On 2026-08-03, Eli Lilly (LLY) closed at 1121.36 USD, down 2.39% on the day. Its 20-day return of -6.56% is in the 13th percentile. Its RSI(14) of 41.13 is in the 19th percentile of its history since 1972. It trades at 79.5% of its 52-week range. Its 20/50/200-day moving averages are 1180.84 / 1149.37 / 1026.34 USD, with price -5.04% / -2.44% / +9.26% against them. Its 52-week range is 623.78–1249.45 USD; it closed 10.25% below the high and 79.77% above the low. Its 20-day volatility is 1.970% daily, in the 78th percentile of its history since 1972. Its 14-day average true range (ATR) is 37.55 USD, 3.35% of price. It has returned -6.36% over 5 days and +13.61% over 60 days. Against the S&P 500, its weekly-return beta +0.19 / correlation +0.06 (52-week); beta +0.24 / correlation +0.10 (26-week). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.10 (52-week); -0.23 (26-week). Next earnings are scheduled for 2026-08-05.
=== ELI LILLY (LLY) (USD) ===
price & change (as of 2026-08-03, prior 2026-07-31)
close 1121.36
change -27.48 (-2.392%)
range (as of 2026-08-03)
range 52.79
close pos 23.1% of range
moving averages (as of 2026-08-03)
20d MA 1180.84 price below by -5.04%
50d MA 1149.37 price below by -2.44%
200d MA 1026.34 price above by +9.26%
price mixed vs MAs
stack: 20d > 50d > 200d
volatility (as of 2026-08-03)
20d stdev 1.970% daily ≈ 31.3% annualized (×√252) (78th pct of own history, since 1972 (13620 obs))
vs easing-2024 avg 0.86× (1.970% vs 2.290% era avg)
ATR (as of 2026-08-03)
ATR(14) 37.55
ATR% 3.35% (92nd pct of own history, since 1972 (13626 obs))
range/ATR 140.6%
relative volume (as of 2026-08-03)
RVOL 1.06x (today vs 20-day average volume)
pctile 66th pct of own history, since 1972 (13620 obs)
52-week range (as of 2026-08-03)
high 1249.45 (-10.25% from high)
low 623.78 (+79.77% from low)
momentum (as of 2026-08-03)
RSI(14) 41.13 (19th pct of own history, since 1972 (13626 obs))
returns (as of 2026-08-03)
5d return -6.36%
20d return -6.56%
60d return +13.61%
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 2.2897%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-07-31)
vs real yield (Δ) -0.23 (26w)
vs real yield (Δ) -0.10 (52w)
S&P 500 market factor (weekly returns) (as of 2026-08-03)
vs S&P 500 beta +0.24 corr +0.10 (26w)
vs S&P 500 beta +0.19 corr +0.06 (52w)
earnings horizon
next earnings 2026-08-05 (2 days)