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CME

CME Group Inc
Chart
$257.40
Latest Week 2026-06-05
Financial ServicesFinancial Data & Stock ExchangesLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.18
OS Score
12.0%
Value
90.0%
Quality
23.0%
Momentum
5/9
F-Score
0.329
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 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
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
4.3%
💰
High Yield
Div 4.3%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 21%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
12.0%ile
P/E
22.0×
P/S
13.8×
P/B
3.5×
E/P
0.0454
FCF Yield
0.048
EBITDA/EV
0.060
SH Yield
0.043
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
91.00000000
/100 — 1=cheapest
VC2 (Trending Value)
82.00000000
/100
VC3 (Buyback)
83.00000000
/100
VC2 score of 82.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
90.0%ile
ROE
0.159
ROA
0.021
Net Margin
0.628
Op Margin
0.809
GPA
0.029
D/E
6.59
Current
1.02
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.075
Earn Growth
0.170
Stability
0.120
lower=better
Accruals
-0.001
lower=better
5yr Consist
Yes
Highly leveraged with D/E of 6.59 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
23.0%ile
6M Return
-2.2%
12M Return
-2.5%
12-1 Mom
6.5%
Risk-Adj
0.32
Vol 252d
20.7%
Vol 60d
51.5%
↑ Expanding
Max DD 12M
-17.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (52%) is expanding vs long-term (21%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.18
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
88.2%
P/E z-score
0.38
P/B z-score
0.03
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
HG Hamilton Insurance Group, Ltd. 99.0% 97.0% 94.0% 85.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 97.0% 90.0%
CARE Carter Bank and Trust 99.0% 96.0% 98.0% 88.0%
BAP Credicorp Ltd 99.0% 98.0% 93.0% 84.0%
MCY Mercury General Corporation 99.0% 95.0% 93.0% 86.0%
UVE Universal Insurance Holdings Inc 99.0% 96.0% 94.0% 82.0%
HAFC Hanmi Financial Corporation 98.0% 94.0% 90.0% 79.0%
VBNK VersaBank 98.0% 94.0% 85.0% 91.0%
Factor Interactions
Leveraged Returns
Strong ROE (16%) boosted by high leverage (D/E 6.6). Returns look good but come with balance sheet risk.
Quality at a Premium
High quality (90th) but expensive (12th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (52%) significantly exceeds 252-day (21%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
42.6% avg (7 factors)
Quality
D
42.9% avg (8 factors)
Momentum
D
35.0% avg (4 factors)
Risk
A
82.1% 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
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.180—1—
Value %ile0.120—1—
Quality %ile0.900—1—
Momentum %ile0.230—1—
F-Score5.000—0—
Confidence0.970—1—
Volatility0.207—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
22.04
Earnings Yield (E/P)
0.0454
Price / Sales
13.83
Price / Book
3.51
Price / Cash Flow
21.15
FCF Yield
4.8%
EBITDA / EV
6.0%
Sales Yield (1/P·S)
0.0715
Shareholder Yield
Div + net buyback / mktcap
4.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
15.9%
Return on Assets
2.1%
Net Margin
62.8%
Operating Margin
80.9%
Gross Profit / Assets
Novy-Marx GPA
2.9%
Debt / Equity
6.59
Current Ratio
1.02
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.001
MomentumPrice trend strength over different horizons
6M Return
-2.2%
12M Return
-2.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
6.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.32
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.5%
Earnings Growth (YoY)
17.0%
Earnings Stability (CV)
Lower = more stable
0.120
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
4.3%
Buyback Yield
0.0%
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
91
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
82
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
83
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity