On 2026-08-12, Eli Lilly (LLY) closed at 1220.28 USD, up 0.43% on the day. It trades at 95.3% of its 52-week range. Its 20-day return of +5.50% is in the 75th percentile. Its RSI(14) of 58.08 is in the 68th 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 1179.97 / 1164.62 / 1039.54 USD, with price +3.42% / +4.78% / +17.39% against them. Its 52-week range is 629.4–1249.45 USD; it closed 2.33% below the high and 93.88% 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 41.19 USD, 3.38% of price. It has returned +4.31% over 5 days and +21.43% 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); -0.30 (26-week). Next earnings are scheduled for 2026-10-29.
=== ELI LILLY (LLY) (USD) ===
price & change (as of 2026-08-12, prior 2026-08-11)
close 1220.28
change +5.26 (+0.433%)
range (as of 2026-08-12)
range 35.42
close pos 82.4% of range
moving averages (as of 2026-08-12)
20d MA 1179.97 price above by +3.42%
50d MA 1164.62 price above by +4.78%
200d MA 1039.54 price above by +17.39%
price > all MAs
stack: 20d > 50d > 200d
volatility (as of 2026-08-12)
20d stdev 2.244% daily ≈ 35.6% annualized (×√252) (87th pct of own history, since 1972 (13627 obs))
vs easing-2024 avg 0.98× (2.244% vs 2.292% era avg)
ATR (as of 2026-08-12)
ATR(14) 41.19
ATR% 3.38% (93rd pct of own history, since 1972 (13633 obs))
range/ATR 86.0%
relative volume (as of 2026-08-12)
RVOL 0.70x (today vs 20-day average volume)
pctile 26th pct of own history, since 1972 (13627 obs)
52-week range (as of 2026-08-12)
high 1249.45 (-2.33% from high)
low 629.40 (+93.88% from low)
momentum (as of 2026-08-12)
RSI(14) 58.08 (68th pct of own history, since 1972 (13633 obs))
returns (as of 2026-08-12)
5d return +4.31%
20d return +5.50%
60d return +21.43%
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 2.2917%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-08-11)
vs real yield (Δ) -0.30 (26w)
vs real yield (Δ) -0.20 (52w)
S&P 500 market factor (weekly returns) (as of 2026-08-12)
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 (78 days)