Cme Group Stock Performance
| CME Stock | USD 229.37 0.33 0.14% |
CME has a performance score of 10 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.088, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CME are expected to decrease at a much lower rate. During the bear market, CME is likely to outperform the market. CME Group at this time shows a risk of 0.87%. 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
10 of 100
Weak | Strong |
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Compared to the overall equity markets, risk-adjusted returns on investments in CME Group are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. In spite of rather weak primary indicators, CME may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
Actual Historical Performance (%)
One Day Return (0.17) | Five Day Return (0.82) | Year To Date Return 9.28 | Ten Year Return 173.73 | All Time Return 2.6 K |
Forward Dividend Yield 0.0201 | Payout Ratio 0.8605 | Last Split Factor 5:1 | Forward Dividend Rate 4.6 | Dividend Date 2024-12-27 |
| CME dividend paid on 25th of September 2024 | 09/25/2024 |
1 | US Fed cuts interest rates quarter point after Trump victory | 11/07/2024 |
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5 | CFTC Chair Says Still Assessing Clearing US Treasuries Abroad | 11/19/2024 |
6 | US Fed official warns against cutting rates too quickly | 11/20/2024 |
7 | 4 Crypto-Centric Stocks to Gain as Bitcoin Looks Set to Hit 100,000 | 11/21/2024 |
8 | Dow leaps over 400 points to record close as investors welcome signs of robust economy | 11/22/2024 |
| Begin Period Cash Flow | 138 B |
CME |
CME Relative Risk vs. Return Landscape
If you would invest 21,400 in CME Group on August 28, 2024 and sell it today you would earn a total of 1,537 from holding CME Group or generate 7.18% return on investment over 90 days. CME Group is generating 0.1139% of daily returns assuming volatility of 0.8683% on return distribution over 90 days investment horizon. In other words, 7% of stocks are less volatile than CME, and above 98% 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 = 0.1311
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| Cash | CME | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.87 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.13 actual daily | 10 90% of assets perform better |
Based on monthly moving average CME is performing at about 10% 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 | 0.0184 | ||||
| Profit Margin | 0.57 % | ||||
| Operating Margin | 0.65 % | ||||
| Current Valuation | 83.53 B | ||||
| Shares Outstanding | 360.36 M | ||||
| Price To Earning | 32.83 X | ||||
| Price To Book | 2.93 X | ||||
| Price To Sales | 13.68 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 | 78.47 X | ||||
| Cash Flow From Operations | 3.45 B | ||||
| Earnings Per Share | 9.51 X | ||||
| Market Capitalization | 82.54 B | ||||
| Total Asset | 129.71 B | ||||
| Retained Earnings | 4.46 B | ||||
| Working Capital | 1.47 B | ||||
| Current Asset | 37.9 B | ||||
| Current Liabilities | 36.82 B | ||||
About CME Performance
By analyzing CME's fundamental ratios, stakeholders can gain valuable insights into CME's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if CME has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if CME has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| 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 89.0% of the company shares are held by institutions such as insurance companies | |
| Latest headline from nypost.com: Dow leaps over 400 points to record close as investors welcome signs of robust economy |
- 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.
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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