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
1SNDK1.740,001.217,3313.564235,90%
2MRNA145,561.002,575.597171,65%
3TYL364,03806,563.489992,44%
4MPC388,90721,293.583780,51%
5CRM259,23721,173.681978,35%
6VLO370,72578,802.785683,11%
7DE693,53517,633.628257,07%
8VRTX546,12496,542.778571,48%
9VEEV275,09492,732.653174,29%
10PSX255,09441,832.137082,70%
11COIN184,64415,722.216375,03%
12SPGI443,51407,701.873187,06%
13TSLA354,08371,401.893978,44%
14IQV267,77354,991.626687,30%
15MU1.016,59347,123.691237,62%
16FDS301,96319,261.613779,14%
17AMGN437,23304,921.660873,44%
18REGN827,72265,262.230447,57%
19TRGP290,05252,851.646861,42%
20MRK150,34239,841.273375,34%
21CME281,30236,381.141282,86%
22GILD151,00212,100.947289,57%
23HOOD122,11204,061.158670,45%
24ROP407,28200,321.277262,74%
25CF133,35196,010.969380,88%
26NOW141,26190,751.129867,54%
27RVTY130,22188,680.856688,11%
28MCO493,55183,491.447650,70%
29EL103,86177,761.013870,13%
30TMO613,78174,691.656642,18%
31MA579,21171,361.364450,24%
32HUM401,54168,521.143858,94%
33MCK907,99166,741.946334,27%
34CVX208,60161,010.901371,46%
35BIIB220,83160,290.819078,29%
36NEM128,09158,381.003663,13%
37CRL288,50156,921.138355,14%
38TGT164,44155,740.842873,91%
39ADBE266,51153,371.172052,35%
40COP134,26151,990.801475,87%
41ACN186,72151,940.841572,22%
42WDAY195,79151,351.151152,59%
43JNJ275,23141,120.790271,43%
44JKHY165,64139,070.889362,55%
45RSG222,71129,710.624583,08%
46CTVA87,86129,320.619583,49%
47SJM126,08129,160.686875,23%
48ICE161,26127,000.639079,50%
49AJG262,69123,870.824960,07%
50MSI468,05121,251.153742,04%
51V375,07115,180.889751,78%
52CBOE298,38112,830.984645,84%
53LH326,89108,720.806153,95%
54ADP277,62108,060.714660,49%
55BR172,88104,070.751755,37%
56AAPL319,98103,840.757454,84%
57CEG298,96102,260.840448,67%
58DASH211,7394,750.872643,43%
59CDW152,3892,020.710251,83%
60ABBV256,4691,020.733749,62%
61GDDY101,3187,710.498670,37%
62RMD228,3587,450.714448,97%
63BDX184,7487,300.597558,44%
64SOLV91,6981,730.402281,28%
65CTSH62,3178,330.377383,05%
66EG380,8777,500.634148,89%
67BG118,7171,560.464861,58%
68NFLX78,2569,200.376873,46%
69EXPD188,8067,730.463258,49%
70ELV407,5065,060.585644,44%
71SBAC189,4464,690.416862,09%
72PLTR174,3363,050.673337,46%
73SLB57,5162,060.326076,15%
74INCY126,7558,270.401758,02%
75PGR218,9556,730.542841,81%
76ABNB181,9455,990.782028,64%
77CMG36,9655,020.291675,48%
78GWW1.324,4951,160.985320,77%
79NDSN318,3651,090.779126,23%
80HAL37,0748,020.229283,79%
81APA42,7747,660.299763,61%
82OKE95,4346,020.328656,01%
83DVN48,0642,920.258166,51%
84COR330,9542,690.616627,69%
85DHR207,6642,240.508933,20%
86VZ50,1442,070.189688,73%
