On 2026-08-20, Eli Lilly (LLY) closed at 1244.4 USD, down 2.81% on the day. It trades at 92.1% of its 52-week range. Its 20-day return of +4.94% is in the 72nd percentile. Its RSI(14) of 58.02 is in the 68th percentile of its history since 1972. Its RSI last entered overbought 55 days ago (2026-06-26) and oversold 146 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 1195.13 / 1177.2 / 1051.19 USD, with price +4.12% / +5.71% / +18.38% against them. Its moving averages stack 20-day > 50-day > 200-day. Its 52-week range is 685.15–1292.65 USD; it closed 3.73% below the high and 81.62% above the low. The high was set 1 days ago (2026-08-19) and the low 365 days ago (2025-08-20). It is 3.73% below its all-time high, set 1 days ago (2026-08-19). Its 20-day volatility is 2.541% daily, in the 92nd percentile of its history since 1972. Its realized volatility across horizons is 5-day 3.335%, 20-day 2.541%, 60-day 2.247%, and 120-day 2.288% daily. Annualized, these are 5-day 52.9%, 20-day 40.3%, 60-day 35.7%, and 120-day 36.3%. Its 14-day average true range (ATR) is 41.98 USD, 3.37% of price. It has returned +2.93% (79th pctile) over 5 days, +4.40% (80th) over 10 days, +4.94% (72nd) over 20 days, +16.87% (88th) over 60 days, +18.29% (77th) over 120 days, and +76.96% (97th) 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 +1.79% (20-day), +15.25% (60-day), and +57.78% (252-day). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.23 (52-week); -0.34 (26-week). Next earnings are scheduled for 2026-10-29.
=== ELI LILLY (LLY) (USD) ===
price & change (as of 2026-08-20, prior 2026-08-19)
close 1244.40
change -35.94 (-2.807%)
listing Exchange: NYSE, Currency: USD
range (as of 2026-08-20)
range 37.05
close pos 3.2% of range
moving averages (as of 2026-08-20)
20d MA 1195.13 price above by +4.12%
50d MA 1177.20 price above by +5.71%
200d MA 1051.19 price above by +18.38%
200d MA slope +3.63% over 20 sessions (rising)
price > all MAs
stack: 20d > 50d > 200d
20d MA last crossed above 50d MA: 2026-05-14 (98d ago)
20d MA last crossed above 200d MA: 2025-10-13 (311d ago)
50d MA last crossed above 200d MA: 2025-11-05 (288d ago)
volatility (as of 2026-08-20)
20d stdev 2.541% daily ≈ 40.3% annualized (×√252) (92nd pct of own history, since 1972 (13633 obs))
5d vol 3.335% daily ≈ 52.9% annualized (×√252) (96th pct of own history, since 1972 (13648 obs))
60d vol 2.247% daily ≈ 35.7% annualized (×√252) (85th pct of own history, since 1972 (13593 obs))
120d vol 2.288% daily ≈ 36.3% annualized (×√252) (87th pct of own history, since 1972 (13533 obs))
vs easing-2024 avg 1.11× (2.541% vs 2.297% era avg)
ATR (as of 2026-08-20)
ATR(14) 41.98
ATR% 3.37% (93rd pct of own history, since 1972 (13639 obs))
range/ATR 88.3%
relative volume (as of 2026-08-20)
RVOL 0.94x (today vs 20-day average volume)
pctile 54th pct of own history, since 1972 (13633 obs)
52-week range (as of 2026-08-20)
high 1292.65 (-3.73% from high) [2026-08-19, 1d ago]
low 685.15 (+81.62% from low) [2025-08-20, 365d ago]
drawdown -3.73% from all-time high, 1d 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 2026-08-20)
RSI(14) 58.02 (68th pct of own history, since 1972 (13639 obs))
last overbought 55d ago (2026-06-26)
last oversold 146d ago (2026-03-27)
MACD (as of 2026-08-20)
MACD(12,26,9) +18.89 (above signal) signal +12.79 hist +6.10
returns (as of 2026-08-20)
5d return +2.93% (79th pct of own history, since 1972 (13648 obs))
10d return +4.40% (80th pct of own history, since 1972 (13643 obs))
20d return +4.94% (72nd pct of own history, since 1972 (13633 obs))
60d return +16.87% (88th pct of own history, since 1972 (13593 obs))
120d return +18.29% (77th pct of own history, since 1972 (13533 obs))
252d return +76.96% (97th pct of own history, since 1972 (13401 obs))
YTD return +15.79%
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 2026-08-19)
vs real yield (Δ) -0.34 (26w)
vs real yield (Δ) -0.23 (52w)
S&P 500 market factor (weekly returns) (as of 2026-08-20)
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 +1.79% rel (20d return)
vs S&P 500 +15.25% rel (60d return)
vs S&P 500 +57.78% rel (252d return)
vs Nasdaq 100 beta -0.08 corr -0.06 (26w)
vs Nasdaq 100 beta -0.11 corr -0.06 (52w)
vs Nasdaq 100 +2.19% rel (20d return)
vs Nasdaq 100 +19.52% rel (60d return)
vs Nasdaq 100 +52.08% rel (252d return)
vs XLV (Health Care) beta +1.48 corr +0.82 (26w)
vs XLV (Health Care) beta +1.66 corr +0.81 (52w)
vs XLV -1.85% rel (20d return)
vs XLV +0.79% rel (60d return)
vs XLV +50.91% rel (252d return)
earnings horizon
next earnings 2026-10-29 (70 days)