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
1BKNG5.718,513.431,0421.768063,05%
2NVR7.689,723.177,7724.979850,89%
3$SPX6.263,262.928,2314.543080,54%
4BLK1.104,051.335,806.233385,72%
5TDG1.539,531.300,996.017086,49%
6URI819,741.177,735.580184,42%
7GS709,121.165,165.391586,44%
8RCL341,36934,104.152389,99%
9BRK.B412,05705,562.840099,38%
10GEV539,36605,732.774087,34%
11NFLX1.250,59599,414.360354,99%
12SNPS566,20594,783.679864,65%
13PH714,30574,103.107773,90%
14CAT408,33539,702.419989,21%
15KLAC928,62532,213.019170,51%
16JBL220,96489,612.334283,90%
17MELI2.402,10429,095.676430,24%
18ORCL235,00423,232.179677,67%
19ETN357,64415,801.883688,30%
20ZBRA330,35399,281.884684,74%
21MSCI580,66380,512.086372,95%
22MPWR740,45375,332.876852,19%
23HUBB422,26363,841.580292,10%
24AMP542,51346,591.797077,15%
25AXP325,24332,711.694478,54%
26FDS449,98322,911.531084,37%
27PWR380,09316,891.523083,23%
28MSFT501,48314,561.421388,53%
29AVGO275,40312,221.494083,60%
30AZO3.728,48311,295.578822,32%
31HII258,11304,671.358189,73%
32GNRC151,99303,531.437484,47%
33BIO259,88302,321.320991,55%
34HLT277,48302,251.473082,08%
35TDY527,52289,391.588072,89%
36WYNN111,93285,961.299888,00%
37COF220,74280,831.328384,57%
38META727,24280,061.850160,55%
39REGN559,76266,721.744261,17%
40PNC197,95265,651.240485,66%
41MCO505,72259,311.573365,92%
42AMAT198,03259,051.219185,00%
43GD303,38256,731.152489,11%
44WHR108,43253,921.152288,15%
45VST195,78252,441.220782,72%
46ANSS374,52252,411.524466,23%
47CRWD487,11250,911.584563,34%
48MTB204,05250,131.173785,24%
49NTRS126,62245,371.181583,07%
50NUE143,31243,431.061391,75%
51SPGI529,84238,161.353570,38%
52JPM288,19236,121.261974,85%
53STX144,50230,941.117582,66%
54NVDA164,10228,461.035488,26%
55EL92,10226,150.996290,81%
56TXN219,66222,981.047885,12%
57BX164,06221,321.106180,04%
58LDOS163,00217,500.960190,61%
59RL289,87211,901.066379,49%
60MAR282,30211,331.150673,46%
61ROK344,95209,221.176771,12%
62IDXX541,09203,931.147371,10%
63BF.B49,12194,320.780099,65%
64KKR143,06191,330.930582,25%
65ALGN204,48177,970.976672,89%
66BLDR135,12172,710.996469,34%
67EMR140,67169,110.735891,93%
68AMD144,16168,841.029765,59%
69STT110,21167,310.734691,10%
70DELL127,91164,700.745288,40%
71ADI245,13159,260.844275,46%
72MTD1.236,24158,732.065530,74%
73CDNS322,67154,441.169452,83%
74MS143,09153,960.714386,21%
75ALLE151,53153,230.711386,17%
76HON236,77152,990.901667,87%
77RJF160,20150,850.670889,95%
78ILMN100,05144,790.655588,36%
79NKE74,62143,330.838068,42%
80UNP237,00143,180.749276,45%
81NXPI233,19142,450.929261,33%
82AAPL212,41142,100.776773,18%
83ITW262,12140,620.840066,96%
84TPR97,64140,160.641887,35%
85SYK394,77138,560.946258,57%
86UHS184,05136,980.732574,80%
87MPC182,26130,340.710473,39%
