On 2026-08-14, Eli Lilly (LLY) closed at 1180.16 USD, down 2.38% on the day. It trades at 88.3% of its 52-week range. Its RSI(14) of 50.06 is in the 43rd percentile of its history since 1972. Its 20-day return of +0.09% is in the 45th percentile. Its RSI last entered overbought 49 days ago (2026-06-26) and oversold 140 days ago (2026-03-27). It is trading above some and below others of its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 1182.01 / 1169.54 / 1043.22 USD, with price -0.16% / +0.91% / +13.13% against them. Its moving averages stack 20-day > 50-day > 200-day. Its 52-week range is 655.1–1249.45 USD; it closed 5.55% below the high and 80.15% above the low. The high was set 38 days ago (2026-07-07) and the low 365 days ago (2025-08-14). It is 5.55% below its all-time high, set 38 days ago (2026-07-07). Its 20-day volatility is 2.317% daily, in the 88th percentile of its history since 1972. Its realized volatility across horizons is 5-day 2.439%, 20-day 2.317%, 60-day 2.131%, and 120-day 2.240% daily. Its 14-day average true range (ATR) is 40.48 USD, 3.43% of price. It has returned -0.47% over 5 days, +2.73% over 10 days, +0.09% over 20 days, +15.54% over 60 days, +11.49% over 120 days, and +78.68% over 252 days. Against the S&P 500, its weekly-return beta +0.20 / correlation +0.08 (52-week); beta +0.31 / correlation +0.13 (26-week). Relative to the S&P 500, it has returned -4.31% (20-day), +9.67% (60-day), and +58.28% (252-day). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.21 (52-week); -0.30 (26-week). Next earnings are scheduled for 2026-10-29.
=== ELI LILLY (LLY) (USD) ===
price & change (as of 2026-08-14, prior 2026-08-13)
close 1180.16
change -28.84 (-2.385%)
range (as of 2026-08-14)
range 27.80
close pos 32.2% of range
moving averages (as of 2026-08-14)
20d MA 1182.01 price below by -0.16%
50d MA 1169.54 price above by +0.91%
200d MA 1043.22 price above by +13.13%
price mixed vs MAs
stack: 20d > 50d > 200d
volatility (as of 2026-08-14)
20d stdev 2.317% daily ≈ 36.8% annualized (×√252) (88th pct of own history, since 1972 (13629 obs))
term struct 5d 2.439% · 20d 2.317% · 60d 2.131% · 120d 2.240% daily
vs easing-2024 avg 1.01× (2.317% vs 2.291% era avg)
ATR (as of 2026-08-14)
ATR(14) 40.48
ATR% 3.43% (93rd pct of own history, since 1972 (13635 obs))
range/ATR 68.7%
relative volume (as of 2026-08-14)
RVOL 0.84x (today vs 20-day average volume)
pctile 44th pct of own history, since 1972 (13629 obs)
52-week range (as of 2026-08-14)
high 1249.45 (-5.55% from high) [2026-07-07, 38d ago]
low 655.10 (+80.15% from low) [2025-08-14, 365d ago]
drawdown -5.55% from all-time high, 38d ago (2026-07-07)
momentum (as of 2026-08-14)
RSI(14) 50.06 (43rd pct of own history, since 1972 (13635 obs))
last overbought 49d ago (2026-06-26)
last oversold 140d ago (2026-03-27)
MACD (as of 2026-08-14)
MACD(12,26,9) +10.72 (above signal) signal +9.35 hist +1.37
returns (as of 2026-08-14)
5d return -0.47%
10d return +2.73%
20d return +0.09%
60d return +15.54%
120d return +11.49%
252d return +78.68%
volatility by rate-era
pre-crisis 1.77% (from 1972-06-01)
ZIRP-2009 1.29%
tightening-2015 1.34%
ZIRP-2019 2.07%
tightening-2022 1.77%
easing-2024 2.29%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-08-13)
vs real yield (Δ) -0.30 (26w)
vs real yield (Δ) -0.21 (52w)
S&P 500 market factor (weekly returns) (as of 2026-08-14)
vs S&P 500 beta +0.31 corr +0.13 (26w)
vs S&P 500 beta +0.20 corr +0.08 (52w)
vs S&P 500 -4.31% rel (20d return)
vs S&P 500 +9.67% rel (60d return)
vs S&P 500 +58.28% rel (252d return)
vs XLV (Health Care) beta +1.49 corr +0.81 (26w)
vs XLV (Health Care) beta +1.66 corr +0.80 (52w)
earnings horizon
next earnings 2026-10-29 (76 days)