On 2026-08-04, Eli Lilly (LLY) closed at 1115.68 USD, down 0.51% on the day. Its 20-day return of -9.70% is in the 6th percentile. Its RSI(14) of 40.23 is in the 17th percentile of its history since 1972. It trades at 78.6% of its 52-week range. Its 20/50/200-day moving averages are 1174.85 / 1150.85 / 1027.78 USD, with price -5.04% / -3.06% / +8.55% against them. Its 52-week range is 623.78–1249.45 USD; it closed 10.71% below the high and 78.86% above the low. Its 20-day volatility is 1.813% daily, in the 73rd percentile of its history since 1972. Its 14-day average true range (ATR) is 36.78 USD, 3.30% of price. It has returned -8.60% over 5 days and +14.43% over 60 days. Against the S&P 500, its weekly-return beta +0.12 / correlation +0.04 (52-week); beta +0.16 / correlation +0.07 (26-week). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.14 (52-week); -0.21 (26-week). Next earnings are scheduled for 2026-08-05.
=== ELI LILLY (LLY) (USD) ===
price & change (as of 2026-08-04, prior 2026-08-03)
close 1115.68
change -5.68 (-0.507%)
range (as of 2026-08-04)
range 26.67
close pos 24.4% of range
moving averages (as of 2026-08-04)
20d MA 1174.85 price below by -5.04%
50d MA 1150.85 price below by -3.06%
200d MA 1027.78 price above by +8.55%
price mixed vs MAs
stack: 20d > 50d > 200d
volatility (as of 2026-08-04)
20d stdev 1.813% daily ≈ 28.8% annualized (×√252) (73rd pct of own history, since 1972 (13621 obs))
vs easing-2024 avg 0.79× (1.813% vs 2.288% era avg)
ATR (as of 2026-08-04)
ATR(14) 36.78
ATR% 3.30% (92nd pct of own history, since 1972 (13627 obs))
range/ATR 72.5%
relative volume (as of 2026-08-04)
RVOL 1.71x (today vs 20-day average volume)
pctile 91st pct of own history, since 1972 (13621 obs)
52-week range (as of 2026-08-04)
high 1249.45 (-10.71% from high)
low 623.78 (+78.86% from low)
momentum (as of 2026-08-04)
RSI(14) 40.23 (17th pct of own history, since 1972 (13627 obs))
returns (as of 2026-08-04)
5d return -8.60%
20d return -9.70%
60d return +14.43%
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 2.2880%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-08-03)
vs real yield (Δ) -0.21 (26w)
vs real yield (Δ) -0.14 (52w)
S&P 500 market factor (weekly returns) (as of 2026-08-04)
vs S&P 500 beta +0.16 corr +0.07 (26w)
vs S&P 500 beta +0.12 corr +0.04 (52w)
earnings horizon
next earnings 2026-08-05 (1 day)