- Price is above Fair Value, showing premium demand versus the model.
- Activity pressure is positive on the latest completed week.
- Next-week expectancy is positive at 55.54% based on similar historical setup states.
CME
NASDAQ
Week ended 11 Sep 2026
Weekly Investor Report
CME Group Inc · Financial Services · Financial Data & Stock Exchanges
Latest close
275.54 USD
-1.6%
latest week
Weekly setup
Mixed setup
The weekly trend is not active. Price is -0.4% below the Trend Line and sits at 56.4% of its 52-week range. The latest completed week returned -1.6%, after a 2.6% four-week move. The latest factor snapshot indicates quality ranks strongly versus its universe; growth is moderate; valuation is expensive relative to peers. Options positioning is bullish with 38/100 conviction, while the latest news-sentiment score is 51/100. Near-term considerations: volume confirmation is below normal; earnings are due in 35d.
Setup score
45
out of 100
Latest Close
275.54 USD
11 Sep 2026
1W Return
-1.6%
latest completed week
4W Return
2.6%
short-term follow-through
12W Return
11.8%
quarterly tape
Trend Breadth
42.3%
22 of 52 weeks active
Volume Ratio
0.5x
vs 13-week average
- The trend backdrop is inactive, so price action has not confirmed a constructive regime.
- Price is below the Trend Line, which keeps downside pressure in focus.
- Activity pressure is weak, so confirmation is not yet broad enough.
- Trend Line remains the key weekly regime level.
- Activity pressure is the gauge to monitor for confirmation or fade.
- A volume ratio above 1.5x would show stronger participation in the next move.
Price follow-through
-1.6%
Latest completed week; four-week move 2.6%.
Indicator stack
23/71
Trend and activity pressure are weighted against the latest 12-week confirmation window.
Trend backdrop
Active
The trend backdrop defines the current weekly regime.
Patient Capital
Quiet
Activity-pressure buy-signal status for institutional accumulation timing.
Next-Week Expectancy
Positive 55.54%
Historical one-week expectancy contributes to the evidence score when direction is confirmed.
Options pressure
Bullish
38/100 conviction; expected move 2.2%.
News sentiment
51/100
44 relevant articles in the latest sentiment read.
Event risk
35d
Next report is scheduled for 21 Oct 2026; event risk rises as the date approaches.
01 · Price action
Study the full chart
Where price is—and whether the trend supports it
The weekly trend is not active. Price is -0.4% below the Trend Line and sits at 56.4% of its 52-week range. The latest completed week returned -1.6%, after a 2.6% four-week move.
52-week price path
Price vs Trend Line and Fair Value
Price
Trend Line
Fair Value
02 · Volume and demand
Is real participation confirming the move?
Latest weekly volume is 0.5x the 13-week average. Participation is below its recent norm, so price strength is not receiving full volume confirmation.
26-week volume confirmation
Bar height shows volume; colour shows the weekly price direction
20 Mar
27 Mar
3 Apr
10 Apr
17 Apr
24 Apr
1 May
8 May
15 May
22 May
29 May
5 Jun
12 Jun
19 Jun
26 Jun
3 Jul
10 Jul
17 Jul
24 Jul
31 Jul
7 Aug
14 Aug
21 Aug
28 Aug
4 Sep
11 Sep
Up week
Down week
Demand beneath price
Activity pressure and institutional-style signals
These indicators assess whether participation is improving beneath the headline price move. They are supporting evidence, not proof of institutional buying.
Activity pressure path
Latest 0.2412-week average 0.16
12-week confirmation
Trend active0/12Active trend-backdrop weeks in the latest 12-week window.
Positive pressure2/12Weeks with constructive activity pressure in the latest 12-week window.
Positive leadership0/12Weeks with positive relative leadership in the latest 12-week window.
Activity pressure0.24Current proprietary activity-pressure read.
Buy signals0Accumulation signal count in the latest 12 weeks.
Reversal markers0No reversal markers
No recent accumulation markers. No reversal markers.
03 · Momentum and leadership
Is performance persistent—and is the stock leading?
Performance is 2.6% over four weeks, 11.8% over 12 weeks, and 8.6% over one year. The current trend has remained active for 0 consecutive weeks.
Performance by holding period
Active trend streak0 weeks
Active weeks in one year22
Trend breadth42.3%
Activity pressure vs relative leadership
Activity pressureRelative leadership
Pressure0.34Latest activity-pressure read.
Pressure change183.9%Four-week change in activity pressure.
Leadership-9.08Latest relative-leadership reading.
RS change36.2%Four-week change in relative leadership.
