On 2026-07-27, Eli Lilly (LLY) closed at 1197.53 USD, up 0.12% on the day. It trades at 91.7% of its 52-week range. Its RSI(14) of 57.27 is in the 65th percentile of its history since 1972. Its 20-day return of -0.88% is in the 39th percentile. It is trading above its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 1189.8 / 1133.06 / 1017.89 USD, with price +0.65% / +5.69% / +17.65% against them. Its 52-week range is 623.78–1249.45 USD; it closed 4.16% below the high and 91.98% above the low. Its 20-day volatility is 1.765% daily, in the 71st percentile of its history since 1972. Its 14-day average true range (ATR) is 35.73 USD, 2.98% of price. It has returned +4.41% over 5 days and +40.69% over 60 days. Against the S&P 500, its weekly-return beta -0.05 / correlation -0.01 (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 -0.06 (52-week); -0.21 (26-week). Next earnings are scheduled for 2026-08-05.
=== ELI LILLY (LLY) (USD) ===
price & change (as of 2026-07-27, prior 2026-07-24)
close 1197.53
change +1.50 (+0.125%)
range (as of 2026-07-27)
range 21.60
close pos 65.2% of range
moving averages (as of 2026-07-27)
20d MA 1189.80 price above by +0.65%
50d MA 1133.06 price above by +5.69%
200d MA 1017.89 price above by +17.65%
price > all MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-27)
20d stdev 1.765% daily ≈ 28.0% annualized (×√252) (71st pct of own history, since 1972 (13615 obs))
vs easing-2024 avg 0.77× (1.765% vs 2.287% era avg)
ATR (as of 2026-07-27)
ATR(14) 35.73
ATR% 2.98% (86th pct of own history, since 1972 (13621 obs))
range/ATR 60.4%
52-week range (as of 2026-07-27)
high 1249.45 (-4.16% from high)
low 623.78 (+91.98% from low)
momentum (as of 2026-07-27)
RSI(14) 57.27 (65th pct of own history, since 1972 (13621 obs))
returns (as of 2026-07-27)
5d return +4.41%
20d return -0.88%
60d return +40.69%
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 2.2874%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-07-24)
vs real yield (Δ) -0.21 (26w)
vs real yield (Δ) -0.06 (52w)
S&P 500 market factor (weekly returns) (as of 2026-07-27)
vs S&P 500 beta +0.31 corr +0.13 (26w)
vs S&P 500 beta -0.05 corr -0.01 (52w)
earnings horizon
next earnings 2026-08-05 (9 days)