(CME) CME - Ratings and Ratios
Futures, Options, Swaps, Data Services, Clearing Services
CME EPS (Earnings per Share)
CME Revenue
Description: CME CME
CME Group Inc. is a leading global exchange company that operates contract markets for trading futures and options on futures contracts. The company offers a diverse range of products, including interest rates, equity indexes, foreign exchange, agricultural commodities, energy, and metals, catering to various market participants such as professional traders, financial institutions, and individual investors.
As a critical infrastructure provider, CME Groups clearing house services ensure the stability and integrity of the financial markets by clearing, settling, and guaranteeing futures and options contracts. The companys market data services also play a crucial role in providing real-time and historical data to market participants, enabling informed decision-making.
From a performance perspective, CME Group has demonstrated strong financials, with a Return on Equity (RoE) of 13.14%. The companys market capitalization stands at approximately $99.25 billion, indicating its significant presence in the financial exchanges and data industry. Key Performance Indicators (KPIs) such as revenue growth, average daily volume (ADV), and open interest can be used to further evaluate the companys operational performance.
Some additional KPIs that can be used to assess CME Groups performance include its clearing and transaction fees revenue, market data revenue, and the growth of its cleared swaps products. The companys ability to expand its product offerings, enhance its technology infrastructure, and maintain its competitive edge in the market will be crucial in driving its future growth.
CME Stock Overview
| Market Cap in USD | 97,068m |
| Sub-Industry | Financial Exchanges & Data |
| IPO / Inception | 2002-12-06 |
CME Stock Ratings
| Growth Rating | 87.8% |
| Fundamental | 77.3% |
| Dividend Rating | 65.2% |
| Return 12m vs S&P 500 | 5.99% |
| Analyst Rating | 3.39 of 5 |
CME Dividends
| Dividend Yield 12m | 2.33% |
| Yield on Cost 5y | 4.42% |
| Annual Growth 5y | 12.00% |
| Payout Consistency | 92.1% |
| Payout Ratio | 87.1% |
CME Growth Ratios
| Growth Correlation 3m | -56.3% |
| Growth Correlation 12m | 89.8% |
| Growth Correlation 5y | 74.7% |
| CAGR 5y | 18.52% |
| CAGR/Max DD 3y | 1.59 |
| CAGR/Mean DD 3y | 6.17 |
| Sharpe Ratio 12m | 1.78 |
| Alpha | 0.12 |
| Beta | 0.290 |
| Volatility | 17.38% |
| Current Volume | 1554k |
| Average Volume 20d | 1753.3k |
| Stop Loss | 254.5 (-3%) |
| Signal | -0.21 |
Piotroski VR‑10 (Strict, 0-10) 4.0
| Net Income (3.76b TTM) > 0 and > 6% of Revenue (6% = 386.6m TTM) |
| FCFTA 0.02 (>2.0%) and ΔFCFTA -0.55pp (YES ≥ +1.0pp, WARN ≥ +0.5pp) |
| NWC/Revenue 41.21% (prev 30.61%; Δ 10.60pp) (YES ≤20% & Δ≤-1pp; WARN ≤25% & Δ≤0 oder ≤40% & Δ≤-3pp) |
| CFO/TA 0.02 (>3.0%) and CFO 4.20b > Net Income 3.76b (YES >=105%, WARN >=100%) |
| Net Debt (1.44b) to EBITDA (5.35b) ratio: 0.27 <= 3.0 (WARN <= 3.5) |
| Current Ratio 1.02 (target 1.5–3.0; WARN 1.2–<1.5 or >3.0–5.0; CFO/TA gate active) |
| Outstanding Shares last Quarter (360.3m) change vs 12m ago 0.12% (target <= -2.0% for YES) |
| Gross Margin 86.53% (prev 85.70%; Δ 0.83pp) >=18% & Δ>=+0.5pp (WARN >=15% & Δ>=0) |
| Asset Turnover 4.25% (prev 4.70%; Δ -0.45pp) >=50% & Δ>=+2pp (WARN >=35% & Δ>=0) |
| Interest Coverage Ratio 30.10 (EBITDA TTM 5.35b / Interest Expense TTM 166.6m) >= 6 (WARN >= 3) |
Altman Z'' 0.45
| (A) 0.01 = (Total Current Assets 145.45b - Total Current Liabilities 142.79b) / Total Assets 179.91b |
| (B) 0.03 = Retained Earnings (Balance) 5.25b / Total Assets 179.91b |
| (C) 0.03 = EBIT TTM 5.02b / Avg Total Assets 151.64b |
| (D) 0.03 = Book Value of Equity 5.30b / Total Liabilities 152.17b |
| Total Rating: 0.45 = (6.56 * A) + (3.26 * B) + (6.72 * C) + (1.05 * D) |
ValueRay F-Score (Strict, 0-100) 77.33
| 1. Piotroski 4.0pt = -1.0 |
| 2. FCF Yield 1.70% = 0.85 |
| 3. FCF Margin 63.74% = 7.50 |
| 4. Debt/Equity 5.27 = -2.50 |
| 5. Debt/Ebitda 27.34 = -2.50 |
| 6. ROIC - WACC (= 9.81)% = 12.26 |
| 7. RoE 13.72% = 1.14 |
| 8. Rev. Trend 93.25% = 6.99 |
| 9. EPS Trend 91.65% = 4.58 |
What is the price of CME shares?
