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

Stock predictor AI models:
61.90% successful of 21 deals
$ 213.93 Last close price
at 18-oct-2021


Model's trade recommendations 2.21% Return for period

-0.59% Annual return

$53.23B Market Cap

β 0.57  


Model (following trade recommendations)


Underlying stock

S&P 500

Return for period 2.21%
52wk return 7.63%
52wk Range
Sortino ratio -0.09
Sharpe ratio -0.08
Norm. RMSE 0.54%
Downside risk 6.55%
Volatility 0.00%
  • 2.80 (1.79%) Div (Yield)
  • STRONG BUY Analysts consensus recommendation

As the world's leading and most diverse derivatives marketplace, CME Group is where the world comes to manage risk. CME Group exchanges offer the widest range of global benchmark products across all major asset classes, including futures and options based on interest rates, equity indexes, foreign exchange, energy, agricultural products and metals. Around the world, CME Group brings buyers and sellers together through its CME Globex electronic trading platform. CME Group also operates one of the world's leading central counterparty clearing providers through CME Clearing, which offer clearing and settlement services across asset classes for exchange-traded and over-the-counter derivatives. CME Group's products and services ensure that businesses around the world can effectively manage risk and achieve growth.

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.
Risks related to the novel coronavirus disease 2019 (COVID-19) caused by the virus named “SARS-CoV-2” are accounted for in this model in the form of the historical data coincided with outbreaks and other global events in the past used to train ML prediction model for CME.

Model is being retrained on a daily basis.

Float 338M
P/E 28.96
Shares Outstanding 340M
% Held by Insiders 0.57%
% Held by Institutions 83.31%
EPS (last reported FY) $4.77
EPS (last reported Q) $1.86
EPS, estimated (last reported Q) $1.85
Total revenues $4 B
Net income $4 B