NYSE:LLY Eli Lilly and Company

ISIN: US5324571083
Health CarePharmaceuticalsDrug Manufacturers — General
NYSE · Indianapolis, USA · Large-cap pharma · Mkt cap ~$1.03T Analysis Status: On-Going
$1,146.90
−2.7% (day) · −4.4% vs last report
20 Jul 2026 · Signal v6
Changes since last report (6 Jul 2026, $1,200.06): Signal unchanged HOLD / HOLD / HOLD. Price −4.4% to $1,146.90 (off the $1,249 all-time high). Valuation 35 → 37 — forward P/E compressed ~34× → ~32× as the price fell, but it stays in the Expensive band vs the ~23× warranted multiple and the 22× Health-Care floor, so the Valuation-Ceiling gate still binds. Economic Alignment Neutral → Trend-Following (pressure Neutral → Tailwind) as the 20 Jul macro report moved Health-Care XLV to Outperform on all three horizons (O/O/O). Driver 78 → 80; Timing 58 → 56 (daily momentum rolled over). Milestone: orforglipron moved from 'undated 2026 approval' to launched (marketed as Foundayo, per recent coverage) — though its slow oral start vs Novo's oral Wegovy keeps the competitive threat elevated. Entry conviction Wait. No Do-Not-Buy trigger. vs previous report dated 2026-07-06.
DISCLAIMER: This is a quantitative framework for educational purposes only. It is not financial advice. Always do your own research and consult a licensed financial advisor before making investment decisions.

Eli Lilly and Company

Eli Lilly is one of the world's largest pharmaceutical companies, and today the dominant force in the incretin (GLP-1) revolution treating obesity and type-2 diabetes. Its core business is discovering, manufacturing and selling patent-protected medicines; the crown jewels are tirzepatide — sold as Mounjaro (diabetes) and Zepbound (obesity) — which together drive roughly two-thirds of revenue and are growing well over 50% a year. What sets Lilly apart is the combination of best-in-class clinical efficacy (its drugs out-perform rivals on weight loss), a multi-billion-dollar bet on incretin manufacturing capacity that few can match, and a deep late-stage pipeline beyond obesity — oncology (Verzenio, Jaypirca), Alzheimer's (Kisunla), immunology and now neuroscience. For a reader: think of it as the premium, capacity-advantaged leader of the fastest-growing drug market in a generation, priced accordingly.

HorizonSignalComposite ScoreConfidenceKey Driver
Short-term (1–3 mo)HOLD5250%Expensive valuation caps at HOLD; near-term tape rolling over (daily MACD negative, intraday oversold)
Medium-term (6–12 mo)HOLD5555%Elite quality offset by Expensive valuation — Valuation-Ceiling gate binds
Long-term (3–5 yr)HOLD6060%Best-in-class franchise, wrong price — ~32× fwd / 40.7× TTM vs ~23× warranted
Next update: 2026-08-03 — default +14d (Q2 2026 earnings ~Aug 6 sits just beyond the window; the +14d refresh reschedules to right after it)
Table of Contents
1Five-Pillar Scorecard2Hard Gates & Do-Not-Buy Status3Pillar Detail: Business Quality4Pillar Detail: Valuation Attractiveness5Pillar Detail: Underlying Drivers6Pillar Detail: Economic Alignment7Pillar Detail: Entry/Exit Timing8Economic Event Risk9Multi-Timeframe Technical Analysis10Price Chart (6-Month Daily)11Scenario Summary12Entry / Exit Rules13Position Sizing Context14Calibration Snapshot15Data Sources & Methodology
1

Five-Pillar Scorecard

Five independent scores — each 0–100 with its own confidence. The three fundamental pillars (Quality / Valuation / Timing) set the base BUY/HOLD/SELL via the Decision Matrix; the two context pillars (Underlying Drivers, Economic Alignment) then amplify a BUY to STRONG BUY or a SELL to STRONG SELL when both corroborate.

Business Quality

84
elite
conf 80%

Valuation Attractiveness

37
expensive
conf 85%

Entry/Exit Timing

56
pullback in uptrend
conf 70%

Underlying Drivers

80
Strong Tailwind
conf 70%

Economic Alignment

62
Trend-Following
conf 65%
2

Hard Gates & Do-Not-Buy Status

Binary safety checks — any TRIGGERED gate is a hard cap regardless of the scores above; CAUTION gates are sizing notes.
Financial Distress
Net debt/EBITDA <0.5×; interest coverage 37.5×; current ratio 1.50. No distress.
Earnings Event Risk
Q2 2026 earnings ~Aug 6 — beyond the 14-day window. No blackout yet.
Valuation Ceiling
Clean forward P/E ~32× and TTM 40.7× both exceed the 22× Health-Care guardrail floor, and sit ~1.4×–1.8× the ~23× warranted multiple → Expensive band. CAPS the signal at HOLD across all three horizons.
Accounting / Dilution
Non-operating items are NEGATIVE (acquired-IPR&D charges) — reported earnings are, if anything, understated, not inflated. SBC modest; share count flat (~896M).
⚠️
Regulatory / Binary
US drug-pricing overhang (Most-Favored-Nation / Medicare negotiation) is a live policy risk, but no dated binary event caps the signal.
Severe Driver Collapse
GLP-1 demand driver is a Strong Tailwind (80), nowhere near collapse.
Do-Not-Buy Triggers
None fire. The macro report's AI-concentration / index-unwind systemic tail is ARMED but LLY is NOT an AI-cohort name (its multiple/earnings are levered to obesity demand, not the AI trade), so it does NOT inherit that tail — DNB Trigger 2(b) does not fire. Trigger 2(a) 'deep-expensive alone' is blocked by LLY's proven, durable >20% growth.
Net gate read: One gate binds — the Valuation Ceiling — capping every horizon at HOLD. No Do-Not-Buy trigger fires: LLY is expensive but it is a genuinely exceptional, fast-growing business, and it is not part of the AI-concentration cohort that the current macro tail threatens. Expensive is a reason to wait, not to sell an elite compounder.
3

