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
1LITE911,113.662,7425.502057,45%
2REGN803,611.744,658.051186,68%
3ZBRA375,391.498,927.131384,08%
4MTD1.414,491.444,647.443077,64%
5MSFT495,761.306,096.683178,17%
6VRT294,051.148,045.314086,42%
7PH1.053,141.103,435.807576,00%
8BLK1.174,571.040,585.520175,40%
9LMT607,84900,194.620977,92%
10GRMN311,50851,514.189681,30%
11AXON616,98777,965.140260,54%
12EXPE331,57742,783.421586,84%
13MSI467,83729,353.333187,53%
14URI1.155,20713,195.385252,97%
15VEEV246,16696,013.900071,39%
16NOC583,92689,823.072589,81%
17TMO592,98682,083.409980,01%
18HII325,58669,303.229382,90%
19INTU346,96646,773.009685,96%
20AMGN414,01637,612.821790,38%
21MRVL219,19636,913.113081,84%
22EME843,69620,174.753852,18%
23CRL278,19614,383.093979,43%
24WTW332,37599,983.035579,06%
25ULTA512,51577,303.458166,78%
26IT181,08573,782.874079,86%
27CPAY418,67562,652.556888,02%
28WDAY199,97560,432.775380,77%
29DELL494,33549,683.919556,10%
30TDY676,13549,142.869876,54%
31NTAP207,95532,572.234895,32%
32LH319,07509,912.323087,80%
33FDXF149,99502,272.976067,51%
34AMP569,43485,382.186488,80%
35WAT412,42477,032.388979,87%
36ADSK252,72473,142.325681,38%
37NUE270,81471,972.204185,65%
38ACN176,81467,172.136887,45%
39ETN453,39457,203.159857,88%
40ROP399,17445,092.566169,38%
41ERIE256,34441,212.155381,88%
42TER403,71436,763.166655,17%
43LDOS142,62432,021.928289,62%
44JBL360,89430,062.674564,32%
45ADBE265,15403,262.226272,46%
46PLTR176,10394,032.534862,18%
47BKNG213,63385,391.891981,48%
48SHW358,40373,432.262066,04%
49HCA405,82363,532.062670,50%
50PTC151,18348,831.720381,11%
51ABNB184,73345,362.007268,82%
52IQV237,37344,142.035167,64%
53DASH217,55337,331.822874,02%
54BDX183,30334,671.498189,36%
55CRM196,85329,471.681278,39%
56ALLE164,40324,661.590981,63%
57STLD258,27321,031.609879,77%
58EMR163,01317,951.374792,52%
59RMD225,01317,911.589580,00%
60ANET199,58309,201.724471,72%
61CHTR155,01309,081.537980,39%
62IBM235,25297,771.482780,33%
63RTX221,96297,371.513678,59%
64MCK864,74285,582.627343,48%
65DRI224,90284,931.394981,71%
66DGX235,67284,101.569972,39%
67FDS284,25284,021.715366,23%
68NOW125,24277,921.414478,60%
69ORCL151,19271,161.604667,60%
70DPZ348,34269,511.848358,33%
71BR170,40267,301.301882,13%
72AVY177,47260,251.206586,28%
73NDSN308,45258,791.213785,29%
74PKG255,64256,451.415072,50%
75UHS170,20255,841.234582,90%
76NEM117,78254,431.340775,91%
77WSM242,20245,731.363172,11%
78AVGO389,16243,691.933950,40%
79STE233,39243,091.307274,39%
80AME255,62238,481.132884,21%
81ADP272,59237,801.355970,15%
82GD395,14236,711.248875,82%
83KEYS356,70235,291.746653,89%
84ARES144,02233,151.191978,24%
85EQIX1.098,89226,972.217140,95%
86VRTX507,23222,121.840248,28%
87PANW384,69221,152.283638,74%
88MMM183,62220,341.099880,14%
89PWR687,78217,492.693932,29%
90BA230,44211,981.315264,47%
91BX144,87202,661.042077,80%
92MA569,49201,331.566451,41%
93FLEX124,29200,411.107072,42%
94HUBB510,32197,881.673747,29%
95CME270,67195,811.138768,78%
96CTSH59,13194,510.881588,26%
97JPM363,05193,630.983078,79%
98APO141,52189,391.008175,15%
99TGT154,83184,320.860385,70%
