QuantBrasil

Momentum S&P 500 - 30 dias

A lista abaixo contém os ativos que compõe o índice S&P 500 ranqueados pelo seu momentum nos últimos 30 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
1FICO1.531,992.236,1811.291679,22%
2NVR8.502,002.110,7019.046544,33%
3AZO4.219,412.047,0710.795475,85%
4URI975,231.052,225.155981,63%
5GWW993,47721,203.765876,61%
6MELI2.417,49715,945.782349,53%
7BRK.B412,05705,562.840099,38%
8RCL352,27674,123.212283,95%
9$SPX6.502,08660,005.716446,18%
10UNH315,39606,083.260274,36%
11LLY727,21593,114.375254,22%
12HUM307,92587,422.520893,21%
13PODD348,43580,572.603289,21%
14BKNG5.505,80511,077.950925,71%
15AXP326,23427,251.890190,42%
16HCA420,77364,411.812280,44%
17STX188,16340,341.572586,57%
18LMT463,90324,571.562183,11%
19VLO156,78315,781.332694,79%
20PANW194,46304,371.307093,15%
21ELV313,64300,851.641773,30%
22PKG220,25294,061.409083,48%
23CI305,31264,081.502570,30%
24MPC180,28263,201.210187,00%
25MOH174,65253,901.313577,32%
26GOOGL235,00248,731.408870,62%
27GOOG235,17246,121.390870,79%
28DECK120,40244,101.169883,46%
29ADI247,07242,641.451766,85%
30NOW913,80235,522.303040,91%
31LOW269,98234,081.187378,86%
32PH758,56230,581.844450,01%
33PNC204,40225,041.049085,81%
34BIO295,43222,541.439261,85%
35EXPE214,95221,651.213373,07%
36HD418,95214,511.193771,88%
37DHI181,80211,261.014383,32%
38DAY69,00210,181.105476,06%
39DPZ463,83209,901.120474,94%
40MA584,22204,431.235666,18%
41WYNN120,90203,241.030978,86%
42EPAM169,46195,451.071372,98%
43BF.B49,12194,320.780099,65%
44MSI478,98192,601.216463,33%
45TMO492,60184,971.509649,01%
46SPG182,25182,710.801391,21%
47WAT306,32174,781.054366,31%
48MTB199,57172,610.848381,39%
49PSX131,56170,770.796785,74%
50ABBV212,56169,590.776987,32%
51SYK392,31168,850.927372,84%
52UAL106,59162,440.830978,20%
53ADSK326,37161,121.482443,47%
54TER120,20155,440.744983,47%
55PHM140,57153,700.762980,59%
56TPL889,19153,302.226727,54%
57APTV80,44150,860.726683,05%
58LEN141,88147,990.800973,91%
59PSA297,80141,810.750875,55%
60CRL163,99140,190.710378,94%
61A128,75136,480.656383,18%
62HLT272,30136,290.748772,81%
63CHRW126,13134,440.635384,65%
64NTAP118,75134,020.630185,07%
65EG340,00131,410.785466,92%
66TFX130,70131,270.677977,46%
67UHS190,12129,890.770167,47%
68COF221,53128,990.800364,47%
69BXP76,83127,880.596485,77%
70NDSN225,03127,120.748967,90%
71NXPI226,74126,851.129344,93%
72ACN254,95126,150.826861,04%
73AJG299,18125,820.744967,56%
74WDC92,04124,090.670973,98%
75LYV163,42122,970.708469,44%
76CVS73,78122,380.532391,96%
77ARE84,70120,330.550287,47%
78V343,22118,370.728165,03%
79FRT102,67117,830.526389,56%
80ALK63,15117,000.558483,81%
81ESS268,12115,870.713364,97%
82GD322,86111,060.592374,99%
83MHK139,29110,450.667066,24%
84JPM294,38107,450.626868,58%
