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
1NVR7.700,932.893,3223.849048,53%
2$SPX6.225,522.725,2113.959478,09%
3BKNG5.668,042.643,1819.660153,78%
4GS696,561.212,505.521587,84%
5BLK1.088,751.162,365.713981,37%
6TDG1.526,441.060,535.434578,06%
7URI803,991.027,775.091080,75%
8NFLX1.288,28823,254.903867,15%
9RCL333,57818,053.843585,14%
10BRK.B412,05705,562.840099,38%
11MELI2.477,08698,286.598042,33%
12KLAC923,18581,023.279470,87%
13GEV535,77564,272.631785,76%
14JBL221,26548,242.499487,74%
15PH707,59495,982.897068,48%
16CAT402,18494,872.270087,20%
17ORCL235,81467,792.359879,29%
18ETN359,78432,821.928489,78%
19SNPS550,96424,633.086455,03%
20CRWD513,51402,991.966781,96%
21MPWR751,14380,722.893552,63%
22MSCI581,81349,232.010469,48%
23PWR382,12334,281.567885,28%
24AVGO277,90326,571.539584,85%
25HUBB417,71325,341.463088,95%
26ZBRA321,78322,351.666577,37%
27MSFT503,51318,921.434988,91%
28FDS447,81300,021.472481,50%
29AMP539,47292,041.655770,55%
30AXP317,36291,871.589473,46%
31BIO253,07290,171.260692,08%
32GNRC150,92283,181.382881,91%
33HII248,92278,901.263688,28%
34META732,78271,371.822059,58%
35VST197,01264,571.260783,95%
36WYNN110,08262,871.222186,04%
37WHR107,88262,281.178789,01%
38NTRS127,00262,251.223485,74%
39JPM283,17261,361.331378,53%
40COF218,03258,441.268081,53%
41HLT272,53256,981.342976,55%
42AMAT195,39241,791.153983,82%
43GD299,96235,081.070687,83%
44STX142,01233,951.124583,22%
45PNC196,14233,741.157180,80%
46MTB200,38223,001.098881,18%
47NUE139,70217,670.979988,86%
48IDXX540,64217,201.188373,11%
49EL86,61216,470.958690,33%
50LDOS162,21216,100.956390,39%
51NVDA162,88213,760.986986,64%
52REGN552,59205,791.495155,06%
53TXN216,39197,470.967881,62%
54BF.B49,12194,320.780099,65%
55ADSK307,27193,821.000077,53%
56MCO502,22193,521.383755,94%
57SPGI528,73190,711.230961,98%
58ANSS366,87189,931.296058,62%
59BX158,68183,710.970975,69%
60TDY519,86181,091.274056,86%
61ROK340,26175,031.071965,32%
62AZO3.742,18168,224.512614,91%
63MAR279,19168,091.031665,18%
64KKR139,22166,730.845578,88%
65AMD138,41166,531.021765,20%
66RL290,56163,400.915571,39%
67EMR139,81162,120.713190,93%
68STT109,40157,130.709088,65%
69ADI242,72155,910.833374,83%
70DELL126,63154,240.714886,31%
71ALGN200,48150,630.868469,38%
72ILMN97,44150,190.674989,01%
73MS141,56148,520.700484,82%
74RJF158,66141,660.642188,25%
75IBM290,14139,980.785771,26%
76BLDR133,00139,340.873263,83%
77HON238,72132,670.849262,49%
78TPR95,31132,360.592489,38%
79UNP236,49131,350.715273,47%
80NKE73,56131,000.802965,27%
81ALLE150,06128,980.643780,15%
82CEG317,11126,370.974351,88%
83CDNS322,92124,151.058146,93%
84MPC179,27123,680.673073,51%
85INTU769,59123,421.033047,79%
86NXPI230,42121,630.852657,06%
87SYF70,16119,380.527690,51%
