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
1KLAC1.520,003.719,2418.107682,16%
2NVR7.796,752.723,7520.649252,76%
3TDG1.449,982.055,238.686694,64%
4COST982,861.720,697.382093,24%
5LMT586,231.513,816.648691,08%
6URI940,091.424,947.681874,20%
7MU389,111.176,705.375887,55%
8MPWR1.074,931.171,276.580571,20%
9NOC664,161.152,815.614582,13%
10HII422,681.085,825.108785,02%
11TDY621,79960,374.608783,35%
12ULTA683,45948,394.474384,79%
13AMAT325,24935,454.181589,48%
14CMI582,04909,594.130088,10%
15CAT645,38868,674.288881,02%
16AZO3.671,68814,9310.013032,55%
17LHX347,81776,213.502288,65%
18PH945,29772,373.765582,05%
19DE529,51714,813.338285,65%
20BRK.B412,05705,562.840099,38%
21LRCX228,39704,203.293285,53%
22WDC241,90671,923.290881,67%
23GS953,01607,663.999560,77%
24STX344,22577,083.169572,83%
25TMO636,30562,132.898677,57%
26POOL266,74536,752.497285,98%
27BA250,07500,502.148093,20%
28HD384,64498,142.449881,34%
29LOW277,11493,032.373083,11%
30EQIX795,48463,302.386977,64%
31PSA288,70446,782.084185,75%
32SHW356,31446,732.194481,43%
33NDSN273,11435,211.950389,26%
34SNPS521,96426,902.764061,78%
35AXON610,25424,203.150053,87%
36TER231,89394,472.131874,02%
37HUBB482,50386,152.151171,81%
38MOH194,60374,401.660590,19%
39GNRC172,06369,191.708986,41%
40ALB180,06360,911.938574,47%
41DRI207,34347,171.697681,80%
42ADI304,98341,281.787076,39%
43BLDR126,82339,411.651182,23%
44HON219,17325,351.441890,26%
45ELV369,88325,201.794672,49%
46BG112,07317,731.370292,75%
47BLK1.127,85310,883.130939,72%
48STZ163,38302,391.399486,43%
49GD364,78286,881.612371,17%
50GWW1.058,58278,032.296248,43%
51AMCR42,40269,421.895056,87%
52CRL226,77258,951.321978,36%
53CBOE273,07257,071.300979,04%
54VLO188,19254,151.441570,52%
55EXR145,42246,901.122987,95%
56PWR473,24245,611.978449,66%
57APD263,11245,331.293475,87%
58RVTY116,53241,711.102087,74%
59WHR87,90235,861.028091,77%
60APH154,60234,521.150181,57%
61ODFL178,40234,341.155881,10%
62CVX166,73226,481.048286,43%
63IEX199,06226,211.090682,97%
64MSI394,95220,681.160476,07%
65GOOGL328,38209,731.234267,97%
66MTD1.442,93206,933.096426,73%
67ETN337,96205,411.169070,28%
68INTC54,25201,300.887990,68%
69HWM225,00200,951.033777,76%
70ROK420,30197,131.328059,38%
71DLTR132,94196,851.036275,99%
72BF.B49,12194,320.780099,65%
73IRM93,81192,880.832892,64%
74TXN194,41191,961.074071,49%
75GOOG328,38190,821.174864,97%
76MHK123,62188,270.922881,61%
77RTX197,50187,190.973776,90%
78TGT106,04186,770.880484,86%
79CLX110,54184,000.806591,26%
80EMR149,57182,640.916079,76%
81HSY196,07181,801.082367,19%
82RMD259,28181,590.979474,17%
83PKG220,00178,000.903478,81%
84NEM118,91177,600.920277,20%
85SNA371,64177,381.003570,70%
86CHRW179,38175,920.863181,54%
87LEN118,00173,601.065565,17%
88TECH71,38164,230.716391,71%