85MCD314,38106,580.555876,71%
86SEDG34,42100,920.510479,10%
87VRTX396,12100,420.867946,28%
88MPWR865,8698,891.634724,20%
89LH278,6797,520.664058,74%
90QCOM159,8495,010.599763,37%
91CRM250,7694,830.779448,67%
92PLD113,6593,230.472278,98%
93TTWO239,6892,120.666055,32%
94REGN573,3891,491.144831,97%
95TRV275,2386,610.541963,93%
96NEM76,1786,460.418382,68%
97IT245,9186,130.782244,05%
98WHR94,4484,420.509766,25%
99EXR147,2884,000.435377,18%
100TJX139,2683,910.398184,30%
101RL312,0283,810.949635,30%
102EMN69,0679,920.410877,82%
103NFLX1.243,8276,791.382822,21%
104SHW372,4376,400.679944,95%
105SYF75,6175,650.371781,42%
106STLD134,6373,850.459564,28%
107ZION56,5272,810.349983,24%
108XOM109,2372,540.405971,48%
109DD77,8272,520.363579,80%
110ENPH39,6570,320.351580,03%
111AAPL239,6969,590.602446,21%
112BBY76,1769,280.358777,26%
113DVA137,8765,620.438259,91%
114CPAY316,6564,460.701536,76%
115CFG51,7163,990.296086,46%
116MET79,5260,380.312377,35%
117FOXA61,5059,950.316175,87%
118ZBH105,7359,790.428155,87%
119GM58,2759,790.289082,76%
120BAC49,7759,090.270687,34%
121FITB45,6258,530.259790,16%
122DAL61,1858,020.361664,19%
123AIZ211,1757,900.472948,97%
124MLM622,6455,880.664133,66%
125AVB195,4155,490.386857,38%
126NUE147,2655,370.425552,04%
127KMX60,7054,800.289875,65%
128MS148,0954,570.364059,97%
129ADM62,9454,340.268381,01%
130FOX55,9754,210.288975,07%
131CBRE164,3854,130.378357,24%
132CPT111,3654,030.310269,68%
133LW58,0053,890.273278,90%
134FCX46,3453,300.257682,77%
135MCK687,4053,180.983921,62%
136USB48,8052,250.242686,14%
137BWA44,0352,170.260680,07%
138MTD1.305,7151,141.579012,96%
139GRMN237,3950,950.424348,03%
140BSX107,2250,170.242582,75%
141LYB55,0849,390.332359,46%
142FSLR205,1449,160.778625,25%
143OMC79,4449,030.281369,72%
144APA22,7548,970.225786,77%
145AKAM78,5648,960.309463,31%
146LNC42,1148,790.233883,49%
147BIIB140,6748,550.441044,04%
148BLDR149,2146,920.491138,21%
149EOG117,9346,240.345653,51%
150JNJ178,4346,080.301461,15%
151PFG79,9845,510.228979,52%
152GLW71,1945,390.255071,21%
153PTC213,9043,580.401543,42%
154GS738,2143,490.843920,61%
155DIS117,9143,440.252968,70%
156TFC46,5243,400.209882,75%
157TSLA350,8441,340.699523,64%
158PNR110,6441,110.295155,72%
159MAA145,4040,950.270960,47%
160SLB35,8240,690.209277,79%
161ALLE171,8640,630.307352,88%
162TEL208,7440,350.320350,40%
163WST250,7340,120.340847,09%
164VFC15,0038,370.174587,93%
165HPQ29,3438,250.176986,49%
166PG160,0337,710.254759,21%
167OXY45,9137,580.205373,22%
168ITW266,2437,000.370639,94%
169NU14,7436,990.163890,35%
170CB277,3836,960.326745,25%
171HIG131,6736,840.248259,37%
172SEE32,7436,650.177382,71%
173EW80,9436,620.210669,55%
174INCY86,6436,350.314646,22%
175AMZN232,3335,890.386437,16%
176NTRS127,2735,550.259554,80%
177SW46,9134,400.217963,16%
178HUBB436,0434,130.616822,14%
179DVN34,7633,880.171279,16%
180CNC28,9833,800.201467,13%
181QRVO92,8933,540.239456,04%
182GPC139,5033,060.263950,11%
183HPE23,5232,600.145089,92%
184MGM36,6832,580.215960,37%
185CMA68,8632,490.204863,45%
186INTC24,4932,280.211760,98%
187BKR45,5832,080.166177,26%
188WFC78,9631,790.228855,58%
189L96,6431,330.164276,34%
190ZTS153,3231,030.307640,34%
191PRU105,7131,020.257748,15%
192ALB81,5530,640.394631,06%
193CVX153,6630,320.285542,47%
194GPN87,7830,040.261445,96%
195DOW24,5029,650.168470,45%
196MRK84,7129,510.234250,40%
197DRI210,1429,070.230050,57%
198RTX157,5328,120.216951,87%
199RF27,0328,010.137181,74%
200CCL31,5727,300.164066,60%
201HST17,4326,820.118390,69%
202CPRT48,5726,800.136778,44%
203ROST150,9526,690.227746,89%
204AFL106,9326,130.204151,20%
205STT112,9525,730.207349,65%
206TXN187,9325,620.503820,34%
207VRSN280,0925,610.307033,36%
208LKQ32,3925,040.137572,86%
209RHI37,0324,600.147366,82%
210HII271,1324,250.274835,29%
211SWK78,4223,880.262836,35%
212TMUS252,7623,640.368625,66%
213SWKS75,2023,590.237339,76%
214VMC294,8123,500.312630,07%
215EQR66,8122,270.143162,26%
216CMI399,8522,070.451319,56%
217C95,4021,930.182348,12%
218LVS53,7021,620.183047,24%
219HBAN17,6321,600.099287,09%
220CTSH71,8221,400.135063,40%
221MAS76,0720,880.203940,96%
222AON370,5420,650.307026,90%
223LUV31,3920,510.148155,41%
224DGX183,4920,010.246232,52%
225CMCSA33,9119,810.111770,94%
226KIM22,7619,540.092684,44%
227LDOS179,0019,090.216435,29%
228MO66,5518,700.138953,85%
229KEY18,9518,620.096177,51%
230COR292,5018,440.373919,72%
231MSCI555,1518,340.537513,65%
232RJF165,5017,680.221331,96%
233FANG138,7117,100.300222,78%
234TXT81,4517,090.151545,10%
235HSIC69,4416,940.132451,16%
236MAR264,7016,820.282823,79%
237HAL22,1016,750.093471,76%
238IPG27,1516,590.097068,38%
239ROK339,7616,400.427015,36%
240BA229,6115,840.293321,60%
241DOC18,3915,360.070387,43%
242CTVA72,3015,290.123449,54%
243DXC14,7915,280.072284,62%
244TECH54,4115,190.182333,33%
245ADBE348,9715,130.449313,47%
246FI135,0614,980.206029,07%
247STE245,3014,890.376015,84%
248WAB193,1814,780.191130,95%
249NWL6,3914,550.067186,79%
250BK103,6914,470.154437,49%
251APD289,8614,190.254522,30%
252AIG79,2114,160.159635,48%
253ABNB123,8114,150.257222,01%
254HAS79,7313,560.148236,61%
255ACGL91,2913,190.132939,71%
256CZR26,3413,000.104849,60%
257WRB71,9612,820.097652,53%
258EXPD120,9112,630.139336,26%
259COP92,9512,500.170729,30%
260ULTA514,8612,040.58748,20%
261GE279,2311,780.288316,35%
262T29,5911,680.068668,09%
263LUMN4,7511,270.061573,26%
264MOS32,4611,130.080755,19%
265IP48,6911,050.098245,02%
266BRO94,7910,970.126034,84%
267ATO166,4810,970.169825,83%
268VRSK270,3110,750.195821,95%
269FAST47,9910,610.100342,29%
270IFF66,039,940.112835,26%
271FMC37,789,750.125930,98%
272IVZ21,999,150.063257,93%
273LHX272,399,150.194618,80%
274JBHT143,739,090.178320,39%
275AME187,458,960.147724,27%
276AAL13,088,890.068951,61%
277CINF153,378,580.132225,96%
278JCI106,238,280.118228,04%
279XRAY14,627,470.060549,39%
280INTR8,777,360.045564,79%
281UBER90,997,170.146219,63%
282IR80,957,040.122123,07%
283TSCO60,527,020.087632,08%
284CHD95,806,940.104026,68%
285IQV187,686,220.237610,47%
286NCLH25,666,200.060141,27%
287BBWI29,416,120.085328,70%
288IEX164,936,020.181013,31%
289VICI33,605,640.048146,96%
290CAT423,085,490.32076,84%
291PPG109,985,390.141915,20%
292PEP146,395,350.149714,30%
293F11,744,970.028569,69%
294TROW108,164,740.118515,98%
295O59,294,630.066627,80%
296UDR39,104,320.049934,67%
297VTRS10,504,140.045536,42%
298DOV177,753,820.147210,39%
299ODFL150,713,750.16479,11%
300SNA328,703,430.16778,18%
301VZ44,383,420.054125,32%
302GEHC75,733,390.084915,95%
303KEYS167,903,250.13029,97%
304OGN10,383,160.030341,81%
305ILMN98,933,100.115510,74%
306MU131,373,060.19486,27%
307YUM144,593,000.13518,89%
308ORLY104,842,490.062116,03%
309REG73,692,410.053318,11%
310BAX24,422,390.039923,92%
311BMY47,142,040.057914,06%
312PCAR99,052,040.076210,69%
313WELL167,822,030.10687,60%
314MDT92,901,970.058313,52%
315INVH30,251,900.033222,86%
316CF84,481,860.08808,47%
317HSY185,481,850.12755,79%
318LIN469,521,780.15254,67%
319LULU167,801,190.20362,33%
320IBM248,531,180.12993,65%
321EQT51,601,170.035213,29%
322CDW169,731,110.08205,41%
323AMP489,281,110.17162,58%
324ABT132,941,030.05207,90%
325CE48,730,960.07874,90%
326AES12,930,840.017319,52%
327CTRA23,980,750.023712,75%
328ECL273,560,740.11592,55%
329GDDY145,240,720.11282,55%
330MMM155,310,700.07113,96%
331SRE81,110,690.03128,87%
332PYPL68,270,680.03966,84%
333GL139,810,670.05444,94%
334AOS73,690,650.04086,41%
335APH110,450,630.04026,22%
336BDX192,390,590.12221,93%
337AAP60,440,420.05213,23%
338SYY82,450,330.03074,37%
339CHTR261,500,320.08711,45%
340AVGO334,890,320.13680,92%
341MTCH38,170,310.02644,76%
342BG84,330,300.04552,68%
343NOC580,800,300.09121,33%
344PFE24,880,230.01655,66%
345NKE73,910,180.03432,13%
346POOL333,090,150.10120,60%
347WBA11,980,140.004911,50%
348MMC203,740,140.04511,21%
349BEN24,970,120.01203,89%
350TRGP162,350,090.03431,04%
351MKC70,910,070.01731,56%
352IRM92,180,060.02081,19%
353FTV47,870,050.01191,62%
354FE43,480,050.00623,05%
355NWSA29,440,030.00951,42%
356ON49,110,030.02020,66%
357WBD12,110,030.00831,56%
358KMI26,590,010.00381,51%
359DHR200,210,010.02960,15%
360OKE72,630,010.00920,35%
361PCG15,090,000.00220,60%
362MCHP65,920,000.00910,10%
363PAYC224,120,000.01010,02%
364EIX54,450,000.00260,05%
365FDX227,720,000.00570,01%
366PARA11,04-0,00-0.00000,00%
367SIVB39,250,000.0000100,00%
368WRK51,510,000.0000100,00%
369HES148,97-0,00-0.00000,00%
370DISH5,770,000.0000100,00%
371PKI115,240,000.0000100,00%
372CTLT63,480,000.0000100,00%
373ANSS374,300,000.0000100,00%
374FLT303,260,000.0000100,00%
375JNPR39,960,000.00000,00%
376FISV114,230,000.0000100,00%
377PEAK17,110,000.0000100,00%
378ABC179,980,000.0000100,00%
379CDAY69,520,000.0000100,00%
380DFS200,050,000.00000,00%
381FRC3,510,000.0000100,00%
382RE351,280,000.0000100,00%
383MRO28,550,000.0000100,00%
384EFX249,67-0,00-0.00010,00%
385HON214,25-0,00-0.00050,00%
386CPB34,03-0,00-0.00130,02%
387RVTY86,64-0,00-0.00980,06%
388WY26,15-0,00-0.00420,31%
389WTW329,27-0,00-0.01740,08%
390SOLV72,72-0,00-0.00660,24%
391UNP220,31-0,01-0.01710,28%
392ANET142,85-0,01-0.02200,24%
393SBNY0,56-0,01-0.00105,44%
394PPL35,96-0,01-0.00521,04%
395MNST62,46-0,01-0.01360,44%
396JKHY162,24-0,02-0.01910,38%
397EA168,62-0,02-0.03310,26%
398TSN56,20-0,02-0.00801,09%
399NWS33,40-0,03-0.01051,08%
400NEE70,91-0,03-0.02250,54%
401GIS50,58-0,03-0.00851,61%
402PGR243,86-0,04-0.02870,54%
403BX169,99-0,04-0.03270,51%
404SJM112,51-0,05-0.02520,73%
405EQIX773,68-0,06-0.06780,38%
406WMB57,20-0,16-0.01544,04%
407LRCX102,95-0,22-0.05871,50%
408VTR67,91-0,23-0.01914,76%
409TAP50,39-0,23-0.02413,89%
410EL89,20-0,24-0.04302,27%
411GEN29,50-0,29-0.03103,72%
412ALGN139,12-0,33-0.07901,69%
413XEL72,69-0,36-0.02346,16%
414LNT64,62-0,50-0.02946,84%
415DXCM80,52-0,57-0.07023,27%
416CAG19,28-0,65-0.015816,46%
417MDLZ61,74-0,66-0.02968,92%
418KHC27,29-0,75-0.025711,62%
419EMR132,56-0,84-0.05306,36%
420CL85,13-1,29-0.046311,18%
421AMGN283,64-1,34-0.14253,77%
422AWK143,60-1,45-0.07038,22%
423NI40,33-1,96-0.045317,33%
424FTNT78,83-2,02-0.15295,29%
425OTIS87,00-2,11-0.058814,33%
426CMG41,06-2,31-0.052117,71%
427UPS85,04-2,65-0.072314,64%
428SCHW92,05-2,67-0.073314,58%
429CLX127,03-3,49-0.135910,28%
430XYL140,56-4,02-0.090117,87%
431CARR65,52-4,52-0.092719,52%
432ZBRA313,80-5,10-0.31106,56%
433K79,87-5,25-0.042349,67%
434AVY168,06-5,45-0.192711,31%
435NSC277,75-5,54-0.173812,74%
436AMTM24,24-5,71-0.057839,56%
437TDY549,03-5,81-0.225210,32%
438AEE100,63-6,20-0.077931,87%
439RSG229,73-6,65-0.118122,51%
440ADP295,98-7,10-0.178815,88%
441CSCO66,91-7,91-0.122425,84%
442HOLX66,77-8,88-0.083242,67%
443KVUE18,62-9,20-0.072950,45%
444GILD115,05-9,45-0.215717,53%
445PAYX135,44-9,45-0.129129,29%
446COO68,09-9,83-0.218218,02%
447CNP37,78-10,06-0.056671,06%
448PM161,56-10,45-0.219119,08%
449HWM178,20-10,48-0.231718,08%
450VLTO105,71-10,54-0.115936,37%
451IDXX642,99-11,15-0.45129,89%
452FIS68,74-11,23-0.115738,84%
453AMCR8,31-11,27-0.067167,20%
454EVRG71,60-11,50-0.079457,94%
455EBAY92,66-12,59-0.255919,68%
456TPR104,18-14,26-0.322317,70%
457KO67,96-14,53-0.102256,88%
458MRNA25,14-14,94-0.138843,07%
459ALL201,53-15,31-0.232826,30%
