-0.225055,10%
477FIS64,78-31,89-0.160279,60%
478FTV51,23-33,12-0.209763,18%
479ELV317,78-33,21-0.497926,68%
480RHI26,38-33,87-0.147391,96%
481FTNT81,80-34,23-0.228260,00%
482EQIX824,75-35,60-0.595123,93%
483ESS260,42-36,30-0.249058,30%
484VRTX409,47-36,32-0.455631,89%
485AVB177,38-37,60-0.205373,25%
486DXCM55,00-37,64-0.194577,41%
487WM201,92-38,13-0.218869,72%
488ZTS120,24-38,26-0.214971,21%
489EMN61,25-38,91-0.192181,03%
490PM153,39-40,51-0.235868,71%
491CRM239,88-40,62-0.285856,84%
492KMX32,36-41,27-0.218775,49%
493DRI178,06-44,14-0.274064,43%
494MAA129,65-46,02-0.211686,99%
495BRO78,55-49,70-0.233785,06%
496AMT177,95-51,83-0.306767,60%
497ODFL139,90-53,69-0.271978,99%
498ISRG560,00-54,39-0.652133,36%
499CDW142,45-56,11-0.276881,09%
500EFX207,59-59,30-0.359665,96%
501AMP461,43-59,74-0.428855,72%
502CTAS185,07-60,42-0.314576,86%
503JKHY160,81-64,25-0.303684,65%
504RSG205,59-68,06-0.313286,91%
505INTU648,85-68,84-0.791134,81%
506MMC180,05-71,35-0.340183,91%
507PAYX111,96-72,89-0.313193,13%
508ERIE284,84-72,97-0.457463,81%
509ADP254,16-74,15-0.377378,61%
510SBAC197,40-78,79-0.405077,83%
511AJG250,01-85,76-0.492969,60%
512STZ127,65-88,57-0.436981,09%
513ALGN134,84-95,64-0.593464,47%
514DPZ410,18-97,83-0.544371,90%
515PGR217,27-99,21-0.478582,94%
516DE467,79-103,34-0.546675,63%
517CPAY276,53-103,68-0.536077,38%
518BKNG4.940,00-104,25-2.379517,52%
519FICO1.740,00-111,44-2.293519,44%
520ADBE326,95-112,81-0.598975,35%
521FI63,70-113,69-0.618573,52%
522PAYC162,15-115,36-0.540685,35%
523GDDY132,03-118,60-0.511492,76%
524MKTX167,27-119,74-0.537389,15%
525TYL463,43-122,70-0.754565,05%
526COST922,74-137,96-0.777770,96%
527ACN245,76-151,49-0.732282,76%
528NOW861,87-160,26-1.084559,11%
529VRSK214,66-188,12-0.815092,32%
530ROP447,05-192,92-0.892486,48%
531TDG1.284,76-197,18-1.843242,79%
532GWW955,04-208,38-1.119874,44%
533MOH152,06-212,88-1.278066,63%
534LULU166,13-246,81-1.219080,98%
535CHTR219,86-340,75-1.685780,86%
536MELI2.108,60-394,23-2.735557,65%
537FDS262,61-396,33-1.746790,76%
538IT230,57-413,16-1.989083,09%
539TPL981,69-427,52-2.800561,06%
540ORLY97,09-447,19-5.963230,00%
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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