88UBER96,40128,930.644979,97%
89SYF71,14126,810.549692,30%
90MMM157,32124,090.628578,98%
91NSC263,14123,580.604281,82%
92JBHT154,66123,570.691671,47%
93C87,08121,050.572584,58%
94TMO430,73120,451.178840,87%
95FDX238,73118,190.774861,01%
96WTW309,82117,980.582581,02%
97WAB213,75116,760.641672,79%
98TT434,53115,130.721763,81%
99DOV190,52115,120.639572,01%
100WDC65,06115,000.512789,72%
101ANET106,29113,110.680466,50%
102CHTR401,58111,441.219836,54%
103MSI417,72109,370.782455,92%
104ISRG526,05108,841.106039,36%
105LRCX101,06108,490.494787,72%
106DHI139,62108,270.640667,60%
107WFC82,36107,810.512284,20%
108DLTR108,37107,450.497386,42%
109HAS77,10106,950.517982,60%
110CEG313,62106,530.906447,02%
111CBOE234,43102,760.500882,08%
112PNR107,68102,730.514879,82%
113APD294,1199,620.735654,17%
114HD373,3096,740.868144,57%
115VLO154,8196,610.656058,91%
116BBWI33,6594,410.405493,16%
117IBM287,4394,320.627660,11%
118BA226,0994,030.882942,60%
119HWM178,5393,670.582364,34%
120TEL175,0393,580.504674,19%
121TRMB80,8393,580.431186,82%
122MLM564,3892,940.876642,41%
123SJM104,6692,180.497474,14%
124CMI340,0392,080.743849,52%
125CBRE141,2191,520.487175,15%
126ZION56,3091,190.429284,98%
127FFIV299,8990,790.593261,22%
128PTC194,5988,430.914238,69%
129LVS50,5288,100.430081,95%
130YUM152,3588,040.539965,22%
131PHM115,1886,240.532564,78%
132CFG47,9085,160.383988,73%
133QRVO90,3285,140.457874,39%
134PKG207,2484,670.731346,32%
135CME275,1981,860.449572,85%
136GRMN217,8079,380.650648,80%
137TER98,6278,660.437871,86%
138J136,2176,580.369282,98%
139TROW102,9675,720.421271,92%
140CRL163,6675,220.539155,81%
141CCL29,1072,750.351782,74%
142CMA64,0272,650.392574,05%
143TFC45,5072,180.334286,39%
144TXT85,2369,730.333183,74%
145SMCI50,3668,480.371773,70%
146VRTX479,5368,280.877831,11%
147AMZN222,2667,780.518952,24%
148APH98,3167,680.329582,16%
149GE252,5767,120.622543,13%
150MHK113,8366,950.503653,18%
151PPG119,0764,540.444858,03%
152VRSN285,3064,050.394364,97%
153MCHP75,0863,170.328077,04%
154ADSK286,1163,010.731034,48%
155CMG56,4161,680.312778,91%
156ULTA476,1461,290.685135,78%
157FITB44,0560,940.280187,04%
158SBAC232,7960,140.416057,83%
159PFG81,6059,790.283884,27%
160RVTY102,4059,490.332271,63%
161HCA378,3259,080.519345,50%
162DD76,1357,900.366363,22%
163DVA143,4657,820.365963,20%
164RMD258,0757,350.337068,08%
165SWKS77,7056,960.326569,78%
166LHX260,1156,150.460048,82%
167EXPE182,9755,180.547140,34%
168FCX47,2155,110.282977,92%
169PCAR99,2253,970.342762,99%
170ALB74,2753,780.452147,58%
171TSCO57,4453,000.269878,59%
172AMT221,0152,850.365857,80%
173VLTO103,1352,580.298070,59%
174SPG163,4552,540.369056,96%
175MGM38,8552,140.264878,76%
176CDW179,7051,720.437947,24%
177JNPR39,9651,570.254581,03%
