On 2026-07-21, Eli Lilly (LLY) closed at 1175.41 USD, up 2.49% on the day. It trades at 88.2% of its 52-week range. Its 20-day return of +6.65% is in the 79th percentile. Its RSI(14) of 53.52 is in the 54th percentile of its history since 1972. Its 20/50/200-day moving averages are 1180.69 / 1116.63 / 1010.92 USD, with price -0.45% / +5.26% / +16.27% against them. Its 52-week range is 623.78–1249.45 USD; it closed 5.93% below the high and 88.43% above the low. Its 20-day volatility is 2.338% daily, in the 89th percentile of its history since 1972. Its 14-day average true range (ATR) is 38.46 USD, 3.27% of price. It has returned +1.98% over 5 days and +28.09% over 60 days. Against the S&P 500, its weekly-return beta +0.09 / correlation +0.03 (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 -0.07 (52-week); -0.23 (26-week). Next earnings are scheduled for 2026-08-05.
=== ELI LILLY (LLY) (USD) ===
price & change (as of 2026-07-21, prior 2026-07-20)
close 1175.41
change +28.51 (+2.486%)
range (as of 2026-07-21)
range 38.58
close pos 94.4% of range
moving averages (as of 2026-07-21)
20d MA 1180.69 price below by -0.45%
50d MA 1116.63 price above by +5.26%
200d MA 1010.92 price above by +16.27%
price mixed vs MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-21)
20d stdev 2.338% daily ≈ 37.1% annualized (×√252) (89th pct of own history, since 1972 (13611 obs))
vs easing-2024 avg 1.02× (2.338% vs 2.293% era avg)
ATR (as of 2026-07-21)
ATR(14) 38.46
ATR% 3.27% (91st pct of own history, since 1972 (13617 obs))
range/ATR 100.3%
52-week range (as of 2026-07-21)
high 1249.45 (-5.93% from high)
low 623.78 (+88.43% from low)
momentum (as of 2026-07-21)
RSI(14) 53.52 (54th pct of own history, since 1972 (13617 obs))
returns (as of 2026-07-21)
5d return +1.98%
20d return +6.65%
60d return +28.09%
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 2.2927%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-07-21)
vs real yield (Δ) -0.23 (26w)
vs real yield (Δ) -0.07 (52w)
S&P 500 market factor (weekly returns) (as of 2026-07-21)
vs S&P 500 beta +0.32 corr +0.13 (26w)
vs S&P 500 beta +0.09 corr +0.03 (52w)
earnings horizon
next earnings 2026-08-05 (15 days)