04 · Fundamentals and valuation
Open full factor analysis
What investors are paying for—and the quality behind it
The latest factor snapshot indicates quality ranks strongly versus its universe; growth is moderate; valuation is expensive relative to peers.
Factor week 11 Sep 2026
Financial statements through 30 Jun 2026
Field coverage 97%
Model confidence 97%
Relative factor standing
Higher display scores are better. Each score is converted from the underlying universe rank, where rank 1 is best.
Overall factor strength24/100Blend of value, momentum, and quality. Underlying universe rank 77; rank 1 is best.
Value14/100Relative valuation strength. Underlying universe rank 87; rank 1 is best.
Quality89/100Profitability and accounting quality. Underlying universe rank 12; rank 1 is best.
Momentum32/100Medium-term price momentum. Underlying universe rank 69; rank 1 is best.
Growth33/100Revenue and earnings growth. Underlying universe rank 68; rank 1 is best.
Quality and valuation are separate questions
A strong company can still carry a demanding valuation. This report shows profitability, growth, balance-sheet strength, and the price paid for those characteristics separately.
Valuation
How much investors are paying for earnings, sales, and cash flow.
- P/E
- 23.2x Price divided by trailing earnings.
- Price / sales
- 14.6x Market value relative to trailing revenue.
- EV / EBITDA
- 21.2x Enterprise value relative to operating cash earnings.
- Free-cash-flow yield
- 4.2% Free cash flow as a share of enterprise value.
Business quality
Margins and the return generated on invested capital.
- Gross margin
- 81.9% Gross profit retained from each unit of revenue.
- Operating margin
- 65.1% Operating profit retained from revenue.
- Free-cash-flow margin
- 62.2% Free cash flow generated from revenue.
- Return on invested capital
- 12.1% Operating return generated on invested capital.
Growth and financial strength
Recent business growth and accounting strength.
- Revenue growth
- 5.1% Latest one-year revenue growth.
- EPS growth
- 13.7% Latest one-year earnings-per-share growth.
- Free-cash-flow growth
- 2.6% Latest one-year free-cash-flow growth.
- Piotroski F-score
- 4/9 Nine-point accounting-strength checklist.
Shareholder return and balance sheet
Cash returned to owners and financial leverage.
- Dividend yield
- 4.1% Cash dividends relative to market value.
- Buyback yield
- 1.5% Net share repurchases relative to market value.
- Shareholder yield
- 5.6% Dividend yield plus net buyback yield.
- Net debt / EBITDA
- 0.3x Balance-sheet debt relative to operating cash earnings.
05 · Ownership, options, and sentiment
What other market participants are doing
Options, insider transactions, market sentiment, and activity-pressure signals can confirm or challenge the price story. None should be used alone.
Options positioningBullish
CME shows bullish options pressure with a 38/100 conviction score, put-call volume ratio of 0.27, expected move of 2.2%, and Sharemaestro trend signal inactive.
Conviction38/100
Expected move2.2%
Put/call volume0.27
Insider activity18 / 2
18 acquisitions and 2 disposals in the latest 180-day insider tape.
Acquisitions / disposals over the latest 180 days. Insider activity is context, not a stand-alone signal.News sentiment51/100
Weighted news tone is neutral across 44 relevant articles.
13 positive · 29 neutral · 2 negativePatient CapitalQuiet
Activity-pressure buy-signal evidence highlights potential institutional accumulation windows.
No recent buy signal
06 · Catalysts and risk
What can move the shares—and how volatile the path has been
Event timing, options-implied movement, drawdown, and weekly return distribution frame the risk around the current setup.
Next earnings35dNext report is scheduled for 21 Oct 2026; event risk rises as the date approaches.
Options expected move2.2%Nearest-chain priced movement where available.
52-week drawdown-13.8%Distance below the 52-week high.
13-week volatility4.9%Standard deviation of weekly returns.
Weekly gains and losses
Latest 26 completed weeksEach bar is one week. Gains rise above the zero line; losses fall below it. Taller bars mean a larger weekly move.
20 Mar
17 Apr
15 May
12 Jun
10 Jul
7 Aug
11 Sep
Weeks higher12 of 2614 weeks finished lower.
Best week+7.1%Week of 3 Jul.
Worst week-10.3%Week of 26 Jun.
Latest week-1.6%Week of 11 Sep.
Shape of recent returns
Strong gains5
Modest gains7
Flat weeks0
Modest losses9
Sharp losses5
Recent vol4.9%13-week weekly-return volatility.
Base vol3.7%52-week weekly-return volatility.
Up/down split28/24Count of positive and negative weeks in the 52-week window.
Average skew3.1% / -3.1%Average positive week versus average negative week.
07 · Sector and peer context
Is this stock leading—or simply moving with its group?