89ROST192,32162,380.804280,76%
90DG147,16162,030.913470,96%
91XOM133,62157,170.748284,02%
92MELI2.057,77155,434.341514,32%
93KMX48,75154,090.668392,23%
94ECL279,86153,560.813075,55%
95MPC177,48150,980.869269,48%
96CF91,86149,550.704384,94%
97LIN439,35148,940.945463,01%
98PHM129,97146,940.891865,90%
99ARE58,45146,110.616994,74%
100ALGN169,95146,080.877966,56%
101FDX306,95145,341.085053,58%
102EXPD162,51144,220.749676,96%
103LH269,14143,060.993057,63%
104MRNA49,81140,560.778272,25%
105PCAR123,26140,150.686181,71%
106GPC136,24139,080.763372,89%
107WAB233,00136,820.811067,49%
108SLB48,52136,040.612188,90%
109DGX184,65132,370.826364,08%
110MCO524,83131,731.170245,03%
111SBUX96,43129,540.593087,38%
112BDX206,18128,200.716871,54%
113DHI158,12127,940.903356,65%
114ADM67,70126,170.562289,77%
115JNJ218,01124,990.781164,01%
116NUE180,23123,890.703770,42%
117FCX60,58123,440.577585,49%
118JBL253,15122,981.166042,19%
119IQV241,40121,640.909453,50%
120MCHP76,20121,490.684271,03%
121SWK83,54121,090.604180,19%
122ICE171,90120,860.665272,68%
123HUM270,67119,631.053445,42%
124AMD249,80118,131.188139,77%
125ACN280,73116,160.893552,00%
126PSX141,64115,750.742262,38%
127EL117,87114,020.637471,56%
128COR351,75113,540.824055,12%
129LYB51,82113,000.520586,84%
130WMT119,36107,990.542479,63%
131MSCI588,97100,940.938043,04%
132UPS108,48100,420.533475,31%
133PPG112,5499,980.473884,40%
134ILMN152,4898,970.771451,32%
135EBAY92,8298,450.522775,33%
136IDXX696,4694,701.385027,35%
137IR89,8293,330.477278,23%
138JBHT209,7091,060.603160,40%
139BKR53,5990,800.423085,86%
140KEYS216,6990,070.560664,27%
141DHR242,0589,750.551265,13%
142AME220,4288,730.535166,33%
143DTE137,0786,750.442878,36%
144STE261,1886,030.611156,31%
145ITW259,9485,260.644952,88%
146PM168,8185,020.679650,04%
147NXPI233,7284,710.925036,63%
148CHD91,7681,840.431675,85%
149MAS70,1980,020.426575,06%
150MTB219,1679,940.557657,35%
151AMTM34,6779,260.369885,73%
152VMC299,0177,900.825637,74%
153PNC225,4977,410.586652,79%
154O61,7972,750.322890,14%
155DLR159,0070,830.433765,32%
156DOV208,5568,760.472358,23%
157DOW28,4166,810.302988,23%
158CNC45,2665,430.379468,98%
159HAL33,3663,610.314880,81%
160PNW93,4562,220.326276,30%
161SPGI531,1662,110.856729,00%
162ETSY60,9961,950.393163,03%
163CL84,7361,230.382064,12%
164EMN68,3059,870.350468,34%
165IFF71,3059,120.274486,19%
166MAR320,5659,080.616338,34%
167BIO311,5557,250.794428,83%
168ON63,1357,180.396557,68%
169NTRS144,4256,250.410054,88%
170TXT96,3256,140.361462,14%
171RJF170,0655,910.433951,54%
172AOS72,2454,670.291075,15%
173CE48,1254,450.293974,10%
174CPAY316,4552,680.885223,80%
175BALL55,9249,660.224488,51%
176MRK111,1149,640.299866,23%
177SW41,9349,430.276771,46%
178LDOS192,1249,180.571834,40%
179ED103,8448,950.288967,76%
180CMA98,5947,380.341255,55%
