CME Group Inc.
CME · Financial Services · · USDFahodi Score BUY Short-term (Swing)
77
/ 100
Technical
100
Trend & RS
90
Momentum
64
Fundamental (0%)
67
Macro
22
Liquidity
58
| Component | Score | Weight |
|---|---|---|
| Technical | 100.0 | 40% |
| Trend & RS | 89.9 | 20% |
| Momentum | 64.1 | 20% |
| Fundamental | 66.7 | 0% |
| Macro | 22.5 | 15% |
| Liquidity | 58.5 | 5% |
Trade Setup
| Entry | 307.24 |
| Stop Loss | 293.66 (4.4%) |
| Target 1 (1:1) | 320.82 (+4.4%) |
| Target 2 (2:1) | 334.40 (+8.8%) |
| ATR(14) | 6.79 (2.2%) |
| Risk per Share | 13.58 |
| Reward:Risk | 2:1 |
ATR-based levels. Adjust for support/resistance zones.
Factor Profile
| Factor | Score | Z | Bar |
|---|---|---|---|
| Value | 58.4 | +0.34 | |
| Momentum | 64.1 | +0.57 | |
| Quality | 55.7 | +0.23 | |
| Composite | 59.4 | ||
Quality Scores
Piotroski F-Score
6
/9 —
Average
✓
✓
✗
✗
✓
✗
✓
✓
✓
1. Positive Net Income
2. Positive Roa
3. Positive Cfo
4. Quality Earnings
5. Lower Leverage
6. Higher Liquidity
7. No Dilution
8. Higher Gross Margin
9. Higher Asset Turnover
Altman Z-Score
Insufficient Data
Valuation vs Peers Overvalued
| Metric | Stock | Sector | vs Peers |
|---|---|---|---|
| P/E Ratio | 25.2 | 18.0 | +40% above |
| P/B Ratio | 4.1 | 2.5 | Above |
| Dividend Yield | 1.7% | 2.0% | Below avg |
Comparing against Financial Services median multiples.
Trading at a premium to sector peers — verify growth justifies premium.
Intrinsic Value (DCF) Overvalued
Intrinsic Value
238.74
vs
Market Price
307.24
Upside
-22.3%
| Margin of Safety | -28.7% |
| Stage 1 PV (5yr FCF) | 19,486,883,825 |
| Terminal Value PV | 65,966,410,817 |
| Total Enterprise Value | 85,453,294,642 |
Assumptions
| Base FCF | 3,493,434,611 |
| Growth Rate (5yr) | 13.0% |
| Terminal Growth | 2.5% |
| Discount Rate (WACC) | 9.0% |
2-stage DCF: 5yr projected FCF + Gordon Growth terminal value. Estimates only — adjust growth and WACC for your own assumptions.
Position Sizing — Kelly Criterion
4.6%
Recommended Size
49.88%
Full Kelly
24.94%
Half Kelly
5.0%
Max Cap (Moderate)
Kelly inputs derived from quant score 77/100. Estimated win rate 63%, avg win 9.6%, avg loss 3.5%. Position was capped at the moderate risk maximum. This is analytical output, not a recommendation to trade.
RECOVERY
Regime: RECOVERY (40% confidence) — position size reduced 8%
Signal Summary STRONG BUY
4
Bullish Signals
0
Bearish Signals
66.11
RSI(14)
7.9165
MACD
Relative Strength (RS) IMPROVING
74
/ 99
RS Rating
O'Neil filter: <80
| RS vs SPY | ↑ RISING (+22.1% vs SPY 3M) |
| RS vs Sector | OUTPERFORMING (Financial Services) |
| RS New High | ✓ RS at 3-month high Institutional accumulation signal |
| Sector Outperformance | +11.3% (3M) |
RS Line — stock / SPY (90 bars)
← older
newer →
RS vs SPY
50-day SMA of RS
IMPROVING:
Gaining momentum — the stock is starting to outperform the market. Watch for RS new high confirmation.
Technical Indicators
| Indicator | Value | Signal |
|---|---|---|
| Rsi | 66.11 | NEUTRAL |
| Macd | 7.9165 | BULLISH |
| Ma Cross | 282.39 / 277.88 | GOLDEN CROSS |
| Trend Short | ABOVE SMA50 | |
| Trend Long | ABOVE SMA200 | |
| Bollinger | MIDDLE | |
| Volume | 1.0x | NORMAL |
Key Levels
| Level | Price |
|---|---|
| 52-Week High | 329.16 |
| Bollinger Upper | 316.22 |
| SMA(200) | 277.88 |
| SMA(50) | 282.39 |
| SMA(20) | 296.1 |
| Current Price | 307.24 |
| Bollinger Lower | 275.98 |
| 52-Week Low | 218.31 |
| ATR(14) | 6.79 |
Advanced Technical Analysis
Click to expand
Wyckoff Phase & Volume Spread Analysis
Wyckoff Phase
MARKUP
Confidence
100%
Acc: 0.0 |
Dist: 0.0 |
Markup: 2.0 |
Markdown: 0.0
Volume Spread Analysis (last 5 bars)
| Date | Signal | Vol | Description |
|---|---|---|---|
| 2026-10-30 | Normal | 0.93x | Normal bar — no special VSA pattern |
| 2026-11-02 | Normal | 0.89x | Normal bar — no special VSA pattern |
| 2026-11-03 | Normal | 0.81x | Normal bar — no special VSA pattern |
| 2026-11-04 | Normal | 0.99x | Normal bar — no special VSA pattern |
| 2026-11-05 | Normal | 1.0x | Normal bar — no special VSA pattern |
Ichimoku Cloud BULLISH
| Line | Value | Status |
|---|---|---|
| Tenkan-sen (9) | 302.09 | Above Kijun |
| Kijun-sen (26) | 286.43 | Base line |
| Senkou A | 294.26 | Leading span A |
| Senkou B | 285.84 | Leading span B |
| Cloud | 285.84 – 294.26 | Bullish (Green) |
| Price vs Cloud | 307.24 | Above Cloud |
| Chikou Span | 265.10 | Bullish |
| Alignment Score | 4/4 | BULLISH |
TTM Squeeze & Divergences
TTM Squeeze
SQUEEZE OFF
No squeeze
Momentum:
BULLISH FADING
BB: 275.98 – 316.22 | KC: 285.97 – 306.23
Divergences (last 60 bars)
No significant divergences detected in the last 60 bars.
Anchored VWAP
VWAP: 265.67
Anchor: 2026-06-29 (52w Low)
ABOVE AVWAP
+15.7%
Heikin-Ashi Trend
BULLISH
Full data via /api/advanced/CME
Valuation
| Metric | Value |
|---|---|
| Market Cap | 109.97B |
| P/E (TTM) | 25.18 |
| Forward P/E | N/A |
| P/B | 4.13 |
| EPS | 12.20 |
Financial Health
| Metric | Value |
|---|---|
| Revenue Growth | 13.0% |
| Profit Margin | 63.5% |
| ROE | 16.1% |
| Debt/Equity | 14.51 |
| Current Ratio | 1.02 |
| Dividend Yield | 1.7% |
| Payout Ratio | N/A |
| Beta | 0.18 |
Trading Data
307.24
Open
307.24
Day High
307.24
Day Low
2.11M
Volume (1.1x avg)
Price Chart (90 Days)
Candlesticks (green=up, red=down)
SMA 20
SMA 50
Bollinger Bands (upper/lower)
Volume (green=buying, red=selling)