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$SPX6.606,762.178,5410.062486,60%
2NVR8.137,311.870,7310.218473,23%
3BKNG5.553,701.391,878.764963,52%
4BRK.B412,05807,503.2300100,00%
5URI931,01735,853.174992,71%
6GEV614,79684,742.996691,40%
7AZO4.232,57634,874.385557,91%
8MPWR877,66560,732.626485,40%
9GS794,22509,662.252990,49%
10KLAC989,87495,402.545877,84%
11BLK1.131,78481,482.287584,19%
12IDXX640,86473,272.115789,48%
13META775,72411,522.020981,45%
14ULTA528,80359,201.559092,16%
15AVGO346,17331,911.413893,91%
16PH738,50331,181.573884,18%
17MTD1.273,96326,981.923568,00%
18RCL323,07305,181.415586,24%
19NFLX1.228,50289,512.208952,43%
20ORCL301,42270,901.254786,36%
21AXON751,81269,231.881257,25%
22MSFT510,02264,291.277782,74%
23CAT450,66261,501.212086,31%
24MLM609,70247,441.122588,17%
25PWR376,01222,421.152577,20%
26STX213,36222,410.951093,55%
27BF.B49,12215,000.8600100,00%
28HUBB433,26213,910.950290,05%
29CMI411,78196,620.970081,08%
30ROK344,66187,050.984875,97%
31CEG321,28185,441.055270,30%
32SNPS425,40184,761.441851,26%
33GE289,50182,200.826488,19%
34VST208,31171,980.813084,62%
35RL306,12167,750.835880,28%
36JBL213,64163,480.827479,04%
37CDNS347,27163,000.819679,55%
38NVDA170,29160,110.712289,92%
39TEL213,83157,220.691890,90%
40MELI2.446,33156,462.511424,92%
41AMD159,16155,050.735384,35%
42PLTR168,33154,680.707287,50%
43LHX281,86153,770.648894,80%
44ETN363,35153,620.835873,52%
45TDY550,87143,120.776973,68%
46HII272,46140,420.618190,88%
47GNRC181,29139,490.712878,27%
48JPM311,75135,930.618087,98%
49FSLR210,71134,200.654182,06%
50ANET142,84133,440.597289,38%
51ANSS374,30132,740.650581,63%
52PTC203,98128,290.595986,11%
53NOC577,09125,490.879757,06%
54GOOGL249,53125,310.609982,19%
55NSC278,00124,010.574486,36%
56RMD271,71122,470.571385,75%
57FFIV323,81121,740.551688,28%
58GOOG249,85121,240.595481,45%
59GD325,28119,720.536189,32%
60MCO511,77116,310.662970,18%
61BA214,63116,300.603877,05%
62SPGI544,10109,650.631469,46%
63WDC100,94108,580.462693,89%
64APH118,41104,490.438395,36%
65COF225,61102,100.490883,21%
66AXP336,00101,070.562171,93%
67ZBRA317,32100,770.680259,26%
68TSLA425,86100,760.755153,37%
69HLT266,4299,880.514977,59%
70EXPE225,1895,800.502776,23%
71MU159,9991,060.498273,11%
72ALLE176,6189,430.402788,84%
73VMC292,2588,710.444179,90%
74ADI246,3288,260.510469,18%
75HWM185,3987,530.491771,21%
76AMZN231,6286,440.438778,82%
77LH276,0785,160.419281,26%
78WYNN123,2885,150.398285,53%
79TT398,9683,080.715846,42%
80TPR109,8882,720.387485,40%
81LDOS183,8081,820.378086,58%
82DELL130,3481,570.416878,28%
83DHI169,9879,400.442271,82%
84NTRS129,4679,370.375584,55%
85CBRE164,3379,260.380183,42%
86MS157,4178,790.358687,89%
87BX183,6277,590.408975,89%