178CSCO68,7751,490.248582,87%
179IR88,6951,230.312965,48%
180XYL131,6048,730.310162,86%
181ODFL171,1248,510.473740,96%
182MRNA34,2847,400.299463,33%
183NTAP106,4246,750.252973,95%
184SCHW93,0446,690.216386,32%
185OTIS99,9646,410.247974,88%
186NDAQ90,7345,850.223382,14%
187CARR76,7745,170.259769,57%
188LOW227,9145,020.504635,69%
189IQV165,5344,950.373948,09%
190AOS70,4744,850.269766,53%
191TGT104,7444,010.359349,00%
192SWK73,8543,660.318354,87%
193FI169,7043,600.414742,05%
194COR297,3243,460.401143,34%
195USB47,5742,550.232873,09%
196HSIC74,5342,440.205482,67%
197ARE79,3042,310.269562,80%
198PSX134,3942,290.398242,49%
199POOL311,3042,090.597028,20%
200SW48,0241,610.263263,24%
201NOW968,0941,591.174714,16%
202ICE181,8241,230.240568,57%
203INTU747,9040,850.754821,65%
204IP52,4140,500.249564,93%
205BALL58,4040,420.191284,54%
206ON59,5239,700.252862,81%
207NCLH23,1538,260.199476,75%
208CCI103,9738,220.222168,83%
209AVY184,6338,080.347843,80%
210EPAM177,7537,990.495730,66%
211SEDG27,5736,980.369740,01%
212CHRW100,8436,860.267455,13%
213CTVA74,8336,280.203171,46%
214RF24,8435,720.165486,38%
215DIS121,5634,860.255754,53%
216CRM263,9834,790.418233,28%
217BAC46,9734,520.197170,05%
218GM53,1534,400.219762,61%
219HPE21,2934,240.185773,75%
220BEN25,1433,820.147291,88%
221PEP136,0931,980.278745,90%
222JCI106,3331,790.177771,55%
223KEY18,4931,590.144587,44%
224L90,5031,490.181969,26%
225NOC513,8731,440.572821,95%
226UAL91,6730,900.350035,30%
227KR70,7130,290.289041,91%
228NWS34,4630,160.144883,32%
229BSX103,8629,610.237349,91%
230COO76,7028,940.223351,86%
231CZR31,5128,430.166468,35%
232TMUS228,1528,240.470224,03%
233BK93,6627,870.165867,25%
234PRU107,1527,330.199454,82%
235VMC270,7327,270.355930,65%
236MAS67,5027,220.222049,05%
237IVZ17,4027,060.125586,23%
238GLW52,2626,350.134778,24%
239EXPD119,2526,050.215448,37%
240AME181,4426,020.236743,96%
241SO93,2625,820.155766,33%
242ADM54,8925,790.205450,22%
243GEHC76,5025,310.192052,74%
244HES152,0425,120.318831,53%
245CAH162,1724,550.306832,01%
246EA151,3124,120.311830,93%
247CE62,3923,420.242738,59%
248TTWO235,3323,320.276533,73%
249DPZ469,9223,210.409722,66%
250MU123,1122,770.293131,07%
251NEM59,7822,020.192645,72%
252GPN81,2222,000.215140,90%
253AEP106,0421,380.144359,27%
254INTC23,8220,890.122268,36%
255NWSA29,6620,780.106777,94%
256GPC126,0220,360.264930,74%
257FTNT100,2020,050.210538,09%
258CVX154,1720,010.262330,51%
259HBAN17,5619,820.099579,68%
260KEYS164,8419,240.209836,69%
261WAT353,2819,030.336322,63%
262SYY77,4618,420.132155,77%
263AMTM24,0218,290.110965,99%
264IPG25,0018,080.104869,04%
265BWA35,8117,840.116861,11%
266A124,1717,300.198734,82%
267EW78,8017,050.148545,93%
268LNC34,2516,630.102464,98%
269EVRG69,4216,000.112556,88%
