On 2026-08-11, Eli Lilly (LLY) closed at 1215.02 USD, down 1.37% on the day. It trades at 94.5% of its 52-week range. Its 20-day return of +5.42% is in the 74th percentile. Its RSI(14) of 57.29 is in the 65th 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 1176.78 / 1161.85 / 1037.54 USD, with price +3.25% / +4.58% / +17.11% against them. Its 52-week range is 625.9–1249.45 USD; it closed 2.76% below the high and 94.12% above the low. Its 20-day volatility is 2.244% daily, in the 87th percentile of its history since 1972. Its 14-day average true range (ATR) is 41.64 USD, 3.43% of price. It has returned +8.90% over 5 days and +20.69% over 60 days. Against the S&P 500, its weekly-return beta +0.20 / correlation +0.07 (52-week); beta +0.29 / correlation +0.13 (26-week). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.20 (52-week); -0.29 (26-week). Next earnings are scheduled for 2026-10-29.
=== ELI LILLY (LLY) (USD) ===
price & change (as of 2026-08-11, prior 2026-08-10)
close 1215.02
change -16.92 (-1.373%)
range (as of 2026-08-11)
range 28.47
close pos 19.3% of range
moving averages (as of 2026-08-11)
20d MA 1176.78 price above by +3.25%
50d MA 1161.85 price above by +4.58%
200d MA 1037.54 price above by +17.11%
price > all MAs
stack: 20d > 50d > 200d
volatility (as of 2026-08-11)
20d stdev 2.244% daily ≈ 35.6% annualized (×√252) (87th pct of own history, since 1972 (13626 obs))
vs easing-2024 avg 0.98× (2.244% vs 2.293% era avg)
ATR (as of 2026-08-11)
ATR(14) 41.64
ATR% 3.43% (93rd pct of own history, since 1972 (13632 obs))
range/ATR 68.4%
relative volume (as of 2026-08-11)
RVOL 0.76x (today vs 20-day average volume)
pctile 33rd pct of own history, since 1972 (13626 obs)
52-week range (as of 2026-08-11)
high 1249.45 (-2.76% from high)
low 625.90 (+94.12% from low)
momentum (as of 2026-08-11)
RSI(14) 57.29 (65th pct of own history, since 1972 (13632 obs))
returns (as of 2026-08-11)
5d return +8.90%
20d return +5.42%
60d return +20.69%
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 2.2934%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-08-10)
vs real yield (Δ) -0.29 (26w)
vs real yield (Δ) -0.20 (52w)
S&P 500 market factor (weekly returns) (as of 2026-08-11)
vs S&P 500 beta +0.29 corr +0.13 (26w)
vs S&P 500 beta +0.20 corr +0.07 (52w)
earnings horizon
next earnings 2026-10-29 (79 days)