88HCA399,3977,250.514660,05%
89LRCX121,9077,200.359185,99%
90LYV169,3776,650.342089,66%
91PODD322,2375,100.581851,64%
92PNC203,7774,490.381478,13%
93TER114,3272,980.362180,62%
94NRG164,5871,530.505556,60%
95HD417,0071,220.445763,92%
96C101,7668,770.304990,23%
97EL88,1768,320.333681,92%
98DLTR97,7867,900.348977,84%
99NXPI221,8967,800.430063,07%
100GRMN234,1867,430.389769,20%
101UAL105,5167,390.322483,61%
102INTU662,6866,970.995426,91%
103RJF170,0766,090.307685,94%
104RTX158,3165,920.305586,32%
105MPC184,6865,520.382968,45%
106KKR144,4063,970.341874,86%
107J147,3160,160.272288,40%
108NUE142,8159,490.318674,69%
109STT111,7059,080.276185,59%
110PHM134,1058,900.308176,46%
111ADSK319,2856,300.392457,39%
112BIO280,3056,150.426852,62%
113EBAY89,9656,060.266984,01%
114WST256,6455,230.358661,60%
115NTAP123,9254,840.268281,79%
116EMR131,0054,350.320567,84%
117BK107,0154,230.240790,11%
118SYF74,8253,790.240189,62%
119AAP62,6853,490.272078,67%
120XYL140,9953,140.257982,42%
121GLW76,8852,860.247085,61%
122NDSN223,6452,650.319265,99%
123ECL265,3651,410.296769,30%
124MA598,6351,140.456044,85%
125INCY84,8050,800.235286,38%
126VLO163,6750,010.306665,25%
127JCI107,4149,770.265674,97%
128NEM78,6948,720.225886,32%
129MSI477,8547,250.414745,57%
130CHRW135,0947,230.293964,29%
131NDAQ93,1046,870.211188,81%
132HAS73,9246,730.221884,28%
133QRVO87,6746,030.246974,56%
134ILMN100,8745,600.244474,64%
135MTB198,6045,320.278265,17%
136EA173,5944,630.245872,62%
137PNR109,4643,230.214280,74%
138LVS52,7140,300.186586,46%
139GPC139,2339,290.202377,71%
140WELL165,9139,020.198178,80%
141TRMB79,6438,830.200377,55%
142DFS200,0538,780.292253,09%
143CBOE236,9638,700.239564,63%
144ITW262,4837,930.236964,03%
145MAR262,0537,910.322946,97%
146DIS116,1037,200.256058,11%
147APTV82,8836,420.198073,59%
148SCHW92,0936,360.179281,15%
149LOW267,9535,370.300347,11%
150TROW104,8635,200.179378,54%
151LIN479,8634,880.248056,25%
152SEDG34,1134,660.168082,53%
153IQV186,6934,490.324242,55%
154DG106,1433,410.215961,90%
155DAL58,8233,170.163681,11%
156UBER92,9532,680.184071,05%
157CRL152,7232,180.315640,78%
158ADM61,0931,410.141988,52%
159BWA44,1831,320.138390,60%
160KEYS172,9131,030.218756,75%
161NKE72,3130,800.178469,06%
162MCHP65,7830,260.220354,95%
163MHK131,2830,050.226653,03%
164AME186,2529,270.187562,44%
165HSY191,0929,160.202457,61%
166JNJ177,2029,090.200358,07%
167LEN132,9728,980.209555,32%
168CCL31,1928,350.126289,88%
169CMA69,5928,060.144277,83%
170CRWD445,5027,940.539920,70%
171CFG52,2727,570.132183,47%
172AMAT178,1327,260.288537,80%
173BR245,1226,990.196454,95%
174TTWO250,5226,230.217348,27%
175SPG181,5626,150.184856,61%
176PKG212,0825,000.194251,50%
177TXN180,3024,860.300433,10%
178VLTO106,7424,800.133674,26%
