On 2026-07-09, Eli Lilly (LLY) closed at 1216.95 USD, up 0.09% on the day. It trades at 94.8% of its 52-week range. Its RSI(14) of 63.81 is in the 82nd percentile of its history since 1972. Its 20-day return of +6.31% is in the 78th percentile. Its 20/50/200-day moving averages are 1162.92 / 1080.46 / 994.16 USD, with price +4.65% / +12.63% / +22.41% against them. Its 52-week range is 623.78–1249.45 USD; it closed 2.60% below the high and 95.09% above the low. Its 20-day volatility is 2.182% daily, in the 85th percentile of its history since 1972. Its 14-day average true range (ATR) is 38.72 USD, 3.18% of price. It has returned +2.12% over 5 days and +30.92% over 60 days. Against the S&P 500, its weekly-return beta +0.11 / correlation +0.03 (52-week); beta +0.34 / correlation +0.14 (26-week). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.07 (52-week); -0.22 (26-week). Next earnings are scheduled for 2026-08-05.
=== ELI LILLY (LLY) (USD) ===
price & change (as of 2026-07-09, prior 2026-07-08)
close 1216.95
change +1.12 (+0.092%)
range (as of 2026-07-09)
range 29.63
close pos 56.0% of range
moving averages (as of 2026-07-09)
20d MA 1162.92 price above by +4.65%
50d MA 1080.46 price above by +12.63%
200d MA 994.16 price above by +22.41%
price > all MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-09)
20d stdev 2.182% daily ≈ 34.6% annualized (×√252) (85th pct of own history, since 1972 (13603 obs))
vs easing-2024 avg 0.95× (2.182% vs 2.297% era avg)
ATR (as of 2026-07-09)
ATR(14) 38.72
ATR% 3.18% (90th pct of own history, since 1972 (13609 obs))
range/ATR 76.5%
52-week range (as of 2026-07-09)
high 1249.45 (-2.60% from high)
low 623.78 (+95.09% from low)
momentum (as of 2026-07-09)
RSI(14) 63.81 (82nd pct of own history, since 1972 (13609 obs))
returns (as of 2026-07-09)
5d return +2.12%
20d return +6.31%
60d return +30.92%
volatility by rate-era
pre-crisis 1.7713% (from 1972-06-01)
ZIRP-2009 1.2934%
tightening-2015 1.3433%
ZIRP-2019 2.0733%
tightening-2022 1.7652%
easing-2024 2.2974%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-07-09)
vs real yield (Δ) -0.22 (26w)
vs real yield (Δ) -0.07 (52w)
S&P 500 market factor (weekly returns; async daily closes cap the magnitude) (as of 2026-07-09)
vs S&P 500 beta +0.34 corr +0.14 (26w)
vs S&P 500 beta +0.11 corr +0.03 (52w)
earnings horizon
next earnings 2026-08-05 (27 days)