Cme Group Stock Market Value
| CME Stock | USD 237.33 2.94 1.25% |
| Symbol | CME |
CME Group Price To Book Ratio
Is Financial Exchanges & Data space 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 0.214 | Dividend Share 4.55 | Earnings Share 9.64 | Revenue Per Share 16.795 | Quarterly Revenue Growth 0.185 |
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.
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.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in CME on October 29, 2024 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 30 days. CME is related to or competes with SP Global, Moodys, MSCI, and FactSet Research. 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 | 0.8511 | |||
| Information Ratio | 0.0606 | |||
| Maximum Drawdown | 4.17 | |||
| Value At Risk | (1.44) | |||
| Potential Upside | 1.58 |
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 | 0.1539 | |||
| Jensen Alpha | 0.1763 | |||
| Total Risk Alpha | 0.0338 | |||
| Sortino Ratio | 0.0645 | |||
| Treynor Ratio | (3.27) |
CME Group Backtested Returns
At this point, CME is very steady. CME Group secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the company had a 0.18% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for CME Group, which you can use to evaluate the volatility of the firm. Please confirm CME's Mean Deviation of 0.7244, downside deviation of 0.8511, and Risk Adjusted Performance of 0.1539 to double-check if the risk estimate we provide is consistent with the expected return of 0.16%. CME has a performance score of 14 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0521, 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 0.9%. 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 | 0.34 |
Below average predictability
CME Group has below average predictability. Overlapping area represents the amount of predictability between CME time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th of November 2024. 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 0.34 indicates that nearly 34.0% of current CME price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 18.14 |
CME Group lagged returns against current returns
Autocorrelation, which is CME stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting CME's stock expected returns. We can calculate the autocorrelation of CME returns to help us make a trade decision. For example, suppose you find that CME has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
CME regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If CME stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CME stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CME stock over time.
Current vs Lagged Prices |
| Timeline |
CME Lagged Returns
When evaluating CME's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CME stock have on its future price. CME autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, CME autocorrelation shows the relationship between CME stock current value and its past values and can show if there is a momentum factor associated with investing in CME Group.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Alpha and Beta module to complement your research on CME. You can also try the Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
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.