179PSX133,1424,280.199348,72%
180SYK376,8824,070.242339,73%
181AAPL238,9922,620.231939,02%
182BLDR129,2821,290.196043,44%
183ALB80,1621,080.181646,45%
184GM58,7320,830.106278,49%
185ETSY60,6220,650.143057,76%
186SYY82,4619,810.096282,38%
187WFC82,4819,790.123164,32%
188SRE82,6519,560.104974,59%
189TXT82,7119,410.125262,00%
190CSGP87,8719,330.131758,72%
191AMP486,1719,330.326323,70%
192BAC51,4019,300.098578,42%
193DLR171,1519,040.187440,63%
194CTVA70,6418,870.119563,16%
195MMM155,1618,740.149650,12%
196ZION57,5018,600.106270,07%
197GL142,8118,370.159945,95%
198CSCO67,7218,260.104469,94%
199APD290,6317,280.184037,55%
200CINF154,4817,120.130952,32%
201HPE24,7316,780.074390,29%
202A126,7216,620.132350,22%
203VRSN287,7716,580.218530,35%
204STE248,7916,240.174837,15%
205IVZ22,1715,840.079779,48%
206TSCO59,1015,600.093866,55%
207NCLH25,3815,500.078878,68%
208SWKS74,4915,240.121050,39%
209FITB45,9115,210.081374,85%
210L96,7915,140.085570,87%
211ALK58,4915,040.107555,93%
212ON49,8015,030.134444,73%
213MTCH37,6014,430.075776,26%
214ABBV220,8114,210.178031,94%
215BEN24,2113,580.064983,66%
216RF26,9313,300.063483,84%
217SMCI44,9013,160.125441,97%
218USB49,6113,150.073871,29%
219QCOM165,2613,070.138437,76%
220HOLX68,2012,990.088059,01%
221CAH148,6812,910.160332,22%
222COR289,0812,850.128240,09%
223TFC45,3812,500.073468,11%
224WMT104,2712,310.090554,38%
225MGM35,2912,090.071168,03%
226FCX45,0912,090.083657,82%
227MDT94,5812,060.080060,33%
228MO65,5212,010.072766,09%
229EW75,2011,880.072765,39%
230D59,6011,640.063273,63%
231GILD112,2611,520.093949,10%
232AMTM22,2411,070.058276,08%
233ICE172,2510,880.127434,16%
234LNC39,3610,750.075956,69%
235NOW950,3710,620.59717,12%
236AOS73,1210,560.072558,23%
237FOXA59,2210,390.070558,95%
238BIIB144,8710,260.121933,68%
239TJX140,0410,130.099440,76%
240DD76,7810,070.094942,45%
241SHW350,2110,060.163524,61%
242JNPR39,969,800.050877,11%
243CSX32,789,580.058066,09%
244ATO163,459,310.092040,47%
245MAS72,479,210.083644,06%
246HIG130,658,740.088039,73%
247EXPD124,958,390.082540,69%
248TMO472,648,050.314610,23%
249DGX182,257,900.091434,56%
250PCAR100,867,690.071143,27%
251KEY18,717,650.039477,66%
252ES63,307,470.057252,25%
253FOX53,577,260.055752,09%
254ETR88,186,960.060146,35%
255HON211,686,770.142818,98%
256DE469,126,740.230011,71%
257CF84,196,590.104625,23%
258GEN28,666,560.043859,89%
259WBD17,996,480.044558,19%
260EVRG71,776,410.046754,84%
261HES148,976,130.114621,39%
262BKR46,485,830.059739,08%
263SWK78,195,810.087326,62%
264TRV275,035,810.106921,72%
265MSCI578,645,680.162713,96%
266PANW203,125,660.138016,39%
267HBAN17,545,400.030271,43%
268CVX160,095,280.111119,02%
269NWSA30,235,250.030568,89%
270HST17,525,240.027376,68%
271APA24,165,100.043946,46%
