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
1$SPX6.279,352.303,4912.529673,54%
2NVR7.623,241.830,2719.454937,63%
3GS723,681.356,615.875692,36%
4KLAC924,58903,644.929073,33%
5URI792,50733,654.162070,51%
6BLK1.082,16725,594.420265,66%
7BRK.B412,05705,562.840099,38%
8NFLX1.297,18665,074.503459,07%
9JBL226,01648,662.780693,31%
10ORCL237,32573,272.770682,76%
11FICO1.855,38567,904.787847,45%
12TDG1.522,98534,613.925054,48%
13RCL334,48523,823.012569,55%
14BKNG5.716,80522,8810.717019,52%
15CAT397,86478,932.214086,53%
16CRWD514,10457,592.151185,09%
17JPM296,00374,081.589994,11%
18MPWR758,64372,762.862052,10%
19ETN362,22372,441.772384,06%
20MSFT498,84354,861.551991,46%
21GEV517,04347,361.955271,07%
22PH719,15328,222.398354,74%
23BIO251,56325,191.394393,29%
24NTRS131,70286,201.282689,26%
25REGN547,36284,571.921459,24%
26WHR109,93269,801.202189,78%
27HII252,08261,901.196487,56%
28META719,01259,811.781358,34%
29PWR386,51259,801.367376,00%
30AMD137,91254,101.279779,43%
31AXP328,13253,861.487368,28%
32VST192,20249,871.214882,27%
33HUBB414,84249,161.260979,04%
34IBM291,98246,351.184683,18%
35STX149,44240,471.129685,15%
36COF220,91238,141.211778,61%
37AMAT191,05234,201.120183,64%
38AMP543,30232,001.489962,28%
39ZBRA323,73227,341.378165,99%
40GNRC152,37221,431.210573,17%
41EL88,72218,490.965790,50%
42TXN216,02206,831.003482,45%
43GD294,76205,170.968484,74%
44SNPS548,74200,612.106638,09%
45ADI245,68200,301.012279,15%
46BF.B49,12194,320.780099,65%
47ILMN100,80186,390.791794,17%
48LDOS164,56185,770.866085,81%
49NVDA159,34184,670.894982,54%
50MTB202,58182,820.982274,45%
51WYNN105,63180,890.922078,48%
52NUE137,87170,090.836881,30%
53AVGO275,18167,931.156858,07%
54HLT273,42164,751.064661,90%
55EMR139,76161,800.711990,91%
56CEG311,88161,741.108058,39%
57PNC196,57158,470.920868,84%
58FDS447,94154,961.110655,81%
59IDXX547,01154,941.000561,95%
60CBRE143,18151,870.682589,01%
61DELL125,22144,370.687184,04%
62MS144,14144,310.686884,04%
63ADSK316,67140,920.835667,46%
64ROK347,07138,040.957057,70%
65STT110,31136,660.651283,95%
66WDC66,08134,730.565095,39%
67LRCX98,81134,040.603288,88%
68MU122,29133,910.799367,01%
69RJF160,00133,410.620885,96%
70NSC262,50132,220.633383,52%
71KKR138,60132,180.735371,90%
72SYF70,16121,290.534790,73%
73BX155,13117,950.758362,22%
74FDX241,23117,810.774560,85%
75TPR90,20116,280.512190,82%
76MPC176,05115,870.628973,70%
77MSCI587,74113,701.289835,26%
78HAS77,64113,500.538984,25%
79C88,72111,790.545382,00%
80UNP236,28110,190.645768,26%
81ALGN196,82108,620.721160,25%
82EA155,37107,780.560576,91%
83NXPI232,10104,590.780553,60%
84CI319,75101,990.741155,05%
85HUM239,68101,220.667360,67%
86CBOE231,37100,960.503580,21%
87MAR280,0398,740.803349,17%
88CAH164,9398,230.594766,07%
