Cme Group Stock Z Score

CME Stock

USD 210.94 1.60 0.75%

Altman Z Score is one of the simplest fundamental models to determine how likely your company is to fail. The module uses available fundamental data of a given equity to approximate the Altman Z score. Altman Z Score is determined by evaluating five fundamental price points available from the company's current public disclosure documents. Check out CME Piotroski F Score and CME Valuation analysis.

At present, CME's Total Debt To Capitalization is projected to slightly decrease based on the last few years of reporting. The current year's Return On Capital Employed is expected to grow to 0.17, whereas Net Invested Capital is forecasted to decline to about 20.5 B. At present, CME's Selling And Marketing Expenses is projected to increase significantly based on the last few years of reporting. The current year's Income Before Tax is expected to grow to about 4.4 B, whereas Total Revenue is forecasted to decline to about 3 B.

CME Group Company Z Score Analysis

CME's Z-Score is a simple linear, multi-factor model that measures the financial health and economic stability of a company. The score is used to predict the probability of a firm going into bankruptcy within next 24 months or two fiscal years from the day stated on the accounting statements used to calculate it. The model uses five fundamental business ratios that are weighted according to algorithm of Professor Edward Altman who developed it in the late 1960s at New York University..

Z Score

Sum Of

5 Factors

More About Z Score | All Equity Analysis

First Factor

1.2 * (

Working Capital

/

Total Assets )

Second Factor

1.4 * (

Retained Earnings

/

Total Assets )

Thrid Factor

3.3 * (

EBITAD

/

Total Assets )

Fouth Factor

0.6 * (

Market Value of Equity

/

Total Liabilities )

Fifth Factor

0.99 * (

Revenue

/

Total Assets )

CME Z Score Driver Correlations

Understanding the fundamental principles of building solid financial models for CME is extremely important. It helps to project a fair market value of CME Stock properly, considering its historical fundamentals such as Z Score. Since CME's main accounts across its financial reports are all linked and dependent on each other, it is essential to analyze all possible correlations between related accounts. However, instead of reviewing all of CME's historical financial statements, investors can examine the correlated drivers to determine its overall health. This can be effectively done using a conventional correlation matrix of CME's interrelated accounts and indicators.

