On 2026-07-15, Eli Lilly (LLY) closed at 1156.63 USD, up 0.35% on the day. It trades at 85.2% of its 52-week range. Its 20-day return of +2.42% is in the 59th percentile. Its RSI(14) of 50.40 is in the 44th percentile of its history since 1972. Its 20/50/200-day moving averages are 1168.92 / 1101.59 / 1002.77 USD, with price -1.05% / +5.00% / +15.34% against them. Its 52-week range is 623.78–1249.45 USD; it closed 7.43% below the high and 85.42% above the low. Its 20-day volatility is 2.214% daily, in the 86th percentile of its history since 1972. Its 14-day average true range (ATR) is 37.48 USD, 3.24% of price. It has returned -4.87% over 5 days and +24.77% 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 -0.09 (52-week); -0.23 (26-week). Next earnings are scheduled for 2026-08-05.
=== ELI LILLY (LLY) (USD) ===
price & change (as of 2026-07-15, prior 2026-07-14)
close 1156.63
change +4.09 (+0.355%)
range (as of 2026-07-15)
range 26.42
close pos 84.1% of range
moving averages (as of 2026-07-15)
20d MA 1168.92 price below by -1.05%
50d MA 1101.59 price above by +5.00%
200d MA 1002.77 price above by +15.34%
price mixed vs MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-15)
20d stdev 2.214% daily ≈ 35.1% annualized (×√252) (86th pct of own history, since 1972 (13607 obs))
vs easing-2024 avg 0.96× (2.214% vs 2.295% era avg)
ATR (as of 2026-07-15)
ATR(14) 37.48
ATR% 3.24% (91st pct of own history, since 1972 (13613 obs))
range/ATR 70.5%
52-week range (as of 2026-07-15)
high 1249.45 (-7.43% from high)
low 623.78 (+85.42% from low)
momentum (as of 2026-07-15)
RSI(14) 50.40 (44th pct of own history, since 1972 (13613 obs))
returns (as of 2026-07-15)
5d return -4.87%
20d return +2.42%
60d return +24.77%
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 2.2948%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-07-14)
vs real yield (Δ) -0.23 (26w)
vs real yield (Δ) -0.09 (52w)
S&P 500 market factor (weekly returns; async daily closes cap the magnitude) (as of 2026-07-15)
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 (21 days)