100WAB299,98182,781.549847,18%
101SWK101,94180,010.838585,87%
102J144,02178,910.860783,14%
103DLR200,12169,831.033665,72%
104ITW290,06169,211.044464,80%
105BNY162,84166,390.875076,06%
106IEX238,78165,750.851477,87%
107DXCM89,70165,370.900173,49%
108COF227,13164,560.955368,90%
109A148,84164,160.787583,39%
110SYK339,94160,771.297049,58%
111FSLR225,27155,751.525740,84%
112ISRG397,81151,391.903931,81%
113GE365,51150,941.214149,73%
114ROST244,91148,271.009958,73%
115AMZN263,65147,691.623336,39%
116CRWD218,87146,401.455440,23%
117RJF181,30144,160.692783,25%
118GPC134,26137,830.716676,93%
119TEL216,84133,630.787967,84%
120JCI153,27132,650.711974,53%
121ABT111,40132,580.669479,22%
122RCL306,27131,711.381538,14%
123VRSN286,81131,161.110947,22%
124APH167,16130,830.927856,40%
125HPE59,34122,270.623878,40%
126HSY184,60120,190.658073,07%
127HAS96,46115,410.647171,34%
128GEHC73,77114,440.605875,57%
129SWKS68,82113,130.549682,34%
130HONA166,31111,711.032043,30%
131VLO339,61108,771.152937,74%
132GPN92,79108,510.587573,88%
133PSX231,47107,990.936446,13%
134STX976,97105,573.094813,64%
135MPC352,64105,131.364030,83%
136CLX104,93103,930.593770,02%
137CEG283,61103,790.915845,33%
138ICE154,39103,570.646264,11%
139KKR113,78102,110.643063,52%
140BSX52,09101,470.438592,56%
141MPWR1.381,85100,892.611715,45%
142BKR64,5098,920.440189,90%
143PAYX122,2996,840.526973,51%
144COST961,2095,521.159432,95%
145DD145,8192,660.481576,99%
146SCHW110,9591,940.427186,11%
147ZBH100,2490,710.469377,31%
148MDT91,7390,590.431184,05%
149IFF83,8489,790.497172,24%
150NVDA225,3587,890.934637,62%
151AZO3.036,6886,832.812912,35%
152COR311,3385,280.825741,31%
153FOXA68,5583,750.447374,89%
154FCX66,8283,350.474070,34%
155RL390,3182,870.845839,19%
156SMCI40,2182,180.513863,97%
157TKO201,4581,930.628052,18%
158LOW218,0581,660.655149,87%
159ECHO91,1380,480.766042,03%
160ELV401,4480,470.833338,63%
161ALL260,8180,370.844238,08%
162CBRE152,1179,910.557457,35%
163XOM160,8479,610.519961,25%
164CAH232,6178,030.558455,90%
165GM86,8477,700.533358,27%
166FAST51,0077,230.356386,69%
167ORLY91,3576,100.403575,44%
168UAL125,0674,410.561752,99%
169SYF80,6974,370.369280,58%
170MRSH188,2974,000.627547,17%
171ALB136,5473,520.647145,45%
172ECL276,4073,000.685142,62%
173COP126,9671,090.489858,05%
174APD308,7470,750.563850,20%
175HPQ30,1170,130.313989,35%
176DIS106,4268,940.445661,88%
177FOX61,0067,290.373672,05%
178WYNN102,3266,740.363673,42%
179EXE94,9765,760.385568,22%
180FDX334,8762,300.730934,10%
181RVTY116,9462,230.362368,70%
182TSCO35,7862,050.302482,07%
183EW92,0562,030.397862,38%
184PSA326,0760,030.571442,03%
185IDXX550,8758,371.088321,45%
186BAX26,6958,030.310774,69%
187AIZ282,5957,730.628436,74%
188SNPS422,7057,551.153419,96%
189EL86,7655,340.306672,20%
190COO76,3554,340.291674,55%
191DAL89,4753,400.364458,61%
192SLB53,7452,350.295470,90%
193CSCO111,7550,630.441445,88%
194CIEN426,2650,101.422914,08%
195SOLV89,0748,710.402948,36%
196LULU119,6248,360.438144,16%
197PRU124,9548,110.299164,34%
198CASY853,0747,902.10909,09%
199TRMB56,9347,290.335456,40%
200DE610,8745,990.903520,36%
201MCD273,5345,320.416243,56%
