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
1BKNG5.518,933.636,0517.328283,93%
2$SPX5.912,172.659,0816.468164,59%
3MELI2.563,292.383,2215.231462,59%
4AXON750,361.296,126.871175,45%
5INTU753,471.257,646.036883,33%
6GEV472,981.139,544.793495,09%
7TSLA346,46801,904.091478,40%
8BRK.B412,05705,562.840099,38%
9PODD325,03686,973.864871,10%
10NFLX1.207,23674,603.740872,14%
11CEG306,15633,363.061282,76%
12KLAC756,88577,434.677949,38%
13RL276,81558,762.681183,36%
14ROK315,55550,263.011873,08%
15BLK979,89541,983.358664,55%
16MTD1.155,52507,124.168648,66%
17URI708,38497,623.351959,38%
18META647,49483,793.319158,30%
19GE245,91476,472.003695,12%
20LULU316,67454,062.588870,16%
21AVGO242,07450,732.152683,76%
22HUBB389,58449,922.360876,23%
23GS600,46440,522.841362,02%
24NRG155,90436,112.447271,28%
25ADBE415,09410,332.061079,64%
26TT430,27393,391.913182,25%
27IDXX513,36385,172.509561,39%
28PH664,70357,602.706852,84%
29NOW1.011,09332,982.741948,58%
30HCA381,39330,401.851271,39%
31STX117,94314,621.329694,65%
32MSFT460,36307,301.825567,34%
33LHX244,34304,891.433085,11%
34ADP325,53299,231.306091,65%
35CAT348,03287,361.732366,35%
36GWW1.087,56282,822.188651,69%
37VST160,57277,701.339082,96%
38ZBRA289,77273,502.090252,34%
39PAYC259,09270,031.671864,61%
40DE506,26269,332.000253,86%
41FDS458,26265,181.688962,81%
42ULTA471,46260,851.903654,81%
43NVDA135,13258,001.316278,40%
44CRWD471,37234,411.693555,37%
45TYL576,99233,671.330870,24%
46DELL111,27231,721.175078,88%
47STE245,21229,831.342968,46%
48RCL256,98226,791.440063,00%
49NSC247,12225,781.262571,54%
50AMP509,24225,501.837649,09%
51HWM169,89220,591.034385,31%
52JBL168,01201,711.044377,26%
53MLM547,55199,841.461454,70%
54ETN320,20199,441.387157,51%
55BA207,32196,281.109770,75%
56MPWR661,90195,683.030025,83%
57BF.B49,12194,320.780099,65%
58ADSK296,12191,141.045473,14%
59VRSK314,14188,570.999075,50%
60PWR342,56187,451.377354,44%
61FFIV285,38177,431.010270,25%
62CTAS226,50172,410.745192,55%
63TDY498,86165,491.106559,83%
64DIS113,04165,441.003565,94%
65JCI101,37164,680.720591,43%
66HON226,67158,520.750084,55%
67MPC160,74157,371.032560,96%
68AAP47,93156,790.945466,34%
69KMB143,76156,710.678592,39%
70MU94,46155,740.912168,30%
71GRMN202,97150,560.834172,20%
72CMI321,48145,921.377542,37%
73TXN182,85145,881.160050,31%
74ORCL165,53141,430.823368,71%
75CF90,71136,040.585992,88%
76JPM264,00123,170.801561,47%
77ECL265,62120,890.636675,96%
78LIN467,58117,530.713065,93%
79FSLR158,09117,231.654728,34%
80IBM259,06117,220.864854,22%
81AMD110,73116,600.788659,15%
82AMZN205,01115,100.908050,70%
83PAYX157,91114,180.523587,24%
84MA585,60112,531.060442,45%
85DFS200,05109,970.728360,40%
86V365,19109,820.783756,05%
87ISRG552,34107,721.280833,64%