88SYK392,05118,990.886553,69%
89NSC260,05118,210.586680,60%
90C85,79117,310.562983,37%
91WDC64,64117,110.518090,43%
92CHTR403,56114,361.231137,16%
93AAPL211,14113,990.699665,18%
94AXON805,86112,891.362333,15%
95FDX236,51111,950.752659,50%
96UBER96,64110,780.597874,13%
97MMM155,98110,530.583175,82%
98LRCX99,81110,050.501587,78%
99CBOE232,06110,000.537681,84%
100MSI417,88108,820.780955,74%
101HAS76,69106,950.517982,60%
102ISRG528,13106,311.097438,75%
103CBRE139,75106,070.541578,35%
104JBHT152,67102,910.625465,82%
105UHS182,56101,870.649362,76%
106DLTR104,75101,860.460688,46%
107ITW259,75100,670.708956,80%
108HWM181,4295,940.588065,26%
109WFC81,8095,140.483478,74%
110CME275,6493,750.480478,06%
111WAB213,0592,740.577364,25%
112DHI138,4192,560.572364,69%
113TT433,6190,290.654755,16%
114VLO149,0789,970.601459,84%
115WTW308,5189,080.504370,65%
116BBWI32,9687,560.387090,50%
117DOV188,2286,880.557362,36%
118PNR106,9085,380.467473,07%
119NOW1.013,7181,981.409723,26%
120TRMB79,6281,290.392082,94%
121TMO419,8879,740.989032,25%
122SBAC234,2779,690.477166,82%
123ANET106,2878,900.577954,61%
124CFG47,3878,420.365485,84%
125ZION55,6578,150.393679,42%
126APD294,2476,240.647547,10%
127TEL172,6575,190.447867,16%
128LVS49,6175,130.387777,51%
129VRSN289,7674,860.423170,78%
130YUM150,8572,390.490459,04%
131QRVO89,8872,210.415069,61%
132PHM113,7770,440.465360,55%
133APH98,2169,970.335583,42%
134CCL28,8367,930.339979,96%
135AMT221,8365,070.408563,72%
136TFC45,1664,710.315282,12%
137FFIV302,2864,240.518049,60%
138J134,2064,190.320980,02%
139CMG55,9463,860.318680,17%
140COR300,1763,220.495451,04%
141TER92,7863,090.363669,41%
142HCA378,4462,250.529946,99%
143SMCI50,0262,050.351270,67%
144TXT82,4760,230.292182,48%
145MTD1.218,6658,921.394016,91%
146CRL158,9758,020.452151,33%
147RVTY100,1357,840.324571,30%
148HD371,0456,950.711432,02%
149RMD255,9856,180.333067,48%
150TTWO242,2356,030.379059,13%
151TROW101,4555,980.355962,91%
152MCHP74,6955,520.301673,64%
153CMA62,8055,010.344063,97%
154DVA141,8453,130.351860,41%
155PFG80,8652,540.263779,70%
156FITB43,4352,460.257581,50%
157ICE182,1651,580.276874,52%
158CSCO69,2751,310.248182,71%
159PTC210,4751,100.705428,98%
160CAH164,2650,780.427047,56%
161FI170,9549,530.434445,61%
162SWKS77,6349,430.305864,66%
163LHX259,0549,290.424546,44%
164TSCO57,2149,150.253377,61%
165JNPR39,9649,020.247679,19%
166CMI334,6048,620.555734,99%
167AMZN222,5448,570.455542,66%
168EA152,6848,540.408647,52%
169MHK112,3247,740.425844,84%
170MGM37,6947,690.247477,12%
171GRMN217,1147,170.524036,00%
172ULTA475,5746,920.619630,29%
173NTAP106,6746,800.253074,00%
174DIS120,6145,900.295362,18%
175CTVA76,2045,660.226280,74%
176OTIS99,3444,730.242873,68%
177PPG118,1944,250.379746,62%