202NFLX77,8944,950.323155,65%
203LLY1.184,4144,941.552711,58%
204VLTO97,6244,160.306157,70%
205CHD100,7143,520.287660,52%
206APA40,6043,400.260266,71%
207LYV188,5242,930.356548,18%
208C139,0641,990.326151,51%
209MET97,6440,910.244067,07%
210CVX200,9740,820.431137,87%
211PYPL60,0140,560.202180,29%
212BMY64,2740,330.240467,11%
213HD339,3138,740.623724,85%
214VZ48,4337,560.215369,78%
215MRK135,3137,250.302649,24%
216NDAQ97,0736,790.239861,35%
217CBOE295,8236,770.669221,98%
218KO87,6635,310.273551,63%
219TRV370,8434,560.880115,71%
220SW49,1634,390.262252,45%
221BIIB210,1032,850.358036,70%
222BAC64,4632,460.160281,04%
223CVNA75,9332,250.387233,31%
224AMCR46,1331,050.192064,68%
225JNJ261,1529,900.428127,94%
226TYL328,9129,580.762715,51%
227GEN28,8329,060.158673,29%
228PNR65,7328,310.245846,07%
229TDG1.241,3628,061.25958,91%
230EQT54,6925,840.194153,25%
231HWM287,3025,140.430223,38%
232DHR203,4125,070.506319,80%
233PHM130,3724,710.273936,09%
234SJM120,6824,680.314931,35%
235CDW139,5423,820.462720,59%
236V365,3723,680.391924,17%
237AOS62,2123,380.185150,53%
238OMC87,4922,260.258434,46%
239DLTR130,5121,670.273631,67%
240CMCSA26,2720,920.133262,83%
241EFX182,4620,680.372722,20%
242IP40,6820,030.211837,83%
243TTWO247,2519,770.411019,25%
244PCAR130,7119,620.281627,88%
245HSIC90,1519,180.184941,51%
246HON233,8419,170.489715,66%
247PFE26,8718,550.103371,83%
248AMT175,7218,440.290425,40%
249BRO71,0218,350.208035,30%
250T24,8317,590.114961,21%
251CSGP32,4617,380.145647,77%
252LYB63,8616,990.168340,40%
253IR83,5316,750.220430,41%
254STT191,1215,920.237026,88%
255MDLZ63,7315,860.141344,91%
256CCL28,2815,800.125450,40%
257IVZ32,5214,930.120349,66%
258SYY83,4614,760.140841,93%
259JKHY153,5914,340.245923,33%
260UBER76,1314,320.233324,56%
261FISV54,2514,300.161835,35%
262CPRT31,5814,190.123845,87%
263PFG114,4512,200.175827,75%
264LEN86,7112,130.161830,00%
265OXY58,5612,010.144033,36%
266TPR128,8711,370.46519,78%
267MKC54,659,820.107036,70%
268INCY120,159,460.216117,51%
269TAP42,579,420.085843,90%
270GILD138,168,920.173920,51%
271MTB254,438,910.165421,56%
272PEP140,908,780.161221,80%
273NTRS191,458,250.234114,10%
274FTNT161,667,910.260412,16%
275WY24,646,960.068440,72%
276USB65,286,680.066839,98%
277STZ138,076,250.143617,41%
278CFG74,636,130.084029,22%
279FFIV409,296,000.37096,48%
280NWS33,105,830.079329,43%
281AWK135,815,820.127018,31%
282SBUX108,095,510.112419,61%
283PNC256,405,470.139315,71%
284PGR210,765,030.20149,99%
285EXPD186,884,770.23628,08%
286BEN33,894,640.070726,23%
287TECH72,244,150.027660,13%
288WMT115,334,040.114014,18%
289NWSA29,044,020.060226,74%
290PSKY10,192,530.045622,17%
291FIS42,991,990.079010,09%
292TT479,621,950.28492,74%
293SNA403,151,950.18214,28%
294SBAC186,331,920.15145,06%
295Q142,051,880.15554,84%
296WFC88,381,860.060812,25%
297WBD27,861,850.046315,94%
298TJX152,501,510.10995,51%
299KMB110,591,430.07437,69%
300GOOGL345,041,330.30531,74%
301DVN45,661,180.04729,96%
302GLW164,961,070.24671,74%
303EXR148,591,020.07435,51%
304INTC102,450,900.14332,51%
305TFC53,060,760.029310,38%
306DOW31,140,750.03139,56%
307ADI383,290,660.17161,54%
