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LLY Eli Lilly and Company

Healthcare

1,418 Close 10/30
Since 2024-12-02 +79.5%
Open
1,429
High
1,450
Low
1,408
Prev close
1,374
Volume
5M
Amplitude
3.01%
P/E
46.0
P/B
33.1
Revenue YoY (TTM)
+45.5%
52W 834.19 1,450

Is Eli Lilly and Company a buy? Fundamentals and valuation first

As of 2026-10-30

Quality: Strong, Growth: Strong, Momentum: Strong, Risk / liquidity: Strong; Valuation: Pricey.

Valuation Pricey Free-cash-flow yield is Good, but Price / book is Expensive.
TTM P/E 46.01 81th percentile Expensive
Price / book 33.11 98th percentile Expensive
Free-cash-flow yield (%) 1.47 53th percentile Good
US Stock Backtest in Python: Price-to-Book Ratio StrategyQuality Factor Investing: A US Quality Value Backtest
Quality Strong All 3 indicators are Top.
ROE, TTM (%) 68.48 93th percentile Top
Operating margin, TTM (%) 44.75 90th percentile Top
FCF margin, TTM (%) 22.74 80th percentile Top
Quality Factor Investing: A US Quality Value Backtest
Growth Strong Revenue growth, TTM YoY is Top; Diluted EPS growth, TTM YoY is Good.
Revenue growth, TTM YoY (%) 45.51 86th percentile Top
Diluted EPS growth, TTM YoY (%) 50.73 77th percentile Good
Momentum Strong All 2 indicators are Top.
60-day return (%) 19.19 91th percentile Top
240-day return (%) 39.03 83th percentile Top
Momentum Trading Strategy: A 12-1 Momentum Backtest
Risk / liquidity Strong 20-day dollar volume is Top; 60-day annualized volatility is Good.
20-day dollar volume 3,172,028,891 100th percentile Top
60-day annualized volatility (%) 31.37 36th percentile Good
Factor Investing Explained: 10 Classic Factors in US Stocks

Eli Lilly and Company (LLY) today

3 quant signals active · As of 2026-10-30

Win rate and excess are historical post-trigger stats vs the market. Click a signal for its full definition and samples; history does not predict future results.

FinLab Studio

From Eli Lilly and Company to every stock like it

AI finds several complementary traits of Eli Lilly and Company across different dimensions, combines them into a multifactor strategy, and backtests it against the market.

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Eli Lilly and Company (LLY) peers and tracking

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Eli Lilly and Company (LLY) quant signal backtests

Signals active now

Each active condition is tested against this stock’s own history and benchmarked versus the S&P 500.

52-week adjusted-price high

Active

Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.

33 historical occurrences (since 2017-02-23)

Average forward return after 52-week adjusted-price high

20-day: Win 71.9%, Sample 32, Median +4.39%, Excess +2.48%, Beat mkt rate 71.9%

60-day: Win 67.7%, Sample 31, Median +6.02%, Excess +3.78%, Beat mkt rate 58.1%

120-day: Win 73.3%, Sample 30, Median +12.82%, Excess +7.19%, Beat mkt rate 60%

120 days after: historical avg +12.87%

20-day +3.49%
60-day +5.9%
120-day +12.87%
20-day
60-day
120-day
Win
71.9%
67.7%
73.3%
Sample
32
31
30
Median
+4.39%
+6.02%
+12.82%
Excess
+2.48%
+3.78%
+7.19%
Beat mkt rate
71.9%
58.1%
60%

Over 30 occurrences, 120-day forward avg gained 12.87%, beat the market by 7.19 pts; win rate 73.3%.

Top-quintile 6-month momentum

Active · now 90.83%

The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.

Momentum Trading Strategy: A 12-1 Momentum Backtest
22 historical occurrences (since 2017-06-12)

Average forward return after Top-quintile 6-month momentum

20-day: Win 61.9%, Sample 21, Median +1.79%, Excess +2.49%, Beat mkt rate 66.7%

60-day: Win 71.4%, Sample 21, Median +6.03%, Excess +5.3%, Beat mkt rate 57.1%

120-day: Win 85.7%, Sample 21, Median +15.45%, Excess +10.52%, Beat mkt rate 71.4%

120 days after: historical avg +16.4%

20-day +2.86%
60-day +7.4%
120-day +16.4%
20-day
60-day
120-day
Win
61.9%
71.4%
85.7%
Sample
21
21
21
Median
+1.79%
+6.03%
+15.45%
Excess
+2.49%
+5.3%
+10.52%
Beat mkt rate
66.7%
57.1%
71.4%

Over 21 occurrences, 120-day forward avg gained 16.4%, beat the market by 10.52 pts; win rate 85.7%.

