On 2026-08-05, Eli Lilly (LLY) closed at 1169.86 USD, up 4.86% on the day. It trades at 87.3% of its 52-week range. Its 20-day return of -3.78% is in the 23rd percentile. Its RSI(14) of 51.28 is in the 47th percentile of its history since 1972. Its 20/50/200-day moving averages are 1172.55 / 1152.95 / 1029.54 USD, with price -0.23% / +1.47% / +13.63% against them. Its 52-week range is 623.78–1249.45 USD; it closed 6.37% below the high and 87.54% above the low. Its 20-day volatility is 2.149% daily, in the 84th percentile of its history since 1972. Its 14-day average true range (ATR) is 41.38 USD, 3.54% of price. It has returned -3.32% over 5 days and +23.34% over 60 days. Against the S&P 500, its weekly-return beta +0.22 / correlation +0.08 (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 -0.12 (52-week); -0.19 (26-week).
=== ELI LILLY (LLY) (USD) ===
price & change (as of 2026-08-05, prior 2026-08-04)
close 1169.86
change +54.18 (+4.856%)
range (as of 2026-08-05)
range 78.51
close pos 40.0% of range
moving averages (as of 2026-08-05)
20d MA 1172.55 price below by -0.23%
50d MA 1152.95 price above by +1.47%
200d MA 1029.54 price above by +13.63%
price mixed vs MAs
stack: 20d > 50d > 200d
volatility (as of 2026-08-05)
20d stdev 2.149% daily ≈ 34.1% annualized (×√252) (84th pct of own history, since 1972 (13622 obs))
vs easing-2024 avg 0.94× (2.149% vs 2.294% era avg)
ATR (as of 2026-08-05)
ATR(14) 41.38
ATR% 3.54% (94th pct of own history, since 1972 (13628 obs))
range/ATR 189.7%
relative volume (as of 2026-08-05)
RVOL 2.26x (today vs 20-day average volume)
pctile 97th pct of own history, since 1972 (13622 obs)
52-week range (as of 2026-08-05)
high 1249.45 (-6.37% from high)
low 623.78 (+87.54% from low)
momentum (as of 2026-08-05)
RSI(14) 51.28 (47th pct of own history, since 1972 (13628 obs))
returns (as of 2026-08-05)
5d return -3.32%
20d return -3.78%
60d return +23.34%
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 2.2938%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-08-04)
vs real yield (Δ) -0.19 (26w)
vs real yield (Δ) -0.12 (52w)
S&P 500 market factor (weekly returns) (as of 2026-08-05)
vs S&P 500 beta +0.30 corr +0.13 (26w)
vs S&P 500 beta +0.22 corr +0.08 (52w)