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CME

CME Group Inc
Chart
255.31 USD
Latest Week 2026-07-24
Financial ServicesFinancial Data & Stock ExchangesLARGE
Snapshot 2026-07-26 · 0.4w · Fresh
0.21
OS Score
17.0%
Value
93.0%
Quality
19.0%
Momentum
5/9
F-Score
0.398
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
4.7%
💰
High Yield
Div 4.4%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
17.0%ile
P/E
21.6×
P/S
13.6×
P/B
3.5×
E/P
0.0556
FCF Yield
0.047
EBITDA/EV
0.057
SH Yield
0.047
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
90.00000000
/100 — 1=cheapest
VC2 (Trending Value)
83.00000000
/100
VC3 (Buyback)
85.00000000
/100
VC2 score of 83.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
93.0%ile
ROE
0.161
ROA
0.022
Net Margin
0.631
Op Margin
0.768
GPA
0.028
D/E
6.34
Current
1.02
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.051
Earn Growth
0.137
Stability
0.111
lower=better
Accruals
0.000
lower=better
5yr Consist
Yes
Highly leveraged with D/E of 6.34 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
19.0%ile
6M Return
-7.0%
12M Return
-5.1%
12-1 Mom
-17.8%
Risk-Adj
-0.67
Vol 252d
26.7%
Vol 60d
66.2%
↑ Expanding
Max DD 12M
-28.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -18% signals a downtrend — price is moving against you. Near-term vol (66%) is expanding vs long-term (27%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.21
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
0.2%
Sector Quality %ile
94.2%
P/E z-score
0.13
P/B z-score
-0.01
Sector Avg OS
85.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
RILYL BRC Group Holdings, Inc. 99.0% 95.0% 88.0% 95.0%
IFS Intercorp Financial Services Inc 99.0% 98.0% 83.0% 90.0%
UVE Universal Insurance Holdings Inc 99.0% 97.0% 92.0% 92.0%
BAP Credicorp Ltd 99.0% 97.0% 96.0% 90.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 88.0% 90.0%
RNR Renaissancere Holdings Ltd 98.0% 96.0% 96.0% 77.0%
BBDO Banco Bradesco S/A ADR 98.0% 97.0% 92.0% 79.0%
MCY Mercury General Corporation 98.0% 95.0% 83.0% 87.0%
Factor Interactions
Leveraged Returns
Strong ROE (16%) boosted by high leverage (D/E 6.3). Returns look good but come with balance sheet risk.
Quality at a Premium
High quality (93th) but expensive (17th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (66%) significantly exceeds 252-day (27%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
44.2% avg (7 factors)
Quality
D
42.9% avg (8 factors)
Momentum
F
18.6% avg (4 factors)
Risk
B
72.1% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.210—2—
Value %ile0.170—8—
Quality %ile0.930—8—
Momentum %ile0.190—2—
F-Score5.000—0—
Confidence0.970—8—
Volatility0.267—0—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
21.59
Earnings Yield (E/P)
0.0556
Price / Sales
13.62
Price / Book
3.48
Price / Cash Flow
21.57
FCF Yield
4.7%
EBITDA / EV
5.7%
Sales Yield (1/P·S)
0.0724
Shareholder Yield
Div + net buyback / mktcap
4.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
16.1%
Return on Assets
2.2%
Net Margin
63.1%
Operating Margin
76.8%
Gross Profit / Assets
Novy-Marx GPA
2.8%
Debt / Equity
6.34
Current Ratio
1.02
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.000
MomentumPrice trend strength over different horizons
6M Return
-7.0%
12M Return
-5.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-17.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.67
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
5.1%
Earnings Growth (YoY)
13.7%
Earnings Stability (CV)
Lower = more stable
0.111
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
4.4%
Buyback Yield
0.3%
O'Shaughnessy CompositesValue Composites (WWOWS 4th Ed) — 1=cheapest, 100=most expensive
VC1 (5-factor)
P/E+P/S+P/B+P/CF+EBITDA/EV
90
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
83
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
85
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
No
Market Leader
Above-avg mcap+revenue, non-utility
No
All Stocks Universe
Market cap > $200M
Yes
Tiny Titan
Micro-cap, low P/S, positive momentum
No
Quarterly Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity