Turnaround
A estratégia Turnaround busca ativos que venham em uma sequência de queda, e portanto possuem uma maior probabilidade de repique. A entrada dá-se no fechamento, após n dias consecutivos de queda. O alvo é tipicamente o fechamento de 1 ou 2 dias seguintes.
Sua motivação veio de uma discussão onde estudou-se sua eficácia no S&P e no IBOV. Siga o QuantBrasil no Twitter!
| Preço Atual | |||
|---|---|---|---|
| GFSA3 | 1,66 | -0,60% | 6 |
| PTBL3 | 2,96 | -3,27% | 4 |
| AALR3 | 3,96 | -0,75% | 3 |
| AERI3 | 2,39 | -0,42% | 3 |
| AGXY3 | 2,15 | -1,38% | 3 |
| PCAR3 | 2,20 | -4,35% | 3 |
| MEAL3 | 0,94 | -3,09% | 2 |
| OIBR3 | 0,16 | -5,88% | 2 |
| OIBR4 | 1,25 | -15,54% | 2 |
| RCSL4 | 0,93 | -3,12% | 2 |
| AMBP3 | 0,23 | -4,17% | 1 |
| ETER3 | 3,94 | -5,74% | 1 |
| FHER3 | 4,08 | -2,39% | 1 |
| JALL3 | 3,55 | -2,47% | 1 |
| MBRF3 | 21,57 | -3,58% | 1 |
| PETR3 | 53,80 | -1,72% | 1 |
| PETR4 | 48,65 | -1,94% | 1 |
| PRIO3 | 66,11 | -8,43% | 1 |
| RAIZ4 | 0,50 | -3,85% | 1 |
| RECV3 | 13,89 | -0,36% | 1 |
| SEQL3 | 0,24 | -4,00% | 1 |
| SMTO3 | 21,09 | -1,77% | 1 |
| TRAD3 | 2,19 | -1,79% | 1 |
| WEST3 | 7,84 | -1,38% | 1 |
| ABCB4 | 25,40 | 2,42% | 0 |
| ABEV3 | 15,30 | 2,62% | 0 |
| AGRO3 | 21,60 | 2,61% | 0 |
| ALOS3 | 30,33 | 4,33% | 0 |
| ALPA4 | 12,36 | 2,83% | 0 |
| ALPK3 | 4,42 | 1,84% | 0 |
| ALUP11 | 35,11 | 1,92% | 0 |
| AMAR3 | 0,89 | 0,00% | 0 |
| AMER3 | 5,22 | 0,00% | 0 |
| ANIM3 | 4,32 | 7,46% | 0 |
| ARML3 | 4,88 | 1,67% | 0 |
| ASAI3 | 9,49 | 7,11% | 0 |
| AUAU3 | 3,46 | 7,79% | 0 |
| AURE3 | 11,92 | 2,41% | 0 |
| AXIA3 | 58,56 | 4,09% | 0 |
| AXIA6 | 64,49 | 4,40% | 0 |
| AZZA3 | 25,60 | 3,02% | 0 |
| B3SA3 | 18,45 | 8,34% | 0 |
| BBAS3 | 23,05 | 3,22% | 0 |
| BBDC3 | 16,73 | 3,27% | 0 |
| BBDC4 | 19,13 | 3,52% | 0 |
| BBSE3 | 34,96 | 1,89% | 0 |
| BEEF3 | 4,30 | 3,86% | 0 |
| BHIA3 | 2,89 | 2,85% | 0 |
| BLAU3 | 10,15 | 2,22% | 0 |
| BMGB4 | 5,01 | 2,87% | 0 |
| BMOB3 | 26,97 | 7,71% | 0 |
| BPAC11 | 56,57 | 6,17% | 0 |
| BRAP4 | 23,08 | 3,31% | 0 |
| BRAV3 | 20,57 | 2,14% | 0 |
| BRBI11 | 19,50 | 2,90% | 0 |
| BRKM5 | 9,35 | 3,77% | 0 |
| BRSR6 | 17,25 | 4,29% | 0 |
| BRST3 | 3,14 | 0,96% | 0 |
| CAML3 | 6,08 | 4,83% | 0 |
| CASH3 | 3,67 | 4,26% | 0 |
| CBAV3 | 10,48 | 1,26% | 0 |
| CEAB3 | 12,09 | 5,31% | 0 |
| CMIG3 | 16,91 | 2,98% | 0 |
| CMIG4 | 12,58 | 2,36% | 0 |
| CMIN3 | 4,94 | 1,44% | 0 |
| COGN3 | 3,18 | 6,00% | 0 |
| CPFE3 | 48,60 | 3,23% | 0 |
| CPLE3 | 15,43 | 3,07% | 0 |
| CSAN3 | 5,35 | 5,73% | 0 |
| CSED3 | 5,36 | 2,10% | 0 |
| CSMG3 | 57,50 | 2,86% | 0 |
| CSNA3 | 6,34 | 3,09% | 0 |
| CSUD3 | 17,82 | 0,85% | 0 |
| CURY3 | 35,58 | 3,82% | 0 |
| CVCB3 | 1,97 | 1,55% | 0 |
| CXSE3 | 18,27 | 4,70% | 0 |
| CYRE3 | 27,30 | 4,56% | 0 |
| DASA3 | 2,90 | 9,85% | 0 |
| DESK3 | 18,04 | 0,95% | 0 |
| DIRR3 | 13,30 | 2,86% | 0 |
| DMVF3 | 7,06 | 3,37% | 0 |
| DXCO3 | 4,66 | 4,25% | 0 |
| ECOR3 | 8,47 | 2,42% | 0 |
| EGIE3 | 32,96 | 3,32% | 0 |
| EMBJ3 | 76,77 | 5,22% | 0 |
| ENEV3 | 24,51 | 1,20% | 0 |
| ENGI11 | 52,14 | 3,66% | 0 |
| ENJU3 | 1,12 | 1,82% | 0 |
| EQTL3 | 40,67 | 2,47% | 0 |
| ESPA3 | 1,12 | 4,67% | 0 |
| EVEN3 | 7,28 | 2,68% | 0 |
| EZTC3 | 13,96 | 3,48% | 0 |
| FESA4 | 8,18 | 3,54% | 0 |
| FICT3 | 0,42 | 2,44% | 0 |
| FIQE3 | 6,95 | 6,27% | 0 |
| FLRY3 | 15,96 | 1,53% | 0 |
| FRAS3 | 22,67 | 5,15% | 0 |
| G2DI33 | 1,40 | 0,00% | 0 |
| GGBR4 | 19,00 | 3,15% | 0 |
| GGPS3 | 16,73 | 5,09% | 0 |
| GMAT3 | 4,70 | 5,38% | 0 |
| GOAU4 | 8,52 | 3,65% | 0 |
| GRND3 | 4,74 | 2,60% | 0 |
| HAPV3 | 10,04 | 1,83% | 0 |
| HBOR3 | 2,39 | 0,84% | 0 |
| HBRE3 | 2,94 | 2,80% | 0 |
| HBSA3 | 4,08 | 3,82% | 0 |
| HYPE3 | 23,29 | 5,77% | 0 |
| IFCM3 | 0,87 | 1,16% | 0 |
| IGTI11 | 27,98 | 5,07% | 0 |
| INTB3 | 14,71 | 5,60% | 0 |
| IRBR3 | 54,54 | 3,69% | 0 |
| ISAE4 | 29,12 | 2,90% | 0 |
| ITSA4 | 13,93 | 4,82% | 0 |
| ITUB3 | 42,76 | 4,22% | 0 |
| ITUB4 | 43,48 | 4,97% | 0 |
| JHSF3 | 9,26 | 6,44% | 0 |
| KEPL3 | 8,27 | 2,35% | 0 |
| KLBN11 | 19,63 | 2,13% | 0 |
| KLBN4 | 3,94 | 2,87% | 0 |
| LAVV3 | 14,38 | 4,20% | 0 |
| LEVE3 | 34,83 | 1,57% | 0 |
| LIGT3 | 4,83 | 3,43% | 0 |
| LJQQ3 | 1,98 | 5,32% | 0 |
| LOGG3 | 27,56 | 2,61% | 0 |
| LOGN3 | 32,15 | 0,09% | 0 |
| LPSB3 | 1,64 | 0,00% | 0 |
| LREN3 | 14,92 | 5,22% | 0 |
| LUPA3 | 0,80 | 0,00% | 0 |
| LWSA3 | 3,77 | 5,01% | 0 |
| MATD3 | 5,73 | 8,11% | 0 |
| MDIA3 | 22,96 | 4,27% | 0 |
| MDNE3 | 32,20 | 7,51% | 0 |
| MELK3 | 3,46 | 2,98% | 0 |
| MGLU3 | 8,77 | 9,76% | 0 |
| MILS3 | 13,83 | 3,36% | 0 |
| MLAS3 | 1,27 | 2,42% | 0 |
| MOTV3 | 15,96 | 5,35% | 0 |
| MOVI3 | 12,91 | 3,78% | 0 |
| MRVE3 | 7,86 | 4,11% | 0 |
| MTRE3 | 3,76 | 2,45% | 0 |
| MULT3 | 31,92 | 3,77% | 0 |
| MYPK3 | 9,15 | 2,12% | 0 |
| NATU3 | 10,36 | 11,64% | 0 |
| NEOE3 | 33,34 | 0,03% | 0 |
| NGRD3 | 29,70 | 0,00% | 0 |
| ODPV3 | 13,35 | 0,91% | 0 |
| ONCO3 | 1,53 | 2,68% | 0 |
| OPCT3 | 9,06 | 2,03% | 0 |
| ORVR3 | 71,00 | 3,56% | 0 |
| PGMN3 | 6,15 | 0,49% | 0 |
| PLPL3 | 13,34 | 4,22% | 0 |
| PMAM3 | 0,51 | 0,00% | 0 |
| PNVL3 | 14,40 | 2,42% | 0 |
| POMO4 | 6,18 | 2,49% | 0 |
| POSI3 | 4,15 | 3,49% | 0 |
| PRNR3 | 19,50 | 6,44% | 0 |
| PSSA3 | 50,76 | 2,61% | 0 |
| QUAL3 | 2,11 | 11,64% | 0 |
| RADL3 | 23,39 | 0,39% | 0 |
| RAIL3 | 16,19 | 3,58% | 0 |
| RANI3 | 9,78 | 3,60% | 0 |
| RAPT4 | 5,54 | 4,92% | 0 |
| RCSL3 | 0,69 | 0,00% | 0 |
| RDOR3 | 39,11 | 2,92% | 0 |
| RENT3 | 47,25 | 5,23% | 0 |
| ROMI3 | 7,11 | 1,28% | 0 |
| SANB11 | 30,64 | 3,79% | 0 |
| SAPR11 | 44,30 | 2,14% | 0 |
| SAPR4 | 8,44 | 1,93% | 0 |
| SBFG3 | 12,30 | 4,95% | 0 |
| SBSP3 | 158,02 | 2,73% | 0 |
| SEER3 | 13,28 | 7,79% | 0 |
| SHUL4 | 5,17 | 1,37% | 0 |
| SIMH3 | 11,47 | 6,50% | 0 |
| SLCE3 | 18,67 | 0,76% | 0 |
| SMFT3 | 19,20 | 2,89% | 0 |
| SOJA3 | 7,12 | 2,30% | 0 |
| SUZB3 | 51,88 | 2,45% | 0 |
| TAEE11 | 43,09 | 3,46% | 0 |
| TASA4 | 4,90 | 1,66% | 0 |
| TCSA3 | 1,28 | 0,00% | 0 |
| TECN3 | 8,90 | 5,08% | 0 |
| TEND3 | 31,02 | 5,08% | 0 |
| TFCO4 | 16,20 | 4,45% | 0 |
| TGMA3 | 31,28 | 3,30% | 0 |
| TIMS3 | 27,35 | 1,67% | 0 |
| TOTS3 | 34,90 | 3,13% | 0 |
| TPIS3 | 6,80 | 4,62% | 0 |
| TRIS3 | 5,75 | 3,79% | 0 |
| TTEN3 | 15,90 | 2,58% | 0 |
| TUPY3 | 13,38 | 4,86% | 0 |
| UGPA3 | 28,72 | 1,16% | 0 |
| UNIP6 | 62,37 | 3,81% | 0 |
| USIM3 | 6,66 | 1,68% | 0 |
| USIM5 | 6,74 | 1,66% | 0 |
| VALE3 | 82,44 | 3,82% | 0 |
| VAMO3 | 3,72 | 1,92% | 0 |
| VBBR3 | 31,65 | 1,47% | 0 |
| VIVA3 | 25,90 | 2,94% | 0 |
| VIVR3 | 0,39 | 0,00% | 0 |
| VIVT3 | 41,11 | 3,01% | 0 |
| VLID3 | 20,10 | 0,50% | 0 |
| VULC3 | 17,53 | 3,12% | 0 |
| VVEO3 | 1,25 | 4,17% | 0 |
| WEGE3 | 50,92 | 4,02% | 0 |
| WIZC3 | 8,99 | 3,45% | 0 |
| YDUQ3 | 12,12 | 5,21% | 0 |
1 Variação em relação ao pregão anterior.
Siga-nos no Instagram @quant_brasil
Receba diariamente novidades sobre a plataforma, conteúdo sobre finanças quantitativas, e acompanhe os bastidores do QuantBrasil!