178MLM567,0244,210.660026,80%
179NDAQ89,8344,200.217481,35%
180SPG162,9343,440.342950,66%
181BALL57,9443,060.200086,13%
182SCHW92,3242,950.202784,74%
183DD75,5542,470.309954,81%
184FCX45,5942,150.244169,07%
185IQV162,0342,100.359946,79%
186VLTO102,3741,750.269661,94%
187PKG204,0841,520.546630,38%
188HSIC74,1640,980.201281,46%
189FTNT107,6540,090.259161,90%
190XYL131,5639,560.283455,85%
191MU122,2439,460.391740,30%
192BAC46,8439,420.208675,60%
193CDW180,7538,810.395239,28%
194PCAR98,6738,570.295152,28%
195VRTX478,9737,910.650823,30%
196PSX130,5137,220.359141,46%
197L90,9737,210.195776,07%
198PANW206,0636,640.318745,99%
199KR70,2736,470.313046,61%
200CCI103,4136,390.215667,50%
201IR87,7036,050.263754,68%
202CARR75,8935,980.228862,91%
203BSX102,9634,620.254054,52%
204ARE77,0734,490.233059,21%
205USB47,3034,080.211264,55%
206TGT102,4333,980.318242,71%
207ADM54,0033,620.243255,28%
208BEN24,9033,360.145691,65%
209RF24,6332,860.157783,35%
210AOS69,5032,670.225457,98%
211ODFL168,0131,830.396032,16%
212ALB70,8031,630.341437,07%
213GM52,5731,190.207460,15%
214CRM270,9230,920.404630,57%
215BA226,6030,700.582021,10%
216NWS34,0730,630.146183,84%
217ON57,7730,620.209058,59%
218GE250,3329,580.471025,12%
219SW47,2429,460.224452,51%
220SEDG27,0929,270.332035,27%
221SWK72,9129,170.260344,82%
222HPE20,8029,070.170968,04%
223MRNA32,7928,680.228150,29%
224NEM58,7528,560.224750,85%
225KEY18,4628,410.136483,33%
226EPAM181,7327,560.444624,80%
227NCLH21,9627,470.165666,34%
228JCI106,5027,380.165166,34%
229TRGP170,6926,870.301535,64%
230GLW52,5726,030.134077,70%
231PEP134,4825,650.251240,83%
232AME182,2825,590.235243,52%
233CZR29,5925,290.151366,85%
234IP51,3625,050.196351,05%
235PRU106,6024,500.191451,19%
236IVZ16,9524,050.114883,76%
237SO91,9623,980.146365,55%
238LOW225,5723,930.401223,85%
239GEHC75,5223,110.182750,59%
240BK93,0523,090.148362,27%
241TMUS232,3123,030.443020,80%
242EXPD117,2722,060.196145,00%
243NWSA29,3921,840.109779,68%
244NOC507,9421,640.485717,82%
245CHRW99,1221,410.206441,50%
246MOS37,3221,130.127966,06%
247HES150,8820,000.277428,83%
248INTC23,4419,590.116567,23%
249AVY183,5219,570.266129,42%
250IPG24,6919,470.108971,51%
251MAS66,8918,490.187539,45%
252CVX153,0318,160.247129,39%
253AEP104,7417,820.124857,10%
254NU13,6417,470.090877,01%
255ECL268,2116,940.298222,72%
256HBAN17,4316,470.091072,38%
257HUM236,7016,390.319320,53%
258POOL308,4616,310.409315,94%
259BWA35,3716,270.110059,17%
260LYV143,5616,020.252525,39%
261LNC34,4215,890.100663,19%
262KEYS163,9015,690.194332,30%
263EVRG68,8115,650.111356,22%
264GPN80,6615,350.187732,72%
265NRG150,2814,820.271721,83%
266APTV70,9214,700.173233,96%
267EXPE176,0914,650.331817,67%
268AMTM24,0914,330.100756,89%
