Eli Lilly Stock Forecast - Naive Prediction
| LLY Stock | USD 1,064 23.09 2.12% |
The Naive Prediction forecasted value of Eli Lilly and on the next trading day is expected to be 1,036 with a mean absolute deviation of 19.57 and the sum of the absolute errors of 1,193. Eli Stock Forecast is based on your current time horizon.
At this time the relative strength index (rsi) of Eli Lilly's share price is below 20 . This indicates that the stock is significantly oversold. The fundamental principle of the Relative Strength Index (RSI) is to quantify the velocity at which market participants are driving the price of a financial instrument upwards or downwards. Momentum 0
Sell Peaked
Oversold | Overbought |
Quarterly Earnings Growth 4.804 | EPS Estimate Next Quarter 6.9224 | EPS Estimate Current Year 23.5136 | EPS Estimate Next Year 32.7756 | Wall Street Target Price 1.1 K |
Using Eli Lilly hype-based prediction, you can estimate the value of Eli Lilly and from the perspective of Eli Lilly response to recently generated media hype and the effects of current headlines on its competitors. We also analyze overall investor sentiment towards Eli Lilly using Eli Lilly's stock options and short interest. It helps to benchmark the overall future attitude of investors towards Eli using crowd psychology based on the activity and movement of Eli Lilly's stock price.
Eli Lilly Short Interest
An investor who is long Eli Lilly may also wish to track short interest. As short interest increases, investors should be becoming more worried about Eli Lilly and may potentially protect profits, hedge Eli Lilly with its derivative instruments, or be ready for some potential downside.
200 Day MA 845.7139 | Short Percent 0.0087 | Short Ratio 2.33 | Shares Short Prior Month 7.1 M | 50 Day MA 1.1 K |
Eli Lilly Hype to Price Pattern
Investor biases related to Eli Lilly's public news can be used to forecast risks associated with an investment in Eli. The trend in average sentiment can be used to explain how an investor holding Eli can time the market purely based on public headlines and social activities around Eli Lilly and. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Eli Lilly Implied Volatility | 0.49 |
Eli Lilly's implied volatility exposes the market's sentiment of Eli Lilly and stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Eli Lilly's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Eli Lilly stock will not fluctuate a lot when Eli Lilly's options are near their expiration.
The Naive Prediction forecasted value of Eli Lilly and on the next trading day is expected to be 1,036 with a mean absolute deviation of 19.57 and the sum of the absolute errors of 1,193. Eli Lilly after-hype prediction price | USD 1064.29 |
There is no one specific way to measure market sentiment using hype analysis or a similar predictive technique. This prediction method should be used in combination with more fundamental and traditional techniques such as stock price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
Check out Historical Fundamental Analysis of Eli Lilly to cross-verify your projections. Prediction based on Rule 16 of the current Eli contract
Based on the Rule 16, the options market is currently suggesting that Eli Lilly and will have an average daily up or down price movement of about 0.0306% per day over the life of the 2026-04-17 option contract. With Eli Lilly trading at USD 1064.29, that is roughly USD 0.33 . If you think that the market is fully incorporating Eli Lilly's daily price movement you should consider acquiring Eli Lilly and options at the current volatility level of 0.49%. But if you have an opposite viewpoint you should avoid it and even consider selling them.
Open Interest Against 2026-04-17 Eli Option Contracts
Although open interest is a measure utilized in the options markets, it could be used to forecast Eli Lilly's spot prices because the number of available contracts in the market changes daily, and new contracts can be created or liquidated at will. Since open interest in Eli Lilly's options reflects these daily shifts, investors could use the patterns of these changes to develop long and short-term trading strategies for Eli Lilly stock based on available contracts left at the end of a trading day.
Please note that to derive more accurate forecasting about market movement from the current Eli Lilly's open interest, investors have to compare it to Eli Lilly's spot prices. As Ford's stock price increases, high open interest indicates that money is entering the market, and the market is strongly bullish. Conversely, if the price of Eli Lilly is decreasing and there is high open interest, that is a sign that the bearish trend will continue, and investors may react by taking short positions in Eli. So, decreasing or low open interest during a bull market indicates that investors are becoming uncertain of the depth of the bullish trend, and a reversal in sentiment will likely follow.
