On 2026-08-10, Eli Lilly (LLY) closed at 1231.94 USD, up 3.90% on the day. It trades at 97.2% of its 52-week range. Its RSI(14) of 60.71 is in the 75th percentile of its history since 1972. Its 20-day return of +4.24% is in the 69th percentile. It is trading above its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 1173.66 / 1159.65 / 1035.53 USD, with price +4.97% / +6.23% / +18.97% against them. Its 52-week range is 623.78–1249.45 USD; it closed 1.40% below the high and 97.50% above the low. Its 20-day volatility is 2.300% daily, in the 88th percentile of its history since 1972. Its 14-day average true range (ATR) is 42.65 USD, 3.46% of price. It has returned +9.86% over 5 days and +21.28% over 60 days. Against the S&P 500, its weekly-return beta +0.20 / correlation +0.07 (52-week); beta +0.29 / correlation +0.12 (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 2026-08-10, prior 2026-08-07)
close 1231.94
change +46.23 (+3.899%)
range (as of 2026-08-10)
range 47.53
close pos 100.0% of range
moving averages (as of 2026-08-10)
20d MA 1173.66 price above by +4.97%
50d MA 1159.65 price above by +6.23%
200d MA 1035.53 price above by +18.97%
price > all MAs
stack: 20d > 50d > 200d
volatility (as of 2026-08-10)
20d stdev 2.300% daily ≈ 36.5% annualized (×√252) (88th pct of own history, since 1972 (13625 obs))
vs easing-2024 avg 1.00× (2.300% vs 2.294% era avg)
ATR (as of 2026-08-10)
ATR(14) 42.65
ATR% 3.46% (94th pct of own history, since 1972 (13631 obs))
range/ATR 111.4%
relative volume (as of 2026-08-10)
RVOL 1.10x (today vs 20-day average volume)
pctile 68th pct of own history, since 1972 (13625 obs)
52-week range (as of 2026-08-10)
high 1249.45 (-1.40% from high)
low 623.78 (+97.50% from low)
momentum (as of 2026-08-10)
RSI(14) 60.71 (75th pct of own history, since 1972 (13631 obs))
returns (as of 2026-08-10)
5d return +9.86%
20d return +4.24%
60d return +21.28%
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 2.2944%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-08-07)
vs real yield (Δ) -0.25 (26w)
vs real yield (Δ) -0.15 (52w)
S&P 500 market factor (weekly returns) (as of 2026-08-10)
vs S&P 500 beta +0.29 corr +0.12 (26w)
vs S&P 500 beta +0.20 corr +0.07 (52w)
earnings horizon
next earnings 2026-10-29 (80 days)