On 2026-07-31, Eli Lilly (LLY) closed at 1148.84 USD, down 0.53% on the day. It trades at 83.9% of its 52-week range. Its 20-day return of -5.36% is in the 17th percentile. Its RSI(14) of 45.78 is in the 30th percentile of its history since 1972. Its 20/50/200-day moving averages are 1184.78 / 1147.32 / 1024.79 USD, with price -3.03% / +0.13% / +12.10% against them. Its 52-week range is 623.78–1249.45 USD; it closed 8.05% below the high and 84.17% above the low. Its 20-day volatility is 1.920% daily, in the 77th percentile of its history since 1972. Its 14-day average true range (ATR) is 36.38 USD, 3.17% of price. It has returned -3.95% over 5 days and +16.18% over 60 days. Against the S&P 500, its weekly-return beta -0.08 / correlation -0.02 (52-week); beta +0.27 / correlation +0.11 (26-week). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.08 (52-week); -0.21 (26-week). Next earnings are scheduled for 2026-08-05.
=== ELI LILLY (LLY) (USD) ===
price & change (as of 2026-07-31, prior 2026-07-30)
close 1148.84
change -6.13 (-0.531%)
range (as of 2026-07-31)
range 31.63
close pos 94.3% of range
moving averages (as of 2026-07-31)
20d MA 1184.78 price below by -3.03%
50d MA 1147.32 price above by +0.13%
200d MA 1024.79 price above by +12.10%
price mixed vs MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-31)
20d stdev 1.920% daily ≈ 30.5% annualized (×√252) (77th pct of own history, since 1972 (13619 obs))
vs easing-2024 avg 0.84× (1.920% vs 2.289% era avg)
ATR (as of 2026-07-31)
ATR(14) 36.38
ATR% 3.17% (90th pct of own history, since 1972 (13625 obs))
range/ATR 86.9%
relative volume (as of 2026-07-31)
RVOL 1.21x (today vs 20-day average volume)
pctile 76th pct of own history, since 1972 (13619 obs)
52-week range (as of 2026-07-31)
high 1249.45 (-8.05% from high)
low 623.78 (+84.17% from low)
momentum (as of 2026-07-31)
RSI(14) 45.78 (30th pct of own history, since 1972 (13625 obs))
returns (as of 2026-07-31)
5d return -3.95%
20d return -5.36%
60d return +16.18%
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 2.2893%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-07-30)
vs real yield (Δ) -0.21 (26w)
vs real yield (Δ) -0.08 (52w)
S&P 500 market factor (weekly returns) (as of 2026-07-31)
vs S&P 500 beta +0.27 corr +0.11 (26w)
vs S&P 500 beta -0.08 corr -0.02 (52w)
earnings horizon
next earnings 2026-08-05 (5 days)