272BXP76,445,070.062932,25%
273DAY68,414,990.072327,58%
274MOS34,164,910.058633,52%
275PLD113,894,910.065530,00%
276NU15,964,870.029965,06%
277NWS33,154,630.032656,83%
278WHR86,454,600.101918,05%
279WAB185,654,460.127314,01%
280BSX98,504,410.056731,12%
281INTR9,094,090.022273,84%
282AEP107,523,970.056228,27%
283NEE70,313,890.046733,37%
284SEE33,783,870.038739,95%
285TDG1.275,963,850.45753,37%
286AAL12,483,840.024363,29%
287ROST146,663,770.089916,75%
288F11,663,520.018177,77%
289DOV171,453,490.088615,74%
290LNT63,863,460.034240,38%
291MNST66,523,410.038035,86%
292BG80,413,310.050226,42%
293DXCM76,443,290.078616,73%
294SO91,633,270.036935,47%
295NI39,613,200.026348,61%
296VTRS9,623,160.018867,20%
297IRM99,483,160.073317,24%
298FDX225,782,590.092311,24%
299AIZ209,502,380.086910,97%
300STLD136,852,370.062115,29%
301BBY74,522,350.051118,44%
302O59,712,340.023340,11%
303AES12,512,220.022539,58%
304PPG108,102,220.055016,13%
305ROL56,142,180.024934,99%
306VICI32,602,160.016552,48%
307WBA11,982,160.009887,81%
308KIM21,951,990.014554,77%
309INTC24,901,870.026028,73%
310XEL72,051,850.028526,03%
311PEG80,441,830.035020,98%
312DRI208,791,820.067710,74%
313GEHC76,631,790.049714,45%
314ABNB123,201,770.070310,06%
315T29,541,660.014745,27%
316HUM269,391,660.14144,69%
317FE43,441,620.022229,26%
318SW44,041,570.028721,85%
319PYPL68,621,430.043313,22%
320SOLV74,071,410.036415,50%
321BALL49,041,410.036215,56%
322FRT99,291,390.033216,69%
323EOG119,841,380.051510,73%
324POOL323,331,350.08076,67%
325JBHT134,531,340.05729,39%
326OXY47,191,300.031916,38%
327LUMN5,591,290.011146,52%
328IR79,001,270.043511,71%
329IBM259,081,170.10664,39%
330CTAS199,981,150.06607,00%
331DUK121,101,120.031314,29%
332DHR192,941,050.05627,49%
333LUV32,120,930.029112,75%
334AEE98,970,810.023114,00%
335CVS74,000,800.03219,92%
336PFE24,050,780.013822,73%
337CDW167,290,760.06404,77%
338DTE135,120,740.026411,21%
339PM166,300,670.05604,78%
340DVN35,410,660.020812,73%
341WTW332,330,660.06803,85%
342PEP141,230,560.04405,04%
343LW55,650,490.02069,59%
344IPG26,260,450.012014,79%
345CNP38,050,420.010615,60%
346WRB73,110,420.01948,57%
347CME262,400,350.04123,36%
348MET78,690,310.02036,21%
349MCK692,240,310.07071,76%
350PPL35,610,300.010111,92%
351PFG80,860,290.02105,44%
352V346,200,280.04872,33%
353XOM115,290,270.02464,40%
354EFX262,330,250.05541,82%
355SNA331,370,230.03942,35%
356COP93,820,230.02483,73%
357CARR60,720,230.02833,24%
358HSIC67,370,220.01765,06%
359WEC109,260,180.01335,52%
360HPQ27,900,180.01185,95%
361ABT134,170,100.01412,75%
362KR66,960,090.01193,11%
363ALL197,250,080.02081,50%
364TECH51,520,070.01302,14%
365SBUX83,220,070.01711,54%
366PRU103,010,060.01321,84%
367NWL5,740,050.00346,23%
