Cme Group Stock Performance
| CME Stock | USD 209.65 1.23 0.59% |
CME has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.1, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CME's returns are expected to increase less than the market. However, during the bear market, the loss of holding CME is expected to be smaller as well. CME Group at this time shows a risk of 1.04%. Please confirm CME Group treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to decide if CME Group will be following its price patterns.
Risk-Adjusted Performance
4 of 100
Weak | Strong |
Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in CME Group are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound primary indicators, CME is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
Actual Historical Performance (%)
One Day Return 0.59 | Five Day Return (1.29) | Year To Date Return 0.2 | Ten Year Return 201.96 | All Time Return 2.3 K |
Forward Dividend Yield 0.0413 | Payout Ratio 0.9208 | Last Split Factor 5:1 | Forward Dividend Rate 8.6 | Dividend Date 2024-03-26 |
| CME dividend paid on 8th of March 2024 | 03/08/2024 |
| CME dividend paid on 26th of March 2024 | 03/26/2024 |
1 | Lithium Trading Hits Record on CME as Funds Seize Budding Market | 04/02/2024 |
2 | Stock market today Wall Street holds steadier after last weeks sharp swerves | 04/08/2024 |
3 | Heres the good news in a troubling inflation report | 04/10/2024 |
4 | Stock Market Today Stocks extend slump as Fed rate-cut bets crumble | 04/11/2024 |
5 | Stock market today Wall Street slips after a mixed start to earnings reporting season, as oil rises | 04/12/2024 |
6 | CME Group metals trading hits all-time daily high | 04/15/2024 |
7 | Feds Powell Says Inflation Fight May Take Longer Than Expected | 04/16/2024 |
8 | Stock market today Wall Street dips to send SP 500 to its longest losing streak since January | 04/17/2024 |
| Begin Period Cash Flow | 2.7 B |
CME |
CME Relative Risk vs. Return Landscape
If you would invest 20,221 in CME Group on January 20, 2024 and sell it today you would earn a total of 744.00 from holding CME Group or generate 3.68% return on investment over 90 days. CME Group is generating 0.0627% of daily returns assuming volatility of 1.0447% on return distribution over 90 days investment horizon. In other words, 9% of stocks are less volatile than CME, and above 99% of all equities are expected to generate higher returns over the next 90 days. Expected Return |
| Risk |
CME Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for CME's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as CME Group, and traders can use it to determine the average amount a CME's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.06
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| Cash | CME | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 1.04 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average CME is performing at about 4% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of CME by adding it to a well-diversified portfolio.
CME Fundamentals Growth
CME Stock prices reflect investors' perceptions of the future prospects and financial health of CME, and CME fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on CME Stock performance.
| Return On Equity | 0.12 | ||||
| Return On Asset | 0.0142 | ||||
| Profit Margin | 0.58 % | ||||
| Operating Margin | 0.62 % | ||||
| Current Valuation | 76.33 B | ||||
| Shares Outstanding | 360.02 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 | ||||
| Earnings Per Share | 8.85 X | ||||
| Market Capitalization | 75.48 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 | ||||
About CME Performance
To evaluate CME Group Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when CME generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare CME Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand CME Group market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents CME's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.| Last Reported | Projected for Next Year | ||
| Days Of Inventory On Hand | 59 K | 61.9 K | |
| Return On Tangible Assets | 0.03 | 0.06 | |
| Return On Capital Employed | 0.09 | 0.17 | |
| Return On Assets | 0.02 | 0.03 | |
| Return On Equity | 0.12 | 0.12 |
Things to note about CME Group performance evaluation
Checking the ongoing alerts about CME for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for CME Group help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| CME Group has a strong financial position based on the latest SEC filings | |
| Over 90.0% of the company shares are held by institutions such as insurance companies | |
| On 26th of March 2024 CME paid $ 1.15 per share dividend to its current shareholders | |
| Latest headline from ajc.com: Stock market today Wall Street dips to send SP 500 to its longest losing streak since January |
- Analyzing CME's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether CME's stock is overvalued or undervalued compared to its peers.
- Examining CME's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating CME's management team can have a significant impact on its success or failure. Reviewing the track record and experience of CME's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of CME's stock. These opinions can provide insight into CME's potential for growth and whether the stock is currently undervalued or overvalued.
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in CME Group. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in population. You can also try the Positions Ratings module to 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.
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.
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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 8.85 | 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.