On 2026-08-18, Eli Lilly (LLY) closed at 1225.73 USD, up 3.60% on the day. It trades at 95.8% of its 52-week range. Its 20-day return of +4.28% is in the 69th percentile. Its RSI(14) of 57.85 is in the 67th percentile of its history since 1972. Its RSI last entered overbought 53 days ago (2026-06-26) and oversold 144 days ago (2026-03-27). It is trading above its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 1186.34 / 1172.58 / 1047.1 USD, with price +3.32% / +4.53% / +17.06% against them. Its moving averages stack 20-day > 50-day > 200-day. Its 52-week range is 685.15–1249.45 USD; it closed 1.90% below the high and 78.90% above the low. The high was set 42 days ago (2026-07-07) and the low 363 days ago (2025-08-20). It is 1.90% below its all-time high, set 42 days ago (2026-07-07). Its 20-day volatility is 2.298% daily, in the 88th percentile of its history since 1972. Its realized volatility across horizons is 5-day 2.211%, 20-day 2.298%, 60-day 2.159%, and 120-day 2.253% daily. Its 14-day average true range (ATR) is 40.46 USD, 3.30% of price. It has returned +0.88% over 5 days, +9.86% over 10 days, +4.28% over 20 days, +17.67% over 60 days, +19.14% over 120 days, and +74.80% over 252 days. Against the S&P 500, its weekly-return beta +0.17 / correlation +0.06 (52-week); beta +0.27 / correlation +0.12 (26-week). Relative to the S&P 500, it has returned +1.85% (20-day), +14.37% (60-day), and +55.54% (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 2026-08-18, prior 2026-08-17)
close 1225.73
change +42.57 (+3.598%)
range (as of 2026-08-18)
range 34.46
close pos 92.0% of range
moving averages (as of 2026-08-18)
20d MA 1186.34 price above by +3.32%
50d MA 1172.58 price above by +4.53%
200d MA 1047.10 price above by +17.06%
price > all MAs
stack: 20d > 50d > 200d
20d MA last crossed above 50d MA: 2026-05-14 (96d ago)
20d MA last crossed above 200d MA: 2025-10-13 (309d ago)
50d MA last crossed above 200d MA: 2025-11-05 (286d ago)
volatility (as of 2026-08-18)
20d stdev 2.298% daily ≈ 36.5% annualized (×√252) (88th pct of own history, since 1972 (13631 obs))
term struct 5d 2.211% · 20d 2.298% · 60d 2.159% · 120d 2.253% daily
vs easing-2024 avg 1.00× (2.298% vs 2.291% era avg)
ATR (as of 2026-08-18)
ATR(14) 40.46
ATR% 3.30% (92nd pct of own history, since 1972 (13637 obs))
range/ATR 85.2%
relative volume (as of 2026-08-18)
RVOL 0.96x (today vs 20-day average volume)
pctile 56th pct of own history, since 1972 (13631 obs)
52-week range (as of 2026-08-18)
high 1249.45 (-1.90% from high) [2026-07-07, 42d ago]
low 685.15 (+78.90% from low) [2025-08-20, 363d ago]
drawdown -1.90% from all-time high, 42d ago (2026-07-07)
momentum (as of 2026-08-18)
RSI(14) 57.85 (67th pct of own history, since 1972 (13637 obs))
last overbought 53d ago (2026-06-26)
last oversold 144d ago (2026-03-27)
MACD (as of 2026-08-18)
MACD(12,26,9) +11.41 (above signal) signal +9.75 hist +1.66
returns (as of 2026-08-18)
5d return +0.88%
10d return +9.86%
20d return +4.28%
60d return +17.67%
120d return +19.14%
252d return +74.80%
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 2026-08-17)
vs real yield (Δ) -0.30 (26w)
vs real yield (Δ) -0.21 (52w)
S&P 500 market factor (weekly returns) (as of 2026-08-18)
vs S&P 500 beta +0.27 corr +0.12 (26w)
vs S&P 500 beta +0.17 corr +0.06 (52w)
vs S&P 500 +1.85% rel (20d return)
vs S&P 500 +14.37% rel (60d return)
vs S&P 500 +55.54% rel (252d return)
vs Nasdaq 100 beta -0.05 corr -0.03 (26w)
vs Nasdaq 100 beta -0.09 corr -0.05 (52w)
vs Nasdaq 100 +3.08% rel (20d return)
vs Nasdaq 100 +17.25% rel (60d return)
vs Nasdaq 100 +50.52% rel (252d return)
vs XLV (Health Care) beta +1.48 corr +0.81 (26w)
vs XLV (Health Care) beta +1.67 corr +0.80 (52w)
earnings horizon
next earnings 2026-10-29 (72 days)