88NTRS106,74106,220.600070,82%
89APH89,93105,700.495085,42%
90WAB202,32103,590.742055,85%
91EMR119,38102,600.651463,00%
92GOOGL171,74101,510.703157,75%
93CDW180,3695,050.907141,91%
94TEL160,0793,980.661756,80%
95ZTS168,6393,360.550067,90%
96WDC51,5593,350.430286,79%
97GPC126,5292,190.543567,84%
98GOOG172,8590,890.663354,82%
99AXP294,0590,670.962537,68%
100PG169,8985,800.471972,72%
101DRI214,2184,910.587257,84%
102ADI213,9884,091.005233,46%
103PKG193,1783,770.556260,25%
104AME178,7483,770.570758,72%
105CTVA70,8083,540.406482,23%
106BIIB129,7982,370.520663,29%
107APTV66,8181,590.512063,74%
108KEYS157,0479,990.703645,48%
109LRCX80,8079,670.551957,74%
110AJG347,4479,230.694245,66%
111DLTR90,2677,370.376482,23%
112BK88,6176,050.411773,90%
113MCO479,3275,980.932632,59%
114TRMB71,2774,640.425570,17%
115MSCI564,0274,600.803837,13%
116PTC168,3274,120.584750,70%
117NTAP99,1673,820.454864,93%
118EL66,9473,770.399973,79%
119CRL135,6373,550.819335,91%
120JKHY181,1772,100.498457,87%
121MMM148,3571,850.555351,75%
122SMCI40,0371,710.546352,50%
123MCHP58,0470,650.588348,04%
124PNC173,8169,220.602945,92%
125VLO128,9767,390.645741,75%
126HSIC69,9967,330.362774,25%
127TDG1.468,4366,721.663716,04%
128MOS36,1466,600.297989,44%
129TRV275,7066,540.456758,27%
130ETSY55,3565,810.363472,44%
131MS128,0365,620.528949,63%
132HLT248,4464,690.698637,04%
133UHS190,3564,520.620341,60%
134PNR99,1863,340.393364,42%
135CE52,8363,330.389864,98%
136NDAQ83,5463,130.292986,21%
137EPAM174,4963,120.852629,61%
138RTX136,4861,960.394662,81%
139FOXA54,9461,660.344071,70%
140MAR263,8360,880.807930,14%
141SCHW88,3460,500.319775,69%
142DG97,2560,400.492349,07%
143DLR171,5259,580.347968,50%
144COST1.040,1859,420.938025,34%
145GLW49,5957,950.256790,31%
146VLTO101,0357,490.320471,77%
147ACN316,8256,720.638435,54%
148NDSN211,9955,710.594437,49%
149HAS66,7153,740.317767,66%
150STT96,2853,730.364558,96%
151AON372,0852,900.491343,08%
152GILD110,0850,930.437146,61%
153CSCO63,0450,740.267775,83%
154CAH154,4449,450.369453,55%
155CHRW95,9749,330.422346,72%
156ALL209,8748,860.375652,04%
157AVY177,7348,810.475741,04%
158GNRC122,1348,570.499038,93%
159MNST63,9548,350.216789,24%
160DXCM85,8048,170.431344,68%
161ILMN82,2446,310.331355,91%
162MTB182,6446,030.490337,55%
163FOX50,2844,270.274164,61%
164SPGI512,8644,260.576830,69%
165ES64,8143,800.245571,35%
166SOLV73,0943,290.350549,40%
167HIG129,8442,730.288059,34%
168IT436,4241,230.651425,32%
169WYNN90,5441,130.483334,04%
170C75,3240,940.291756,14%
171EBAY73,1740,430.210876,72%
172SEE32,2140,310.229170,39%
173ANSS330,8240,230.688823,36%
174BWA33,1039,860.221571,98%
175CCL23,2238,820.215472,10%
176PM180,5938,470.425636,15%
177LYV137,1937,700.448133,65%
178MMC233,6635,950.291249,37%