87AMT175,8541,930.316253,05%
88AWK140,7040,870.240168,09%
89INTU332,7039,120.862518,14%
90PODD147,4838,900.383540,57%
91FICO932,2638,772.25466,88%
92FCX72,7338,460.393539,10%
93EOG145,1937,850.432535,01%
94A150,8737,420.408936,61%
95EXE97,9136,850.260456,61%
96PAYX121,7135,470.286849,48%
97CPRT33,7235,430.220264,37%
98BMY66,8234,140.191371,40%
99ADM84,6132,590.249952,17%
100SMCI39,6030,870.296841,61%
101TPL362,4230,660.696017,62%
102TMUS181,5229,460.296239,78%
103CPAY416,3729,430.550121,40%
104IT186,4228,880.482923,92%
105EFX177,0528,830.453025,45%
106CI282,5227,930.315135,45%
107ARE52,6527,780.239346,44%
108GIS38,2927,700.184859,95%
109MDT94,1727,370.228447,93%
110PFE28,4527,210.126985,76%
111T25,6827,010.120989,34%
112STT194,2626,480.298235,51%
113FOX58,4226,220.254841,17%
114KDP32,6025,360.138873,07%
115QCOM168,7425,050.305432,81%
116FOXA65,4224,580.267836,71%
117OXY60,0424,570.194050,67%
118GPN92,5424,510.251339,01%
119GPC138,0923,920.212345,06%
120DIS105,3123,060.230839,97%
121WELL236,1722,690.292431,05%
122ALB126,2821,940.375023,40%
123DG133,2121,730.310727,97%
124EQT55,1721,510.140361,31%
125NWSA30,3921,380.119971,32%
126NDAQ96,8820,300.166848,70%
127DELL524,1420,251.08427,47%
128PSKY10,8620,190.094085,91%
129IBKR92,6219,700.260930,21%
130GEN30,6516,440.125852,28%
131WBD28,2516,090.099264,87%
132FANG199,2215,090.382915,76%
133MOS25,8514,540.130144,70%
134VRSK185,7914,230.309718,38%
135J146,2314,200.215126,40%
136NWS33,9014,140.104354,25%
137MO68,8814,100.158735,55%
138HPQ32,6413,740.115847,47%
139CMCSA26,4913,130.082563,66%
140DXCM87,9012,870.190127,07%
141XOM159,4712,350.258019,15%
142LYB63,5211,360.169626,81%
143CAH247,1811,300.294315,36%
144KR58,5910,920.094646,15%
145WAT409,3810,840.307114,12%
146CCI75,8310,610.096643,95%
147SNPS393,849,330.60516,17%
148DGX237,149,190.206117,84%
149TRMB59,478,230.116628,23%
150ZTS75,818,220.120227,34%
151WMB74,168,200.122026,90%
152ULTA564,127,940.60105,29%
153MSFT499,707,840.40227,80%
154YUM150,717,840.204615,32%
155CVNA74,597,720.164118,83%
156KO88,077,610.123524,65%
157ZBH98,077,310.106527,46%
158UBER75,777,160.168217,03%
159PTC141,035,520.218810,09%
160BBY90,275,230.149613,98%
161ERIE252,805,190.22419,26%
162XYZ82,765,010.123116,28%
163APD301,274,700.173810,82%
164IVZ33,074,210.049434,14%
165BRO71,423,470.077018,02%
166IFF86,353,460.101513,63%
167LITE881,262,990.87181,37%
168FDX322,522,880.23054,99%
169HSIC89,812,170.050917,07%
170ABT108,331,990.11596,88%
171BNY164,841,920.09747,87%
172PEP137,631,830.08278,83%
173CSGP30,911,810.054213,39%
174MSCI573,011,710.16784,09%
175TECH72,441,670.014546,11%
