On 2026-07-28, Eli Lilly (LLY) closed at 1220.66 USD, up 1.93% on the day. It trades at 95.4% of its 52-week range. Its RSI(14) of 61.31 is in the 76th percentile of its history since 1972. Its 20-day return of -0.75% is in the 40th percentile. It is trading above its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 1189.34 / 1137.33 / 1019.77 USD, with price +2.63% / +7.33% / +19.70% against them. Its 52-week range is 623.78–1249.45 USD; it closed 2.30% below the high and 95.69% above the low. Its 20-day volatility is 1.772% daily, in the 71st percentile of its history since 1972. Its 14-day average true range (ATR) is 35.64 USD, 2.92% of price. It has returned +3.85% over 5 days and +30.61% over 60 days. Against the S&P 500, its weekly-return beta -0.05 / correlation -0.02 (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 -0.09 (52-week); -0.23 (26-week). Next earnings are scheduled for 2026-08-05.
=== ELI LILLY (LLY) (USD) ===
price & change (as of 2026-07-28, prior 2026-07-27)
close 1220.66
change +23.13 (+1.931%)
range (as of 2026-07-28)
range 26.82
close pos 57.7% of range
moving averages (as of 2026-07-28)
20d MA 1189.34 price above by +2.63%
50d MA 1137.33 price above by +7.33%
200d MA 1019.77 price above by +19.70%
price > all MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-28)
20d stdev 1.772% daily ≈ 28.1% annualized (×√252) (71st pct of own history, since 1972 (13616 obs))
vs easing-2024 avg 0.77× (1.772% vs 2.287% era avg)
ATR (as of 2026-07-28)
ATR(14) 35.64
ATR% 2.92% (84th pct of own history, since 1972 (13622 obs))
range/ATR 75.2%
52-week range (as of 2026-07-28)
high 1249.45 (-2.30% from high)
low 623.78 (+95.69% from low)
momentum (as of 2026-07-28)
RSI(14) 61.31 (76th pct of own history, since 1972 (13622 obs))
returns (as of 2026-07-28)
5d return +3.85%
20d return -0.75%
60d return +30.61%
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 2.2867%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-07-27)
vs real yield (Δ) -0.23 (26w)
vs real yield (Δ) -0.09 (52w)
S&P 500 market factor (weekly returns) (as of 2026-07-28)
vs S&P 500 beta +0.31 corr +0.13 (26w)
vs S&P 500 beta -0.05 corr -0.02 (52w)
earnings horizon
next earnings 2026-08-05 (8 days)