269COO74,9514,220.157936,02%
270SYY76,3313,700.115447,47%
271QCOM159,3513,630.223024,45%
272EIX50,6313,490.122344,11%
273WBD11,4913,400.067379,60%
274OMC72,5013,110.158733,05%
275CE60,7713,080.187727,88%
276AKAM80,6312,990.094455,07%
277SJM104,1712,800.287717,80%
278F11,8312,600.068873,26%
279WMT96,8112,190.133136,64%
280FSLR165,9912,090.56438,57%
281A121,3011,790.161529,19%
282CSX33,3311,190.066267,60%
283KMX67,2711,170.160627,82%
284PYPL74,8310,950.176224,86%
285TECH52,5910,940.113538,55%
286UPS102,1510,500.145728,84%
287SOLV74,1910,260.142128,88%
288WAT349,2110,080.266615,13%
289D57,159,500.098338,65%
290DG112,359,230.117031,57%
291EW77,199,130.114131,99%
292GPC125,258,710.198317,57%
293CI309,788,400.320310,49%
294VMC269,957,900.224814,06%
295BDX175,507,490.171917,43%
296PFE25,567,480.060949,16%
297LYB64,847,290.137721,16%
298CSGP84,507,110.099528,56%
299PARA12,617,040.043964,13%
300MCK727,237,000.33838,27%
301MDLZ66,856,710.081832,85%
302DOC18,276,430.046954,80%
303FOXA55,216,390.076633,39%
304FOX50,616,340.075433,62%
305MTCH32,876,260.075533,14%
306CVS66,666,160.095725,76%
307RTX146,186,150.146416,79%
308KDP33,655,870.041456,63%
309VICI32,965,830.045251,61%
310AON356,925,410.159913,53%
311AFL101,915,310.088823,93%
312KMI27,805,190.051440,40%
313DUK117,175,170.081125,48%
314LIN471,275,110.26547,70%
315CMCSA35,624,880.053136,79%
316TYL578,984,720.27176,95%
317BRO108,134,660.100118,61%
318AMCR9,814,440.030558,31%
319UAL80,194,240.151611,18%
320HPQ25,624,190.055830,03%
321TSN55,084,180.070623,68%
322SBUX95,254,130.091817,99%
323NDSN222,043,800.17738,56%
324PEG81,573,630.076119,11%
325MET78,243,610.065921,89%
326XOM113,803,350.123710,83%
327LUMN4,533,290.023556,04%
328WELL152,253,230.076816,81%
329ORLY92,583,160.083215,17%
330LEN115,362,880.14028,22%
331AAP58,372,530.12847,87%
332HSY161,952,450.14836,60%
333LUV34,542,350.065814,31%
334VTRS9,232,310.019347,93%
335STZ169,041,980.15555,08%
336MRK83,711,720.064610,64%
337XRAY16,571,630.030721,31%
338LNT61,721,630.037017,64%
339WBA11,581,540.009366,10%
340GILD113,241,480.08387,07%
341AAL11,481,440.029319,70%
342DAL50,701,390.06089,15%
343CL91,581,300.07706,78%
344EOG121,891,290.09035,73%
345ALK49,731,250.06427,78%
346STLD136,091,230.09255,31%
347KIM21,151,080.016925,50%
348MDT89,000,970.04768,18%
349FAST43,400,950.035210,83%
350PNW89,960,940.035510,54%
351GL117,600,930.06235,99%
352GEN30,160,910.025514,26%
353HST16,150,900.018119,82%
354ZBH95,200,750.05095,90%
355EG340,190,740.08273,58%
356SNA318,120,630.12412,03%
357T28,100,610.018413,36%
358EXC43,140,560.019911,24%
359HOLX65,850,540.02199,77%
360BKR39,330,530.02747,79%
361DXCM84,870,430.05483,16%
362AES13,260,430.02546,80%
363GOOGL176,620,350.07931,77%
364NWL5,860,340.011911,53%