Eli Lilly Additional Predictive Modules
Most predictive techniques to examine Eli price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Eli using various technical indicators. When you analyze Eli charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.| Cycle Indicators | ||
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Forecasting cash, or other financial indicators, requires analysts to apply different statistical methods, techniques, and algorithms to find hidden patterns within the Eli Lilly's financial statements to predict how it will affect future prices.
Cash | First Reported 1985-12-31 | Previous Quarter 3.4 B | Current Value 9.8 B | Quarterly Volatility 1.8 B |
Eli Lilly Naive Prediction Price Forecast For the 26th of January
Given 90 days horizon, the Naive Prediction forecasted value of Eli Lilly and on the next trading day is expected to be 1,036 with a mean absolute deviation of 19.57, mean absolute percentage error of 638.24, and the sum of the absolute errors of 1,193.Please note that although there have been many attempts to predict Eli Stock prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Eli Lilly's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Eli Lilly Stock Forecast Pattern
| Backtest Eli Lilly | Eli Lilly Price Prediction | Buy or Sell Advice |
Eli Lilly Forecasted Value
In the context of forecasting Eli Lilly's Stock value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. Eli Lilly's downside and upside margins for the forecasting period are 1,035 and 1,038, respectively. We have considered Eli Lilly's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Naive Prediction forecasting method's relative quality and the estimations of the prediction error of Eli Lilly stock data series using in forecasting. Note that when a statistical model is used to represent Eli Lilly stock, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.| AIC | Akaike Information Criteria | 124.5692 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 19.5652 |
| MAPE | Mean absolute percentage error | 0.0191 |
| SAE | Sum of the absolute errors | 1193.4791 |
Predictive Modules for Eli Lilly
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Eli Lilly. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Eli Lilly After-Hype Price Prediction Density Analysis
As far as predicting the price of Eli Lilly at your current risk attitude, this probability distribution graph shows the chance that the prediction will fall between or within a specific range. We use this chart to confirm that your returns on investing in Eli Lilly or, for that matter, your successful expectations of its future price, cannot be replicated consistently. Please note, a large amount of money has been lost over the years by many investors who confused the symmetrical distributions of Stock prices, such as prices of Eli Lilly, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
Eli Lilly Estimiated After-Hype Price Volatility
In the context of predicting Eli Lilly's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Eli Lilly's historical news coverage. Eli Lilly's after-hype downside and upside margins for the prediction period are 1,062 and 1,066, respectively. We have considered Eli Lilly's daily market price in relation to the headlines to evaluate this method's predictive performance. Remember, however, there is no scientific proof or empirical evidence that news-based prediction models outperform traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
Eli Lilly is very steady at this time. Analysis and calculation of next after-hype price of Eli Lilly is based on 3 months time horizon.
Eli Lilly Stock Price Prediction Analysis
Have you ever been surprised when a price of a Company such as Eli Lilly is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Eli Lilly backward and forwards among themselves. Have you ever observed a lot of a particular company's price movement is driven by press releases or news about the company that has nothing to do with actual earnings? Usually, hype to individual companies acts as price momentum. If not enough favorable publicity is forthcoming, the Stock price eventually runs out of speed. So, the rule of thumb here is that as long as this news hype has nothing to do with immediate earnings, you should pay more attention to it. If you see this tendency with Eli Lilly, there might be something going there, and it might present an excellent short sale opportunity.