308GOOG342,690,630.23451,08%
309BF.B28,330,530.02807,60%
310XYZ82,930,430.05802,96%
311RF31,840,410.01958,36%
312CL91,750,400.03524,54%
313INVH30,340,340.01509,15%
314OTIS72,710,320.03173,99%
315FANG203,000,310.09651,28%
316AJG252,040,210.08780,96%
317HIG138,190,180.04871,48%
318LRCX327,820,170.17820,38%
319CNC67,330,150.03591,71%
320MU962,470,150.35210,17%
321GIS39,210,150.02442,43%
322DHI149,310,140.05161,11%
323KVUE19,200,120.00935,07%
324GNRC219,440,070.08460,35%
325LHX291,940,060.07440,34%
326AKAM125,870,060.05180,48%
327MOS21,780,030.00891,28%
328IRM128,530,030.02260,47%
329DG123,740,020.03000,30%
330LVS46,290,020.01490,57%
331MAA133,900,010.01320,42%
332XYL119,810,010.01790,23%
333FIX1.781,250,010.14000,02%
334GL181,270,010.01970,12%
335FTV61,620,000.00590,10%
336EOG143,280,000.00640,01%
337BALL61,860,000.00230,01%
338YUM149,780,000.00030,00%
339NSC336,00-0,00-0.00360,00%
340CTAS199,37-0,00-0.01190,03%
341GDDY96,15-0,00-0.01970,07%
342MRNA63,24-0,01-0.02120,14%
343BLDR72,57-0,01-0.01830,17%
344ALGN181,12-0,02-0.03290,30%
345KDP31,33-0,03-0.01061,00%
346CMG33,69-0,05-0.02420,85%
347BXP68,19-0,06-0.02121,05%
348COHR324,45-0,07-0.27400,11%
349TSN58,28-0,12-0.02891,66%
350FITB58,14-0,14-0.01723,31%
351PPG114,23-0,15-0.04341,43%
352MS217,19-0,18-0.07021,04%
353CSX50,31-0,21-0.02493,38%
354F14,28-0,31-0.01577,85%
355NCLH19,06-0,32-0.02355,47%
356PCG17,76-0,32-0.012310,55%
357L113,10-0,42-0.05243,24%
358HBAN17,90-0,60-0.021910,93%
359CB345,11-0,62-0.13081,89%
360AES14,74-0,73-0.006247,03%
361AFL121,61-0,79-0.07674,10%
362VMC279,57-0,83-0.13712,42%
363KEY23,25-0,96-0.023915,98%
364ZTS74,15-0,99-0.05547,12%
365DOV207,72-1,01-0.12883,13%
366DDOG256,80-1,16-0.27441,69%
367OKE94,59-1,40-0.08756,42%
368WRB70,58-1,66-0.08208,10%
369KHC25,44-1,68-0.043815,34%
370PPL35,99-1,88-0.033522,49%
371VICI26,40-1,89-0.026128,93%
372UNP294,81-1,94-0.15265,09%
373HAL34,43-2,00-0.065812,14%
374WMB74,88-2,03-0.079310,22%
375PM190,24-2,15-0.15135,68%
376KR57,00-2,46-0.061516,02%
377KMI32,78-2,92-0.044226,39%
378WST348,29-2,98-0.27944,26%
379HST22,90-3,04-0.063919,00%
380ARE48,17-3,08-0.095412,91%
381BBY86,42-3,38-0.117511,50%
382VTRS16,18-3,67-0.050729,01%
383AIG76,62-3,81-0.087017,51%
384MCHP78,20-4,71-0.181010,41%
385HRL24,46-4,89-0.044244,32%
386EXC45,88-5,75-0.069333,19%
387GEV1.058,60-5,82-0.96262,42%
388XEL79,16-6,30-0.096726,05%
389ACGL98,77-6,65-0.146918,12%
390TXT88,80-8,07-0.173618,60%
391AON356,56-8,45-0.33889,98%
392IBKR92,16-10,46-0.185022,61%
393LUV44,38-10,52-0.140130,04%
394CF118,66-12,08-0.250819,26%
395DUK124,21-12,61-0.184927,29%
396HLT326,39-13,04-0.299117,43%
397MAS74,23-13,30-0.204126,08%
398NKE40,90-13,32-0.104351,09%
399ABBV250,16-14,06-0.349216,11%
400DOC20,77-14,42-0.084968,00%
401CRH96,94-14,87-0.206428,82%
402CINF173,56-16,09-0.262524,51%
403FE47,44-16,34-0.109959,44%
404CCI76,01-16,52-0.171538,51%
405KIM24,38-16,86-0.098768,31%
406CPT110,53-19,79-0.190341,60%
407EG369,86-19,86-0.524615,15%
408AXP342,55-21,81-0.513716,98%
409AMAT505,02-22,44-1.22857,31%
410SO93,28-23,12-0.180751,17%
411ES72,39-23,16-0.157458,83%
