On 2026-07-14, Eli Lilly (LLY) closed at 1152.54 USD, down 2.48% on the day. It trades at 84.5% of its 52-week range. Its RSI(14) of 49.59 is in the 41st percentile of its history since 1972. Its 20-day return of +1.72% is in the 55th percentile. Its 20/50/200-day moving averages are 1167.55 / 1097.73 / 1000.56 USD, with price -1.29% / +4.99% / +15.19% against them. Its 52-week range is 623.78–1249.45 USD; it closed 7.76% below the high and 84.77% above the low. Its 20-day volatility is 2.216% daily, in the 86th percentile of its history since 1972. Its 14-day average true range (ATR) is 38.33 USD, 3.33% of price. It has returned -6.72% over 5 days and +27.49% over 60 days. Against the S&P 500, its weekly-return beta +0.12 / correlation +0.04 (52-week); beta +0.32 / correlation +0.13 (26-week). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.09 (52-week); -0.24 (26-week). Next earnings are scheduled for 2026-08-05.
=== ELI LILLY (LLY) (USD) ===
price & change (as of 2026-07-14, prior 2026-07-13)
close 1152.54
change -29.33 (-2.482%)
range (as of 2026-07-14)
range 24.07
close pos 48.9% of range
moving averages (as of 2026-07-14)
20d MA 1167.55 price below by -1.29%
50d MA 1097.73 price above by +4.99%
200d MA 1000.56 price above by +15.19%
price mixed vs MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-14)
20d stdev 2.216% daily ≈ 35.2% annualized (×√252) (86th pct of own history, since 1972 (13606 obs))
vs easing-2024 avg 0.96× (2.216% vs 2.297% era avg)
ATR (as of 2026-07-14)
ATR(14) 38.33
ATR% 3.33% (92nd pct of own history, since 1972 (13612 obs))
range/ATR 62.8%
52-week range (as of 2026-07-14)
high 1249.45 (-7.76% from high)
low 623.78 (+84.77% from low)
momentum (as of 2026-07-14)
RSI(14) 49.59 (41st pct of own history, since 1972 (13612 obs))
returns (as of 2026-07-14)
5d return -6.72%
20d return +1.72%
60d return +27.49%
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 2.2965%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-07-13)
vs real yield (Δ) -0.24 (26w)
vs real yield (Δ) -0.09 (52w)
S&P 500 market factor (weekly returns; async daily closes cap the magnitude) (as of 2026-07-14)
vs S&P 500 beta +0.32 corr +0.13 (26w)
vs S&P 500 beta +0.12 corr +0.04 (52w)
earnings horizon
next earnings 2026-08-05 (22 days)