On 2026-08-13, Eli Lilly (LLY) closed at 1209 USD, down 0.92% on the day. It trades at 93.3% of its 52-week range. Its 20-day return of +3.41% is in the 64th percentile. Its RSI(14) of 55.71 is in the 60th 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 1181.96 / 1167.51 / 1041.46 USD, with price +2.29% / +3.55% / +16.09% against them. Its 52-week range is 644.5–1249.45 USD; it closed 3.24% below the high and 87.59% above the low. Its 20-day volatility is 2.252% daily, in the 87th percentile of its history since 1972. Its 14-day average true range (ATR) is 40.68 USD, 3.37% of price. It has returned +1.43% over 5 days and +22.36% over 60 days. Against the S&P 500, its weekly-return beta +0.21 / correlation +0.08 (52-week); beta +0.31 / 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 2026-08-13, prior 2026-08-12)
close 1209.00
change -11.28 (-0.924%)
range (as of 2026-08-13)
range 34.10
close pos 8.8% of range
moving averages (as of 2026-08-13)
20d MA 1181.96 price above by +2.29%
50d MA 1167.51 price above by +3.55%
200d MA 1041.46 price above by +16.09%
price > all MAs
stack: 20d > 50d > 200d
volatility (as of 2026-08-13)
20d stdev 2.252% daily ≈ 35.7% annualized (×√252) (87th pct of own history, since 1972 (13628 obs))
vs easing-2024 avg 0.98× (2.252% vs 2.290% era avg)
ATR (as of 2026-08-13)
ATR(14) 40.68
ATR% 3.37% (93rd pct of own history, since 1972 (13634 obs))
range/ATR 83.8%
relative volume (as of 2026-08-13)
RVOL 0.70x (today vs 20-day average volume)
pctile 27th pct of own history, since 1972 (13628 obs)
52-week range (as of 2026-08-13)
high 1249.45 (-3.24% from high)
low 644.50 (+87.59% from low)
momentum (as of 2026-08-13)
RSI(14) 55.71 (60th pct of own history, since 1972 (13634 obs))
MACD (as of 2026-08-13)
MACD(12,26,9) +12.72 signal +9.01 hist +3.71 (above signal)
returns (as of 2026-08-13)
5d return +1.43%
20d return +3.41%
60d return +22.36%
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 2.2903%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-08-12)
vs real yield (Δ) -0.30 (26w)
vs real yield (Δ) -0.20 (52w)
S&P 500 market factor (weekly returns) (as of 2026-08-13)
vs S&P 500 beta +0.31 corr +0.13 (26w)
vs S&P 500 beta +0.21 corr +0.08 (52w)
earnings horizon
next earnings 2026-10-29 (77 days)