CME
CME Group Inc. Financial Services - Exchanges Investor Relations →
CME Group Inc. (CME) closed at $246.38 as of 2026-06-19, trading 16.3% above its 200-week moving average of $211.80. The stock is currently moving closer to the line, down from 26.8% last week. The 14-week RSI sits at 32, indicating neutral momentum.
Trading volume is running at 1.9x of its 14-week average, which is in the normal range. The balance between buying and selling volume (0.77 ratio) is neutral — neither side is clearly dominating.
Over the past 1180 weeks of data, CME has crossed below its 200-week moving average 10 times. On average, these episodes lasted 23 weeks. Historically, investors who bought CME at the start of these episodes saw an average one-year return of +28.4%.
With a market cap of $89.0 billion, CME is a large-cap stock. The company generates a free cash flow yield of 3.4%. Return on equity stands at 15.9%, a solid level. The stock trades at 3.4x book value.
CME passes our Buffett quality screen: high return on equity, low debt, and positive free cash flow.
Over the past 22.7 years, a hypothetical investment of $100 in CME would have grown to $3748, compared to $1064 for the S&P 500. That represents an annualized return of 17.3% vs 11.0% for the index — confirming CME as a market-beating investment and the kind of quality company where buying during 200-week moving average touches has historically been rewarded.
Free cash flow has been growing at a 12.2% compound annual rate, with 4 consecutive years of positive cash generation.
Business Health
Annual financials — how the underlying business has performed over the past several years.
Cash Flow Free cash flow & net income ($M)
Revenue Annual revenue ($M) — business growth proxy
Total Debt Balance sheet debt ($M)
ROIC Return on invested capital (%)
FCF Yield Free cash flow / market cap (%) — Yartseva signal
Gross Margin Pricing power & competitive moat (%)
Shares Outstanding Buybacks vs dilution (millions)
Growth of $100: CME vs S&P 500
Monthly data normalized to $100 at start. Vertical dashed lines mark 200-week MA touches.
What Happens After CME Crosses Below the Line?
Across 10 historical episodes, buying CME when it crossed below its 200-week moving average produced an average return of +24.6% after 12 months (median +19.0%), compared to +21.1% for the S&P 500 over the same periods. 90% of those episodes were profitable after one year. After 24 months, the average return was +45.6% vs +37.4% for the index.
Each line shows $100 invested at the moment CME crossed below its 200-week MA. Bold blue = stock average. Gray dashed = S&P 500 average over same periods.
Bean Score Experimental
The Bean Score measures how far a stock's free cash flow yield has deviated from its own quarterly baseline, normalized by the stock's historical behavior. Between earnings dates, FCF is constant — so the score is purely a function of stock price. The levels below show at what prices CME would reach each dislocation threshold.
Dislocation Price Levels
Prices where CME's Bean Score would hit each σ threshold. Valid until next earnings report: 2026-07-22.
| Level | σ | Price | Signal |
|---|---|---|---|
| Deep Value | +2σ | $259.19 | Unusually cheap — potential buy zone |
| Value | +1σ | $284.87 | Cheap vs. own history |
| Fair Value | +0σ | $316.20 | Historical mean behavior |
| Expensive | -1σ | $355.26 | Expensive vs. own history |
| Deep Expensive | -2σ | $405.34 | Unusually expensive — potential trim zone |
Quarterly FCF & Yield Trailing twelve-month free cash flow and yield at each quarter end
Signal Accuracy Collecting Data
The Bean Score system is accumulating weekly data to validate signal accuracy. After 13+ weeks of history, this section will display win rates and average returns for each σ threshold crossing — answering the question: "When this score says cheap or expensive, does the price subsequently move in the expected direction?"
Theoretical framework — not backtested or forward-tested. The Bean Score uses trailing twelve-month free cash flow yield as a dislocation identifier. It measures whether the market has pushed a stock's yield unusually far from its own baseline behavior. These levels are reference points for identifying potential swing trade opportunities, not buy/sell signals. FCF values update quarterly with earnings; between reports, all movement is price-driven.
Dislocation Scores Experimental
Each score measures deviation from CME's own historical baseline — the same idea as the Bean Score, applied to different fundamentals. Positive means cheaper or more dislocated than this stock's norm. Scores marked σ are normalized by the stock's own variability; pp values are simple deltas from its recent baseline.
Theoretical framework — not backtested. These scores describe how unusual today's readings are for this specific company. They are starting points for research, not buy or sell signals. Annual-statement scores (buyback, accruals, FCF vs history) rest on only ~4 yearly data points and are deltas, not sigmas.
Historical Touches
CME has crossed below its 200-week MA 10 times with an average 1-year return of +28.4% after recovery.
| Crossed Below | Recovered | Weeks | Max Depth | 1-Year Return | Return Since Touch |
|---|---|---|---|---|---|
| Jun 2008 | Feb 2012 | 192 | 60.3% | -10.8% | +541.6% |
| Mar 2012 | Mar 2012 | 1 | 0.7% | +20.7% | +730.5% |
| Apr 2012 | Jun 2012 | 6 | 4.2% | +19.9% | +739.6% |
| Jul 2012 | Aug 2012 | 5 | 3.4% | +55.6% | +748.0% |
| Dec 2012 | Dec 2012 | 3 | 3.8% | +67.4% | +758.1% |
| Oct 2020 | Nov 2020 | 2 | 5.9% | +51.0% | +107.2% |
| Sep 2022 | Feb 2023 | 20 | 9.9% | +17.1% | +61.7% |
| Mar 2023 | Mar 2023 | 1 | 4.7% | +27.9% | +62.4% |
| May 2023 | May 2023 | 2 | 3.4% | +22.8% | +55.0% |
| Jun 2023 | Jun 2023 | 1 | 0.1% | +12.1% | +54.2% |
| Average | 23 | — | +28.4% | — |
Frequently Asked Questions
Is CME below its 200-week moving average?
No. CME Group Inc. (CME) is currently 16.3% above its 200-week moving average of $211.80. It would need to fall to $211.80 to cross below the line.
What is CME's 200-week moving average price?
CME Group Inc.'s 200-week moving average is $211.80 as of 2026-06-19. This is the average weekly closing price over roughly the last 4 years, and it acts as a long-term trend line. When a stock drops below this level, it can signal that the price has fallen far enough from the long-term trend to attract value-oriented investors.
What happens when CME drops below its 200-week moving average?
CME has crossed below its 200-week moving average 10 times in our data. On average, buying at that moment produced a one-year return of +28.4%. These dips have historically been decent entry points. These episodes lasted 23 weeks on average.
Is CME a good value right now?
Here's what our data says about CME as of 2026-06-19: The stock is above its 200-week moving average, so it doesn't currently meet our primary signal. The 14-week RSI is 32. Free cash flow yield is 3.4%. Return on equity is 15.9%. Price-to-book is 3.4x. This is not a buy or sell recommendation — always do your own research.
How does CME compare to the S&P 500?
Over the past 22.7 years, $100 invested in CME would have grown to $3748, compared to $1064 for the S&P 500. That's 17.3% annualized vs 11.0% for the index. CME has outperformed the broader market over this period.
Does CME pay a dividend?
Yes. CME Group Inc. currently pays a dividend yield of 199.00%.
Not financial advice. This is an educational tool. Past performance does not guarantee future results. Do your own research before making investment decisions.
Data as of week of 2026-06-19