181ES71,3847,300.243577,71%
182HLT296,4647,010.530935,41%
183CBRE170,2946,780.374250,00%
184LKQ33,7945,980.224182,08%
185AEP118,9845,520.273066,71%
186AVY185,8745,280.379547,73%
187TAP50,4345,250.243374,39%
188WY27,0745,240.223381,05%
189NKE65,4144,940.328654,70%
190AEE104,1344,080.254669,25%
191IP42,7943,740.237873,57%
192SYK362,9443,660.566230,85%
193$SPX6.796,8643,392.23447,77%
194EVRG76,9143,220.235373,47%
195ORLY98,7842,710.286059,73%
196HAS87,9041,110.300254,78%
197MOS27,6540,480.197582,00%
198SEDG33,3539,760.274357,98%
199PLD131,1439,620.264959,83%
200BK119,7639,510.306651,54%
201COP97,1538,900.310950,04%
202VRSN252,7738,430.343344,78%
203BBWI22,2638,250.214171,46%
204JKHY187,8236,320.338542,91%
205CARR57,7435,600.205169,41%
206DXCM72,1135,580.225563,12%
207UNH347,7535,240.604123,33%
208AAP45,5334,160.234558,27%
209MS183,3234,110.401833,96%
210OXY43,5133,240.185271,80%
211J138,4733,210.295145,01%
212SJM102,1933,190.314542,22%
213INCY104,6733,100.354437,36%
214CTVA71,4833,070.186470,97%
215CTAS195,4132,990.332839,65%
216CMG40,7231,870.183369,55%
217WEC109,5231,600.207261,00%
218FMC15,9131,400.136691,97%
219ALLE165,8831,380.239452,43%
220OGN9,5931,030.133592,97%
221XYL141,7631,010.302940,95%
222ETR95,7330,670.208558,84%
223SYY76,9430,470.247149,33%
224NEE83,8529,530.200758,85%
225ENPH35,9727,800.193557,48%
226DOC17,9126,740.115792,44%
227FE47,3725,930.152667,97%
228MDLZ57,3525,850.209749,31%
229TEL231,0025,640.381726,87%
230GLW93,5224,430.271835,95%
231GE318,5024,320.478920,32%
232NI43,7924,040.130773,58%
233UBER84,2623,810.224642,40%
234MLM641,1423,630.776212,18%
235MO61,0823,180.238438,90%
236IVZ29,1722,820.141764,39%
237YUM154,4122,680.304029,84%
238AKAM93,7222,500.242637,09%
239LNT67,4422,210.135565,57%
240AMP503,7522,100.497117,78%
241FAST44,6121,840.154356,62%
242SO89,1520,880.132063,26%
243BWA48,2620,210.152752,94%
244FFIV261,5520,000.422618,93%
245DUK119,3719,990.138157,89%
246WAT396,7119,670.462217,02%
247ROL63,3019,150.152850,15%
248D60,9218,900.152549,57%
249RL369,5818,770.367220,45%
250WMB63,1818,660.126958,81%
251EOG108,0518,010.195236,91%
252XEL76,5217,790.124857,01%
253DD43,3817,690.146048,47%
254OTIS89,4817,480.139550,14%
255APA26,5416,320.113557,51%
256CPRT41,3115,890.114355,60%
257BEN25,4715,380.099461,85%
258REG71,0215,110.103158,64%
259MCK823,2515,030.479612,54%
260FITB52,8614,990.143841,70%
261CMS71,6914,390.097059,37%
262AMZN231,3114,110.386614,59%
263CAH208,4713,770.271120,31%
264PPL37,1813,140.103950,60%
265MNST81,6012,920.151334,14%
266GRMN204,5712,670.298816,96%
267AMT178,1712,380.289217,12%
268XRAY12,7411,920.074763,78%
269APTV80,2711,670.289116,15%
270LUV42,8511,010.102842,80%
271TSN59,9910,800.135131,96%
272CNP39,5310,670.080952,81%
273KIM20,929,650.047880,82%
