On 2026-08-17, Eli Lilly (LLY) closed at 1183.16 USD, up 0.25% on the day. It trades at 88.3% of its 52-week range. Its 20-day return of +3.16% is in the 63rd percentile. Its RSI(14) of 50.62 is in the 44th percentile of its history since 1972. Its RSI last entered overbought 52 days ago (2026-06-26) and oversold 143 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 1183.82 / 1170.7 / 1045.04 USD, with price -0.06% / +1.06% / +13.22% against them. Its moving averages stack 20-day > 50-day > 200-day. Its 52-week range is 685.15–1249.45 USD; it closed 5.31% below the high and 72.69% above the low. The high was set 41 days ago (2026-07-07) and the low 362 days ago (2025-08-20). It is 5.31% below its all-time high, set 41 days ago (2026-07-07). Its 20-day volatility is 2.224% daily, in the 86th percentile of its history since 1972. Its realized volatility across horizons is 5-day 1.171%, 20-day 2.224%, 60-day 2.130%, and 120-day 2.235% daily. Its 14-day average true range (ATR) is 40.09 USD, 3.39% of price. It has returned -3.96% over 5 days, +5.51% over 10 days, +3.16% over 20 days, +16.12% over 60 days, +13.53% over 120 days, and +72.87% over 252 days. Against the S&P 500, its weekly-return beta +0.21 / correlation +0.08 (52-week); beta +0.33 / correlation +0.15 (26-week). Relative to the S&P 500, it has returned -0.89% (20-day), +11.93% (60-day), and +53.13% (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 2026-08-17, prior 2026-08-14)
close 1183.16
change +3.00 (+0.254%)
range (as of 2026-08-17)
range 35.02
close pos 56.1% of range
moving averages (as of 2026-08-17)
20d MA 1183.82 price below by -0.06%
50d MA 1170.70 price above by +1.06%
200d MA 1045.04 price above by +13.22%
price mixed vs MAs
stack: 20d > 50d > 200d
volatility (as of 2026-08-17)
20d stdev 2.224% daily ≈ 35.3% annualized (×√252) (86th pct of own history, since 1972 (13630 obs))
term struct 5d 1.171% · 20d 2.224% · 60d 2.130% · 120d 2.235% daily
vs easing-2024 avg 0.97× (2.224% vs 2.289% era avg)
ATR (as of 2026-08-17)
ATR(14) 40.09
ATR% 3.39% (93rd pct of own history, since 1972 (13636 obs))
range/ATR 87.4%
relative volume (as of 2026-08-17)
RVOL 0.47x (today vs 20-day average volume)
pctile 6th pct of own history, since 1972 (13630 obs)
52-week range (as of 2026-08-17)
high 1249.45 (-5.31% from high) [2026-07-07, 41d ago]
low 685.15 (+72.69% from low) [2025-08-20, 362d ago]
drawdown -5.31% from all-time high, 41d ago (2026-07-07)
momentum (as of 2026-08-17)
RSI(14) 50.62 (44th pct of own history, since 1972 (13636 obs))
last overbought 52d ago (2026-06-26)
last oversold 143d ago (2026-03-27)
MACD (as of 2026-08-17)
MACD(12,26,9) +9.26 (below signal) signal +9.33 hist -0.07
returns (as of 2026-08-17)
5d return -3.96%
10d return +5.51%
20d return +3.16%
60d return +16.12%
120d return +13.53%
252d return +72.87%
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 2026-08-14)
vs real yield (Δ) -0.30 (26w)
vs real yield (Δ) -0.21 (52w)
S&P 500 market factor (weekly returns) (as of 2026-08-17)
vs S&P 500 beta +0.33 corr +0.15 (26w)
vs S&P 500 beta +0.21 corr +0.08 (52w)
vs S&P 500 -0.89% rel (20d return)
vs S&P 500 +11.93% rel (60d return)
vs S&P 500 +53.13% rel (252d return)
vs XLV (Health Care) beta +1.47 corr +0.81 (26w)
vs XLV (Health Care) beta +1.66 corr +0.80 (52w)
earnings horizon
next earnings 2026-10-29 (73 days)