On 2026-08-06, Eli Lilly (LLY) closed at 1191.94 USD, up 1.89% on the day. It trades at 90.8% of its 52-week range. Its 20-day return of -2.06% is in the 33rd percentile. Its RSI(14) of 54.93 is in the 58th percentile of its history since 1972. It is trading above its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 1171.3 / 1155.49 / 1031.48 USD, with price +1.76% / +3.15% / +15.56% against them. Its 52-week range is 623.78–1249.45 USD; it closed 4.60% below the high and 91.08% above the low. Its 20-day volatility is 2.198% daily, in the 85th percentile of its history since 1972. Its 14-day average true range (ATR) is 42.79 USD, 3.59% of price. It has returned +3.20% over 5 days and +23.26% over 60 days. Against the S&P 500, its weekly-return beta +0.25 / correlation +0.09 (52-week); beta +0.35 / correlation +0.15 (26-week). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.15 (52-week); -0.24 (26-week). Next earnings are scheduled for 2026-10-29.
=== ELI LILLY (LLY) (USD) ===
price & change (as of 2026-08-06, prior 2026-08-05)
close 1191.94
change +22.08 (+1.887%)
range (as of 2026-08-06)
range 57.38
close pos 32.1% of range
moving averages (as of 2026-08-06)
20d MA 1171.30 price above by +1.76%
50d MA 1155.49 price above by +3.15%
200d MA 1031.48 price above by +15.56%
price > all MAs
stack: 20d > 50d > 200d
volatility (as of 2026-08-06)
20d stdev 2.198% daily ≈ 34.9% annualized (×√252) (85th pct of own history, since 1972 (13623 obs))
vs easing-2024 avg 0.96× (2.198% vs 2.293% era avg)
ATR (as of 2026-08-06)
ATR(14) 42.79
ATR% 3.59% (95th pct of own history, since 1972 (13629 obs))
range/ATR 134.1%
relative volume (as of 2026-08-06)
RVOL 0.88x (today vs 20-day average volume)
pctile 47th pct of own history, since 1972 (13623 obs)
52-week range (as of 2026-08-06)
high 1249.45 (-4.60% from high)
low 623.78 (+91.08% from low)
momentum (as of 2026-08-06)
RSI(14) 54.93 (58th pct of own history, since 1972 (13629 obs))
returns (as of 2026-08-06)
5d return +3.20%
20d return -2.06%
60d return +23.26%
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 2.2931%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-08-05)
vs real yield (Δ) -0.24 (26w)
vs real yield (Δ) -0.15 (52w)
S&P 500 market factor (weekly returns) (as of 2026-08-06)
vs S&P 500 beta +0.35 corr +0.15 (26w)
vs S&P 500 beta +0.25 corr +0.09 (52w)
earnings horizon
next earnings 2026-10-29 (84 days)