460J145,42-16,14-0.168038,42%
461EXC43,43-16,23-0.091471,05%
462ES63,53-17,02-0.115458,99%
463CDNS351,01-17,05-0.299722,75%
464ROL56,52-17,98-0.105168,47%
465CSGP89,46-18,22-0.217833,45%
466AEP108,11-19,29-0.169845,43%
467MKTX187,50-20,59-0.270330,48%
468NDAQ93,48-21,17-0.131464,42%
469CAH149,56-21,23-0.266431,87%
470CMS71,55-22,25-0.123372,20%
471BALL50,94-23,06-0.149461,75%
472ETR87,75-23,21-0.138966,87%
473WEC107,79-24,98-0.168059,48%
474D58,19-25,58-0.145870,17%
475HRL25,66-25,66-0.184355,69%
476SO91,78-28,51-0.158472,02%
477DLR163,24-29,56-0.269943,80%
478TRMB80,74-31,91-0.207161,61%
479DTE136,60-32,67-0.214760,87%
480DUK120,61-33,88-0.202666,90%
481WMT100,51-35,81-0.298348,02%
482CSX32,53-37,87-0.222568,09%
483AMT198,32-38,69-0.397838,90%
484ISRG466,86-38,94-0.585526,60%
485SBUX85,43-40,80-0.285757,13%
486NRG147,66-44,14-0.351150,29%
487ROP518,45-44,50-0.574930,96%
488PNW89,00-45,50-0.219283,04%
489RMD277,05-47,64-0.586932,47%
490FDS371,01-51,34-0.580635,37%
491KDP28,65-55,15-0.348163,37%
492BLK1.099,16-56,91-1.129120,16%
493FFIV315,89-56,91-0.474447,98%
494SMCI40,41-57,17-0.292878,09%
495KKR135,53-57,82-0.394058,71%
496KR67,75-62,10-0.324376,61%
497DG109,28-66,91-0.338679,03%
498PWR372,50-68,28-0.508053,76%
499CCI96,15-72,20-0.382475,52%
500PEG81,12-72,30-0.324289,21%
501CRWD417,63-72,73-0.859933,83%
502ETSY54,06-74,75-0.629747,48%
503KMB129,89-81,83-0.391783,55%
504ED98,05-83,28-0.374888,88%
505WM220,06-83,95-0.512365,55%
506NVDA167,02-84,13-0.558460,26%
507AMD151,14-91,70-0.789846,44%
508DELL124,83-97,46-0.725353,75%
509DLTR101,12-111,61-0.614772,63%
510ETN349,03-112,43-0.730561,56%
511MCO499,03-140,32-0.883163,56%
512ICE174,27-140,92-0.631189,31%
513BR251,02-157,41-0.735185,65%
514ERIE335,07-158,96-1.269250,10%
515TGT93,17-163,38-0.746387,57%
516JBL210,10-166,67-0.983667,78%
517VST188,00-167,65-0.886775,63%
518TT413,83-171,62-0.978770,15%
519GNRC181,30-173,49-0.979770,83%
520CME261,94-179,51-0.859283,57%
521CBOE232,58-181,26-0.950376,29%
522SBAC197,74-197,98-1.154768,58%
523SPGI538,06-212,67-1.073279,26%
524STZ148,43-228,42-1.129580,89%
525MSFT495,00-228,69-1.194976,56%
526AMAT162,75-229,55-1.454263,14%
527KLAC905,09-235,29-2.694634,93%
528CTAS204,50-244,43-1.054492,72%
529SNPS598,14-246,24-1.400570,33%
530META752,45-270,68-1.922756,31%
531COST963,48-274,67-2.010354,65%
532ORCL232,80-300,01-1.456982,37%
533PLTR153,12-321,97-1.688476,28%
534DE473,26-328,95-1.791873,43%
535CEG301,58-356,74-1.629587,57%
536TYL559,96-407,11-2.171075,01%
537GEV582,09-564,68-3.202870,52%
538TDG1.271,04-645,30-5.100050,61%
539AXON728,41-802,54-5.008964,09%
540INTU672,82-902,32-4.693476,90%
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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