179INCY65,0634,600.239857,72%
180CHTR396,2734,570.733618,85%
181SRE78,5933,790.180574,88%
182CSX31,5933,030.170577,48%
183CINF150,8232,820.311642,14%
184ICE179,8032,370.277346,70%
185AZO3.733,0432,292.50965,15%
186LUV33,3931,600.178370,87%
187BR242,8329,110.329235,37%
188DOV177,7529,080.417827,84%
189IR81,6428,620.275741,53%
190EQT55,1328,300.207654,53%
191SNA320,7527,740.448424,74%
192BAC44,1327,720.184660,07%
193GD278,4927,080.316134,26%
194QRVO76,0226,350.293835,87%
195PLTR131,7825,690.427824,02%
196TPR78,5525,650.337330,41%
197PCAR93,8525,260.251040,25%
198EMN78,3725,030.237942,08%
199NKE60,5923,930.214144,70%
200CHD98,3123,300.224041,61%
201UNP221,6622,660.410722,07%
202GM49,6122,530.195146,20%
203CTSH80,9922,370.202744,13%
204NXPI191,1321,770.602914,45%
205MCK719,5121,430.671612,76%
206RJF146,9821,400.358923,85%
207XYL126,0420,190.211938,11%
208SYF57,6520,060.245232,72%
209WTW316,5519,940.262730,36%
210IP47,8119,910.200439,74%
211SWK65,4419,880.339923,40%
212PSX113,4819,290.441317,48%
213SWKS69,0318,850.238531,62%
214PYPL70,2818,660.194238,42%
215RMD244,7918,470.300324,61%
216DAL48,3918,420.241130,56%
217HOLX62,1717,440.249028,02%
218BEN21,6417,220.118158,30%
219QCOM145,2016,060.334919,18%
220ODFL160,1715,790.405515,58%
221JBHT138,8515,550.371716,73%
222ALLE142,7014,740.158237,26%
223BXP67,3314,540.148339,21%
224USB43,5914,000.133541,95%
225TROW93,5913,930.220125,30%
226TER78,6013,770.244322,55%
227SW43,3313,180.183928,68%
228TXT74,0312,980.183628,27%
229LVS41,1612,610.149533,73%
230D56,6712,590.103748,57%
231XRAY15,9812,420.114843,25%
232FCX38,4812,260.097850,11%
233HD368,2912,110.366913,20%
234RSG257,3012,060.294716,37%
235CB297,2011,780.244319,30%
236UBER84,1611,720.236319,84%
237EQIX888,8211,670.436610,69%
238KMI28,0411,500.067068,66%
239UAL79,4511,230.216120,80%
240CME289,0011,150.322713,82%
241ALK50,9310,860.195122,28%
242WRB74,6910,650.092346,17%
243J126,3010,150.184422,03%
244A111,9210,130.200020,26%
245WM240,9710,060.267915,02%
246WBD9,9810,040.058468,72%
247SEDG17,869,950.192720,65%
248AMAT156,759,890.356711,09%
249KKR121,469,710.262014,83%
250SBUX83,959,610.152725,17%
251EXPD112,739,460.198419,07%
252SYY73,009,400.091241,25%
253WAT349,249,400.348410,79%
254ITW245,089,180.228016,11%
255ON42,028,900.160222,22%
256IRM98,718,780.168920,81%
257BALL53,588,260.090036,70%
258HPE17,287,730.058552,84%
259SNPS463,987,550.68244,43%
260CFG40,357,150.110125,99%
261EW78,226,440.098626,11%
262DD66,806,220.115221,61%
263ABNB129,006,180.24759,98%
264L89,295,800.075930,60%
265GEN28,485,800.088526,23%
266BSX105,265,470.087425,01%
267AIZ202,985,430.183711,83%
268CMA57,095,410.098022,08%
269FTV70,195,370.125317,14%
270AAL11,415,220.055437,64%
271CL92,945,100.097021,03%