Sector and industry breadth distinguish company-specific strength from a broad group move.
SectorUS Financial Services
4-week rank20 / 100
Group average-1.1%
Trend breadth83.0%
Trend83.0%active weekly trend signals
MD68.0%positive activity pressure
RS47.0%positive relative leadership
Four-week leaders
IndustryUS Financial Data & Stock Exchanges
4-week rank4 / 14
Group average-0.6%
Trend breadth57.1%
Trend57.1%active weekly trend signals
MD78.6%positive activity pressure
RS7.1%positive relative leadership
Four-week leaders
08 · Evidence and weekly data
The underlying research record
Every top-level statement above should be traceable to a stored market, fundamental, event, or positioning observation.
Weekly tape42/100
Trend, activity pressure, participation, and risk combine to a 42/100 tape read.
Indicator analysis16/100Latest 12-week confirmation: trend 0/12, activity pressure 2/12, relative leadership 0/12.
Activity pressure 0.24; No reversal markers Next-Week ExpectancyPositive 55.54%Next-week expectancy is positive with a 55.54% historical one-week setup read.
Adds short-term historical context without overriding trend, activity, or relative leadership. Factors39/100O'Shaughnessy factor stack blends value, quality, momentum, and confidence.
Buyback Yield rank 21 Patient CapitalQuietActivity-pressure buy-signal evidence highlights potential institutional accumulation windows.
No recent buy signal Options43/100CME shows bullish options pressure with a 38/100 conviction score, put-call volume ratio of 0.27, expected move of 2.2%, and Sharemaestro trend signal inactive.
Bullish · Call-side pressure · Expected move 2.2% Sentiment51/100Weighted news tone is neutral across 44 relevant articles.
CME Group Expands Credit Ecosystem with Launch of Liquid Leveraged Loan Index Futures Insiders18 / 218 acquisitions and 2 disposals in the latest 180-day insider tape.
Earnings35dNext report is scheduled for 21 Oct 2026; event risk rises as the date approaches.
Research flow1 items1 recent research articles and 0 Market Watch posts are available.
| Week | Close | Return | Trend Line | Fair Value | Pressure | Leadership | Volume | Trend |
|---|---|---|---|---|---|---|---|---|
| 11 Sep 2026 | 275.54 USD | -1.6% | 276.75 USD | 234.29 USD | 0.34 | -9.08 | 6.0M | Off |
| 4 Sep 2026 | 279.97 USD | -1.6% | 277.38 USD | 233.70 USD | 0.22 | -8.35 | 10.8M | Off |
| 28 Aug 2026 | 284.45 USD | 3.9% | 277.83 USD | 233.06 USD | -0.02 | -6.76 | 9.5M | Off |
| 21 Aug 2026 | 273.68 USD | 1.9% | 277.71 USD | 232.38 USD | -0.21 | -10.13 | 9.6M | Off |
| 14 Aug 2026 | 268.53 USD | 2.3% | 277.74 USD | 231.77 USD | -0.41 | -14.23 | 8.3M | Off |
| 7 Aug 2026 | 262.42 USD | -2.0% | 277.84 USD | 231.20 USD | -0.69 | -15.59 | 8.8M | Off |
| 31 Jul 2026 | 267.79 USD | 4.9% | 277.59 USD | 230.68 USD | -0.90 | -9.93 | 12.7M | Off |
| 24 Jul 2026 | 255.31 USD | 4.2% | 277.39 USD | 230.12 USD | -1.08 | -14.04 | 15.2M | Off |
| 17 Jul 2026 | 245.05 USD | 2.0% | 277.84 USD | 229.61 USD | -1.17 | -19.18 | 12.3M | Off |
| 10 Jul 2026 | 240.27 USD | 1.6% | 278.39 USD | 229.10 USD | -1.10 | -24.45 | 15.3M | Off |
| 3 Jul 2026 | 236.60 USD | 7.1% | 279.24 USD | 228.61 USD | -0.97 | -24.75 | 18.9M | Off |
| 26 Jun 2026 | 221.00 USD | -10.3% | 280.08 USD | 228.12 USD | -0.91 | -29.56 | 22.3M | Off |
| 19 Jun 2026 | 246.38 USD | -8.6% | 281.78 USD | 227.75 USD | -0.84 | -25.56 | 20.4M | Off |
| 12 Jun 2026 | 269.53 USD | 5.2% | 282.37 USD | 227.19 USD | -0.79 | -16.99 | 17.0M | Off |
How to use this report
This is a completed-week research summary. It explains the available evidence and its conflicts; it does not predict a guaranteed outcome or replace your own risk assessment. Fundamental figures may refer to an earlier financial reporting period, which is shown above.