CME (Germany) Price on November 13, 2023
| MX4A Stock | EUR 223.10 5.65 2.47% |
If you're considering investing in CME Stock, it is important to understand the factors that can impact its price. As of today, the current price of CME stands at 223.10, as last reported on the 28th of December, with the highest price reaching 226.40 and the lowest price hitting 223.10 during the day. CME appears to be very steady, given 3 months investment horizon. 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 makes use of CME's Mean Deviation of 0.883, downside deviation of 1.15, and Risk Adjusted Performance of 0.187 to double-check if our risk estimates are consistent with your expectations.
CME Stock price history is provided at the adjusted basis, taking into account all of the recent filings.
CME |
Sharpe Ratio = 0.1771
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Estimated Market Risk
| 1.35 actual daily | 12 88% of assets are more volatile |
Expected Return
| 0.24 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.18 actual daily | 13 87% of assets perform better |
Based on monthly moving average CME is performing at about 13% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of CME by adding it to a well-diversified portfolio.
CME Valuation on November 13, 2023
It is possible to determine the worth of CME on a given historical date. On November 13, 2023 CME was worth 190.65 at the beginning of the trading date compared to the closed value of 191.54. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of CME stock. Still, in general, we apply an absolute valuation method to find CME's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of CME where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against CME's related companies.
| Open | High | Low | Close | Volume | |
| 191.45 | 191.45 | 191.45 | 191.45 | 1.00 | |
11/13/2023 | 190.65 | 191.54 | 190.65 | 191.54 | 1.00 |
| 190.83 | 190.83 | 183.16 | 183.16 | 1.00 |
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CME Trading Date Momentum on November 13, 2023
| On November 14 2023 CME Group was traded for 183.16 at the closing time. The maximum traded price for the trading interval was 190.83 and the lowest daily price was 183.16 . There was no trading activity during the period 1.0. Lack of trading volume on 14th of November 2023 played a part in the next trading day price drop. The trading delta at closing time to the next closing price was 4.38% . The overall trading delta to the closing price today is 2.58% . |
CME Group Fundamentals Correlations and Trends
By evaluating CME's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among CME's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. CME financial account trend analysis is a perfect complement when working with valuation or volatility modules.About CME Stock history
CME investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for CME is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in CME Group will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing CME stock prices may prove useful in developing a viable investing in CME
CME Group Inc., through its subsidiaries, operates contract markets for the trading of futures and options on futures contracts worldwide. CME Group Inc. was founded in 1898 and is headquartered in Chicago, Illinois. CME GROUP operates under Financial Exchanges classification in Germany and is traded on Frankfurt Stock Exchange. It employs 4590 people.
CME Stock Technical Analysis
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.
Price Boundaries
CME Period Price Range
Low | December 28, 2024
| High |
0.00 | 0.00 |
CME Group cannot be verified against its exchange. Please verify the symbol is currently traded on Frankfurt Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
CME December 28, 2024 Market Strength
Market strength 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 undertsting and applying CME stock market strength indicators, traders can identify CME Group entry and exit signals to maximize returns
CME Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for CME's price direction in advance. Along with the technical and fundamental analysis of CME Stock historical price patterns, it is also worthwhile for investors to track various predictive indicators of CME to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.187 | |||
| Jensen Alpha | 0.2871 | |||
| Total Risk Alpha | 0.2518 | |||
| Sortino Ratio | 0.2309 | |||
| Treynor Ratio | 7.44 |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Complementary Tools for CME Stock analysis
When running CME's price analysis, check to measure CME's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy CME is operating at the current time. Most of CME's value examination focuses on studying past and present price action to predict the probability of CME's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CME's price. Additionally, you may evaluate how the addition of CME to your portfolios can decrease your overall portfolio volatility.
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