274TPR132,248,070.164119,68%
275CFG64,068,020.115727,73%
276VTRS13,058,020.048166,76%
277HSIC78,947,910.122225,90%
278NWL4,267,780.037084,09%
279PFE25,897,710.044469,41%
280LW44,327,500.098030,59%
281BX155,977,320.213913,68%
282FANG153,006,660.192513,84%
283LUMN8,396,310.041760,54%
284FRT102,466,040.086527,94%
285UDR37,675,950.057141,69%
286EPAM212,955,930.25239,41%
287SEE41,755,670.026685,06%
288KO72,025,550.096822,92%
289EXC45,005,270.061034,54%
290MMM155,885,240.22769,21%
291PG146,065,200.143114,54%
292VST160,035,040.29416,86%
293NDAQ98,784,580.094819,32%
294NWS30,254,390.037247,28%
295ZBRA242,984,230.30075,62%
296A139,784,220.21627,81%
297OKE75,824,080.092417,69%
298EIX60,423,860.073520,98%
299ATO168,373,810.085017,93%
300BMY54,503,730.079218,81%
301TROW106,133,610.114112,67%
302HOLX75,143,530.026952,43%
303KMI28,583,460.042732,47%
304VFC19,523,450.053825,60%
305MDT100,293,380.090714,88%
306SRE85,983,360.107912,44%
307WELL186,003,330.110312,09%
308RHI28,113,190.054823,29%
309BAX19,713,170.051824,48%
310AWK130,992,650.099310,68%
311CVS81,492,560.064315,95%
312PEP146,742,520.14057,18%
313VICI28,372,380.035426,91%
314SCHW101,792,190.072812,01%
315HBAN18,771,710.029822,87%
316F13,771,500.028421,17%
317VLTO101,911,500.06109,86%
318RF28,651,380.035515,59%
319SMCI32,241,280.05978,57%
320AMGN343,601,210.15413,13%
321TSCO53,171,190.044110,76%
322TJX155,851,170.06836,88%
323FI63,801,080.14702,93%
324FOX65,470,400.03664,37%
325GILD129,120,380.06062,48%
326WM226,490,360.05972,40%
327DVN37,750,350.02795,08%
328KEY21,690,330.01469,17%
329PNR107,150,330.05052,58%
330GEV667,890,310.22750,55%
331ZION61,580,300.02994,04%
332PFG91,090,280.03613,15%
333HST18,680,250.01327,66%
334CME279,070,250.09201,07%
335KVUE17,380,230.01098,49%
336HRL24,430,190.02173,44%
337TRGP190,060,080.05360,61%
338KR63,920,070.02391,23%
339CCI87,170,060.03110,81%
340NWSA26,130,000.00270,52%
341CDNS313,840,000.02010,04%
342INTR8,810,000.00230,25%
343ADP256,990,000.01070,05%
344STLD179,830,000.00590,01%
345NU17,240,000.00100,02%
346DFS200,05-0,00-0.00000,00%
347DISH5,770,000.0000100,00%
348FRC3,510,000.0000100,00%
349CDAY69,520,000.0000100,00%
350PEAK17,110,000.0000100,00%
351CTLT63,480,000.0000100,00%
352SIVB39,250,000.0000100,00%
353PARA11,040,000.0000100,00%
354JNPR39,960,000.0000100,00%
355IPG24,57-0,00-0.00000,00%
356RE351,280,000.0000100,00%
357HES148,970,000.0000100,00%
358MRO28,550,000.0000100,00%
359WRK51,510,000.0000100,00%
360K83,44-0,00-0.00000,00%
361FLT303,260,000.0000100,00%
362WBA11,980,000.00000,00%
363ABC179,980,000.0000100,00%
364ANSS374,300,000.0000100,00%
365PKI115,240,000.0000100,00%
366DAY69,10-0,00-0.00070,10%
367SOLV80,37-0,00-0.00500,02%
368USB55,47-0,00-0.00450,13%
369LYV139,71-0,00-0.01200,10%
370AES14,24-0,00-0.00310,42%