89ANSS367,4891,580.881441,56%
90VLO144,5991,400.601360,80%
91TTWO240,1189,340.506070,62%
92DIS124,0087,450.440079,51%
93TER93,0685,490.444576,93%
94MELI2.514,0685,403.49199,78%
95DLTR101,9185,070.437877,72%
96ALLE148,1281,730.502865,02%
97CHTR416,9778,801.065129,60%
98AMT221,7576,080.444968,40%
99BLDR127,2275,530.634747,60%
100DHI131,9074,900.498560,10%
101SYK395,2874,810.740040,44%
102APH99,4673,540.344285,47%
103UBER93,6372,610.458563,34%
104RVTY101,3172,540.379376,50%
105JBHT152,8871,040.512455,46%
106NKE76,3969,800.598346,66%
107CDNS326,8169,690.790635,26%
108IQV164,2469,470.500355,54%
109TEL174,2968,700.427664,26%
110WFC83,6066,640.408165,32%
111SBAC233,9366,420.450858,93%
112LYV149,2866,350.423762,64%
113TXT82,2365,440.311883,94%
114RMD256,9664,720.359871,95%
115MCHP73,0664,470.333577,33%
116ADM55,3164,130.356871,91%
117CRL157,1263,790.475953,61%
118SPGI529,6163,370.795831,85%
119QRVO88,7862,590.378066,24%
120CFG47,7262,250.316378,71%
121BBWI33,1461,950.314878,72%
122TRGP173,5261,020.449854,26%
123MMM152,9460,870.439555,39%
124HSY176,4758,230.464250,18%
125VRSN286,3257,420.401957,14%
126TDY517,9656,750.782629,00%
127FI175,5556,090.455449,27%
128TRMB78,8855,670.307372,47%
129TMO429,3355,620.851926,12%
130J132,6255,010.291575,49%
131SMCI48,5654,470.332465,54%
132CMG57,0754,430.297373,23%
133NDAQ90,0753,820.247586,98%
134AMZN223,4152,930.478744,23%
135COR296,2352,730.445647,34%
136ZION55,5052,710.312567,48%
137LVS48,2252,110.303468,69%
138CSCO69,3751,880.251382,59%
139BALL58,7350,620.225589,77%
140DOV188,6350,450.427847,18%
141MCO505,0650,320.819724,55%
142QCOM162,2149,590.424846,70%
143PSX127,2949,390.431945,74%
144CTVA77,1248,990.236782,78%
145NEM59,9048,930.294266,52%
146CCL29,9648,170.285367,54%
147HWM181,0647,780.444243,02%
148PHM109,3647,010.371550,61%
149INTU780,6446,340.697526,57%
150LHX255,7345,720.405045,15%
151BAC48,9345,510.219682,92%
152SWKS78,7745,460.291562,38%
153KR69,8345,340.341053,19%
154ICE183,1145,130.258269,91%
155TFC45,5444,320.254969,56%
156MGM37,6043,870.234374,90%
157PNR106,8743,790.343750,97%
158HON240,4043,740.524433,36%
159HSIC74,6743,360.207683,55%
160DVA142,5641,190.311952,82%
161WAB214,3739,560.397239,84%
162AAPL213,5539,440.452034,90%
163AXON795,4839,320.926116,98%
164FITB43,4039,090.217471,92%
165SCHW91,4837,050.179782,49%
166PFG81,0037,000.216968,23%
167MSI424,8435,960.517827,78%
168TGT104,0635,930.330643,47%
169ARE76,9235,230.234660,05%
170EOG123,1534,260.374236,62%
171BEN24,8833,800.147091,95%
172TSCO54,6333,540.182473,53%
173OTIS99,5133,500.208764,21%
174CVS67,4433,420.209663,80%
175ON56,6033,140.212862,31%
176EVRG70,1932,810.179972,94%
177L92,3932,750.183871,29%
178JNPR39,9632,690.198765,80%