176ORCL158,781,650.14934,43%
177DLTR131,421,030.07835,26%
178SCHW109,290,980.06246,26%
179KHC24,850,800.024213,22%
180SWKS74,020,580.05963,91%
181VRSN292,080,540.13171,65%
182MKC52,080,540.04215,14%
183UNP289,620,530.13421,57%
184VTRS16,880,500.018910,62%
185BALL62,670,470.03026,26%
186HCA405,000,450.13741,31%
187AES14,790,420.003253,65%
188VTR90,270,410.04453,71%
189OMC82,620,340.05242,62%
190KKR107,730,290.06091,91%
191NVDA230,360,270.09231,17%
192ACGL98,100,260.02763,83%
193F14,620,220.01008,74%
194KMI31,400,060.01151,92%
195CNC67,050,040.01630,92%
196PG146,440,030.01810,76%
197VLTO96,310,030.01370,79%
198BEN34,730,020.00820,87%
199ARES140,150,010.01960,25%
200WTW334,740,010.03070,13%
201TSCO34,990,010.00640,44%
202META616,770,000.05480,03%
203APO133,670,000.01240,04%
204DOW29,440,000.00320,06%
205PM182,530,000.00450,01%
206DRI216,880,000.00330,00%
207ECL279,280,000.00250,00%
208BKR63,500,000.00050,00%
209SBUX104,47-0,00-0.00090,00%
210NSC329,46-0,00-0.01030,01%
211DOC20,65-0,00-0.00180,09%
212HAS92,53-0,01-0.01190,25%
213ETR107,27-0,01-0.00940,47%
214BXP67,69-0,01-0.01310,40%
215UHS169,65-0,02-0.02270,31%
216NVR6.298,85-0,02-0.16920,05%
217CTAS200,47-0,02-0.02260,39%
218CVS96,74-0,03-0.02120,66%
219SYF79,92-0,05-0.01841,01%
220WFC89,97-0,06-0.02540,92%
221MRVL223,55-0,07-0.11360,23%
222CHRW147,64-0,08-0.04100,81%
223LDOS133,06-0,20-0.06901,14%
224MDLZ61,28-0,22-0.02653,32%
225FTNT156,29-0,25-0.09091,11%
226BX136,15-0,26-0.07211,43%
227PLD137,34-0,29-0.04152,79%
228CSX49,41-0,43-0.03145,52%
229LIN477,57-0,46-0.10381,76%
230KVUE18,74-0,46-0.012714,47%
231CBRE147,85-0,53-0.07722,76%
232ED107,29-0,56-0.03216,94%
233EW89,90-0,64-0.04395,85%
234FISV53,00-0,65-0.03816,80%
235PFG116,68-0,73-0.06704,35%
236MET97,62-0,74-0.05185,72%
237ADSK217,90-0,77-0.19051,62%
238CHTR151,99-0,79-0.09873,19%
239VST149,31-0,80-0.10273,13%
240MRSH185,74-0,97-0.08434,58%
241BLK1.122,29-1,00-0.33221,21%
242GEHC68,86-1,16-0.06587,04%
243AVY175,06-1,17-0.10664,39%
244CRWD213,10-1,22-0.26801,82%
245AVB184,06-1,33-0.07227,35%
246UPS102,29-1,33-0.06408,32%
247NTRS186,63-1,46-0.09845,93%
248HLT311,18-1,87-0.20553,64%
249GM87,76-1,91-0.068211,21%
250PPL35,11-1,93-0.036121,37%
251SRE84,04-2,12-0.069812,15%
252TTD14,43-2,29-0.074312,30%
253AMCR45,15-2,45-0.055217,75%
254MS217,72-2,54-0.11648,72%
255C137,72-2,59-0.12028,61%
256KMB104,96-3,01-0.087713,72%
257IBM234,89-3,02-0.12279,85%
258EXPE298,05-3,18-0.32483,91%
259ANET193,78-3,36-0.23435,74%
260O61,25-3,54-0.048329,29%
261VICI25,42-4,24-0.038743,78%
262LVS44,37-4,33-0.071624,22%
263KIM23,60-4,59-0.031757,79%
264DVA183,99-4,76-0.169211,25%
