On 2026-07-16, Eli Lilly (LLY) closed at 1169.17 USD, up 1.08% on the day. It trades at 87.2% of its 52-week range. Its 20-day return of +4.16% is in the 68th percentile. Its RSI(14) of 52.91 is in the 52nd percentile of its history since 1972. Its 20/50/200-day moving averages are 1171.25 / 1105.62 / 1004.99 USD, with price -0.18% / +5.75% / +16.34% against them. Its 52-week range is 623.78–1249.45 USD; it closed 6.43% below the high and 87.43% 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 38.22 USD, 3.27% of price. It has returned -3.93% over 5 days and +27.10% over 60 days. Against the S&P 500, its weekly-return beta +0.12 / correlation +0.04 (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 -0.08 (52-week); -0.23 (26-week). Next earnings are scheduled for 2026-08-05.
=== ELI LILLY (LLY) (USD) ===
price & change (as of 2026-07-16, prior 2026-07-15)
close 1169.17
change +12.54 (+1.084%)
range (as of 2026-07-16)
range 47.87
close pos 58.4% of range
moving averages (as of 2026-07-16)
20d MA 1171.25 price below by -0.18%
50d MA 1105.62 price above by +5.75%
200d MA 1004.99 price above by +16.34%
price mixed vs MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-16)
20d stdev 2.216% daily ≈ 35.2% annualized (×√252) (86th pct of own history, since 1972 (13608 obs))
vs easing-2024 avg 0.97× (2.216% vs 2.293% era avg)
ATR (as of 2026-07-16)
ATR(14) 38.22
ATR% 3.27% (91st pct of own history, since 1972 (13614 obs))
range/ATR 125.2%
52-week range (as of 2026-07-16)
high 1249.45 (-6.43% from high)
low 623.78 (+87.43% from low)
momentum (as of 2026-07-16)
RSI(14) 52.91 (52nd pct of own history, since 1972 (13614 obs))
returns (as of 2026-07-16)
5d return -3.93%
20d return +4.16%
60d return +27.10%
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 2.2933%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-07-15)
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 2026-07-16)
vs S&P 500 beta +0.31 corr +0.13 (26w)
vs S&P 500 beta +0.12 corr +0.04 (52w)
earnings horizon
next earnings 2026-08-05 (20 days)