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CME Group Inc. (NASD:CME) Seasonal Chart

Seasonal Chart Analysis

Analysis of the CME Group Inc. (NASD:CME) seasonal charts above shows that a Buy Date of May 11 and a Sell Date of October 6 has resulted in a geometric average return of 11.35% above the benchmark rate of the S&P 500 Total Return Index over the past 17 years. This seasonal timeframe has shown positive results compared to the benchmark in 16 of those periods. This is an excellent rate of success, but the return underperforms the relative buy-and-hold performance of the stock over the past 17 years by an average of 0.86% per year.

The seasonal timeframe correlates Poorly with the period of seasonal strength for the Financial sector, which runs from November 22 to April 13. The seasonal chart for the broad sector is available via the following link: Financial Sector Seasonal Chart.

Based in Chicago, CME Group operates exchanges that allow investors, suppliers, and businesses to trade futures and derivatives based on interest rates, equity indexes, foreign currencies, energy, metals, and commodities. The CME was founded in 1898 and in 2002 completed its initial public offering. Since then, CME Group has consolidated part of the industry by merging with crosstown rival CBOT Holdings (2007) before acquiring Nymex Holdings in 2008. In addition, CME has a 27% stake in S&P/Dow Jones Indexes LLC along with an exclusive license to trade and clear S&P futures contracts.

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