179CZR29,7132,570.178173,17%
180PRU109,0831,940.215159,41%
181MHK110,8430,940.346735,69%
182ITW258,5030,560.420429,08%
183BSX104,3230,020.241249,78%
184EXPD118,3829,940.229252,25%
185TROW100,1529,710.259645,77%
186NWS34,3929,640.144282,25%
187YUM150,0029,020.332834,88%
188APD291,8428,450.414627,45%
189RF24,8028,050.143178,40%
190CCI102,9227,950.192658,06%
191CVX148,3727,890.310035,99%
192LH261,8927,740.291338,09%
193UPS104,1327,740.223749,61%
194KEYS167,0527,550.241445,65%
195SO91,5127,540.158269,63%
196PANW201,8227,520.281439,12%
197TT437,3927,230.430325,32%
198GM52,8926,380.189355,75%
199FCX45,8025,690.188354,57%
200MTD1.209,0825,191.01029,97%
201GEHC76,0724,170.186551,85%
202NWSA29,7423,850.114683,26%
203AME184,1923,800.227841,78%
204RTX145,7522,650.259734,88%
205ANET102,5222,440.341026,32%
206CMA63,7822,350.229139,03%
207FOX51,7722,170.122972,15%
208HES144,0322,120.279131,71%
209XYL132,2821,930.217540,33%
210INTC22,4921,740.120572,17%
211AKAM79,4821,710.133065,28%
212CARR75,6621,360.177848,04%
213JCI106,7121,350.146058,47%
214IPG25,3821,260.113574,91%
215FOXA56,2520,560.120768,14%
216ODFL171,0320,200.331224,39%
217NTAP107,2620,190.186643,27%
218IVZ16,7319,690.099679,07%
219XOM112,2019,660.279828,10%
220PPG118,2819,620.273228,72%
221PCAR97,6619,600.216736,18%
222KEY18,4619,420.109271,10%
223HPE21,3419,150.138455,37%
224GLW53,0418,980.115365,82%
225KMX70,6118,870.195338,63%
226A121,3818,530.200137,04%
227VLTO103,7518,520.194338,12%
228TECH53,1418,510.149249,65%
229SYY77,1918,270.134754,25%
230APTV72,5618,180.191238,05%
231BK92,4317,940.129755,32%
232USB47,9317,430.153545,44%
233NU13,6016,800.088975,60%
234MDLZ68,9916,780.115358,23%
235WBD11,2216,500.077385,44%
236AFL104,5716,460.128751,19%
237BWA35,3216,290.109959,26%
238GPN81,8516,280.192633,82%
239TYL590,0415,500.409715,13%
240IR86,9815,480.178134,77%
241DD73,7215,370.184933,25%
242NRG158,3914,730.260922,58%
243SWK71,1014,550.185831,32%
244PEG81,1714,300.129344,24%
245ALB67,2114,200.228524,87%
246NOC504,2014,180.409513,85%
247AOS67,9214,100.147138,34%
248SBUX94,4413,940.174032,06%
249LNC34,7813,710.093758,54%
250AMTM24,2113,590.099154,89%
251CDW182,1313,480.269919,97%
252SEDG27,5413,320.232822,89%
253MCK719,3012,990.420512,36%
254BG78,4412,970.268919,29%
255NCLH21,9812,390.114643,22%
256SW48,0312,300.151032,58%
257ULTA477,7912,280.361113,61%
258CSGP82,1211,430.126236,20%
259CSX33,6011,290.066867,58%
260CME276,7011,110.213320,84%
261PTC175,9811,020.194622,65%
262VICI33,4310,980.066965,64%
263SPG166,7410,500.204020,59%
264HBAN17,5410,220.071057,57%
265AEP103,8610,170.094043,25%
266UNH308,5510,080.331012,19%
267F11,8110,080.059867,44%
268RL279,819,960.280214,23%
269SOLV78,509,910.139128,49%
270GL121,209,770.129030,28%
