On 2026-07-20, Eli Lilly (LLY) closed at 1146.9 USD, down 2.73% on the day. It trades at 83.6% of its 52-week range. Its 20-day return of +4.40% is in the 69th percentile. Its RSI(14) of 47.94 is in the 37th percentile of its history since 1972. Its 20/50/200-day moving averages are 1177.02 / 1112.62 / 1009.17 USD, with price -2.56% / +3.08% / +13.65% against them. Its 52-week range is 623.78–1249.45 USD; it closed 8.21% below the high and 83.86% above the low. Its 20-day volatility is 2.283% daily, in the 88th percentile of its history since 1972. Its 14-day average true range (ATR) is 38.45 USD, 3.35% of price. It has returned -2.96% over 5 days and +24.46% over 60 days. Against the S&P 500, its weekly-return beta +0.10 / correlation +0.03 (52-week); beta +0.34 / correlation +0.14 (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 2026-07-20, prior 2026-07-17)
close 1146.90
change -32.21 (-2.732%)
range (as of 2026-07-20)
range 42.69
close pos 5.8% of range
moving averages (as of 2026-07-20)
20d MA 1177.02 price below by -2.56%
50d MA 1112.62 price above by +3.08%
200d MA 1009.17 price above by +13.65%
price mixed vs MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-20)
20d stdev 2.283% daily ≈ 36.2% annualized (×√252) (88th pct of own history, since 1972 (13610 obs))
vs easing-2024 avg 1.00× (2.283% vs 2.293% era avg)
ATR (as of 2026-07-20)
ATR(14) 38.45
ATR% 3.35% (92nd pct of own history, since 1972 (13616 obs))
range/ATR 111.0%
52-week range (as of 2026-07-20)
high 1249.45 (-8.21% from high)
low 623.78 (+83.86% from low)
momentum (as of 2026-07-20)
RSI(14) 47.94 (37th pct of own history, since 1972 (13616 obs))
returns (as of 2026-07-20)
5d return -2.96%
20d return +4.40%
60d return +24.46%
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 2.2926%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-07-17)
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 2026-07-20)
vs S&P 500 beta +0.34 corr +0.14 (26w)
vs S&P 500 beta +0.10 corr +0.03 (52w)
earnings horizon
next earnings 2026-08-05 (16 days)