265PRU122,02-4,94-0.123316,03%
266RJF178,29-5,35-0.144614,79%
267JPM358,64-5,57-0.187511,88%
268FE46,77-5,87-0.053843,67%
269BF.B26,73-5,89-0.067934,73%
270FIS41,89-5,96-0.080929,46%
271TKO186,01-5,99-0.26129,18%
272AIZ285,74-6,20-0.24929,96%
273AEP124,50-6,28-0.115021,85%
274FRT117,09-6,35-0.089728,33%
275HPE52,00-6,38-0.150616,94%
276AMP560,56-6,89-0.29439,37%
277SW45,83-7,18-0.109826,15%
278ROL35,86-7,38-0.059349,83%
279ES71,05-7,41-0.070042,34%
280CNP39,67-7,52-0.064246,87%
281HBAN17,03-7,62-0.049861,25%
282UDR36,39-7,73-0.064947,68%
283EBAY103,41-7,91-0.177717,80%
284BAC62,68-7,93-0.087536,28%
285REG75,27-8,01-0.078940,62%
286WEC105,94-8,27-0.126226,21%
287AIG76,21-8,33-0.103432,24%
288XEL75,72-8,72-0.106632,72%
289TAP40,50-8,74-0.092437,84%
290HST22,05-9,17-0.074249,48%
291KEY22,18-9,47-0.063259,88%
292LEN83,58-9,94-0.131730,18%
293ESS278,61-10,25-0.256715,97%
294CHD98,55-10,58-0.154827,33%
295STZ128,18-10,67-0.192522,19%
296PYPL54,96-10,96-0.210520,83%
297INVH28,39-11,10-0.073460,52%
298LNT67,97-11,84-0.101546,66%
299USB63,37-11,84-0.116040,81%
300D65,84-12,12-0.101947,58%
301BSX47,80-12,18-0.146333,28%
302ECHO89,80-12,27-0.196624,96%
303EVRG81,55-12,43-0.109445,44%
304WDC467,46-13,10-0.93225,62%
305NI41,39-13,12-0.088959,07%
306PCG14,30-13,23-0.147036,02%
307EXC43,64-13,76-0.087363,04%
308HIG138,37-13,78-0.182630,17%
309FAST49,60-14,95-0.120449,67%
310TFC51,65-15,37-0.120850,90%
311CINF171,10-15,70-0.219528,60%
312HSY173,15-15,79-0.308420,48%
313COF219,60-15,93-0.263124,23%
314BAX25,83-15,96-0.085574,62%
315RF30,42-15,98-0.091469,96%
316APTV47,95-16,19-0.160840,25%
317OTIS71,21-16,20-0.119554,22%
318BRK.B506,03-16,71-0.465314,37%
319AEE106,47-18,04-0.143650,25%
320NEE83,43-18,06-0.139751,71%
321TROW109,78-18,14-0.157246,16%
322EQIX1.035,98-18,17-0.92457,86%
323PEG73,70-18,32-0.125958,20%
324ATO167,56-20,21-0.173546,61%
325STE224,59-21,00-0.299428,06%
326ALL259,57-22,58-0.356525,34%
327JBHT273,77-23,03-0.482719,08%
328DTE136,09-23,06-0.194447,45%
329AOS60,48-23,08-0.167655,09%
330SYY80,05-23,35-0.148263,03%
331CMS68,46-23,78-0.150863,09%
332TSN51,42-24,45-0.204947,72%
333WY23,02-24,79-0.114286,80%
334GS1.038,61-25,49-0.799012,76%
335DHI142,75-26,36-0.277238,03%
336LYV173,50-27,07-0.301235,95%
337DUK120,22-27,54-0.185859,30%
338CL88,77-27,62-0.163267,70%
339WRB69,14-29,48-0.162372,65%
340EIX56,77-29,70-0.493724,07%
341MGM41,22-30,76-0.155479,18%
342CFG70,78-31,35-0.217657,62%
343FITB54,87-33,14-0.193168,66%
344IP37,24-34,49-0.216763,65%
345PNW97,52-35,45-0.189474,87%
346HRL21,54-35,97-0.175681,93%
347NKE38,40-36,07-0.179980,23%
348UNH397,14-38,24-0.536028,54%