EPS surprise beat

Active · now 31%

Reported EPS beat consensus estimate by at least 5%; event date is the earnings-surprise timestamp.

PEAD: Post-Earnings Announcement Drift Backtest
24 historical occurrences (since 2015-04-23)

Average forward return after EPS surprise beat

20-day: Win 55%, Sample 20, Median +0.46%, Excess +2.82%, Beat mkt rate 50%

60-day: Win 75%, Sample 20, Median +9.43%, Excess +7.01%, Beat mkt rate 70%

120-day: Win 84.2%, Sample 19, Median +16.25%, Excess +10.8%, Beat mkt rate 68.4%

120 days after: historical avg +18.68%

20-day +3.29%
60-day +9.31%
120-day +18.68%
20-day
60-day
120-day
Win
55%
75%
84.2%
Sample
20
20
19
Median
+0.46%
+9.43%
+16.25%
Excess
+2.82%
+7.01%
+10.8%
Beat mkt rate
50%
70%
68.4%

Over 19 occurrences, 120-day forward avg gained 18.68%, beat the market by 10.8 pts; win rate 84.2%.

Valuation regime and forward returns

Daily TTM P/E is converted into an expanding own-history percentile, then grouped into five valuation regimes. Forward returns use adjusted prices over the next 240 trading days.

PE percentile bandSample days240-day avg returnMedianWin rateAvg excess (vs index)
0-20 0Insufficient data
20-40 88+72.7% +75.2% 100% +42.6%
40-60 You are here209+46.4% +46.8% 100% +35.9%
60-80 301+43.3% +38.5% 100% +36%
80-100 731+39.5% +38.5% 84% +25.1%

Quarterly EPS is aligned by SEC filing date before it is forward-filled to daily prices. The expanding percentile uses only information available up to each day.

Current TTM P/E is about 46.01, placing it in the 53.6 own-history percentile, inside the 40-60 bucket.

More history: Valuation × momentum analogs, Market-wide momentum baseline, Signals not active now

Valuation × momentum analogs

Each historical day is grouped by own-history P/E tercile and 60-day momentum direction, then tested for the next 120-trading-day adjusted return.

Valuation
Momentum
Cheap (own-history bottom third)
Middle
Expensive (own-history top third)
60-day momentum up
Insufficient data
(0d)
Now
+18.9%
Win rate 94.4% Excess +10.3%
249d
+15.9%
Win rate 76.5% Excess +10.3%
718d
60-day momentum down
+35.8%
Win rate 100% Excess +20.2%
50d
+31.5%
Win rate 100% Excess +23.2%
211d
+22.4%
Win rate 80.5% Excess +16.3%
221d

Currently in “Middle × 60-day momentum up”: across 249 historical days, 120-day forward avg gained 18.9%, win rate 94.4%, beat the market by 10.3%.

Days = trading days in this bucket; returns use adjusted prices, ex-costs. 60-day momentum: direction of this stock's price over the past 60 trading days.

Market-wide momentum baseline

Across 99,493 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.42%, a 58.4% positive-return rate, and +3.08 percentage points of average excess return versus the S&P 500.

Baseline: weekly samples since 2016 where a liquid US common stock ranked in the top quintile by 126-trading-day momentum. Forward return is 60 trading days; excess return is versus S&P 500 (^GSPC).

Signals not active now

Inactive signals still show the stock-specific historical forward-return distribution for context.

Filed revenue acceleration

Pending

TTM revenue growth is at least 10% and improved versus the prior filed quarter; event date is the SEC filing date.

12 times historically; 60-day forward avg +9.81%, win rate 58.3%, beating the market by +5.59 pts on average.

Method and limits

  • Returns use us_price:adj_close, adjusted for splits and dividends where available.
  • Excess returns use world_index:^GSPC as the S&P 500 benchmark proxy.
  • Quarterly fundamentals are aligned to SEC filing dates before daily valuation studies.
  • The promoted universe starts from active NYSE/NASDAQ common stocks, then applies price and dollar-volume gates.
  • Snapshot-only tables such as analyst consensus, DCF, us_ratios, and us_key_metrics are intentionally excluded from historical evidence.
  • Overlapping event windows are descriptive distributions, not independent samples.

This page is for historical data analysis and education only. It is not investment advice. Backtests and historical return distributions do not predict future performance; evaluate risk independently before trading.