On 2026-07-29, Eli Lilly (LLY) closed at 1210.02 USD, down 0.87% on the day. It trades at 93.7% of its 52-week range. Its RSI(14) of 58.56 is in the 69th percentile of its history since 1972. Its 20-day return of +0.88% is in the 49th percentile. It is trading above its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 1189.87 / 1141.44 / 1021.54 USD, with price +1.69% / +6.01% / +18.45% against them. Its 52-week range is 623.78–1249.45 USD; it closed 3.16% below the high and 93.98% above the low. Its 20-day volatility is 1.689% daily, in the 67th percentile of its history since 1972. Its 14-day average true range (ATR) is 34.84 USD, 2.88% of price. It has returned +4.04% over 5 days and +25.61% over 60 days. Against the S&P 500, its weekly-return beta -0.05 / correlation -0.02 (52-week); beta +0.30 / 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 2026-07-29, prior 2026-07-28)
close 1210.02
change -10.64 (-0.872%)
range (as of 2026-07-29)
range 24.39
close pos 21.4% of range
moving averages (as of 2026-07-29)
20d MA 1189.87 price above by +1.69%
50d MA 1141.44 price above by +6.01%
200d MA 1021.54 price above by +18.45%
price > all MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-29)
20d stdev 1.689% daily ≈ 26.8% annualized (×√252) (67th pct of own history, since 1972 (13617 obs))
vs easing-2024 avg 0.74× (1.689% vs 2.285% era avg)
ATR (as of 2026-07-29)
ATR(14) 34.84
ATR% 2.88% (83rd pct of own history, since 1972 (13623 obs))
range/ATR 70.0%
relative volume (as of 2026-07-29)
RVOL 0.89x (today vs 20-day average volume)
pctile 49th pct of own history, since 1972 (13617 obs)
52-week range (as of 2026-07-29)
high 1249.45 (-3.16% from high)
low 623.78 (+93.98% from low)
momentum (as of 2026-07-29)
RSI(14) 58.56 (69th pct of own history, since 1972 (13623 obs))
returns (as of 2026-07-29)
5d return +4.04%
20d return +0.88%
60d return +25.61%
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 2.2853%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-07-29)
vs real yield (Δ) -0.23 (26w)
vs real yield (Δ) -0.09 (52w)
S&P 500 market factor (weekly returns) (as of 2026-07-29)
vs S&P 500 beta +0.30 corr +0.13 (26w)
vs S&P 500 beta -0.05 corr -0.02 (52w)
earnings horizon
next earnings 2026-08-05 (7 days)