272CARR71,205,090.147113,85%
273INTR7,125,070.028870,37%
274PLD108,604,950.140214,11%
275EIX55,654,880.087222,39%
276LW55,784,850.094520,53%
277FIS79,614,540.085021,35%
278PARA12,104,120.026462,29%
279APA17,024,050.062325,97%
280RHI45,794,030.092217,48%
281FMC40,563,850.098115,69%
282PPG110,803,820.109114,01%
283BRO112,903,800.073620,66%
284HRL30,683,620.042534,15%
285LNT62,233,580.060723,61%
286NWS32,723,290.040232,68%
287LKQ40,473,280.076417,19%
288COF189,153,220.21306,05%
289ACGL95,043,000.083314,41%
290HBAN15,632,820.039128,80%
291ANET86,642,730.16476,63%
292FITB38,192,690.067316,00%
293MET78,582,560.086411,87%
294HST15,492,340.035026,79%
295NWSA28,242,310.031329,56%
296HES132,191,970.09388,42%
297NEE70,641,950.11336,89%
298ROP570,271,950.18474,21%
299SYK382,641,920.18204,22%
300ZION47,361,920.070910,81%
301PFG77,891,840.09447,80%
302HPQ24,901,780.071110,02%
303WMB60,511,520.052211,69%
304UPS97,541,520.08637,05%
305AIG84,641,270.049010,34%
306WFC74,781,260.06088,26%
307BBY66,281,160.08685,36%
308OXY40,781,140.06137,44%
309RF21,441,120.035212,70%
310FDX218,101,100.16332,69%
311BX138,761,050.13573,10%
312WBA11,251,050.011436,94%
313FANG134,561,040.11413,63%
314BKR37,051,010.034111,79%
315KEY15,861,000.028713,94%
316APD278,920,930.09923,76%
317MAS62,420,790.07993,94%
318CMCSA34,570,780.024013,00%
319GEHC70,550,750.06224,80%
320PSA308,420,730.10502,77%
321CBOE229,120,660.11862,24%
322NWL5,300,640.019113,38%
323IEX180,910,580.10682,17%
324LDOS148,530,550.09652,27%
325ROL57,250,460.02657,02%
326WELL154,280,390.06312,50%
327POOL300,590,380.13131,14%
328EXPE166,750,360.08181,78%
329NCLH17,650,330.02954,53%
330TFC39,500,290.02904,01%
331LH248,970,290.06511,77%
332SHW358,810,260.06731,53%
333VMC265,070,250.06631,48%
334KIM21,260,220.01535,63%
335ADM48,270,190.02473,09%
336PCG16,880,190.01196,34%
337WHR78,090,190.04991,49%
338ABT133,590,180.03581,96%
339COR291,240,160.07500,87%
340IVZ14,460,160.01554,13%
341BG78,160,120.03111,58%
342CTRA24,310,080.01552,19%
343F10,380,060.00633,98%
344PRU103,890,060.02890,83%
345EXR151,150,050.02790,72%
346ROST140,090,050.05350,35%
347MO60,610,030.01500,71%
348MTCH29,940,020.01170,77%
349DAY59,080,020.01580,54%
350KO72,100,020.01150,69%
351LMT482,380,020.04230,19%
352CPAY325,110,020.05780,13%
353LOW225,730,010.02490,16%
354NEM52,720,010.01210,29%
355ALGN180,940,010.03140,11%
356MSI415,380,000.03210,06%
357VFC12,460,000.00770,23%
358MRNA26,560,000.00820,16%
359LNC33,140,000.00520,14%
360CZR26,880,000.00630,10%
361PANW192,420,000.00320,00%
362CRM265,370,000.00240,00%
363CDAY69,520,000.0000100,00%
364FISV114,230,000.0000100,00%
365PKI115,240,000.0000100,00%
366WRK51,510,000.0000100,00%
367FRC3,510,000.0000100,00%
368PEAK17,110,000.0000100,00%
