CME Group · Financials
CME
$245.05
CME Group Inc., headquartered in Chicago, Illinois, operates exchanges and provides clearing services for trading in financial derivatives such as futures contracts, options, and swaps.CMEGroupInc.总部位于伊利诺伊州芝加哥，运营交易所并为期货合约、期权和掉期等金融衍生品交易提供清算服务。
Financial金融股
Engine stance引擎立场2026-07-20
Neutral — no clear edge中性 — 无明显优势
Trend intact — hold; add on dips toward the 10-day average.趋势完好——持有；可在回调至 10 日均线附近时加仓。
Key Statistics关键统计
Price价格
$245.05
22.7% below 52-week high低于52周高点 22.7%
Beta贝塔
-0.28
Moves about -0.3x the market波动幅度约为市场的 -0.3 倍
RSI (14)RSI（14）
49
Neutral zone中性区域
Next Earnings下次财报
2026-07-22 (3d)
Volatility Rank波动率分位
87th pctile
hist. vol. percentile历史波动率分位数
Performance价格表现
| Period周期 | CME | S&P 500 | vs Index对比指数 |
|---|---|---|---|
| 1 Week近1周 | +2.0% | -1.5% | Beat the index by 3.5 points跑赢指数 3.5 个百分点 |
| 1 Month近1月 | -3.0% | +0.6% | Lagged the index by 3.6 points落后指数 3.6 个百分点 |
| 3 Months近3月 | -14.4% | +4.7% | Lagged the index by 19.1 points落后指数 19.1 个百分点 |
| 6 Months近6月 | -9.8% | +7.8% | Lagged the index by 17.6 points落后指数 17.6 个百分点 |
| Year to date年初至今 | -6.5% | +9.1% | Lagged the index by 15.6 points落后指数 15.6 个百分点 |
| 1 Year近1年 | -8.4% | +19.4% | Lagged the index by 27.8 points落后指数 27.8 个百分点 |
Technicals技术面
RSI (14)RSI（14）
49
Neutral zone中性区域
vs 50-day相对50日均线
-5.6% vs 50-day avg
vs 200-day相对200日均线
-10.5% vs 200-day avg
Volatility rank波动率分位
87th percentile 分位
Engine reference levels — not advice引擎参考水平 — 非投资建议
Buy zone买入区间
$239.75
Don't chase above不追高于
$245.10
Stop止损
$218.60
Hold — don't add here持有 — 此处不宜加仓
Earnings财务业绩
3
days until next report天后公布财报
2026-07-22
Estimates being raised — 3 analysts预期上调 — 3 位分析师
Earnings call transcripts — coming soon财报电话会议记录 — 即将上线
Financials财务数据
Revenue营业收入
5yr CAGR5年复合增速: 6.0%
Earnings Per Share每股收益
5yr CAGR5年复合增速: 13.7%
Free Cash Flow自由现金流
Margins利润率
14.2%Return on Equity股本回报率
2.1%Return on Assets资产回报率
Leverage杠杆
| Net debt / EBITDA净债务/EBITDA | -1.02 |
Piotroski皮奥特罗斯基 4/6
Watch关注
Snapshot Gauges综合指标
Beta市场敏感度
-0.28×
0.21×3×
Has tended to move opposite the market (factor-adjusted)经因子调整后常与大盘反向波动
Financial Health财务健康
4/6
Weak financial health财务健康状况偏弱
Dividend分红
—
Does not pay a dividend不派发股息
Why Is It Moving为何波动
Sector / Theme行业/主题
Financials (Equal-Weight) theme — #10 of 46 themes「金融（等权）」主题 — 46 个主题中第 10 位
Macro宏观
Short-duration name into a restrictive, rising-real-rate regime → rate tailwind.短久期标的进入偏紧、实际利率上行的环境→利率顺风。
Positioning持仓
Short interest changed +15.3%空头仓位变动 +15.3%
Technical技术面
CME broke down vs the marketCME 相对市场走弱
Options Positioning期权持仓
Market makers are net long gamma — price pinned near current level做市商净持有正伽玛，价格倾向于在当前水平附近震荡
