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Volatility is a statistical measure of the dispersion of returns for a given security or market index, it shows how the price swings around its mean. The volatility here is measured as the annualized standard deviation between monthly returns from the security over the past year. In most cases, the higher the volatility, the riskier the security.
As of today (2026-08-13), CME Group's Volatility is 1.94%.
Volatility is a statistical measure of the dispersion of returns for a given security or market index. It’s often measured as standard deviation or variance of historical returns over a certain period. The volatility here is measured as the annualized standard deviation between monthly returns from the security over the past year.
Volatility reflects the uncertainty or risk of a security’s value. Generally speaking, a higher volatility suggests a higher risk, because it implies a wider fluctuation around average price. This means the price of the security can change dramatically in either direction within a short period. Conversely, a lower volatility means that the security's price is more steady, which suggests a lower risk.
Another measurement of relative volatility is Beta. Beta is a measure of systematic risk of a security or a portfolio in comparison to the market as a whole. Beta is usually compared to 1. A beta of greater than 1 indicates that the security's price will be more volatile than the market.
CME Group Volatility Related Terms
XBUL:MX4A vs ICE, MCO, SPGI: Volatility Comparison
For the Financial Data & Stock Exchanges subindustry, CME Group's Volatility, along with its competitors' market caps and Volatility data, can be viewed below:
* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.
CME Group Volatility vs Capital Markets Industry
For the Capital Markets industry and Financial Services sector, CME Group's Volatility distribution charts can be found below:
* The bar in red indicates where CME Group's Volatility falls into.
The annualized volatility is calculated as following:
σA
=
σM
*
√12
=
√ 1/(n-1) ∑(Ri - R')^2
*
√12
Where: σM is the monthly volatility, n is the number of months in the period, Ri is the security's historical monthly returns and R' is the arithmetic mean of monthly returns.
* For Operating Data section: All numbers are indicated by the unit behind each term and all currency related amount are in USD. * For other sections: All numbers are in millions except for per share data, ratio, and percentage. All currency related amount are indicated in the company's associated stock exchange currency.
CME Group (XBUL:MX4A) has a Volatility of 1.94% as of Aug. 13, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on CME Group and its competitors.
Is CME Group's Volatility too high?
CME Group's current Volatility is 1.94%. Overall, CME Group has a GF Score™ of 84/100, reflecting its overall financial health beyond just this single metric.
How does CME Group's Volatility compare to ICE and MCO?
CME Group's Volatility of 1.94% can be compared against companies in the Capital Markets industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good Volatility for a Capital Markets company?
A good Volatility depends on the Capital Markets industry context. However, Volatility should not be evaluated in isolation — investors should consider it alongside profitability, growth, and financial strength metrics. Use the industry distribution chart on this page to see where any company falls relative to its peers.
What does a high Volatility mean?
A high Volatility can signal that a stock is expensive relative to its fundamentals. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on CME Group and its competitors. CME Group's current Volatility is 1.94%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is CME Group stock overvalued right now?
CME Group (XBUL:MX4A) has a current Volatility of 1.94%. The stock's GF Value™ is лв196.10, compared to a current price of лв189.34 — trading 3.4% below its estimated fair value. The current Volatility is 1.94%. CME Group's overall GF Score™ is 84/100 with 3 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is Volatility calculated?
Volatility is calculated from a company's financial statements. For CME Group (XBUL:MX4A), the current Volatility is 1.94% as of Aug. 13, 2026. GuruFocus calculates this using data sourced from SEC filings and annual reports. See the calculation section and 30-year financial data on this page for the full breakdown.
Is CME Group (XBUL:MX4A) Overvalued in 2026?
Based on GuruFocus' analysis, CME Group stock appears to be undervalued.
The current stock price of лв189.34 is trading 3.4% below its estimated GF Value™ of лв196.10.
Key valuation signals for XBUL:MX4A:
Volatility: 1.94%
GF Value™: лв196.10 vs. price of лв189.34 (3.4% below fair value)
No single metric tells the full story. See the XBUL:MX4A stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Based in Chicago, CME Group operates exchanges giving investors, suppliers, and businesses the ability to trade futures and derivatives based on interest rates, equity indexes, foreign currencies, energy, metals, and commodities. The Chicago Mercantile Exchange was founded in 1898 and in 2002 completed its IPO. Since then, CME Group has consolidated parts of the industry by merging with crosstown rival CBOT Holdings in 2007 before acquiring Nymex Holdings in 2008 and NEX in 2018. In addition, the company has a 27% stake in S&P Dow Jones Indexes, making the Chicago Mercantile Exchange the exclusive venue to trade and clear S&P futures contracts. Through CME's acquisition of NEX, it also expanded into cash foreign exchange, fixed-income trading, and collateral optimization.
84GF Score
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Volatility is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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