369DISH5,770,000.0000100,00%
370FLT303,260,000.0000100,00%
371SIVB39,250,000.0000100,00%
372CTLT63,480,000.0000100,00%
373ABC179,980,000.0000100,00%
374MRO28,550,000.0000100,00%
375RE351,280,000.0000100,00%
376EOG108,57-0,00-0.00030,00%
377VTRS8,79-0,00-0.00040,02%
378PEG81,03-0,00-0.00160,01%
379KVUE23,87-0,00-0.00110,07%
380DTE136,65-0,00-0.00610,06%
381CVX136,70-0,00-0.00850,06%
382AMGN288,18-0,00-0.02310,05%
383REGN490,28-0,01-0.07520,03%
384DVN30,26-0,01-0.00950,28%
385HAL19,59-0,01-0.00660,53%
386MGM31,65-0,01-0.01260,43%
387OKE80,84-0,02-0.01900,34%
388SPG163,07-0,02-0.02520,27%
389CMG50,08-0,02-0.01040,79%
390LUMN3,92-0,03-0.00572,08%
391EFX264,19-0,04-0.05310,27%
392INTC19,55-0,04-0.01261,16%
393NI39,54-0,04-0.01081,45%
394BAX30,50-0,05-0.01031,76%
395VICI31,71-0,05-0.00692,97%
396T27,80-0,05-0.00972,19%
397MCD313,86-0,05-0.03730,58%
398GL121,87-0,06-0.02071,11%
399VZ43,96-0,06-0.01142,27%
400CDNS287,07-0,07-0.09380,31%
401FRT95,48-0,11-0.02921,56%
402PFE23,49-0,12-0.01493,18%
403SLB33,05-0,14-0.02242,50%
404AES10,09-0,15-0.02302,54%
405WY25,91-0,15-0.01464,02%
406NVR7.115,93-0,17-0.60060,11%
407BDX172,59-0,17-0.09970,69%
408DPZ473,82-0,18-0.08320,85%
409AMCR9,11-0,19-0.006711,41%
410LYB56,49-0,24-0.03512,71%
411BBWI28,12-0,30-0.04322,77%
412TJX126,90-0,31-0.05872,14%
413WST210,85-0,33-0.07491,77%
414OTIS95,35-0,48-0.03485,54%
415SBNY0,70-0,55-0.006633,76%
416K82,63-0,57-0.014915,43%
417XEL70,10-0,65-0.04435,89%
418TGT94,01-0,69-0.06174,46%
419FTNT101,78-0,79-0.07664,12%
420REG72,16-0,81-0.03718,70%
421TTWO226,28-0,92-0.11193,29%
422CBRE125,02-0,97-0.10493,69%
423WMT98,72-0,99-0.04448,93%
424MDLZ67,49-1,04-0.05158,04%
425NU12,01-1,05-0.026915,62%
426OGN9,23-1,18-0.044210,68%
427DOC17,41-1,56-0.024225,76%
428ALB55,76-1,70-0.07329,31%
429ETR83,28-1,77-0.058612,07%
430GDDY182,15-1,97-0.14185,56%
431IFF76,56-2,20-0.081610,81%
432JNJ155,21-2,42-0.11008,81%
433SJM112,61-2,55-0.073813,80%
434SO90,00-3,06-0.097112,62%
435DXC15,20-3,16-0.047326,76%
436CPT117,49-3,48-0.115912,02%
437TRGP157,93-3,65-0.17078,55%
438MDT82,98-3,76-0.107613,96%
439PGR284,93-3,78-0.15949,48%
440RVTY90,42-3,98-0.121313,12%
441MHK100,61-4,17-0.157010,64%
442O56,62-4,24-0.062027,35%
443FE41,94-4,62-0.054034,27%
444AOS64,31-5,02-0.112417,87%
445ERIE358,51-5,17-0.29257,07%
446BMY48,28-5,24-0.100020,97%
447TSCO48,40-5,31-0.090823,37%
448AMTM20,66-5,39-0.051941,50%
449JNPR35,93-5,68-0.030773,92%
450BLDR107,68-5,69-0.23589,64%
451WEC107,44-5,82-0.123218,89%
452CSGP73,56-6,22-0.095126,15%
453EQR70,14-6,50-0.093427,82%
454PEP131,45-7,11-0.113924,97%
455TECH48,40-7,27-0.121423,94%
456KDP33,67-7,40-0.059150,11%
457AAPL200,85-7,44-0.30049,91%
458IPG23,96-7,45-0.059450,14%
459DOW27,74-7,73-0.083437,08%
