On 2026-08-21, Eli Lilly (LLY) closed at 1255.4 USD, up 0.88% on the day. It trades at 93.8% of its 52-week range. Its RSI(14) of 59.45 is in the 72nd percentile of its history since 1972. Its 20-day return of +4.96% is in the 72nd percentile. Its RSI last entered overbought 56 days ago (2026-06-26) and oversold 147 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 1198.1 / 1179.58 / 1052.98 USD, with price +4.78% / +6.43% / +19.22% against them. Its moving averages stack 20-day > 50-day > 200-day. Its 52-week range is 694.23–1292.65 USD; it closed 2.88% below the high and 80.83% above the low. The high was set 2 days ago (2026-08-19) and the low 361 days ago (2025-08-25). It is 2.88% below its all-time high, set 2 days ago (2026-08-19). Its 20-day volatility is 2.542% daily, in the 92nd percentile of its history since 1972. Its realized volatility across horizons is 5-day 2.888%, 20-day 2.542%, 60-day 2.241%, and 120-day 2.267% daily. Annualized, these are 5-day 45.8%, 20-day 40.4%, 60-day 35.6%, and 120-day 36.0%. Its 14-day average true range (ATR) is 41.92 USD, 3.34% of price. It has returned +6.38% (95th pctile) over 5 days, +5.88% (86th) over 10 days, +4.96% (72nd) over 20 days, +15.93% (87th) over 60 days, +23.32% (84th) over 120 days, and +77.96% (97th) over 252 days. Against the S&P 500, its weekly-return beta +0.14 / correlation +0.05 (52-week); beta +0.21 / correlation +0.09 (26-week). Relative to the S&P 500, it has returned +1.42% (20-day), +13.88% (60-day), and +57.97% (252-day). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.22 (52-week); -0.33 (26-week). Next earnings are scheduled for 2026-10-29.
=== ELI LILLY (LLY) (USD) ===
price & change (as of 2026-08-21, prior 2026-08-20)
close 1255.40
change +11.00 (+0.884%)
listing Exchange: NYSE, Currency: USD
range (as of 2026-08-21)
range 41.22
close pos 61.6% of range
moving averages (as of 2026-08-21)
20d MA 1198.10 price above by +4.78%
50d MA 1179.58 price above by +6.43%
200d MA 1052.98 price above by +19.22%
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 (99d ago)
20d MA last crossed above 200d MA: 2025-10-13 (312d ago)
50d MA last crossed above 200d MA: 2025-11-05 (289d ago)
volatility (as of 2026-08-21)
20d stdev 2.542% daily ≈ 40.3% annualized (×√252) (92nd pct of own history, since 1972 (13634 obs))
5d vol 2.888% daily ≈ 45.9% annualized (×√252) (94th pct of own history, since 1972 (13649 obs))
60d vol 2.241% daily ≈ 35.6% annualized (×√252) (85th pct of own history, since 1972 (13594 obs))
120d vol 2.267% daily ≈ 36.0% annualized (×√252) (87th pct of own history, since 1972 (13534 obs))
vs easing-2024 avg 1.11× (2.542% vs 2.295% era avg)
ATR (as of 2026-08-21)
ATR(14) 41.92
ATR% 3.34% (92nd pct of own history, since 1972 (13640 obs))
range/ATR 98.3%
relative volume (as of 2026-08-21)
RVOL 0.88x (today vs 20-day average volume)
pctile 48th pct of own history, since 1972 (13634 obs)
avg vol 63d 2,982,717 (≈3-month average daily share volume)
52-week range (as of 2026-08-21)
high 1292.65 (-2.88% from high) [2026-08-19, 2d ago]
low 694.23 (+80.83% from low) [2025-08-25, 361d ago]
drawdown -2.88% from all-time high, 2d 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 2026-08-21)
RSI(14) 59.45 (72nd pct of own history, since 1972 (13640 obs))
last overbought 56d ago (2026-06-26)
last oversold 147d ago (2026-03-27)
MACD (as of 2026-08-21)
MACD(12,26,9) +20.78 (above signal) signal +14.39 hist +6.39
returns (as of 2026-08-21)
5d return +6.38% from 1180.16 on 2026-08-14 (95th pct of own history, since 1972 (13649 obs))
10d return +5.88% from 1185.71 on 2026-08-07 (86th pct of own history, since 1972 (13644 obs))
20d return +4.96% from 1196.03 on 2026-07-24 (72nd pct of own history, since 1972 (13634 obs))
60d return +15.93% from 1082.92 on 2026-05-27 (87th pct of own history, since 1972 (13594 obs))
120d return +23.32% from 1017.97 on 2026-03-02 (84th pct of own history, since 1972 (13534 obs))
252d return +77.96% from 705.44 on 2025-08-20 (97th pct of own history, since 1972 (13402 obs))
YTD return +16.82%
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 2026-08-20)
vs real yield (Δ) -0.33 (26w)
vs real yield (Δ) -0.22 (52w)
S&P 500 market factor (weekly returns) (as of 2026-08-21)
vs S&P 500 beta +0.21 corr +0.09 (26w)
vs S&P 500 beta +0.14 corr +0.05 (52w)
vs S&P 500 +1.42% rel (20d return)
vs S&P 500 +13.88% rel (60d return)
vs S&P 500 +57.97% rel (252d return)
vs Nasdaq 100 beta -0.09 corr -0.06 (26w)
vs Nasdaq 100 beta -0.12 corr -0.06 (52w)
vs Nasdaq 100 +0.69% rel (20d return)
vs Nasdaq 100 +18.12% rel (60d return)
vs Nasdaq 100 +51.89% rel (252d return)
vs XLV (Health Care) beta +1.47 corr +0.83 (26w)
vs XLV (Health Care) beta +1.64 corr +0.81 (52w)
vs XLV -2.45% rel (20d return)
vs XLV -1.43% rel (60d return)
vs XLV +50.96% rel (252d return)
earnings horizon
next earnings 2026-10-29 (69 days)