Eli Lilly Cdr Stock Net Asset
| LLY Stock | 38.40 1.40 3.78% |
As of the 8th of February, Eli Lilly shows the Coefficient Of Variation of 2918.38, downside deviation of 2.28, and Mean Deviation of 1.73. In respect to fundamental indicators, the technical analysis model provides you with a way to check existing technical drivers of Eli Lilly, as well as the relationship between them.
Eli Lilly's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Eli Lilly's valuation are provided below:Market Capitalization 1 T | Enterprise Value Revenue 16.6872 | Earnings Share 20.4491 |
Eli |
Eli Lilly 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Eli Lilly's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Eli Lilly.
| 11/10/2025 |
| 02/08/2026 |
If you would invest 0.00 in Eli Lilly on November 10, 2025 and sell it all today you would earn a total of 0.00 from holding Eli Lilly CDR or generate 0.0% return on investment in Eli Lilly over 90 days. Eli Lilly is related to or competes with Western Investment, Precious Metals, Arizona Metals, Economic Investment, and Tree Island. Eli Lilly is entity of Canada. It is traded as Stock on TO exchange. More
Eli Lilly Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Eli Lilly's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Eli Lilly CDR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.28 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 17.66 | |||
| Value At Risk | (3.71) | |||
| Potential Upside | 3.78 |
Eli Lilly Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Eli Lilly's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Eli Lilly's standard deviation. In reality, there are many statistical measures that can use Eli Lilly historical prices to predict the future Eli Lilly's volatility.| Risk Adjusted Performance | 0.0344 | |||
| Jensen Alpha | 0.0079 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.0889 |
Eli Lilly February 8, 2026 Technical Indicators
| Cycle Indicators | ||
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| Price Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | 0.0344 | |||
| Market Risk Adjusted Performance | 0.0989 | |||
| Mean Deviation | 1.73 | |||
| Semi Deviation | 2.22 | |||
| Downside Deviation | 2.28 | |||
| Coefficient Of Variation | 2918.38 | |||
| Standard Deviation | 2.5 | |||
| Variance | 6.24 | |||
| Information Ratio | (0) | |||
| Jensen Alpha | 0.0079 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.0889 | |||
| Maximum Drawdown | 17.66 | |||
| Value At Risk | (3.71) | |||
| Potential Upside | 3.78 | |||
| Downside Variance | 5.19 | |||
| Semi Variance | 4.92 | |||
| Expected Short fall | (1.91) | |||
| Skewness | 0.6897 | |||
| Kurtosis | 4.65 |
Eli Lilly CDR Backtested Returns
As of now, Eli Stock is very steady. Eli Lilly CDR secures Sharpe Ratio (or Efficiency) of 0.034, which denotes the company had a 0.034 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Eli Lilly CDR, which you can use to evaluate the volatility of the firm. Please confirm Eli Lilly's Downside Deviation of 2.28, mean deviation of 1.73, and Coefficient Of Variation of 2918.38 to check if the risk estimate we provide is consistent with the expected return of 0.0841%. Eli Lilly has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.85, which means possible diversification benefits within a given portfolio. As returns on the market increase, Eli Lilly's returns are expected to increase less than the market. However, during the bear market, the loss of holding Eli Lilly is expected to be smaller as well. Eli Lilly CDR right now shows a risk of 2.48%. Please confirm Eli Lilly CDR total risk alpha, expected short fall, market facilitation index, as well as the relationship between the value at risk and daily balance of power , to decide if Eli Lilly CDR will be following its price patterns.
Auto-correlation | 0.10 |
Insignificant predictability
Eli Lilly CDR has insignificant predictability. Overlapping area represents the amount of predictability between Eli Lilly time series from 10th of November 2025 to 25th of December 2025 and 25th of December 2025 to 8th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Eli Lilly CDR price movement. The serial correlation of 0.1 indicates that less than 10.0% of current Eli Lilly price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.96 |
Net Asset is the value used in calculating NAV of a fund. NAV (or Net Asset Value) is computed once a day based on the formula that uses closing prices of all positions in the fund's portfolio.
| Competition |
Based on the recorded statements, Eli Lilly CDR has a Net Asset of 0.0. This indicator is about the same for the average (which is currently at 0.0) sector and about the same as Net Asset (which currently averages 0.0) industry. This indicator is about the same for all Canada stocks average (which is currently at 0.0).
Eli Net Asset Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Eli Lilly's direct or indirect competition against its Net Asset to detect undervalued stocks with similar characteristics or determine the stocks which would be a good addition to a portfolio. 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 of similar companies.Eli Lilly is currently under evaluation in net asset category among its peers.
Eli Fundamentals
| Return On Equity | 96.82 | |||
| Current Valuation | 1.37 T | |||
| Price To Book | 38.95 X | |||
| Price To Sales | 15.69 X | |||
| Earnings Per Share | 20.45 X | |||
| Price To Earnings To Growth | 0.97 X | |||
| Market Capitalization | 1.02 T |
About Eli Lilly Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Eli Lilly CDR's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Eli Lilly using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Eli Lilly CDR based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
Pair Trading with Eli Lilly
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Eli Lilly position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Eli Lilly will appreciate offsetting losses from the drop in the long position's value.Moving against Eli Stock
The ability to find closely correlated positions to Eli Lilly could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Eli Lilly when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Eli Lilly - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Eli Lilly CDR to buy it.
The correlation of Eli Lilly is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Eli Lilly moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Eli Lilly CDR moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Eli Lilly can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Eli Stock
Eli Lilly financial ratios help investors to determine whether Eli Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Eli with respect to the benefits of owning Eli Lilly security.