460CNP37,24-8,22-0.076343,12%
461GPN75,61-8,81-0.193518,21%
462LEN106,08-9,37-0.167022,45%
463CAG22,89-9,72-0.066458,56%
464GIS54,26-10,32-0.088346,75%
465AWK142,97-10,33-0.247916,67%
466TSN56,16-10,48-0.144828,97%
467XOM102,30-10,82-0.172925,03%
468PPL34,75-11,23-0.089750,07%
469AEE96,88-11,53-0.139533,06%
470KMX64,46-13,35-0.178629,89%
471EVRG66,41-13,78-0.146637,61%
472PNW91,23-14,28-0.155636,71%
473DECK105,52-14,42-0.488611,80%
474INVH33,71-14,62-0.089265,56%
475TFX122,27-16,49-0.280123,55%
476ENPH41,39-16,60-0.290022,90%
477COP85,35-17,21-0.234529,36%
478DVA136,26-17,49-0.237429,48%
479COO68,28-17,70-0.241029,38%
480EA143,78-17,73-0.278025,51%
481UDR41,43-17,88-0.128855,55%
482CPB34,04-18,26-0.105968,94%
483CNC56,44-18,55-0.201036,93%
484EG347,19-19,42-0.373420,80%
485VTR64,28-19,51-0.151551,51%
486STLD123,07-19,85-0.297826,67%
487EXC43,82-20,67-0.148255,80%
488STZ178,29-21,33-0.320826,60%
489OMC73,44-21,51-0.163852,53%
490KHC26,73-23,01-0.113581,06%
491AFL103,54-23,11-0.186949,44%
492TAP53,59-24,54-0.167858,50%
493AEP103,49-24,98-0.253239,46%
494ARE70,19-26,54-0.216848,95%
495ZBH92,17-26,65-0.302935,19%
496CMS70,23-28,87-0.194059,53%
497ESS283,90-30,07-0.459926,15%
498PHM98,03-30,17-0.264045,71%
499MRK76,84-30,91-0.284443,48%
500TMUS242,20-32,42-0.388033,42%
501YUM143,94-33,25-0.233556,96%
502ATO154,68-34,88-0.309245,12%
503DUK117,72-35,13-0.304746,11%
504DGX173,34-36,51-0.297349,12%
505AVB206,77-38,72-0.378940,87%
506MKC72,73-39,59-0.228069,46%
507KR68,23-39,69-0.253462,65%
508CVS64,05-39,83-0.307951,74%
509BIO226,93-41,01-0.690923,75%
510NOC484,77-41,34-0.642025,76%
511DHR189,90-41,75-0.445837,46%
512CCI100,35-46,21-0.323557,14%
513HII223,06-46,58-0.358551,97%
514ED104,49-48,55-0.391649,59%
515MKTX216,41-49,11-0.507038,75%
516AMT214,65-50,22-0.553736,28%
517AKAM75,94-50,71-0.332760,97%
518ABBV186,11-52,95-0.491343,11%
519CPRT51,48-54,29-0.440849,26%
520ORLY1.367,50-59,65-1.436616,61%
521DHI118,06-61,38-0.377765,01%
522VRSN272,48-61,77-0.519947,52%
523SBAC231,89-77,12-0.629549,01%
524MOH305,05-80,63-0.804640,09%
525MAA156,65-84,98-0.524264,84%
526HSY160,69-88,59-0.640055,36%
527CLX131,88-89,99-0.446580,63%
528NUE109,36-117,79-0.589079,99%
529TMO402,82-125,94-1.110745,35%
530CI316,64-135,83-1.134147,91%
531IQV140,34-141,83-0.800670,86%
532VRTX442,05-167,71-2.149431,21%
533HUM233,13-234,11-1.520461,59%
534TPL1.114,03-255,35-5.066720,16%
535FI162,79-266,79-1.513970,49%
536ELV383,84-267,48-1.902656,23%
537FAST41,34-328,55-2.156760,94%
538LLY737,67-769,82-5.124560,09%
539UNH301,92-1.157,80-6.139475,43%
540FICO1.726,28-2.800,36-22.794749,14%
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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