Eli Lilly And Stock Alpha and Beta Analysis
| LLY Stock | USD 804.08 0.91 0.11% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Eli Lilly and. It also helps investors analyze the systematic and unsystematic risks associated with investing in Eli Lilly over a specified time horizon. Remember, high Eli Lilly's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Eli Lilly's market risk premium analysis include:
Beta 0.4 | Alpha (0.19) | Risk 2.12 | Sharpe Ratio (0.01) | Expected Return (0.03) |
Eli Lilly Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Eli |
Eli Lilly Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Eli Lilly market risk premium is the additional return an investor will receive from holding Eli Lilly long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Eli Lilly. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Eli Lilly's performance over market.| α | -0.19 | β | 0.40 |
Eli Lilly expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Eli Lilly's Buy-and-hold return. Our buy-and-hold chart shows how Eli Lilly performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Eli Lilly Market Price Analysis
Market price analysis 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 understating and applying Eli Lilly stock market price indicators, traders can identify Eli Lilly position entry and exit signals to maximize returns.
Eli Lilly Return and Market Media
The median price of Eli Lilly for the period between Thu, Oct 31, 2024 and Wed, Jan 29, 2025 is 789.32 with a coefficient of variation of 5.07. The daily time series for the period is distributed with a sample standard deviation of 40.18, arithmetic mean of 793.33, and mean deviation of 29.37. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 278 shares by Gordon Brooks of Eli Lilly subject to Rule 16b-3 | 11/15/2024 |
| Eli Lilly dividend paid on 10th of December 2024 | 12/10/2024 |
2 | Eli Lilly and Company Continues to Lead in Healthcare Innovation | 12/31/2024 |
3 | Lilly signs licensing deal with Mediar for IPF drug | 01/10/2025 |
4 | Heres How Much 1000 Invested In Eli Lilly 15 Years Ago Would Be Worth Today | 01/16/2025 |
5 | Bill Ackman blasts FDA for taking long to ban Red No. 3 | 01/17/2025 |
About Eli Lilly Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Eli or other stocks. Alpha measures the amount that position in Eli Lilly has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.0107 | 0.007762 | 0.008926 | 0.00848 | Price To Sales Ratio | 11.56 | 15.36 | 13.83 | 14.52 |
Eli Lilly Upcoming Company Events
As portrayed in its financial statements, the presentation of Eli Lilly's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Eli Lilly's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Eli Lilly's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Eli Lilly. Please utilize our Beneish M Score to check the likelihood of Eli Lilly's management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Eli Lilly
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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.