On 2026-08-19, Eli Lilly (LLY) closed at 1280.34 USD, up 4.46% on the day. It trades at 98.0% of its 52-week range. Its 20-day return of +10.09% is in the 90th percentile. Its RSI(14) of 64.94 is in the 85th percentile of its history since 1972. Its RSI last entered overbought 54 days ago (2026-06-26) and oversold 145 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 1192.2 / 1175.21 / 1049.28 USD, with price +7.39% / +8.95% / +22.02% against them. Its moving averages stack 20-day > 50-day > 200-day. Its 52-week range is 685.15–1292.65 USD; it closed 0.95% below the high and 86.87% above the low. The high was set 0 days ago (2026-08-19) and the low 364 days ago (2025-08-20). It is 0.95% below its all-time high, set 0 days ago (2026-08-19). Its 20-day volatility is 2.460% daily, in the 90th percentile of its history since 1972. Its realized volatility across horizons is 5-day 2.933%, 20-day 2.460%, 60-day 2.211%, and 120-day 2.285% daily. Its 14-day average true range (ATR) is 42.35 USD, 3.31% of price. It has returned +4.92% over 5 days, +9.44% over 10 days, +10.09% over 20 days, +20.22% over 60 days, +25.28% over 120 days, and +83.42% over 252 days. Against the S&P 500, its weekly-return beta +0.13 / correlation +0.05 (52-week); beta +0.21 / correlation +0.09 (26-week). Relative to the S&P 500, it has returned +7.30% (20-day), +17.08% (60-day), and +63.90% (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 2026-08-19, prior 2026-08-18)
close 1280.34
change +54.61 (+4.455%)
range (as of 2026-08-19)
range 52.11
close pos 76.4% of range
moving averages (as of 2026-08-19)
20d MA 1192.20 price above by +7.39%
50d MA 1175.21 price above by +8.95%
200d MA 1049.28 price above by +22.02%
200d MA slope +3.62% over 20 sessions (rising)
price > all MAs
stack: 20d > 50d > 200d
20d MA last crossed above 50d MA: 2026-05-14 (97d ago)
20d MA last crossed above 200d MA: 2025-10-13 (310d ago)
50d MA last crossed above 200d MA: 2025-11-05 (287d ago)
volatility (as of 2026-08-19)
20d stdev 2.460% daily ≈ 39.0% annualized (×√252) (90th pct of own history, since 1972 (13632 obs))
5d vol 2.933% daily (94th pct of own history, since 1972 (13647 obs))
60d vol 2.211% daily (84th pct of own history, since 1972 (13592 obs))
120d vol 2.285% daily (87th pct of own history, since 1972 (13532 obs))
vs easing-2024 avg 1.07× (2.460% vs 2.296% era avg)
ATR (as of 2026-08-19)
ATR(14) 42.35
ATR% 3.31% (92nd pct of own history, since 1972 (13638 obs))
range/ATR 123.0%
relative volume (as of 2026-08-19)
RVOL 1.42x (today vs 20-day average volume)
pctile 85th pct of own history, since 1972 (13632 obs)
52-week range (as of 2026-08-19)
high 1292.65 (-0.95% from high) [2026-08-19, 0d ago]
low 685.15 (+86.87% from low) [2025-08-20, 364d ago]
drawdown -0.95% from all-time high, 0d ago (2026-08-19)
max drawdown (10-year, close-basis) -34.83% (2024-08-30 960.02 -> 2025-08-08 625.65, 343d peak-to-trough); recovered 2025-11-10 (94d after trough)
momentum (as of 2026-08-19)
RSI(14) 64.94 (85th pct of own history, since 1972 (13638 obs))
last overbought 54d ago (2026-06-26)
last oversold 145d ago (2026-03-27)
MACD (as of 2026-08-19)
MACD(12,26,9) +17.32 (above signal) signal +11.26 hist +6.06
returns (as of 2026-08-19)
5d return +4.92%
10d return +9.44%
20d return +10.09%
60d return +20.22%
120d return +25.28%
252d return +83.42%
YTD return +19.14%
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 2.30%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-08-18)
vs real yield (Δ) -0.30 (26w)
vs real yield (Δ) -0.21 (52w)
S&P 500 market factor (weekly returns) (as of 2026-08-19)
vs S&P 500 beta +0.21 corr +0.09 (26w)
vs S&P 500 beta +0.13 corr +0.05 (52w)
vs S&P 500 +7.30% rel (20d return)
vs S&P 500 +17.08% rel (60d return)
vs S&P 500 +63.90% rel (252d return)
vs Nasdaq 100 beta -0.11 corr -0.07 (26w)
vs Nasdaq 100 beta -0.13 corr -0.07 (52w)
vs Nasdaq 100 +8.57% rel (20d return)
vs Nasdaq 100 +20.42% rel (60d return)
vs Nasdaq 100 +59.34% rel (252d return)
vs XLV (Health Care) beta +1.50 corr +0.83 (26w)
vs XLV (Health Care) beta +1.66 corr +0.81 (52w)
vs XLV -0.10% rel (20d return)
vs XLV +3.01% rel (60d return)
vs XLV +54.14% rel (252d return)
earnings horizon
next earnings 2026-10-29 (71 days)