Cme Group Stock Market Value
| CME Stock | USD 302.48 4.28 1.40% |
| Symbol | CME |
Will Financial Exchanges & Data sector continue expanding? Could CME diversify its offerings? Factors like these will boost the valuation of CME. Projected growth potential of CME fundamentally drives upward valuation adjustments. Accurate valuation requires analyzing both current fundamentals and future growth trajectories. Every CME data point contributes insight, yet successful analysis hinges on identifying the most consequential variables.
Quarterly Earnings Growth 0.35 | Dividend Share 5 | Earnings Share 11.01 | Revenue Per Share | Quarterly Revenue Growth 0.083 |
CME Group's market price often diverges from its book value, the accounting figure shown on CME's balance sheet. Smart investors calculate CME's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Since CME's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
It's important to distinguish between CME's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding CME should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. 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.
CME 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to CME's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of CME.
| 11/14/2025 |
| 02/12/2026 |
If you would invest 0.00 in CME on November 14, 2025 and sell it all today you would earn a total of 0.00 from holding CME Group or generate 0.0% return on investment in CME over 90 days. CME is related to or competes with Intercontinental, Coinbase Global, Moodys, Bank of Montreal, Brookfield Asset, Mizuho Financial, and Nasdaq. CME Group Inc., together with its subsidiaries, operates contract markets for the trading of futures and options on futu... More
CME Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure CME's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess CME Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.27 | |||
| Information Ratio | 0.0641 | |||
| Maximum Drawdown | 5.09 | |||
| Value At Risk | (2.07) | |||
| Potential Upside | 1.99 |
CME Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CME's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CME's standard deviation. In reality, there are many statistical measures that can use CME historical prices to predict the future CME's volatility.| Risk Adjusted Performance | 0.1244 | |||
| Jensen Alpha | 0.1602 | |||
| Total Risk Alpha | 0.0308 | |||
| Sortino Ratio | 0.0589 | |||
| Treynor Ratio | 2.02 |
CME February 12, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1244 | |||
| Market Risk Adjusted Performance | 2.03 | |||
| Mean Deviation | 0.9046 | |||
| Semi Deviation | 1.07 | |||
| Downside Deviation | 1.27 | |||
| Coefficient Of Variation | 653.88 | |||
| Standard Deviation | 1.16 | |||
| Variance | 1.35 | |||
| Information Ratio | 0.0641 | |||
| Jensen Alpha | 0.1602 | |||
| Total Risk Alpha | 0.0308 | |||
| Sortino Ratio | 0.0589 | |||
| Treynor Ratio | 2.02 | |||
| Maximum Drawdown | 5.09 | |||
| Value At Risk | (2.07) | |||
| Potential Upside | 1.99 | |||
| Downside Variance | 1.61 | |||
| Semi Variance | 1.15 | |||
| Expected Short fall | (0.92) | |||
| Skewness | (0.31) | |||
| Kurtosis | 0.0244 |
CME Group Backtested Returns
At this point, CME is very steady. CME Group secures Sharpe Ratio (or Efficiency) of 0.0958, which signifies that the company had a 0.0958 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for CME Group, which you can use to evaluate the volatility of the firm. Please confirm CME's Risk Adjusted Performance of 0.1244, mean deviation of 0.9046, and Downside Deviation of 1.27 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. CME has a performance score of 7 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0831, 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 1.19%. 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.
Auto-correlation | -0.15 |
Insignificant reverse predictability
CME Group has insignificant reverse predictability. Overlapping area represents the amount of predictability between CME time series from 14th of November 2025 to 29th of December 2025 and 29th of December 2025 to 12th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of CME Group price movement. The serial correlation of -0.15 indicates that less than 15.0% of current CME price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 145.3 |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.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:Check out CME Correlation, CME Volatility and CME Performance module to complement your research on CME. You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
CME technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.