| Expected Return | Period Volatility | Hype Elasticity | Related Elasticity | News Density | Related Density | Expected Hype |
0.43 | 1.88 | 1.31 | 0.04 | 24 Events / Month | 6 Events / Month | In about 24 days |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | ||
1,064 | 1,064 | 0.00 |
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Eli Lilly Hype Timeline
On the 25th of January Eli Lilly is traded for 1,064. The entity has historical hype elasticity of -1.31, and average elasticity to hype of competition of -0.04. Eli is expected not to react to the next headline, with the price staying at about the same level, and average media hype impact volatility is about 61.64%. The immediate return on the next news is expected to be very small, whereas the daily expected return is now at 0.43%. %. The volatility of related hype on Eli Lilly is about 2021.51%, with the expected price after the next announcement by competition of 1,064. About 83.0% of the company shares are owned by institutional investors. The company has Price/Earnings To Growth (PEG) ratio of 0.97. Eli Lilly recorded earning per share (EPS) of 20.43. The entity last dividend was issued on the 13th of February 2026. The firm had 2:1 split on the 16th of October 1997. Considering the 90-day investment horizon the next expected press release will be in about 24 days. Check out Historical Fundamental Analysis of Eli Lilly to cross-verify your projections.Eli Lilly Related Hype Analysis
Having access to credible news sources related to Eli Lilly's direct competition is more important than ever and may enhance your ability to predict Eli Lilly's future price movements. Getting to know how Eli Lilly's peers react to changing market sentiment, related social signals, and mainstream news is a great way to find investing opportunities and time the market. The summary table below summarizes the essential lagging indicators that can help you analyze how Eli Lilly may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| JNJ | Johnson Johnson | 1.34 | 7 per month | 0.67 | 0.12 | 2.29 | (1.39) | 5.56 | |
| AZN | AstraZeneca PLC ADR | (1.31) | 7 per month | 1.26 | 0.06 | 2.62 | (1.72) | 8.81 | |
| ABBV | AbbVie Inc | 2.04 | 14 per month | 0.00 | (0.09) | 2.95 | (2.86) | 8.22 | |
| NVS | Novartis AG ADR | (3.05) | 21 per month | 1.04 | 0.07 | 2.59 | (2.06) | 5.29 | |
| AMGN | Amgen Inc | 1.71 | 7 per month | 1.19 | 0.08 | 3.47 | (2.31) | 11.18 | |
| NVO | Novo Nordisk AS | 0.07 | 6 per month | 1.91 | 0.05 | 5.80 | (2.86) | 12.57 | |
| MRK | Merck Company | 1.34 | 5 per month | 1.09 | 0.17 | 3.59 | (1.98) | 8.09 | |
| GILD | Gilead Sciences | (3.05) | 8 per month | 1.38 | 0.06 | 3.01 | (2.41) | 6.70 | |
| PFE | Pfizer Inc | 0.09 | 7 per month | 1.09 | 0.03 | 2.02 | (1.92) | 7.97 | |
| SNY | Sanofi ADR | (0.11) | 8 per month | 0.00 | (0.12) | 2.01 | (2.16) | 7.20 |
Other Forecasting Options for Eli Lilly
For every potential investor in Eli, whether a beginner or expert, Eli Lilly's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Eli Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Eli. Basic forecasting techniques help filter out the noise by identifying Eli Lilly's price trends.Eli Lilly Related Equities
One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Eli Lilly stock to make a market-neutral strategy. Peer analysis of Eli Lilly could also be used in its relative valuation, which is a method of valuing Eli Lilly by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Eli Lilly Market Strength Events
Market strength indicators help investors to evaluate how Eli Lilly stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Eli Lilly shares will generate the highest return on investment. By undertsting and applying Eli Lilly stock market strength indicators, traders can identify Eli Lilly and entry and exit signals to maximize returns.
| Accumulation Distribution | 0.0196 | |||
| Daily Balance Of Power | (1.08) | |||
| Rate Of Daily Change | 0.98 | |||
| Day Median Price | 1073.67 | |||
| Day Typical Price | 1070.54 | |||
| Market Facilitation Index | 21.3 | |||
| Price Action Indicator | (20.93) | |||
| Period Momentum Indicator | (23.09) |
Eli Lilly Risk Indicators
The analysis of Eli Lilly's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in Eli Lilly's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting eli stock prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Mean Deviation | 1.44 | |||
| Semi Deviation | 1.29 | |||
| Standard Deviation | 1.84 | |||
| Variance | 3.37 | |||
| Downside Variance | 2.7 | |||
| Semi Variance | 1.67 | |||
| Expected Short fall | (1.62) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Story Coverage note for Eli Lilly
The number of cover stories for Eli Lilly depends on current market conditions and Eli Lilly's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Eli Lilly is classified under. However, while its typical story may have numerous social followers, the rapid visibility can also attract short-sellers, who usually are skeptical about Eli Lilly's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.
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Eli Lilly Short Properties
Eli Lilly's future price predictability will typically decrease when Eli Lilly's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of Eli Lilly and often depends not only on the future outlook of the potential Eli Lilly's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Eli Lilly's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 904.1 M | |
| Cash And Short Term Investments | 3.4 B |
Additional Tools for Eli Stock Analysis
When running Eli Lilly's price analysis, check to measure Eli Lilly's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Eli Lilly is operating at the current time. Most of Eli Lilly's value examination focuses on studying past and present price action to predict the probability of Eli Lilly's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Eli Lilly's price. Additionally, you may evaluate how the addition of Eli Lilly to your portfolios can decrease your overall portfolio volatility.