Eli Lilly And Stock Performance
| LLY Stock | 29.38 0.09 0.31% |
The firm shows a Beta (market volatility) of -0.23, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Eli Lilly are expected to decrease at a much lower rate. During the bear market, Eli Lilly is likely to outperform the market. At this point, Eli Lilly has a negative expected return of -0.23%. Please make sure to confirm Eli Lilly's treynor ratio, accumulation distribution, price action indicator, as well as the relationship between the potential upside and day median price , to decide if Eli Lilly performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Eli Lilly and has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of unfluctuating performance in the last few months, the Stock's basic indicators remain very healthy which may send shares a bit higher in February 2025. The recent disarray may also be a sign of long period up-swing for the firm investors. ...more
1 | Eli Lilly Stock Could Have a Huge Growth Catalyst in Early 2025 - Yahoo Finance | 12/12/2024 |
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Eli Lilly Relative Risk vs. Return Landscape
If you would invest 3,411 in Eli Lilly and on October 12, 2024 and sell it today you would lose (473.00) from holding Eli Lilly and or give up 13.87% of portfolio value over 90 days. Eli Lilly and is generating negative expected returns and assumes 2.0211% volatility on return distribution over the 90 days horizon. Simply put, 17% of stocks are less volatile than Eli, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Eli Lilly Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Eli Lilly's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Eli Lilly and, and traders can use it to determine the average amount a Eli Lilly's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.113
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Estimated Market Risk
| 2.02 actual daily | 17 83% of assets are more volatile |
Expected Return
| -0.23 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Eli Lilly is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Eli Lilly by adding Eli Lilly to a well-diversified portfolio.
About Eli Lilly Performance
By examining Eli Lilly's fundamental ratios, stakeholders can obtain critical insights into Eli Lilly's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Eli Lilly is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
Eli Lilly is entity of Canada. It is traded as Stock on NEO exchange.Things to note about Eli Lilly performance evaluation
Checking the ongoing alerts about Eli Lilly for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Eli Lilly help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Eli Lilly generated a negative expected return over the last 90 days |
- Analyzing Eli Lilly's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Eli Lilly's stock is overvalued or undervalued compared to its peers.
- Examining Eli Lilly's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Eli Lilly's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Eli Lilly's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Eli Lilly's stock. These opinions can provide insight into Eli Lilly's potential for growth and whether the stock is currently undervalued or overvalued.
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Eli Lilly and. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors. You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.