Expected daily move预期日波动
±2.01%
Expected weekly move预期周波动
±4.49%
Call wall看涨密集区
$260
Put wall看跌密集区
$220
Gamma flip伽玛翻转
$244
25d risk reversal25d风险逆转
-2.2%
Flow资金流向
$3M premium traded; 0% 0DTE; 17 fresh positions; P/C 0.07; ~leans bullish (direction approx)成交权利金 $3M；0DTE占0%；17个新建仓；看跌看涨比 0.07；≈偏看涨（方向近似）
Skew: 偏斜：balanced
Ownership & Smart Money持仓与聪明钱
Insider activity内部人员活动: -$13.1M net (1 buyers, 9 sellers)-$13.1M 净值（1 买家，9 卖家）
Concentrated ownership集中持仓
| Fund基金 | Grade评级 | Activity动作 | % of portfolio组合占比 | As of截至 |
|---|---|---|---|---|
| Egerton Capital | C | Holding持有 | 3.9% | 2026-03-31 |
| Soros Fund Management | B | Holding持有 | 0.1% | 2026-03-31 |
Signal History信号历史
RALLY ON
UPTREND
Jul 9, 2026
CME broke down vs the marketCME 相对市场走弱
Relative strength vs SPY crossed below the 10th percentile of the last 90 days — weakness often leads price. $239.71.相对标普500的强弱下穿近90日的第10百分位 — 走弱常先于价格。$239.71。
Jul 6, 2026
CME daily MACD crossed upCME 日线MACD上穿
The daily MACD histogram turned positive — fast and noisy, context rather than a standalone trigger. $234.76.日线MACD柱状图转正 — 快速且嘈杂，仅作背景。$234.76。
Jul 2, 2026
DOWNTREND → UNCONFIRMED TURN下跌趋势 → 未确认转向
HIGH-RISK · NIMBLE ONLY高风险 · 仅限灵活操作
Jul 1, 2026
CME StochRSI turned up from oversoldCME StochRSI自超卖区上行
StochRSI popped back above 20 — the earliest oscillator heads-up that downside momentum is easing. $231.00.StochRSI重回20上方 — 下行动量趋缓的最早预警。$231.00。
Jun 29, 2026
CME printed a daily-cycle lowCME 打出日线周期低点
A confirmed local low — in this cycle framework the highest-odds long-entry window. $218.58.一个已确认的局部低点 — 在本周期框架中做多胜率最高的入场窗口。$218.58。
Jun 25, 2026
Death cross on CMECME 死叉
The 50-day average crossed below the 200-day — a slow, widely-watched bearish trend signal. $225.00.50日均线下穿200日均线 — 一个滞后但广受关注的看空趋势信号。$225.00。
Jun 24, 2026
CME RSI reached oversoldCME RSI进入超卖
RSI(14) crossed below 30 — washed out; context, not a timing trigger alone. $231.68.RSI(14)下穿30 — 超卖；仅作背景，单独不构成择时。$231.68。
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Factor Profile因子特征
Composite factor score综合因子得分: -0.59
Quality质量
-0.7
Investment资本投入
-2.1
Low volatility低波动
+1.1
Low market beta低市场敏感度
+1.5
Earnings quality盈利质量
-0.8
Short interest空头兴趣
+1.8
Company Profile公司档案
CME Group Inc., headquartered in Chicago, Illinois, operates exchanges and provides clearing services for trading in financial derivatives such as futures contracts, options, and swaps.CMEGroupInc.总部位于伊利诺伊州芝加哥，运营交易所并为期货合约、期权和掉期等金融衍生品交易提供清算服务。
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Nightly signals, options flow, and factor analysis across all S&P 500 names.每日更新的信号、期权资金流向和因子分析，覆盖所有标普500成分股。