365FMC43,630,300.02994,06%
366EMN80,280,250.04872,08%
367SHW351,540,230.12120,77%
368TJX125,450,210.03082,73%
369PLTR143,130,210.06811,23%
370DPZ463,480,130.07120,74%
371KHC26,450,130.01264,17%
372GOOG177,660,120.05610,86%
373DXC15,710,100.01372,81%
374JKHY179,760,060.01991,27%
375JNJ156,280,060.03020,80%
376SEE32,430,050.01471,40%
377AMGN296,520,050.06420,31%
378DHR200,960,040.03170,48%
379EXR148,710,020.02100,39%
380COP94,530,020.02070,34%
381NEE73,660,020.01470,47%
382FIS80,020,010.00800,51%
383IEX184,380,010.02250,16%
384XEL67,840,000.00680,28%
385CTSH79,950,000.00740,10%
386NI39,350,000.00290,24%
387CINF146,710,000.00540,07%
388AEE95,200,000.00300,08%
389FICO1.591,730,000.04480,00%
390AJG315,250,000.00410,01%
391VZ42,610,000.00090,01%
392CTLT63,480,000.0000100,00%
393CDAY69,520,000.0000100,00%
394FISV114,230,000.0000100,00%
395FLT303,260,000.0000100,00%
396ABC179,980,000.0000100,00%
397DFS200,050,000.00000,00%
398WRK51,510,000.0000100,00%
399MRO28,550,000.0000100,00%
400RE351,280,000.0000100,00%
401FRC3,510,000.0000100,00%
402PEAK17,110,000.0000100,00%
403PKI115,240,000.0000100,00%
404DISH5,770,000.0000100,00%
405SIVB39,250,000.0000100,00%
406SLB36,25-0,00-0.00020,00%
407BIIB133,03-0,00-0.00140,00%
408ABT133,22-0,00-0.00170,01%
409O56,92-0,00-0.00070,02%
410LH259,07-0,00-0.00360,01%
411HRL31,27-0,00-0.00240,17%
412BR238,76-0,00-0.00860,06%
413CNP36,07-0,00-0.00280,29%
414CMS69,77-0,01-0.00570,40%
415UNH302,92-0,01-0.02670,10%
416VFC12,46-0,01-0.00550,55%
417MKC72,21-0,01-0.01230,31%
418ATO153,10-0,01-0.01130,36%
419SRE74,49-0,01-0.00830,52%
420INTR7,05-0,02-0.00451,57%
421OGN9,91-0,02-0.00312,45%
422CHD98,39-0,02-0.01560,55%
423EQT54,88-0,03-0.02240,53%
424BBY72,46-0,03-0.02420,50%
425FE40,15-0,03-0.00582,09%
426KMB131,49-0,03-0.02290,59%
427ROP558,64-0,04-0.04460,32%
428APA20,45-0,05-0.01531,25%
429ABBV190,62-0,07-0.03590,75%
430LKQ38,85-0,07-0.01731,64%
431PPL33,76-0,07-0.00733,98%
432GDDY175,13-0,08-0.02481,28%
433MO57,75-0,10-0.01592,53%
434AWK141,81-0,11-0.02571,76%
435WMB57,85-0,12-0.02881,73%
436ABNB136,85-0,19-0.05011,51%
437ES65,11-0,21-0.02832,91%
438CLX126,00-0,22-0.05331,69%
439ENPH42,85-0,24-0.06421,50%
440ETR81,46-0,28-0.02394,70%
441DECK104,91-0,32-0.06222,03%
442WST226,18-0,35-0.06632,14%
443VTR62,76-0,37-0.01668,78%
444BAX29,81-0,43-0.02357,26%
445KO69,48-0,52-0.03685,61%
446MAA150,23-0,59-0.04575,20%
447DVN34,60-0,60-0.03786,37%
448CF98,75-0,68-0.09192,98%
449OXY45,57-0,70-0.04715,95%
450BG75,64-0,89-0.10673,36%
451OKE81,16-0,98-0.04189,43%
452PLD106,39-1,01-0.05816,93%
453CPRT47,64-1,05-0.041110,26%
454PODD297,46-1,07-0.12703,36%
455CPAY331,19-1,09-0.21802,00%
456HAL22,04-1,30-0.043711,89%
457ESS284,78-1,64-0.07588,68%