349FTV56,94-38,95-0.210673,99%
350STX849,28-41,17-2.15157,66%
351LULU100,61-43,57-0.487535,75%
352DPZ341,08-43,78-0.649526,96%
353COO69,59-44,70-0.307658,14%
354CDNS292,70-45,27-0.895220,23%
355MAS72,70-46,18-0.236478,12%
356NCLH15,57-46,43-0.203191,45%
357MAA128,32-47,81-0.261873,05%
358TRV369,35-48,25-0.560134,45%
359PPG112,53-49,57-0.289768,44%
360LRCX307,65-50,05-0.937021,37%
361CPT105,69-50,99-0.260978,18%
362CRH94,26-51,67-0.327063,21%
363PHM124,45-52,50-0.335062,69%
364SO88,11-53,43-0.258582,67%
365DLR188,39-53,81-0.460846,70%
366NTAP185,59-54,95-0.666232,99%
367COST915,74-55,02-0.944823,29%
368CB341,59-55,67-0.455448,89%
369NRG119,02-55,86-0.452449,39%
370MCHP74,17-57,58-0.383860,01%
371EQR63,66-58,29-0.371762,73%
372WAB282,86-60,27-0.613539,29%
373WST339,97-61,00-0.520046,92%
374WMT107,14-61,40-0.494149,71%
375ON74,38-62,75-0.437957,32%
376FFIV390,47-63,74-0.976926,10%
377IRM116,86-64,02-0.496451,59%
378ORLY87,89-65,78-0.291490,31%
379CCL23,51-65,98-0.282293,53%
380LLY1.149,36-67,40-1.988813,56%
381SWK97,36-68,39-0.344879,32%
382L109,30-68,62-0.312187,93%
383AFL117,21-70,67-0.406669,52%
384WM218,99-73,13-0.403372,53%
385CARR59,71-73,35-0.333687,95%
386NXPI227,84-73,42-0.532455,16%
387AMD477,57-78,08-1.080828,90%
388HONA161,01-78,56-0.595352,79%
389TEL208,65-78,89-0.651648,43%
390GL174,27-81,98-0.544760,21%
391EMR152,82-83,04-0.547560,66%
392INTC95,80-84,12-0.619754,30%
393CLX93,06-85,09-0.558560,95%
394MAR336,51-88,72-0.850041,75%
395PCAR124,70-91,89-0.451881,36%
396IEX223,74-93,00-0.611160,87%
397BKNG193,29-93,04-0.711252,33%
398GLW154,31-93,54-0.790947,31%
399EXR139,25-96,60-0.458584,28%
400VRT280,53-97,04-1.241431,27%
401LUV39,62-100,18-0.444990,07%
402NUE261,07-101,78-1.067538,14%
403ISRG366,70-102,23-1.107236,93%
404PNR60,21-102,49-0.435994,05%
405BLDR65,80-103,76-0.501982,70%
406APP320,56-108,50-1.763124,62%
407CSCO109,20-108,90-0.625969,59%
408PANW333,26-116,99-1.589329,44%
409SPG209,44-117,24-0.589179,61%
410GOOGL338,46-117,40-0.778560,32%
411TXT79,07-117,58-0.519890,47%
412PNC245,60-119,11-0.722565,94%
413AKAM105,22-119,75-0.799959,88%
414AXON515,67-121,88-2.622418,59%
415WYNN91,54-124,72-0.613181,37%
416MMM168,56-126,44-0.663976,18%
417KEYS327,21-129,58-1.348438,44%
418DECK85,81-135,02-0.619487,20%
419AMZN258,51-135,32-0.793668,20%
420DD131,59-141,21-0.654586,30%
421JCI144,94-143,59-0.746776,92%
422IR76,36-146,52-0.621694,29%
423ALLE157,12-148,49-0.678187,59%
424GOOG335,31-151,86-0.888768,35%
425MCD255,69-157,75-0.784480,44%
426AXP326,17-158,99-0.804879,03%
427FLEX109,51-162,76-1.003364,89%
428DAL80,17-163,37-0.729389,60%