270PYPL75,7015,860.201931,42%
271OMC73,4415,400.168636,53%
272D58,1615,360.123149,91%
273BDX177,5014,690.224426,18%
274MOS35,9414,060.108152,03%
275MTCH33,6114,050.107052,51%
276ECL266,8014,050.280020,06%
277AAP59,6013,820.252221,91%
278F11,9113,740.072775,58%
279NU13,0313,730.081367,56%
280TECH54,4113,510.128642,02%
281FSLR165,0913,170.58099,07%
282QCOM159,0912,650.216923,34%
283WBD11,6512,630.061981,64%
284DAL56,7812,430.165530,04%
285APTV70,5812,390.161430,71%
286LIN470,3412,320.354113,92%
287LYB65,3212,070.175627,49%
288EIX51,2911,760.115640,71%
289SOLV75,8811,720.148931,48%
290NDSN223,1711,640.264317,62%
291AXON732,9911,510.72856,32%
292TRGP170,7411,400.204822,27%
293CSX33,5411,330.066767,91%
294AON359,0011,260.212321,22%
295ALK54,1811,210.146930,52%
296STZ172,1211,190.279216,03%
297GILD114,5411,020.169725,97%
298NRG151,3710,790.246317,52%
299LUV37,3510,090.126631,90%
300AKAM79,4410,060.084547,61%
301CSGP86,059,720.125431,00%
302UPS102,929,640.140527,43%
303KMX66,948,990.149524,06%
304PFE25,788,830.066952,77%
305WMT94,868,770.121428,90%
306LEN116,448,630.212316,26%
307DOC18,548,100.053660,45%
308STLD137,377,770.180717,21%
309LYV144,467,460.194315,35%
310SNA320,707,070.278010,17%
311HPQ25,737,070.067841,70%
312PARA12,776,970.043763,79%
313DG112,266,770.106325,48%
314FOXA56,736,720.078534,23%
315VICI33,646,650.049553,73%
316DUK118,176,080.087227,88%
317ORLY92,385,980.106722,43%
318AAL12,945,980.055243,37%
319FOX51,905,920.073032,45%
320KDP33,655,760.041156,08%
321AMCR9,835,720.034765,85%
322PANW192,075,650.183012,35%
323SHW351,835,000.32946,08%
324EG340,454,600.151712,12%
325RTX146,404,390.127913,75%
326LUMN4,513,770.024960,61%
327CMCSA35,423,690.047531,09%
328MRK84,023,650.089716,28%
329SBUX95,153,600.086416,68%
330EMN81,563,600.121411,86%
331BRO107,813,550.091515,51%
332XRAY16,623,350.039833,59%
333LNT62,603,230.051225,23%
334MDLZ67,163,200.063120,30%
335MDT89,402,990.072516,48%
336KMI27,792,820.041427,19%
337ZBH95,152,810.082813,60%
338DXCM85,462,810.101911,04%
339HUM232,182,700.17636,12%
340PNW91,342,560.053619,14%
341IEX185,422,400.14796,50%
342HST16,582,390.027634,66%
343MET78,372,330.057816,13%
344FAST43,562,330.049818,71%
345AFL102,282,310.067613,67%
346VTRS9,252,280.019247,60%
347TSN54,642,230.057915,43%
348HOLX66,852,050.041719,68%
349XOM114,931,960.09768,02%
350WBA11,561,700.009968,52%
351CL90,621,690.08388,05%
352WELL152,721,540.057610,68%
353KIM21,371,510.019331,40%
354PEG82,161,510.053511,27%
355GOOGL177,621,350.12504,33%
356AES12,411,250.038313,09%
357BIIB135,341,220.10894,48%
358SEE32,711,190.041511,50%
359TJX124,161,170.05258,95%
360JNJ157,691,170.08355,60%
361AMGN300,371,150.18852,44%
362GOOG178,700,880.10913,23%
363NWL5,910,880.016820,87%
