Eli Lilly Cdr Stock Market Value
| LLY Stock | 38.40 1.40 3.78% |
| Symbol | 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.
| 11/09/2025 |
| 02/07/2026 |
If you would invest 0.00 in Eli Lilly on November 9, 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 NVIDIA CDR, Nvidia CDR, Alphabet CDR, Apple, Apple CDR, Alphabet, and Netflix. 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 7, 2026 Technical Indicators
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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 0.0343, which denotes the company had a 0.0343 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Eli Lilly CDR, which you can use to evaluate the volatility of the firm. Please confirm Eli Lilly's Mean Deviation of 1.73, downside deviation of 2.28, and Coefficient Of Variation of 2918.38 to check if the risk estimate we provide is consistent with the expected return of 0.0856%. 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 2.5%. Please confirm Eli Lilly CDR total risk alpha, expected short fall, price action indicator, 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 | 0.22 |
Weak predictability
Eli Lilly CDR has weak predictability. Overlapping area represents the amount of predictability between Eli Lilly time series from 9th of November 2025 to 24th of December 2025 and 24th of December 2025 to 7th 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 0.22 indicates that over 22.0% of current Eli Lilly price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.94 |
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.