458SBNY0,68-1,78-0.007595,11%
459PCG13,52-1,84-0.025728,66%
460RHI42,90-2,14-0.067312,75%
461DRI215,83-2,35-0.12357,61%
462EFX265,73-2,97-0.20255,87%
463INCY68,72-3,09-0.065718,84%
464MNST59,57-3,80-0.064523,54%
465WEC104,22-3,84-0.063724,14%
466K79,22-3,86-0.070621,89%
467IFF76,55-4,11-0.099416,55%
468WY26,15-4,43-0.047937,03%
469DAY59,06-4,75-0.102618,52%
470IRM99,25-4,78-0.093720,39%
471ROL55,81-4,84-0.050038,72%
472REG69,02-4,94-0.067729,21%
473ALL194,09-5,28-0.148214,25%
474UDR40,72-5,57-0.044050,63%
475PG157,53-5,59-0.109820,35%
476DOW29,84-5,68-0.095623,80%
477AIG83,07-6,05-0.082929,17%
478ACGL87,92-6,18-0.085828,80%
479LULU235,89-6,39-0.36856,93%
480V357,76-6,79-0.38277,10%
481TFX118,93-6,82-0.137919,79%
482HIG121,87-7,10-0.109126,03%
483CTRA25,14-7,97-0.069745,78%
484KVUE20,76-8,22-0.043775,30%
485TAP49,55-8,25-0.115728,52%
486ADP308,42-9,16-0.235215,58%
487INVH32,28-10,39-0.066162,83%
488WRB69,75-11,49-0.109741,93%
489GIS51,20-11,61-0.119538,88%
490FRT94,64-11,99-0.101147,43%
491DGX173,62-12,85-0.182528,16%
492ROST131,21-14,06-0.268620,94%
493BMY47,66-15,60-0.134546,38%
494MA565,11-15,94-0.72068,85%
495CAG20,38-16,19-0.086974,52%
496EBAY76,32-16,51-0.151443,61%
497ED99,97-16,87-0.150944,72%
498TRV255,32-17,95-0.269426,66%
499PSA288,99-18,45-0.308123,96%
500CB280,00-18,91-0.259229,18%
501COST982,09-20,58-0.554514,85%
502DE509,33-20,65-0.415019,90%
503PM177,98-20,68-0.230135,95%
504MMC214,17-20,72-0.219037,85%
505MCD293,02-23,01-0.389523,63%
506CPB30,74-23,93-0.131572,81%
507DTE131,42-25,77-0.176858,28%
508CTAS216,64-29,12-0.256645,39%
509EQR66,53-31,61-0.164276,98%
510STE231,28-32,14-0.308741,63%
511VRSK303,73-36,16-0.350241,29%
512ZTS158,28-41,60-0.394542,17%
513AIZ190,50-41,60-0.311153,48%
514LW51,26-41,79-0.198884,09%
515MKTX219,28-42,33-0.310754,50%
516LMT463,06-44,48-0.621628,62%
517DLR171,18-45,28-0.297260,94%
518ETSY54,13-45,70-0.364050,23%
519CPT113,01-47,93-0.236481,10%
520FANG142,12-49,37-0.486640,59%
521BXP69,03-50,84-0.276073,68%
522AVB200,63-61,75-0.319677,30%
523TSLA295,88-63,31-0.988525,62%
524PAYX145,94-74,39-0.527956,37%
525PGR250,41-78,42-0.575654,50%
526LLY786,92-86,23-1.189928,99%
527ACN297,40-86,96-0.861340,38%
528RSG240,51-87,87-0.505469,55%
529IT394,44-98,67-0.799949,34%
530WM225,75-104,20-0.532278,32%
531ERIE344,48-136,09-0.830465,55%
532PAYC234,08-144,82-1.052755,03%
533CNC33,10-171,24-1.120061,16%
534FTV52,99-190,63-1.080070,60%
535ADBE373,38-200,75-1.487054,00%
536GWW1.045,29-204,17-1.870643,66%
537ELV346,36-215,04-1.658051,88%
538TPL1.047,55-393,58-2.622760,03%
539MOH237,22-394,01-2.894354,45%
540EQIX764,71-1.478,20-7.569278,12%
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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