	Total Assets	Total Stockholder Equity	Net Debt	Retained Earnings	Accounts Payable	Long Term Debt	Net Receivables	Total Liab	Total Current Assets	Common Stock	Property Plant Equipment	Short Term Investments	Current Deferred Revenue	Short Term Debt	Intangible Assets	Good Will	Deferred Long Term Liab	Net Tangible Assets	Long Term Debt Total	Capital Surpluse	Long Term Investments	Short Long Term Debt	Net Invested Capital	Net Working Capital	Capital Stock
Total Assets		0.63	0.08	0.58	0.58	0.6	0.54	1.0	0.99	0.52	0.4	-0.33	0.57	-0.21	0.5	0.7	0.28	0.83	0.41	0.77	0.66	-0.11	-0.21	0.3	-0.33
Total Stockholder Equity	0.63		0.5	0.94	0.61	0.9	0.33	0.56	0.52	0.78	0.67	-0.17	0.09	-0.05	0.94	0.96	0.54	0.53	0.49	0.54	0.39	0.0	0.07	-0.09	0.06
Net Debt	0.08	0.5		0.58	0.62	0.72	0.2	0.02	-0.01	0.31	0.22	-0.04	0.35	-0.38	0.5	0.6	0.08	-0.25	0.83	0.37	0.53	-0.31	0.35	-0.78	0.05
Retained Earnings	0.58	0.94	0.58		0.61	0.86	0.26	0.52	0.49	0.62	0.62	-0.04	0.18	-0.21	0.83	0.91	0.36	0.51	0.55	0.53	0.44	-0.06	0.11	-0.17	0.09
Accounts Payable	0.58	0.61	0.62	0.61		0.8	0.45	0.55	0.53	0.5	0.51	-0.25	0.61	-0.43	0.48	0.7	0.14	0.33	0.71	0.76	0.72	-0.3	-0.25	-0.26	-0.13
Long Term Debt	0.6	0.9	0.72	0.86	0.8		0.49	0.54	0.51	0.72	0.57	-0.26	0.39	-0.22	0.84	0.96	0.45	0.36	0.79	0.71	0.63	-0.12	0.06	-0.3	-0.1
Net Receivables	0.54	0.33	0.2	0.26	0.45	0.49		0.51	0.5	0.29	0.42	-0.22	0.43	-0.24	0.34	0.5	0.2	0.5	0.47	0.72	0.67	-0.15	0.02	0.19	-0.89
Total Liab	1.0	0.56	0.02	0.52	0.55	0.54	0.51		1.0	0.47	0.35	-0.33	0.6	-0.21	0.42	0.63	0.24	0.82	0.37	0.76	0.65	-0.12	-0.23	0.34	-0.32
Total Current Assets	0.99	0.52	-0.01	0.49	0.53	0.51	0.5	1.0		0.44	0.33	-0.33	0.62	-0.22	0.37	0.6	0.21	0.82	0.36	0.75	0.65	-0.12	-0.24	0.35	-0.32
Common Stock	0.52	0.78	0.31	0.62	0.5	0.72	0.29	0.47	0.44		0.35	-0.71	0.06	0.21	0.8	0.72	0.37	0.43	0.4	0.49	0.23	0.14	0.1	-0.05	0.07
Property Plant Equipment	0.4	0.67	0.22	0.62	0.51	0.57	0.42	0.35	0.33	0.35		0.23	0.02	-0.29	0.55	0.63	0.29	0.49	0.15	0.48	0.36	-0.28	-0.22	0.34	-0.17
Short Term Investments	-0.33	-0.17	-0.04	-0.04	-0.25	-0.26	-0.22	-0.33	-0.33	-0.71	0.23		-0.24	-0.19	-0.27	-0.2	0.11	-0.22	-0.28	-0.32	-0.19	-0.13	-0.01	0.04	0.11
Current Deferred Revenue	0.57	0.09	0.35	0.18	0.61	0.39	0.43	0.6	0.62	0.06	0.02	-0.24		-0.64	-0.08	0.29	-0.2	0.2	0.72	0.78	0.87	-0.43	-0.02	-0.09	-0.32
Short Term Debt	-0.21	-0.05	-0.38	-0.21	-0.43	-0.22	-0.24	-0.21	-0.22	0.21	-0.29	-0.19	-0.64		0.1	-0.19	0.35	-0.03	-0.44	-0.46	-0.71	0.68	-0.01	0.08	0.23
Intangible Assets	0.5	0.94	0.5	0.83	0.48	0.84	0.34	0.42	0.37	0.8	0.55	-0.27	-0.08	0.1		0.91	0.58	0.42	0.42	0.36	0.27	0.06	0.09	-0.18	-0.01
Good Will	0.7	0.96	0.6	0.91	0.7	0.96	0.5	0.63	0.6	0.72	0.63	-0.2	0.29	-0.19	0.91		0.51	0.51	0.66	0.66	0.6	-0.11	0.07	-0.15	-0.14
Deferred Long Term Liab	0.28	0.54	0.08	0.36	0.14	0.45	0.2	0.24	0.21	0.37	0.29	0.11	-0.2	0.35	0.58	0.51		0.17	0.12	0.12	0.01	0.11	0.05	-0.02	0.02
Net Tangible Assets	0.83	0.53	-0.25	0.51	0.33	0.36	0.5	0.82	0.82	0.43	0.49	-0.22	0.2	-0.03	0.42	0.51	0.17		0.02	0.55	0.33	0.12	-0.34	0.6	-0.36
Long Term Debt Total	0.41	0.49	0.83	0.55	0.71	0.79	0.47	0.37	0.36	0.4	0.15	-0.28	0.72	-0.44	0.42	0.66	0.12	0.02		0.72	0.78	-0.25	0.3	-0.54	-0.19
Capital Surpluse	0.77	0.54	0.37	0.53	0.76	0.71	0.72	0.76	0.75	0.49	0.48	-0.32	0.78	-0.46	0.36	0.66	0.12	0.55	0.72		0.86	-0.27	0.05	0.12	-0.42
Long Term Investments	0.66	0.39	0.53	0.44	0.72	0.63	0.67	0.65	0.65	0.23	0.36	-0.19	0.87	-0.71	0.27	0.6	0.01	0.33	0.78	0.86		-0.56	0.02	-0.08	-0.5
Short Long Term Debt	-0.11	0.0	-0.31	-0.06	-0.3	-0.12	-0.15	-0.12	-0.12	0.14	-0.28	-0.13	-0.43	0.68	0.06	-0.11	0.11	0.12	-0.25	-0.27	-0.56		0.0	0.04	0.15
Net Invested Capital	-0.21	0.07	0.35	0.11	-0.25	0.06	0.02	-0.23	-0.24	0.1	-0.22	-0.01	-0.02	-0.01	0.09	0.07	0.05	-0.34	0.3	0.05	0.02	0.0		-0.36	0.06
Net Working Capital	0.3	-0.09	-0.78	-0.17	-0.26	-0.3	0.19	0.34	0.35	-0.05	0.34	0.04	-0.09	0.08	-0.18	-0.15	-0.02	0.6	-0.54	0.12	-0.08	0.04	-0.36		-0.28
Capital Stock	-0.33	0.06	0.05	0.09	-0.13	-0.1	-0.89	-0.32	-0.32	0.07	-0.17	0.11	-0.32	0.23	-0.01	-0.14	0.02	-0.36	-0.19	-0.42	-0.5	0.15	0.06	-0.28

