Cme Group Stock Alpha and Beta Analysis
| CME Stock | USD 237.33 2.94 1.25% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CME Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in CME over a specified time horizon. Remember, high CME's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to CME's market risk premium analysis include:
Beta (0.05) | Alpha 0.18 | Risk 0.91 | Sharpe Ratio 0.18 | Expected Return 0.16 |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
CME |
CME Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CME market risk premium is the additional return an investor will receive from holding CME long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in CME. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate CME's performance over market.| α | 0.18 | β | -0.05 |
CME expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of CME's Buy-and-hold return. Our buy-and-hold chart shows how CME performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.CME Market Price Analysis
Market price analysis indicators help investors to evaluate how CME stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CME shares will generate the highest return on investment. By understating and applying CME stock market price indicators, traders can identify CME position entry and exit signals to maximize returns.
CME Return and Market Media
The median price of CME for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 223.57 with a coefficient of variation of 2.48. The daily time series for the period is distributed with a sample standard deviation of 5.52, arithmetic mean of 222.57, and mean deviation of 4.6. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| CME dividend paid on 25th of September 2024 | 09/25/2024 |
1 | Jim Cramer This Tech Stock Can Go To 160, Recommends Buying Dominos Pizza | 11/11/2024 |
2 | Haverford Trust Co Sells 555 Shares of CME Group Inc. | 11/13/2024 |
3 | U.S. Equity Option Market Makers Case Study 2024 Unveiling the New Era of U.S. Equity Option Trading, A 45,000-Word Analysis of Market Makers and Strategies | 11/20/2024 |
4 | Stock Market Today Stocks lower on Nvidia slide, Russia-Ukraine risks | 11/21/2024 |
5 | Futures slip on caution ahead of business activity data, geopolitical tensions | 11/22/2024 |
6 | CME Group Completes Primary Conversion of 28-Day TIIE Interest Rate Swaps for Mexican Market | 11/25/2024 |
7 | US stocks head into holiday week with history on their side | 11/26/2024 |
About CME Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including CME or other stocks. Alpha measures the amount that position in CME Group has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 (projected) | Dividend Yield | 0.0267 | 0.0437 | 0.0428 | Price To Sales Ratio | 17.46 | 12.02 | 13.55 |
CME Upcoming Company Events
As portrayed in its financial statements, the presentation of CME's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, CME's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of CME's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of CME. Please utilize our Beneish M Score to check the likelihood of CME's management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Align your risk with return expectations
Check out CME Backtesting, CME Valuation, CME Correlation, CME Hype Analysis, CME Volatility, CME History and analyze CME Performance. You can also try the Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.
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.