368VTR67,340,050.00892,25%
369VFC14,760,040.00662,53%
370MRK81,140,030.01021,15%
371FANG140,470,010.01060,24%
372TGT88,930,000.00700,26%
373GPN85,350,000.00660,14%
374EPAM153,460,000.00830,08%
375TYL536,380,000.00750,03%
376PARA11,040,000.00090,20%
377EQT49,990,000.00180,04%
378CE45,110,000.00210,01%
379REG69,770,000.00030,01%
380FLT303,260,000.0000100,00%
381FISV114,230,000.0000100,00%
382CTLT63,480,000.00000,00%
383DISH5,770,000.0000100,00%
384RE351,280,000.0000100,00%
385PEAK17,110,000.0000100,00%
386WRK51,510,000.0000100,00%
387FRC3,510,000.0000100,00%
388CDAY69,520,000.0000100,00%
389PKI115,240,000.0000100,00%
390ABC179,980,000.0000100,00%
391SIVB39,250,000.0000100,00%
392MRO28,550,000.00000,00%
393EXR143,18-0,00-0.00050,00%
394XRAY13,43-0,00-0.00060,03%
395ADP288,75-0,00-0.00360,02%
396CZR25,43-0,00-0.00140,07%
397HAL22,25-0,00-0.00120,10%
398OMC76,60-0,00-0.00220,07%
399AMGN274,71-0,00-0.00620,04%
400ARE85,14-0,00-0.00500,08%
401IP46,94-0,00-0.00310,17%
402MRNA25,00-0,00-0.00380,24%
403FMC37,28-0,00-0.00370,28%
404KMI27,57-0,00-0.00190,75%
405VZ44,21-0,00-0.00210,71%
406BBWI25,73-0,00-0.00400,46%
407PAYC214,73-0,01-0.01620,14%
408UNP217,17-0,01-0.01110,36%
409UHS187,39-0,03-0.01920,58%
410DECK118,68-0,03-0.01860,72%
411WMB59,02-0,03-0.00612,26%
412CMS70,38-0,04-0.00682,22%
413AKAM75,84-0,04-0.01001,66%
414CCI94,80-0,06-0.01351,74%
415ZBH99,92-0,07-0.01971,36%
416GWW997,93-0,07-0.07280,40%
417AVY164,94-0,17-0.02442,77%
418SBNY0,75-0,21-0.002237,67%
419AMCR8,28-0,29-0.005521,43%
420AFL109,23-0,30-0.02025,90%
421SLB34,79-0,40-0.01798,86%
422DOC18,21-0,43-0.009817,65%
423YUM148,26-0,57-0.03117,38%
424COST963,03-0,72-0.12592,28%
425EXC43,23-0,72-0.015618,57%
426WY24,49-0,72-0.013321,74%
427CTSH70,03-0,79-0.03508,99%
428MCD304,98-0,81-0.05575,80%
429FIS67,16-0,82-0.03858,49%
430AWK136,09-0,88-0.029911,70%
431EIX55,56-0,89-0.026813,25%
432CMCSA32,43-1,02-0.016325,04%
433CPAY310,63-1,36-0.09705,62%
434AON358,00-1,48-0.08696,79%
435KHC25,73-1,65-0.020232,61%
436WM215,66-1,65-0.052612,55%
437PSA284,13-1,68-0.06799,87%
438ACGL87,35-1,76-0.032521,65%
439LMT473,12-1,82-0.11936,10%
440OGN10,45-1,86-0.024430,59%
441AIG76,80-1,88-0.033022,74%
442ZTS146,93-1,90-0.061412,40%
443CTRA24,38-1,93-0.022234,75%
444DXC13,99-1,98-0.018343,18%
445MDLZ62,83-2,02-0.033923,83%
446SJM105,19-2,19-0.062014,15%
447PNW86,11-2,41-0.031930,21%
448KO67,05-2,56-0.026339,02%
449PCG15,09-2,81-0.025544,09%
450TMUS239,45-2,89-0.102511,26%
451LYB53,52-3,05-0.059620,50%
452KDP27,26-3,19-0.034237,31%
453ODFL141,79-3,33-0.087115,30%
454HRL24,89-3,44-0.030645,00%
455BDX187,57-4,05-0.149110,87%
456EQR64,63-4,19-0.042939,04%
457KVUE18,34-4,39-0.029958,73%
458IEX159,59-4,97-0.108818,26%
