On 2026-07-22, Eli Lilly (LLY) closed at 1163.01 USD, down 1.05% on the day. It trades at 86.2% of its 52-week range. Its 20-day return of +5.05% is in the 73rd percentile. Its RSI(14) of 50.96 is in the 45th percentile of its history since 1972. Its 20/50/200-day moving averages are 1183.49 / 1120.92 / 1012.64 USD, with price -1.73% / +3.76% / +14.85% against them. Its 52-week range is 623.78–1249.45 USD; it closed 6.92% below the high and 86.45% above the low. Its 20-day volatility is 2.358% daily, in the 89th percentile of its history since 1972. Its 14-day average true range (ATR) is 37.28 USD, 3.21% of price. It has returned +0.55% over 5 days and +31.57% 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 2026-07-22, prior 2026-07-21)
close 1163.01
change -12.40 (-1.055%)
range (as of 2026-07-22)
range 21.50
close pos 44.2% of range
moving averages (as of 2026-07-22)
20d MA 1183.49 price below by -1.73%
50d MA 1120.92 price above by +3.76%
200d MA 1012.64 price above by +14.85%
price mixed vs MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-22)
20d stdev 2.358% daily ≈ 37.4% annualized (×√252) (89th pct of own history, since 1972 (13612 obs))
vs easing-2024 avg 1.03× (2.358% vs 2.291% era avg)
ATR (as of 2026-07-22)
ATR(14) 37.28
ATR% 3.21% (90th pct of own history, since 1972 (13618 obs))
range/ATR 57.7%
52-week range (as of 2026-07-22)
high 1249.45 (-6.92% from high)
low 623.78 (+86.45% from low)
momentum (as of 2026-07-22)
RSI(14) 50.96 (45th pct of own history, since 1972 (13618 obs))
returns (as of 2026-07-22)
5d return +0.55%
20d return +5.05%
60d return +31.57%
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 2.2914%
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 2026-07-22)
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 (14 days)