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# 1st Gen Model CME Group Inc. Security & commodity brokers, dealers, exchanges & services

59.09% successful of 22 deals
$151.07 Last close price
at 15-dec-2017


Model's trade recommendations 1.70% Return for period

1.50% Annual return

$51.41B Market Cap

β 0.73  


Model (following trade recommendations)


Underlying stock

S&P 500

Return for period 1.70%
52wk return 2.80%
52wk Range
Sortino ratio 0.36
Sharpe ratio 0.23
Norm. RMSE 0.55%
Downside risk 3.62%
Volatility 5.67%
  • 2.64 (1.74%) Div (Yield)
  • STRONG BUY Analysts consensus recommendation

Chicago Mercantile Exchange Holdings is the parent company of Chicago Mercantile Exchange Inc, the largest futures exchange in the United States based on notional value, trading volume and open interest. As an international marketplace, CME brings together buyers and sellers on its trading floors and GLOBEX around-the-clock electronic trading platform. CME offers futures contracts and options on futures primarily in four product areas: interest rates, stock indexes, foreign exchange and commodities.

Industry sector: Finance

Sector classification: Security & commodity brokers, dealers, exchanges & services

Deep Learning based analysis and prediction model for CME Group Inc. (CME) stock is a 1st Generation Non-linear Autoregresive with exogenous variable(s) (NARX) model based on the Recurrent Neural Network architecture.

Model is in the production pipeline since Sept. 30, 2015.

Market data for CME model training are being downloaded from the Quandl premium datasets on a daily basis.

Model is being retrained on a daily basis.

Float 337M
P/E 31.72
Shares Outstanding 339M
% Held by Insiders 0.57%
% Held by Institutions 83.17%
EPS (last reported FY) $4.53
EPS (last reported Q) $1.19
EPS, estimated (last reported Q) $1.16
Total revenues $4 B
Net income $2 B