Click cells to compare fundamentals

To calculate a Z-Score, one would need to know a company's current working capital, its total assets and liabilities, and the amount of its latest earnings as well as earnings before interest and tax. Z-Scores can be used to compare the odds of bankruptcy of companies in a similar line of business or firms operating in the same industry. Companies with Z-Scores above 3.1 are generally considered to be stable and healthy with a low probability of bankruptcy. Scores that fall between 1.8 and 3.1 lie in a so-called 'grey area,' with scores of less than 1 indicating the highest probability of distress. Z Score is a used widely measure by financial auditors, accountants, money managers, loan processors, wealth advisers, and day traders. In the last 25 years, many financial models that utilize z-scores proved it to be successful as a predictor of corporate bankruptcy.

Competition

Predict CME

In accordance with the company's disclosures, CME Group has a Z Score of 0.0. This is 100.0% lower than that of the Capital Markets sector and about the same as Financials (which currently averages 0.0) industry. The z score for all United States stocks is 100.0% higher than that of the company.

CME ESG Sustainability

Some studies have found that companies with high sustainability scores are getting higher valuations than competitors with lower social-engagement activities. While most ESG disclosures are voluntary and do not directly affect the long term financial condition, CME's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to CME's managers, analysts, and investors.

Environment Score

Governance Score

Social Score

CME Institutional Holders

Institutional Holdings refers to the ownership stake in CME that is held by large financial organizations, pension funds or endowments. Institutions may purchase large blocks of CME's outstanding shares and can exert considerable influence upon its management. Institutional holders may also work to push the share price higher once they own the stock. Extensive social media coverage, TV shows, articles in high-profile magazines, and presentations at investor conferences help move the stock higher, increasing CME's value.

		Shares
Fmr Inc	2023-12-31	5 M
Goldman Sachs Group Inc	2023-12-31	4.7 M
Norges Bank	2023-12-31	4.6 M
Fidelity International Ltd	2023-12-31	4.3 M
Ameriprise Financial Inc	2023-12-31	4.2 M
Guardcap Asset Management Limited	2023-12-31	4 M
Northern Trust Corp	2023-12-31	3.8 M
Vontobel Asset Management Inc	2023-12-31	3.7 M
T. Rowe Price Associates, Inc.	2023-12-31	3.6 M
Vanguard Group Inc	2023-12-31	33.5 M
Blackrock Inc	2023-12-31	24 M

