On 2026-07-30, Eli Lilly (LLY) closed at 1154.97 USD, down 4.55% on the day. It trades at 84.9% of its 52-week range. Its 20-day return of -3.09% is in the 27th percentile. Its RSI(14) of 46.87 is in the 34th percentile of its history since 1972. Its 20/50/200-day moving averages are 1188.03 / 1144.77 / 1023.15 USD, with price -2.78% / +0.89% / +12.88% against them. Its 52-week range is 623.78–1249.45 USD; it closed 7.56% below the high and 85.16% above the low. Its 20-day volatility is 1.976% daily, in the 79th percentile of its history since 1972. Its 14-day average true range (ATR) is 36.41 USD, 3.15% of price. It has returned -2.61% over 5 days and +19.32% 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 2026-07-30, prior 2026-07-29)
close 1154.97
change -55.05 (-4.550%)
range (as of 2026-07-30)
range 33.51
close pos 5.5% of range
moving averages (as of 2026-07-30)
20d MA 1188.03 price below by -2.78%
50d MA 1144.77 price above by +0.89%
200d MA 1023.15 price above by +12.88%
price mixed vs MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-30)
20d stdev 1.976% daily ≈ 31.4% annualized (×√252) (79th pct of own history, since 1972 (13618 obs))
vs easing-2024 avg 0.86× (1.976% vs 2.291% era avg)
ATR (as of 2026-07-30)
ATR(14) 36.41
ATR% 3.15% (90th pct of own history, since 1972 (13624 obs))
range/ATR 92.0%
relative volume (as of 2026-07-30)
RVOL 1.28x (today vs 20-day average volume)
pctile 79th pct of own history, since 1972 (13618 obs)
52-week range (as of 2026-07-30)
high 1249.45 (-7.56% from high)
low 623.78 (+85.16% from low)
momentum (as of 2026-07-30)
RSI(14) 46.87 (34th pct of own history, since 1972 (13624 obs))
returns (as of 2026-07-30)
5d return -2.61%
20d return -3.09%
60d return +19.32%
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 2.2909%
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 2026-07-30)
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 (6 days)