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

Prediction models:
Subscribe >> Deal exit on
Feb. 20, 2018
62.50% successful of 16 deals
$ 162.38 Last close price
at 16-feb-2018

CME

Model's trade recommendations No return for period yet

-2.20% Annual return

$54.99B Market Cap

β 0.64  

CME

Model (following trade recommendations)

CME

Underlying stock

S&P 500

Index
Return for period
4.46%
1.78%
52wk return 3.41%
32.43%
16.82%
52wk Range
115.12—165.11
2000.54—2399.63
Sortino ratio -0.33
Sharpe ratio -0.28
Norm. RMSE 0.41%
Downside risk 6.84%
Volatility 7.97%
  • 2.64 (1.63%) Div (Yield)
  • 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.

Model is being retrained on a daily basis.

Float 337M
P/E 34.06
Shares Outstanding 339M
% Held by Insiders 0.57%
% Held by Institutions 82.85%
EPS (last reported FY) $4.77
EPS (last reported Q) $1.12
EPS, estimated (last reported Q) $1.10
Total revenues $4 B
Net income $4 B