271DG114,119,530.110634,46%
272MET80,669,080.089540,58%
273PARA12,909,040.049473,23%
274CMI331,838,870.293612,09%
275GRMN214,778,390.265312,66%
276PFE25,387,960.063650,05%
277PLTR134,377,950.282011,27%
278CE60,887,910.150621,01%
279MAS66,387,910.133923,63%
280LYB62,017,870.138022,81%
281OMC74,717,830.128124,45%
282ECL274,097,790.225313,83%
283PEP135,387,580.156319,40%
284CRM272,157,350.252611,64%
285FFIV300,137,000.215013,02%
286DUK117,316,670.089129,95%
287MRNA30,496,270.108323,16%
288CMCSA35,996,230.059042,25%
289DHR203,206,190.197212,55%
290MOS37,285,730.078329,26%
291HCA376,585,640.25138,98%
292MKC75,165,570.098322,66%
293KDP33,795,530.039655,86%
294IP50,435,450.100721,65%
295KMI28,415,150.051040,41%
296FTNT105,665,120.107619,03%
297TSN57,365,090.075227,08%
298NOW1.044,695,050.54883,68%
299COP93,684,570.159511,47%
300O57,684,490.055332,46%
301HOLX64,784,170.055929,82%
302DOC18,224,140.037544,17%
303LUMN4,604,010.026161,50%
304PYPL76,593,960.121213,08%
305GOOGL179,533,770.18548,12%
306DGX176,923,440.112312,27%
307VTRS9,323,350.024454,92%
308BDX176,163,180.126810,04%
309CHRW98,032,720.095011,46%
310COO73,302,650.083512,71%
311WAT350,222,630.17486,01%
312D56,862,240.058515,30%
313NDSN222,782,220.14506,12%
314GOOG180,552,200.15515,68%
315MRK80,942,120.068212,41%
316AVY183,241,980.11586,84%
317NI39,561,960.031325,07%
318AMCR9,641,940.019140,63%
319BKR39,641,870.045516,45%
320T28,361,860.028725,91%
321HD371,681,840.22853,21%
322MLM557,891,830.20393,59%
323EQT55,311,810.08668,35%
324TSLA315,361,760.30632,29%
325KIM21,621,740.020234,44%
326VRTX459,621,710.17503,91%
327WBA11,471,490.009066,33%
328PKG202,291,360.15733,45%
329EPAM182,831,300.15053,45%
330FIS81,771,280.038613,28%
331ABT134,441,190.06397,44%
332WTW306,641,130.12523,60%
333FSLR185,030,970.23821,64%
334DRI220,270,850.08883,84%
335LEN110,120,770.08663,54%
336GEN30,490,760.023812,82%
337ESS284,200,720.07393,91%
338OGN9,970,710.014819,18%
339MTCH32,540,610.03227,64%
340WMT98,360,580.04884,75%
341FAST43,130,570.02927,85%
342HST16,210,560.015214,69%
343PNW90,420,440.02746,48%
344GE246,880,440.12131,45%
345HPQ26,000,420.02466,81%
346BRO108,700,400.04763,39%
347WELL152,780,390.03834,06%
348XRAY16,680,380.01798,40%
349FMC44,230,340.03124,36%
350EXC43,130,320.01647,84%
351LNT61,530,280.01855,96%
352UHS184,530,270.10291,06%
353INTR7,050,260.01139,15%
354EW76,800,220.03442,52%
355ATO152,280,180.02952,42%
356LOW228,310,180.08090,88%
357SLB35,650,120.02341,97%
358MDT88,390,110.02242,03%
359ZBH93,670,060.02111,22%
360EIX52,550,050.02290,84%
361NWL5,840,050.00593,23%
362WMB58,640,050.01930,98%
363BAX31,010,040.01001,44%
364AAL11,690,020.00681,07%
365LUV34,080,010.01100,50%
366CL92,780,010.01290,23%
367AES11,520,010.00500,53%
