On 2026-07-13, Eli Lilly (LLY) closed at 1181.87 USD, down 0.56% on the day. It trades at 89.2% of its 52-week range. Its RSI(14) of 55.65 is in the 60th percentile of its history since 1972. Its 20-day return of +1.80% is in the 55th percentile. Its 20/50/200-day moving averages are 1166.58 / 1093.37 / 998.5 USD, with price +1.31% / +8.09% / +18.36% against them. Its 52-week range is 623.78–1249.45 USD; it closed 5.41% below the high and 89.47% above the low. Its 20-day volatility is 2.211% daily, in the 86th percentile of its history since 1972. Its 14-day average true range (ATR) is 38.11 USD, 3.22% of price. It has returned -1.52% over 5 days and +30.59% over 60 days. Against the S&P 500, its weekly-return beta +0.11 / correlation +0.03 (52-week); beta +0.30 / correlation +0.12 (26-week). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.08 (52-week); -0.23 (26-week). Next earnings are scheduled for 2026-08-05.
=== ELI LILLY (LLY) (USD) ===
price & change (as of 2026-07-13, prior 2026-07-10)
close 1181.87
change -6.71 (-0.565%)
range (as of 2026-07-13)
range 30.28
close pos 52.4% of range
moving averages (as of 2026-07-13)
20d MA 1166.58 price above by +1.31%
50d MA 1093.37 price above by +8.09%
200d MA 998.50 price above by +18.36%
price > all MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-13)
20d stdev 2.211% daily ≈ 35.1% annualized (×√252) (86th pct of own history, since 1972 (13605 obs))
vs easing-2024 avg 0.96× (2.211% vs 2.296% era avg)
ATR (as of 2026-07-13)
ATR(14) 38.11
ATR% 3.22% (91st pct of own history, since 1972 (13611 obs))
range/ATR 79.4%
52-week range (as of 2026-07-13)
high 1249.45 (-5.41% from high)
low 623.78 (+89.47% from low)
momentum (as of 2026-07-13)
RSI(14) 55.65 (60th pct of own history, since 1972 (13611 obs))
returns (as of 2026-07-13)
5d return -1.52%
20d return +1.80%
60d return +30.59%
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 2.2960%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-07-10)
vs real yield (Δ) -0.23 (26w)
vs real yield (Δ) -0.08 (52w)
S&P 500 market factor (weekly returns; async daily closes cap the magnitude) (as of 2026-07-13)
vs S&P 500 beta +0.30 corr +0.12 (26w)
vs S&P 500 beta +0.11 corr +0.03 (52w)
earnings horizon
next earnings 2026-08-05 (23 days)