CME Fundamentals

	Return On Equity	0.12
	Return On Asset	0.0142
	Profit Margin	0.58 %
	Operating Margin	0.62 %
	Current Valuation	78.9 B
	Shares Outstanding	360.02 M
	Shares Owned By Insiders	0.45 %
	Shares Owned By Institutions	89.46 %
	Number Of Shares Shorted	3.55 M
	Price To Earning	32.83 X
	Price To Book	2.82 X
	Price To Sales	13.54 X
	Revenue	5.58 B
	Gross Profit	5.01 B
	EBITDA	3.79 B
	Net Income	3.23 B
	Cash And Equivalents	2.22 B
	Cash Per Share	6.19 X
	Total Debt	3.88 B
	Debt To Equity	0.12 %
	Current Ratio	1.02 X
	Book Value Per Share	74.43 X
	Cash Flow From Operations	3.45 B
	Short Ratio	2.90 X
	Earnings Per Share	8.87 X
	Price To Earnings To Growth	8.46 X
	Target Price	226.46
	Number Of Employees	3.56 K
	Beta	0.49
	Market Capitalization	78.04 B
	Total Asset	129.84 B
	Retained Earnings	4.46 B
	Working Capital	1.47 B
	Current Asset	37.9 B
	Current Liabilities	36.82 B
	Annual Yield	0.04 %
	Five Year Return	1.68 %
	Net Asset	129.84 B
	Last Dividend Paid	4.4

About CME Fundamental Analysis

The Macroaxis Fundamental Analysis modules help investors analyze CME Group's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of CME using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of CME Group based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.

Please read more on our fundamental analysis page.

Pair Trading with CME

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if CME position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in CME will appreciate offsetting losses from the drop in the long position's value.

Moving together with CME Stock

0.78

ICE

Intercontinental Exchange Sell-off Trend

Pair Corr

Moving against CME Stock

0.65	DHIL	Diamond Hill Investment	Pair Corr
0.52	SPGI	SP Global Earnings Call This Week	Pair Corr

The ability to find closely correlated positions to CME could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace CME when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back CME - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling CME Group to buy it.

The correlation of CME is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as CME moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if CME Group moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

Correlation analysis and pair trading evaluation for CME can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.

Pair Correlation Correlation Matching

When determining whether CME Group is a strong investment it is important to analyze CME's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact CME's future performance. For an informed investment choice regarding CME Stock, refer to the following important reports:

How To Invest In CME

Details

Is CME Stock a good investment?

Details

What is CME's Net Worth?

Details

Largest Financial Exchanges & Data Companies

View

Largest Financial Data & Stock Exchanges Companies

View

Check out CME Piotroski F Score and CME Valuation analysis.

You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.

Complementary Tools for CME Stock analysis

When running CME's price analysis, check to measure CME's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy CME is operating at the current time. Most of CME's value examination focuses on studying past and present price action to predict the probability of CME's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CME's price. Additionally, you may evaluate how the addition of CME to your portfolios can decrease your overall portfolio volatility.

	Sync Your Broker Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors.
	AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities
	Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges
	ETFs Find actively traded Exchange Traded Funds (ETF) from around the world
	Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios
	My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like
	Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance
	Fundamental Analysis View fundamental data based on most recent published financial statements
	Global Correlations Find global opportunities by holding instruments from different markets
	Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing
	Companies Directory Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals
	Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios
	Technical Analysis Check basic technical indicators and analysis based on most latest market data

Is CME's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of CME. If investors know CME will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about CME listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.

Quarterly Earnings Growth

0.276

Dividend Share

4.4

Earnings Share

8.87

Revenue Per Share

15.512

Quarterly Revenue Growth

0.192

The market value of CME Group is measured differently than its book value, which is the value of CME that is recorded on the company's balance sheet. Investors also form their own opinion of CME's value that differs from its market value or its book value, called intrinsic value, which is CME's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because CME's market value can be influenced by many factors that don't directly affect CME's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.

Please note, there is a significant difference between CME's value and its price as these two are different measures arrived at by different means. Investors typically determine if CME is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CME's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2024 Macroaxis LLC

Cme Group Stock Z Score

CME Group Company Z Score Analysis

Z Score

Sum Of

5 Factors

First Factor

1.2 * (

Working Capital

/

Total Assets )

Second Factor

1.4 * (

Retained Earnings

/

Total Assets )

Thrid Factor

3.3 * (

EBITAD

/

Total Assets )

Fouth Factor

0.6 * (

Market Value of Equity

/

Total Liabilities )

Fifth Factor

0.99 * (

Revenue

/

Total Assets )

CME Z Score Driver Correlations

CME ESG Sustainability

CME Institutional Holders

CME Fundamentals

About CME Fundamental Analysis

Pair Trading with CME

Moving together with CME Stock

Moving against CME Stock

Complementary Tools for CME Stock analysis

COMMON DESTINATIONS

MAIN CATEGORIES

COMPANY