371CZR23,53-0,01-0.00710,34%
372CTSH84,03-0,01-0.01210,34%
373CTRA26,75-0,02-0.00810,78%
374DXC14,98-0,06-0.00912,68%
375IBM297,55-0,09-0.06530,56%
376PANW181,47-0,11-0.04940,87%
377CAG17,30-0,11-0.01163,89%
378EA204,15-0,13-0.00826,18%
379INVH27,50-0,24-0.02054,65%
380TFC50,02-0,28-0.02185,07%
381ZTS125,08-0,44-0.05093,47%
382KMB100,02-0,47-0.04514,17%
383AAL15,15-0,66-0.021812,18%
384UAL110,96-0,70-0.07823,56%
385HCA465,44-0,93-0.15142,47%
386KDP27,70-0,98-0.022317,65%
387CSX36,53-1,01-0.031812,66%
388KKR124,33-1,05-0.10963,83%
389TT395,33-1,12-0.15132,95%
390OMC78,58-1,12-0.05388,34%
391GEHC81,10-1,24-0.09275,33%
392VRSK216,59-1,26-0.09445,34%
393STT126,91-1,28-0.10474,90%
394PRU109,49-1,46-0.11415,13%
395DAL68,95-1,78-0.07229,89%
396CPT108,43-1,80-0.065710,95%
397COO82,54-1,81-0.054013,38%
398SBNY0,95-2,20-0.014162,48%
399WBD28,53-2,29-0.023838,43%
400NCLH20,87-2,33-0.071613,03%
401VTR77,78-2,39-0.084411,32%
402PODD284,96-2,74-0.19855,53%
403EXPE271,56-2,83-0.27664,09%
404KHC22,40-2,90-0.044326,11%
405MKC66,56-3,47-0.079217,54%
406SBAC186,13-4,18-0.21557,76%
407CI274,92-4,19-0.20158,31%
408PCG15,17-4,51-0.033753,53%
409FTV54,44-4,80-0.071626,81%
410DIS113,19-5,03-0.099120,31%
411PEG79,77-5,05-0.083424,21%
412BRO78,07-5,68-0.068533,15%
413FOXA72,70-5,75-0.099423,13%
414DECK101,94-5,80-0.161314,39%
415FISV65,73-6,11-0.104523,39%
416AFL108,56-6,25-0.089927,82%
417RSG214,29-7,29-0.126823,01%
418MCD305,69-7,58-0.218713,87%
419BBY66,56-7,81-0.145521,48%
420ERIE279,90-8,13-0.175118,58%
421MMC182,70-8,36-0.162520,57%
422CMCSA28,89-8,51-0.086639,32%
423EQR61,35-9,79-0.107136,56%
424EFX212,01-9,94-0.273814,53%
425GM80,94-10,39-0.138130,10%
426ZBH86,55-10,41-0.188122,15%
427NSC289,11-10,78-0.215120,05%
428FDS284,13-10,89-0.288115,13%
429AVGO328,80-11,19-0.402711,11%
430VZ39,24-11,33-0.081455,66%
431C113,86-11,40-0.225820,20%
432GL138,73-12,37-0.156631,60%
433MAA135,38-12,59-0.162830,93%
434AVB178,96-13,37-0.186628,66%
435CSGP64,77-14,63-0.238224,57%
436T23,50-14,81-0.079674,46%
437SPG185,17-15,24-0.154639,43%
438MTCH31,02-15,76-0.085873,45%
439RCL277,77-15,98-0.635410,06%
440BIIB172,62-16,30-0.460314,16%
441AJG250,08-16,62-0.298622,26%
442CCL28,25-17,46-0.152545,80%
443ANET127,29-17,78-0.302123,54%
444GIS43,98-17,90-0.156545,75%
445EQT54,83-18,99-0.180842,01%
446ABNB133,59-20,04-0.268029,92%
447BXP65,94-20,50-0.148555,22%
448ABT120,73-20,76-0.206940,13%
449EW85,14-21,51-0.151156,96%
450GEN25,20-22,01-0.114676,83%
451NVDA183,32-22,08-0.266433,15%
452CPB26,20-22,21-0.121073,44%
453ALK48,96-23,03-0.177951,79%
454CINF161,78-29,31-0.207456,53%
455ESS257,24-29,34-0.410328,61%
456VRTX461,14-29,54-0.748415,79%
457BAC52,07-31,99-0.214159,76%
458WRB67,55-33,52-0.173477,32%
459MGM33,90-37,18-0.188179,09%
460BSX91,71-41,08-0.361645,44%