459REGN585,50-5,01-0.26347,61%
460TSN54,12-5,09-0.047542,83%
461SBAC199,38-5,17-0.128316,12%
462CMG39,67-5,21-0.071829,03%
463AMT197,22-5,43-0.106320,42%
464UDR37,31-5,47-0.036859,56%
465K78,66-5,51-0.031869,25%
466INVH29,64-5,63-0.034365,71%
467DPZ438,21-6,38-0.158916,05%
468TRGP166,52-6,42-0.125620,43%
469BMY46,15-6,49-0.063540,86%
470TFX125,62-6,90-0.102526,92%
471RSG226,27-6,95-0.107725,80%
472CPT106,47-6,96-0.073637,87%
473RVTY85,39-7,06-0.087732,24%
474ALGN129,44-7,66-0.222113,80%
475CPB32,93-8,79-0.055163,82%
476JKHY159,78-9,54-0.120431,71%
477KMB125,59-9,59-0.091242,04%
478DVA128,00-10,14-0.101639,92%
479IFF63,34-10,33-0.086847,60%
480PAYX132,46-10,42-0.115836,01%
481ADBE362,07-10,45-0.257916,20%
482BAX23,20-10,69-0.067962,94%
483DOW24,54-11,05-0.071062,28%
484FTNT80,30-11,45-0.153029,94%
485CRM242,21-11,95-0.191125,01%
486PG160,34-12,11-0.095150,91%
487CHD92,00-12,68-0.093654,23%
488OTIS89,64-12,84-0.101350,68%
489MKC66,81-13,32-0.076070,08%
490ESS266,23-14,02-0.191229,33%
491EG333,65-14,08-0.153036,81%
492CL82,22-14,46-0.082370,25%
493AVB192,54-14,88-0.137643,26%
494CAG18,89-15,18-0.066591,35%
495ED96,40-15,46-0.097963,15%
496KMX59,13-15,96-0.112456,80%
497COO64,32-16,41-0.112558,32%
498UPS84,18-16,53-0.138047,91%
499TAP46,86-18,00-0.098373,27%
500LKQ31,11-18,19-0.098074,24%
501ISRG433,66-18,37-0.385219,07%
502CPRT46,62-18,52-0.121161,18%
503GIS49,18-18,79-0.084189,37%
504VRSK249,69-19,52-0.266429,31%
505EMN65,99-19,72-0.139656,49%
506CB272,25-20,50-0.164949,71%
507OKE72,86-22,30-0.140763,40%
508EQIX778,78-22,57-0.537516,79%
509RHI34,73-28,62-0.133785,65%
510ENPH38,72-32,30-0.182370,85%
511MAA139,56-34,49-0.183875,06%
512CLX125,40-35,35-0.189974,45%
513LLY760,13-35,59-0.634122,45%
514MKTX183,53-39,23-0.289654,18%
515FAST47,12-41,35-0.320051,69%
516FTV48,03-43,48-0.241771,95%
517STZ133,04-44,80-0.284962,90%
518CI296,59-45,49-0.336954,00%
519GDDY144,09-48,33-0.318960,62%
520BRO92,21-50,36-0.231686,99%
521PGR243,61-53,00-0.328364,58%
522ROP509,65-53,74-0.406952,82%
523MMC197,40-55,95-0.288577,57%
524AJG292,67-66,57-0.393667,66%
525WAT303,68-68,97-0.535451,53%
526ACN241,24-69,92-0.513954,42%
527ERIE320,37-70,29-0.506355,53%
528CNC32,03-72,36-0.360680,26%
529FDS336,04-75,96-0.609049,88%
530CHTR268,02-90,73-0.966437,55%
531VRTX387,15-119,06-0.793959,99%
532FI134,18-143,04-0.677384,47%
533LULU163,48-174,73-1.052566,41%
534UNH341,61-247,67-1.840653,82%
535ELV308,48-275,78-1.306384,44%
536IT253,92-286,00-1.667568,61%
537MOH176,32-356,03-1.695484,00%
538FICO1.551,83-695,01-4.763958,36%
539TPL913,00-835,87-4.140480,75%
540ORLY104,55-2.573,38-14.371371,63%
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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