364CI308,780,850.15132,25%
365FMC42,660,800.04057,92%
366CVS65,620,770.04407,01%
367BKR39,710,680.03009,05%
368DHR205,510,620.08372,97%
369GEN29,680,590.021910,79%
370EXC43,630,540.019611,02%
371KHC26,470,520.019810,40%
372CINF147,860,480.04234,53%
373HRL31,540,220.01525,78%
374ABBV195,000,190.05491,38%
375XEL68,450,190.02323,26%
376NEE74,640,180.03332,21%
377BBY73,720,180.04411,59%
378GL119,130,150.03461,76%
379CLX127,840,150.04671,28%
380PLTR142,500,140.05880,94%
381MCK714,540,130.08730,61%
382EXR148,820,120.03731,27%
383WST229,230,120.04940,94%
384VFC12,930,110.01323,26%
385AEE96,290,090.01592,20%
386T27,620,060.00872,79%
387HSY164,640,050.04270,51%
388CHD99,090,050.02141,01%
389DXC15,110,050.01101,78%
390FIS80,220,030.01080,95%
391KMB131,950,020.01850,40%
392BR238,590,020.01950,37%
393JKHY179,560,020.01310,55%
394LKQ39,210,020.01070,63%
395DECK104,950,020.02130,31%
396ABNB137,000,010.01990,26%
397ES66,110,010.01110,43%
398CMS70,550,000.00450,23%
399CNP36,220,000.00290,34%
400SLB36,650,000.00330,05%
401VZ42,030,000.00230,04%
402EOG121,730,000.00380,02%
403PPL34,330,000.00020,00%
404WRK51,510,000.0000100,00%
405DFS200,050,000.00000,00%
406CTLT63,480,000.0000100,00%
407FLT303,260,000.0000100,00%
408FISV114,230,000.0000100,00%
409CDAY69,520,000.0000100,00%
410FRC3,510,000.0000100,00%
411DISH5,770,000.0000100,00%
412PKI115,240,000.0000100,00%
413RE351,280,000.0000100,00%
414MRO28,550,000.0000100,00%
415ABC179,980,000.0000100,00%
416PEAK17,110,000.0000100,00%
417SIVB39,250,000.0000100,00%
418TYL559,90-0,00-0.00710,00%
419NI39,60-0,00-0.00110,03%
420CTSH76,73-0,00-0.00640,07%
421COP95,37-0,00-0.00800,06%
422ENPH42,97-0,00-0.01430,07%
423FE40,53-0,00-0.00290,47%
424MAA151,10-0,01-0.00970,23%
425ATO154,37-0,01-0.00990,27%
426CPAY335,68-0,01-0.04710,10%
427PLD108,41-0,02-0.01500,48%
428AWK142,68-0,02-0.01540,59%
429ETR82,12-0,03-0.01121,10%
430SRE74,91-0,04-0.01301,29%
431APA20,40-0,05-0.01521,23%
432ABT133,60-0,05-0.02240,92%
433OGN10,02-0,06-0.00435,11%
434AJG313,58-0,08-0.04120,79%
435MKC72,44-0,14-0.03061,78%
436EFX265,00-0,26-0.08811,17%
437RHI42,92-0,32-0.03423,78%
438KO69,77-0,33-0.03124,19%
439O56,93-0,33-0.01558,62%
440INCY70,34-0,37-0.03304,51%
441OXY45,85-0,43-0.04054,23%
442MO58,55-0,44-0.02636,62%
443INTR6,94-0,45-0.012913,85%
444LULU238,52-0,53-0.14901,42%
445VTR63,28-0,59-0.019212,22%
446CPRT47,99-0,62-0.03357,45%
447WMB57,78-0,65-0.05115,08%
448BAX29,70-0,80-0.029710,73%
449ROP549,80-0,86-0.14182,44%
450DVN33,96-0,89-0.04278,33%
451IFF76,62-1,04-0.06086,81%
452EQT54,52-1,12-0.07555,94%
453GDDY170,77-1,13-0.07276,22%
454K79,67-1,18-0.043310,87%
455WEC105,68-1,19-0.044210,78%
456ESS286,76-1,33-0.07107,47%
457HAL22,16-1,46-0.045312,87%
