On 2026-07-23, Eli Lilly (LLY) closed at 1185.87 USD, up 1.97% on the day. It trades at 89.8% of its 52-week range. Its 20-day return of +6.14% is in the 77th percentile. Its RSI(14) of 55.21 is in the 59th percentile of its history since 1972. Its 20/50/200-day moving averages are 1186.92 / 1125.3 / 1014.37 USD, with price -0.09% / +5.38% / +16.91% against them. Its 52-week range is 623.78–1249.45 USD; it closed 5.09% below the high and 90.11% above the low. Its 20-day volatility is 2.385% daily, in the 89th percentile of its history since 1972. Its 14-day average true range (ATR) is 38.03 USD, 3.21% of price. It has returned +1.43% over 5 days and +36.58% over 60 days. Against the S&P 500, its weekly-return beta +0.09 / correlation +0.03 (52-week); beta +0.32 / correlation +0.14 (26-week). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.07 (52-week); -0.22 (26-week). Next earnings are scheduled for 2026-08-05.
=== ELI LILLY (LLY) (USD) ===
price & change (as of 2026-07-23, prior 2026-07-22)
close 1185.87
change +22.86 (+1.966%)
range (as of 2026-07-23)
range 47.81
close pos 92.2% of range
moving averages (as of 2026-07-23)
20d MA 1186.92 price below by -0.09%
50d MA 1125.30 price above by +5.38%
200d MA 1014.37 price above by +16.91%
price mixed vs MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-23)
20d stdev 2.385% daily ≈ 37.9% annualized (×√252) (89th pct of own history, since 1972 (13613 obs))
vs easing-2024 avg 1.04× (2.385% vs 2.291% era avg)
ATR (as of 2026-07-23)
ATR(14) 38.03
ATR% 3.21% (90th pct of own history, since 1972 (13619 obs))
range/ATR 125.7%
52-week range (as of 2026-07-23)
high 1249.45 (-5.09% from high)
low 623.78 (+90.11% from low)
momentum (as of 2026-07-23)
RSI(14) 55.21 (59th pct of own history, since 1972 (13619 obs))
returns (as of 2026-07-23)
5d return +1.43%
20d return +6.14%
60d return +36.58%
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 2.2908%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-07-23)
vs real yield (Δ) -0.22 (26w)
vs real yield (Δ) -0.07 (52w)
S&P 500 market factor (weekly returns) (as of 2026-07-23)
vs S&P 500 beta +0.32 corr +0.14 (26w)
vs S&P 500 beta +0.09 corr +0.03 (52w)
earnings horizon
next earnings 2026-08-05 (13 days)