412O62,90-23,98-0.158760,42%
413UDR37,96-24,34-0.119281,71%
414MGM44,04-24,51-0.128876,09%
415AEE109,95-25,43-0.196851,67%
416EVRG84,11-25,59-0.173958,88%
417SPG219,14-26,18-0.378727,65%
418RSG215,69-28,66-0.363431,55%
419CNP40,83-29,60-0.176067,28%
420TTD14,07-30,74-0.231153,20%
421EQR65,91-31,22-0.170373,34%
422D68,69-32,97-0.183371,95%
423ED108,97-34,18-0.229659,54%
424CARR62,83-34,76-0.294747,17%
425CMS71,30-35,73-0.209268,31%
426PG144,32-36,44-0.240460,64%
427NEE86,21-36,56-0.212468,85%
428EBAY104,19-37,18-0.359241,40%
429PEG76,23-38,95-0.218271,41%
430VTR91,21-41,16-0.362645,40%
431QCOM164,32-41,72-0.610727,33%
432TROW110,49-42,43-0.321452,81%
433NI42,58-45,17-0.223980,71%
434BG113,56-45,52-0.525434,65%
435KLAC201,95-46,26-0.933219,83%
436ADM80,25-46,34-0.347253,39%
437WEC110,12-48,59-0.317761,18%
438HOOD96,13-48,62-0.585033,25%
439TMUS181,42-48,72-0.598632,56%
440MLM547,54-54,13-0.958622,59%
441CI281,48-57,94-0.683333,92%
442LNT70,70-59,77-0.300379,61%
443REG76,74-62,37-0.316978,72%
444TXN277,60-64,61-0.682837,85%
445WELL235,54-64,63-0.626141,29%
446SNDK1.630,75-66,29-5.49924,82%
447FRT118,70-68,31-0.417365,49%
448HUM387,34-71,19-1.062126,81%
449PLD140,85-74,88-0.451066,41%
450WDC498,19-75,13-2.223513,52%
451ETR107,91-76,20-0.433770,28%
452CDNS326,62-77,14-0.969331,83%
453ON81,98-78,99-0.531159,49%
454MO65,73-79,42-0.441471,97%
455CMI633,61-79,74-1.130028,23%
456SRE86,88-81,05-0.422676,71%
457AVB184,05-81,24-0.464569,96%
458ATO169,91-81,65-0.461470,79%
459PNW101,59-81,97-0.397282,54%
460ROK448,68-82,13-1.027631,97%
461ESS287,03-82,30-0.560758,72%
462ROL36,23-83,86-0.413381,15%
463VRSK182,73-86,13-0.862639,94%
464AEP125,84-87,75-0.481072,97%
465EIX71,39-89,28-0.554664,40%
466TRGP276,20-91,97-0.846643,46%
467AMD507,71-95,32-1.913719,92%
468DECK93,66-96,45-0.570267,66%
469APTV49,42-97,24-0.572367,96%
470MAR356,35-100,44-1.060237,90%
471DTE140,94-102,51-0.522578,47%
472NRG125,00-106,51-0.871348,90%
473CAT858,64-110,04-2.090121,06%
474CTVA76,95-110,41-0.684064,57%
475VST148,79-112,00-0.903949,56%
476JBHT280,21-112,26-0.997345,03%
477UPS104,72-112,43-0.634770,86%
478MCO485,27-112,85-1.150739,23%
479COIN149,44-116,37-0.902551,57%
480WM225,16-124,02-0.741366,92%
481PODD144,02-129,44-1.149745,04%
482CVS97,15-134,10-0.714575,07%
483TSLA341,71-166,30-2.316628,72%
484MSCI571,20-189,62-2.147235,32%
485AAPL306,15-223,10-1.485060,09%
486ODFL211,65-224,16-1.202874,55%
487UNH401,71-233,76-1.283972,83%
488MNST46,55-247,97-1.991849,80%
489GS1.039,07-276,74-3.035436,47%
490SPGI418,77-294,21-1.804865,21%
491NVR6.326,08-303,26-7.293316,63%
492LIN481,95-321,67-1.762273,02%
493META591,65-384,36-3.332646,13%
494NXPI232,48-467,86-2.478675,50%
495DVA181,04-531,75-3.169367,11%
496FERG246,88-577,47-3.719062,11%
497CHRW148,92-688,54-3.430680,28%
498GWW1.318,27-702,29-4.749659,14%
499TPL358,75-708,39-3.721176,15%
500APP317,27-1.104,50-5.814175,99%
501BRK.B506,43-1.161,43-5.543083,81%
502LII423,21-1.370,92-7.350174,61%
503FICO1.095,44-1.528,40-11.413653,56%
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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