461PAYX107,19-41,61-0.286858,03%
462CSCO73,69-42,83-0.235172,86%
463MET76,60-44,23-0.250470,65%
464HPQ19,53-44,52-0.186395,62%
465PYPL55,89-45,67-0.218783,51%
466ORCL173,88-48,96-0.643930,42%
467HPE21,02-50,62-0.220192,01%
468UNP229,39-52,43-0.404651,83%
469TRMB70,24-52,43-0.423049,58%
470FIS60,58-55,71-0.319269,82%
471NRG150,68-60,19-0.594140,52%
472WFC86,12-60,51-0.428456,49%
473AIZ238,23-62,85-0.387864,83%
474GPN73,35-65,35-0.375869,56%
475JCI115,49-65,59-0.505251,94%
476L102,38-65,84-0.284492,58%
477WTW319,02-66,42-0.512551,84%
478SYF77,13-68,02-0.506953,67%
479LNC41,05-68,65-0.335481,86%
480ACGL92,28-69,40-0.356677,86%
481LLY1.078,52-69,90-1.449619,29%
482NTAP97,09-70,99-0.517754,85%
483FTNT75,75-72,07-0.331087,08%
484QRVO80,95-72,66-0.400872,52%
485COF231,01-86,88-0.898138,69%
486SWKS58,55-90,00-0.456078,94%
487TPL346,23-92,37-5.78656,39%
488MKTX171,93-99,30-0.669759,31%
489NFLX85,36-99,45-0.436691,12%
490LVS59,60-106,45-0.477689,16%
491WST255,16-111,67-0.979745,59%
492CDW127,62-111,94-0.584176,65%
493LULU189,84-124,04-0.908254,63%
494TTWO238,23-131,11-0.861660,87%
495QCOM156,37-135,95-1.041352,22%
496HIG129,56-136,68-0.613789,09%
497DVA106,30-137,87-0.674281,79%
498PAYC149,18-138,26-0.725276,26%
499WYNN114,13-138,89-0.618789,79%
500BR206,85-145,44-0.796373,05%
501DELL113,26-149,59-0.739980,87%
502JPM302,05-153,24-1.201151,03%
503ALL193,66-157,09-0.974464,48%
504TMUS183,60-160,37-0.944367,93%
505ABBV216,15-167,52-0.903074,21%
506CB299,98-172,06-0.866479,44%
507CHTR187,37-176,00-1.155260,94%
508PTC161,32-177,94-0.804188,52%
509PLTR165,33-196,65-1.074873,19%
510AXP359,61-198,92-1.338059,47%
511AON332,76-210,33-0.989085,07%
512AIG71,89-216,60-0.972089,14%
513EG322,94-227,21-1.218674,58%
514REGN749,33-275,75-2.533843,53%
515TYL434,33-275,96-1.443876,45%
516IT232,44-287,28-1.454179,03%
517TFX102,96-290,83-1.468179,24%
518AAPL247,65-294,46-1.335588,20%
519CRWD445,88-306,27-1.690672,46%
520DPZ398,92-315,97-1.583179,84%
521TRV272,65-332,87-1.463790,97%
522V325,28-340,63-1.833674,31%
523PGR203,00-349,55-1.654784,50%
524GDDY104,14-352,63-1.461496,52%
525FSLR243,72-373,09-2.100771,04%
526ISRG523,70-377,73-2.729055,37%
527UHS203,68-380,91-1.727588,20%
528NOW125,30-420,27-1.818392,45%
529TSLA431,44-423,56-2.502867,69%
530MSFT444,11-424,27-2.049782,80%
531MA527,58-492,53-2.691573,20%
532CRM221,58-500,56-2.555278,36%
533ROP404,66-571,54-2.490391,80%
534ADSK257,44-610,86-2.685191,00%
535CEG294,37-676,81-3.340281,05%
536META612,96-696,61-3.241985,95%
537ADBE294,23-881,66-3.843691,75%
538INTU524,92-1.850,54-8.638785,69%
539FICO1.535,54-2.485,36-12.161881,74%
540BKNG5.163,61-2.893,70-18.458262,71%
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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