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1. CME Group ( CME)

Company Profile: CME Group is a derivatives marketplace offering a range of benchmark futures and options products.

Average Return Since 2003: 10%

Best September Performance: +21.7% in 2005

Worst September Performance: -2% in 2003

Analysts Ratings: CME Group gets positive marks from analysts, raking in 14 "buy" ratings from firms like Jefferies and BMO Capital. Another seven analysts say investors should hold onto shares, while one analysts recommends selling the stock. The average price target of $341.12 represents potential upside of 28% from current levels.

>>To see these stocks in action, visit the 10 Stocks That Avoid the September Slump portfolio on Stockpickr.

-- Written by Robert Holmes in Boston.

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Disclosure: TheStreet's editorial policy prohibits staff editors, reporters and analysts from holding positions in any individual stocks.

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