On 2026-07-10, Eli Lilly (LLY) closed at 1188.58 USD, down 2.33% on the day. It trades at 90.3% of its 52-week range. Its 20-day return of +4.59% is in the 70th percentile. Its RSI(14) of 57.13 is in the 65th percentile of its history since 1972. Its 20/50/200-day moving averages are 1165.53 / 1086.75 / 996.33 USD, with price +1.98% / +9.37% / +19.30% against them. Its 52-week range is 623.78–1249.45 USD; it closed 4.87% below the high and 90.54% above the low. Its 20-day volatility is 2.251% daily, in the 87th percentile of its history since 1972. Its 14-day average true range (ATR) is 38.72 USD, 3.26% of price. It has returned -2.09% over 5 days and +28.84% over 60 days. Against the S&P 500, its weekly-return beta +0.10 / correlation +0.03 (52-week); beta +0.31 / correlation +0.13 (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 2026-07-10, prior 2026-07-09)
close 1188.58
change -28.37 (-2.331%)
range (as of 2026-07-10)
range 34.64
close pos 29.6% of range
moving averages (as of 2026-07-10)
20d MA 1165.53 price above by +1.98%
50d MA 1086.75 price above by +9.37%
200d MA 996.33 price above by +19.30%
price > all MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-10)
20d stdev 2.251% daily ≈ 35.7% annualized (×√252) (87th pct of own history, since 1972 (13604 obs))
vs easing-2024 avg 0.98× (2.251% vs 2.298% era avg)
ATR (as of 2026-07-10)
ATR(14) 38.72
ATR% 3.26% (91st pct of own history, since 1972 (13610 obs))
range/ATR 89.5%
52-week range (as of 2026-07-10)
high 1249.45 (-4.87% from high)
low 623.78 (+90.54% from low)
momentum (as of 2026-07-10)
RSI(14) 57.13 (65th pct of own history, since 1972 (13610 obs))
returns (as of 2026-07-10)
5d return -2.09%
20d return +4.59%
60d return +28.84%
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 2.2977%
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 2026-07-10)
vs S&P 500 beta +0.31 corr +0.13 (26w)
vs S&P 500 beta +0.10 corr +0.03 (52w)
earnings horizon
next earnings 2026-08-05 (26 days)