458V355,88-1,47-0.22432,63%
459DAY58,27-1,49-0.06868,68%
460PCG13,54-1,50-0.023225,93%
461UNH299,51-1,63-0.17173,79%
462CF95,76-1,78-0.12515,69%
463SBNY0,68-1,85-0.007795,62%
464DOW30,23-1,94-0.068011,44%
465OKE80,91-2,06-0.053715,39%
466ADP305,82-2,70-0.13887,77%
467PODD297,40-2,80-0.17986,23%
468TFX119,94-2,83-0.098611,48%
469ROST130,87-2,95-0.13648,66%
470TAP49,81-2,97-0.077615,29%
471ALL194,68-3,39-0.124210,91%
472WY26,18-3,50-0.043532,21%
473MA563,52-4,04-0.44263,65%
474PG158,49-4,44-0.099617,82%
475MCD298,39-4,48-0.21378,39%
476LH253,63-4,79-0.134014,28%
477REG69,27-5,04-0.068329,48%
478ROL55,62-5,25-0.052040,35%
479ACGL88,56-5,26-0.078826,69%
480UDR40,49-5,80-0.044951,68%
481EBAY77,22-7,17-0.108526,42%
482DRI212,88-7,43-0.193015,40%
483BG76,55-8,08-0.218114,83%
484AIG82,46-8,18-0.095434,31%
485BMY48,52-8,58-0.109231,42%
486MNST59,17-8,64-0.101034,19%
487HIG121,95-8,80-0.121628,95%
488DE519,21-9,08-0.312911,61%
489KVUE20,92-9,45-0.046281,73%
490IRM98,96-10,08-0.125832,05%
491GIS51,36-10,34-0.112836,65%
492FRT94,61-10,39-0.094543,98%
493CTRA25,10-10,71-0.078454,63%
494MMC214,71-12,84-0.167730,62%
495INVH32,39-13,34-0.073672,46%
496ED101,07-13,99-0.141739,47%
497PSA288,84-14,03-0.270020,78%
498ETSY58,16-14,13-0.221825,49%
499DTE133,66-15,81-0.149742,24%
500CB280,55-16,83-0.245227,46%
501CAG19,49-17,19-0.092974,07%
502WRB69,16-17,89-0.139651,28%
503COST970,17-20,80-0.557214,93%
504CPB30,49-21,43-0.118872,14%
505TRV255,99-21,84-0.297329,38%
506PM180,99-23,28-0.239238,93%
507LMT464,31-25,26-0.489420,65%
508CTAS216,56-28,25-0.252244,80%
509EQR67,08-29,50-0.158974,27%
510ZTS158,81-30,36-0.347434,96%
511VRSK302,90-34,22-0.340440,21%
512DGX171,45-34,28-0.276949,52%
513STE230,72-37,85-0.341544,33%
514BXP70,28-38,34-0.246362,26%
515LW51,38-41,23-0.196983,75%
516CPT113,41-43,87-0.224878,06%
517MKTX218,97-45,84-0.321457,05%
518FICO1.584,38-47,69-3.05146,25%
519DLR170,48-48,55-0.308362,99%
520AIZ189,93-49,04-0.342557,26%
521PAYX145,31-59,95-0.471650,85%
522AVB202,70-61,46-0.318877,10%
523FANG143,03-61,55-0.522847,09%
524ERIE351,40-84,16-0.674849,89%
525PGR249,38-84,77-0.612955,32%
526ACN288,36-93,77-0.897141,81%
527IT387,78-93,99-0.767049,02%
528RSG240,09-96,20-0.530272,58%
529PAYC229,36-108,03-0.880049,11%
530WM225,65-111,19-0.550380,82%
531TSLA309,87-116,91-1.210138,64%
532LLY790,65-117,67-1.304436,08%
533GWW1.047,87-125,51-1.528132,86%
534ADBE371,43-171,81-1.345251,09%
535FTV53,06-197,96-1.102271,84%
536CNC32,53-202,07-1.221966,15%
537ELV345,86-232,61-1.731453,74%
538TPL1.051,03-359,59-2.502457,48%
539MOH228,58-490,12-3.249060,34%
540EQIX758,89-1.514,52-7.680078,88%
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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