368DAL50,860,000.00820,17%
369NEE73,880,000.00680,11%
370BA215,920,000.01080,01%
371LIN475,580,000.00770,01%
372APA19,530,000.00010,00%
373DXC16,240,000.00010,00%
374CTLT63,480,000.0000100,00%
375ABC179,980,000.0000100,00%
376SIVB39,250,000.0000100,00%
377DISH5,770,000.0000100,00%
378PKI115,240,000.0000100,00%
379FRC3,510,000.0000100,00%
380WRK51,510,000.0000100,00%
381FLT303,260,000.0000100,00%
382MRO28,550,000.0000100,00%
383RE351,280,000.0000100,00%
384PEAK17,110,000.0000100,00%
385DFS200,050,000.00000,00%
386CDAY69,520,000.0000100,00%
387FISV114,230,000.0000100,00%
388AWK140,06-0,00-0.00190,01%
389ISRG544,47-0,00-0.01160,00%
390ETR81,92-0,00-0.00290,08%
391HAL21,52-0,00-0.00390,07%
392EXR152,88-0,00-0.00830,06%
393EXPE176,48-0,00-0.01910,07%
394CMS70,47-0,00-0.00530,34%
395OKE82,14-0,01-0.00790,35%
396GPC127,41-0,01-0.01840,15%
397TMUS240,75-0,01-0.03370,09%
398ROP573,00-0,01-0.02670,12%
399GILD111,75-0,01-0.01430,22%
400DVN33,23-0,01-0.00970,37%
401WST222,26-0,01-0.02180,16%
402IRM100,68-0,01-0.01080,34%
403INCY68,45-0,01-0.01010,44%
404OXY43,80-0,01-0.01300,39%
405AEE96,02-0,02-0.01010,87%
406UAL82,36-0,03-0.02970,38%
407CTRA25,22-0,03-0.01091,11%
408CF94,65-0,04-0.03640,44%
409MO59,65-0,04-0.01061,68%
410KHC26,66-0,05-0.00972,15%
411DE520,97-0,06-0.05780,40%
412SEE32,46-0,06-0.01561,59%
413JNJ156,01-0,08-0.03281,03%
414DXCM82,93-0,09-0.03401,05%
415VZ43,55-0,10-0.01752,27%
416ALK51,05-0,11-0.03091,45%
417JKHY181,32-0,11-0.02531,78%
418XEL68,19-0,12-0.02052,30%
419MNST63,08-0,27-0.01816,00%
420SRE75,12-0,28-0.02654,16%
421POOL302,02-0,31-0.11321,09%
422PPL33,81-0,33-0.012710,50%
423VMC266,24-0,34-0.07351,83%
424VTR62,93-0,35-0.01668,50%
425AMGN298,24-0,43-0.12831,35%
426CNP35,94-0,47-0.01909,94%
427CTSH80,98-0,52-0.04794,30%
428AZO3.769,26-0,59-0.65160,36%
429ORLY91,33-0,64-0.04525,67%
430KO71,35-0,79-0.04227,50%
431HRL30,47-0,86-0.021116,25%
432CPAY339,10-0,87-0.20361,71%
433VFC12,58-1,24-0.030716,19%
434FE39,89-1,36-0.025021,78%
435ABBV189,28-1,39-0.09725,71%
436LLY780,67-1,41-0.31841,77%
437SBNY0,73-1,48-0.006591,06%
438CINF148,59-1,57-0.07668,18%
439REG70,80-1,57-0.040815,41%
440EMN79,57-1,74-0.09177,59%
441BR242,13-1,80-0.10536,83%
442INVH32,62-1,89-0.032423,30%
443WY26,43-2,08-0.035823,25%
444FRT95,80-2,10-0.054515,42%
445SNA321,63-2,26-0.19674,60%
446ENPH42,57-2,48-0.13957,10%
447BBY72,10-2,63-0.10679,88%
448STLD133,24-2,68-0.11229,55%
449CPRT49,32-3,49-0.065221,38%
450STZ172,32-3,51-0.20296,92%
451UDR40,80-3,53-0.037337,79%
452PLD108,02-3,79-0.094016,13%
453AIG83,18-4,04-0.073821,87%
454ES64,55-4,28-0.079721,46%
455BIIB132,87-4,57-0.162911,21%
456SJM104,08-4,70-0.24877,56%
457FANG140,90-4,84-0.22888,46%
458EG337,48-4,96-0.182710,86%