Over the past week, the price has changed by +0.96%, over one month by -2.50%, over three months by -2.24% and over the past year by +25.63%.
Is CME a good stock to buy?
Based on momentum, paid dividends and discounted-cash-flow analyses, the fair value of CME is around 286.98 USD . This means that CME is currently overvalued and has a potential downside of 9.37%.
Is CME a buy, sell or hold?
- Strong Buy: 4
- Buy: 3
- Hold: 7
- Sell: 4
- Strong Sell: 0
What are the forecasts/targets for the CME price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | 283.2 | 7.9% |
| Analysts Target Price | 283.2 | 7.9% |
| ValueRay Target Price | 304.1 | 15.9% |
Last update: 2025-09-04 10:00
CME Fundamental Data Overview
CCE Cash And Equivalents = 2.10b USD (Cash And Short Term Investments, last quarter)
P/E Trailing = 26.0493
P/E Forward = 22.9358
P/S = 15.0898
P/B = 3.448
P/EG = 5.6271
Beta = 0.457
Revenue TTM = 6.44b USD
EBIT TTM = 5.02b USD
EBITDA TTM = 5.35b USD
Long Term Debt = 3.42b USD (from longTermDebt, last quarter)
Short Term Debt = 142.79b USD (from totalCurrentLiabilities, last quarter)
Debt = 146.22b USD (Calculated: Short Term 142.79b + Long Term 3.42b)
Net Debt = 1.44b USD (from netDebt column, last quarter)
Enterprise Value = 241.18b USD (97.07b + Debt 146.22b - CCE 2.10b)
Interest Coverage Ratio = 30.10 (Ebit TTM 5.02b / Interest Expense TTM 166.6m)
FCF Yield = 1.70% (FCF TTM 4.11b / Enterprise Value 241.18b)
FCF Margin = 63.74% (FCF TTM 4.11b / Revenue TTM 6.44b)
Net Margin = 58.28% (Net Income TTM 3.76b / Revenue TTM 6.44b)
Gross Margin = 86.53% ((Revenue TTM 6.44b - Cost of Revenue TTM 867.9m) / Revenue TTM)
Tobins Q-Ratio = 45.47 (Enterprise Value 241.18b / Book Value Of Equity 5.30b)
Interest Expense / Debt = 0.03% (Interest Expense 44.0m / Debt 146.22b)
Taxrate = 22.36% (1.02b / 4.54b)
NOPAT = 3.89b (EBIT 5.02b * (1 - 22.36%))
Current Ratio = 1.02 (Total Current Assets 145.45b / Total Current Liabilities 142.79b)
Debt / Equity = 5.27 (Debt 146.22b / last Quarter total Stockholder Equity 27.74b)
Debt / EBITDA = 27.34 (Net Debt 1.44b / EBITDA 5.35b)
Debt / FCF = 35.60 (Debt 146.22b / FCF TTM 4.11b)
Total Stockholder Equity = 27.37b (last 4 quarters mean)
RoA = 2.09% (Net Income 3.76b, Total Assets 179.91b )
RoE = 13.72% (Net Income TTM 3.76b / Total Stockholder Equity 27.37b)
RoCE = 16.29% (Ebit 5.02b / (Equity 27.37b + L.T.Debt 3.42b))
RoIC = 12.64% (NOPAT 3.89b / Invested Capital 30.79b)
WACC = 2.84% (E(97.07b)/V(243.28b) * Re(7.08%)) + (D(146.22b)/V(243.28b) * Rd(0.03%) * (1-Tc(0.22)))
Shares Correlation 3-Years: 96.97 | Cagr: 0.03%
Discount Rate = 7.08% (= CAPM, Blume Beta Adj.) -> floored to rf + ERP 8.05%
[DCF Debug] Terminal Value 80.02% ; FCFE base≈3.86b ; Y1≈4.38b ; Y5≈5.99b
Fair Price DCF = 287.7 (DCF Value 103.69b / Shares Outstanding 360.4m; 5y FCF grow 15.74% → 3.0% )
EPS Correlation: 91.65 | EPS CAGR: 15.74% | SUE: 0.27 | # QB: 0
Revenue Correlation: 93.25 | Revenue CAGR: 12.37% | SUE: N/A | # QB: None
Additional Sources for CME Stock
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Fund Manager Positions: Dataroma | Stockcircle