429ROK433,81-163,74-1.045162,67%
430ZBRA362,74-164,13-1.143457,42%
431MTB239,84-169,47-0.920973,61%
432FDXF129,45-174,89-1.015068,92%
433ALGN158,64-175,13-0.975071,85%
434XYL105,69-178,95-0.773692,53%
435STLD242,06-183,57-1.534647,85%
436LOW204,45-186,98-0.942779,34%
437DOV192,88-202,84-0.945485,82%
438Q120,47-203,34-1.098174,07%
439AON323,09-204,96-1.431157,29%
440MNST43,82-206,43-1.795146,00%
441KLAC185,60-207,52-1.342261,85%
442APH82,78-210,06-2.183738,48%
443TTWO214,69-217,88-1.360164,08%
444VMC262,63-218,23-1.067081,81%
445AME237,72-225,35-1.144478,77%
446DDOG212,93-230,91-1.780651,87%
447PKG237,25-234,36-1.166680,36%
448RTX200,79-238,92-1.124584,99%
449PSA302,01-239,42-1.216678,71%
450GD359,39-241,43-1.351471,46%
451ROST230,69-241,56-1.242277,79%
452ADI362,25-245,82-1.343373,20%
453UAL111,38-247,17-1.123887,98%
454WSM227,42-268,33-1.240686,51%
455TER357,03-280,55-2.527344,40%
456ITW270,12-288,67-1.244092,82%
457TXN258,44-290,32-1.385583,81%
458SYK303,13-293,18-1.544075,95%
459ODFL185,87-297,06-1.358487,48%
460GNRC187,35-321,51-1.741273,86%
461BA212,25-334,53-1.512988,45%
462HWM259,27-334,74-1.764575,88%
463TPR122,14-347,47-1.920672,37%
464MLM514,77-348,71-1.801777,42%
465LHX256,45-352,37-1.664684,68%
466HD321,05-356,06-1.588689,65%
467GRMN277,03-361,77-1.722684,01%
468SNA383,00-363,75-1.608490,46%
469TJX132,09-368,93-1.538095,95%
470SHW333,71-380,35-1.690090,02%
471HON209,61-399,57-1.775690,02%
472FERG228,41-404,41-1.825788,61%
473NOC514,98-429,26-2.542567,53%
474IDXX535,38-431,28-2.339673,74%
475JBL310,57-439,71-2.837361,99%
476CIEN321,00-440,32-3.432851,31%
477FSLR204,45-443,01-2.059786,03%
478HII285,93-445,51-2.115584,24%
479TT447,90-448,91-2.105685,28%
480GE337,12-459,23-2.151185,39%
481LMT525,28-533,35-3.080269,26%
482MTD1.345,26-572,80-3.141072,95%
483CAT813,94-577,65-3.320769,58%
484PWR624,41-596,12-4.007259,50%
485RL351,20-617,84-2.836887,12%
486ETN410,85-618,34-3.085580,16%
487AVGO357,90-628,51-3.337775,32%
488RCL265,19-642,61-2.711894,79%
489LII390,53-666,35-2.919291,31%
490COHR281,86-694,15-3.879171,58%
491HUBB460,72-719,99-3.366385,55%
492PH962,59-820,81-4.861867,53%
493GEV941,95-837,07-5.778957,94%
494EME754,16-856,18-4.949569,19%
495TDG1.162,05-989,53-4.644385,22%
496AZO2.983,29-997,55-6.180964,56%
497TDY610,65-1.037,67-4.467092,92%
498AMAT454,71-1.075,50-4.861888,49%
499CASY756,09-1.187,03-6.326375,05%
500CMI560,75-1.197,45-5.170092,65%
501FIX1.610,34-1.293,45-9.585853,97%
502MPWR1.223,86-1.658,31-8.508277,96%
503URI1.009,86-1.944,99-8.642590,02%
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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