459SHW354,00-5,13-0.36425,63%
460TJX125,86-5,17-0.112518,40%
461LKQ38,68-5,42-0.078827,49%
462GDDY177,32-5,58-0.126717,62%
463IEX181,25-5,67-0.188312,04%
464PM178,88-6,41-0.147017,45%
465PODD301,05-6,46-0.26319,82%
466WEC104,34-6,52-0.078833,08%
467WRB71,49-6,73-0.079833,76%
468DOW28,46-6,78-0.098827,45%
469MAA150,47-6,97-0.107525,92%
470KVUE21,05-7,07-0.039871,12%
471HIG124,99-7,17-0.111425,73%
472CHD98,41-7,43-0.115525,73%
473PCG13,91-7,43-0.068343,52%
474ABNB136,49-8,02-0.184017,42%
475DECK106,20-8,16-0.194716,76%
476ROL56,44-8,34-0.068149,03%
477AVB202,57-8,55-0.151722,55%
478AAP51,62-9,40-0.157823,83%
479AJG318,11-9,56-0.289713,20%
480RHI42,85-10,39-0.121934,10%
481TFX119,90-10,71-0.162126,43%
482IFF76,33-11,75-0.143332,79%
483GIS53,15-12,57-0.123940,58%
484BMY46,92-12,85-0.124641,27%
485DTE131,94-13,24-0.133339,72%
486PG160,84-14,07-0.171632,81%
487K80,00-14,97-0.129546,23%
488KMB132,12-15,78-0.222028,44%
489AON354,76-15,98-0.396516,12%
490STE237,55-16,96-0.212931,86%
491CAG20,99-17,03-0.089676,06%
492ED100,31-17,24-0.152145,34%
493TRV264,13-18,46-0.276126,75%
494EQR66,88-18,92-0.130158,16%
495MKTX216,73-19,00-0.235832,22%
496EBAY76,36-20,96-0.167650,02%
497ACGL89,19-20,96-0.183245,75%
498DPZ452,18-22,40-0.436120,54%
499CB283,80-23,91-0.298432,06%
500CLX124,84-27,02-0.289637,31%
501ALL198,00-27,05-0.346131,27%
502DLR172,60-28,91-0.241047,99%
503TAP49,44-29,95-0.201959,35%
504DAY57,27-31,22-0.207760,13%
505PSA296,32-31,71-0.395432,08%
506CPB31,25-32,09-0.161479,52%
507EFX261,81-34,74-0.472129,43%
508LW52,47-35,31-0.175780,37%
509CPT114,01-35,35-0.206768,43%
510CTAS219,36-36,27-0.298548,60%
511AIZ193,47-42,84-0.323353,00%
512BXP68,83-45,21-0.265168,20%
513MMC215,08-61,06-0.516747,27%
514V358,86-61,92-0.859328,82%
515CNC33,31-62,99-0.668337,70%
516VRSK304,06-87,29-0.604057,80%
517ROST131,56-87,63-0.630055,64%
518ADP309,20-91,79-0.761248,23%
519ZTS159,18-91,81-0.592661,97%
520RSG241,14-92,55-0.520171,18%
521PGR261,67-93,82-0.703153,38%
522ELV347,84-97,52-1.124534,69%
523ETSY54,37-100,85-0.549773,38%
524MCD294,08-103,37-0.799051,75%
525WM227,10-110,61-0.554679,77%
526MOH239,58-111,13-1.540328,86%
527LMT462,52-116,29-0.937749,61%
528MA569,24-117,57-1.518530,97%
529FTV53,05-123,45-0.859157,48%
530PAYX147,13-124,94-0.709670,43%
531ACN304,78-136,19-1.042852,24%
532COST987,02-153,33-1.578538,85%
533ERIE346,94-170,59-1.009967,57%
534IT400,28-178,06-1.129163,08%
535LULU247,68-206,64-2.449533,74%
536ADBE379,31-299,33-1.847664,80%
537TPL1.075,97-304,68-2.281453,42%
538PAYC233,07-341,36-1.746678,18%
539GWW1.050,49-383,20-2.559359,89%
540EQIX787,00-1.259,42-6.897073,04%
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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