On 2026-08-07, Eli Lilly (LLY) closed at 1185.71 USD, down 0.52% on the day. It trades at 89.8% of its 52-week range. Its 20-day return of -0.24% is in the 43rd percentile. Its RSI(14) of 53.71 is in the 54th 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 1171.16 / 1157.55 / 1033.37 USD, with price +1.24% / +2.43% / +14.74% against them. Its 52-week range is 623.78–1249.45 USD; it closed 5.10% below the high and 90.08% above the low. Its 20-day volatility is 2.137% daily, in the 84th percentile of its history since 1972. Its 14-day average true range (ATR) is 42.27 USD, 3.57% of price. It has returned +3.21% over 5 days and +19.78% over 60 days. Against the S&P 500, its weekly-return beta +0.25 / correlation +0.09 (52-week); beta +0.34 / 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); -0.25 (26-week). Next earnings are scheduled for 2026-10-29.
=== ELI LILLY (LLY) (USD) ===
price & change (as of 2026-08-07, prior 2026-08-06)
close 1185.71
change -6.23 (-0.523%)
range (as of 2026-08-07)
range 35.60
close pos 68.8% of range
moving averages (as of 2026-08-07)
20d MA 1171.16 price above by +1.24%
50d MA 1157.55 price above by +2.43%
200d MA 1033.37 price above by +14.74%
price > all MAs
stack: 20d > 50d > 200d
volatility (as of 2026-08-07)
20d stdev 2.137% daily ≈ 33.9% annualized (×√252) (84th pct of own history, since 1972 (13624 obs))
vs easing-2024 avg 0.93× (2.137% vs 2.291% era avg)
ATR (as of 2026-08-07)
ATR(14) 42.27
ATR% 3.57% (95th pct of own history, since 1972 (13630 obs))
range/ATR 84.2%
relative volume (as of 2026-08-07)
RVOL 1.07x (today vs 20-day average volume)
pctile 67th pct of own history, since 1972 (13624 obs)
52-week range (as of 2026-08-07)
high 1249.45 (-5.10% from high)
low 623.78 (+90.08% from low)
momentum (as of 2026-08-07)
RSI(14) 53.71 (54th pct of own history, since 1972 (13630 obs))
returns (as of 2026-08-07)
5d return +3.21%
20d return -0.24%
60d return +19.78%
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 2.2914%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-08-06)
vs real yield (Δ) -0.25 (26w)
vs real yield (Δ) -0.15 (52w)
S&P 500 market factor (weekly returns) (as of 2026-08-07)
vs S&P 500 beta +0.34 corr +0.15 (26w)
vs S&P 500 beta +0.25 corr +0.09 (52w)
earnings horizon
next earnings 2026-10-29 (83 days)