Pillar Detail: Business Quality

A deep dive into the Quality score: business economics, moat, ROIC and the industry benchmark.
Business Quality — Pillar Score
Elite franchise economics — hyper-growth at cash-cow margins
84
conf 80%

Lifecycle & sector: Large-cap Health Care (Drug Manufacturers — General) in an accelerated-growth phase — a rare combination of >50% revenue growth and 45%+ operating margins, driven by the tirzepatide (Mounjaro/Zepbound) ramp. Scored on pharma metrics (R&D efficiency, patent-cliff exposure, pipeline depth, ROIC), not on a mature-pharma lens.

Sub-signalValueContextScore
Revenue trajectory+55.5% YoY (Q1'26 $19.8B); TTM $72.2BPharma median low-single-digit — top-decile, still accelerating95
Profitability vs peersOp margin 45.9%, gross 83.5%, net 35.0%Well above large-pharma medians; margins expanding on scale90
Cash generationFCF/share ~$15; OCF margin 28%Real but capex-heavy (incretin capacity build) — FCF conversion depressed by design62
Balance sheetInterest coverage 37.5×; current ratio 1.50Investment-grade; ample headroom82
ROE / ROICROE ~81%; ROIC top-quartile (92nd pct)Elite capital returns; FMP ROE/ROA sub-scores both 5/592
Industry benchmark — R&D efficiency + patent-cliff exposure: 88/100. Best-in-class pipeline productivity (tirzepatide, retatrutide, orforglipron, donanemab/Kisunla, Jaypirca) with LOW near-term patent-cliff risk — the key GLP-1 patents run into the early-2030s. This is the composite that most separates Lilly from mature-pharma peers facing cliffs.
Pricing power70Strong clinical differentiation, but US drug-pricing policy (MFN/Medicare) caps it
Network effects55Limited; some prescriber/formulary habit
Switching costs55Trimmed — oral rivals lower the barrier to switching within the class
Cost advantage75Multi-billion incretin manufacturing scale few can replicate
Intangibles90Patent estate + brand (Mounjaro/Zepbound) + regulatory data moat
Moat avg69Wide, but the class is getting more contested
Competitive Environment (threat: ELEVATED · overall share trajectory: GAINING, oral sub-segment LOSING).
RivalThreat typeShare trajectory vs LLYMoat-erosion vector
Novo Nordisk (NVO)Direct GLP-1 rivalLLY gaining overall (~60% US weight-loss share; Zepbound out-sells Wegovy on efficacy) but losing the ORAL sub-segment near-termOral Wegovy launch captured ~89% of oral scripts; Lilly's oral orforglipron (marketed as Foundayo per recent coverage) had a slow start
Pfizer (PFE)Emerging entrantBehind, but funded (Metsera / MET-097i, monthly dosing)Pipeline threat to future pricing/share, not current
Amgen (AMGN), RochePipeline entrantsPhase-3 (MariTide) / mid-stageLonger-dated class dilution
Net effect on the moat → Switching Costs held at 55 and Cost Advantage at 75 (manufacturing scale intact); the oral contest is the live erosion vector and feeds the §11 Bear trigger and the §12 thesis-invalidation. Overall competitive threat ELEVATED.
ROIC & capital allocation: strong. ROIC top-quartile; disciplined bolt-on M&A (ATAI/Beckley ~$3.8B in neuroscience, Jul 2026) funding pipeline breadth; dividend modest (payout ~22%, yield ~0.6%) with the cash reinvested at high returns into capacity. Management skin-in-the-game is moderate (50) — low insider ownership typical of a mega-cap.
4

Pillar Detail: Valuation Attractiveness

Sector-appropriate multiples, FCF yield, reverse-DCF implied growth, embedded optionality, and the analyst-consensus cross-check.
Valuation Attractiveness — Pillar Score
Expensive — great business, wrong price; Valuation-Ceiling gate binds
37
conf 85%

The anchor (warranted-multiple): discount rate r = 4.5% (10-Y, per the 20 Jul macro report) + 4.5% ERP + 0 risk add-on (Quality ≥65) = 9.0%; disciplined growth g_near = 10% (Health-Care 'cyclical/normal' cap — consensus ~22% EPS CAGR haircut 25% to ~17%, then capped at the sector-achievable 10%), g_term = 3%. Two-stage → warranted ≈ 23×. The Health-Care guardrail floor is 22×.

MultipleLLYWarranted / floorRead
Clean forward P/E (FY26)~32.4×23× warranted · 22× floor1.39× warranted → Expensive
Forward P/E (FY27)~25.4×Growth pulls it down but still > floor
TTM P/E40.7×22× floor1.77× warranted
FCF yield (universal anchor)~1.3%>5% attractiveVery expensive on cash
EV/EBITDA · P/B · P/S33.4× · 32.9× · 14.9×Rich on every lens
Score = actual ÷ warranted. 32 ÷ 23 = 1.39; on TTM 1.77. Both exceed the 1.40 Expensive line on TTM and, decisively, the actual multiple sits above the 22× Health-Care guardrail floor — which makes the name Expensive (<40) on the floor alone, no growth exception. → Valuation-Ceiling gate fires, capping the signal at HOLD. Implied-growth read: at $1,146.90 the market embeds ~15% 5-yr EPS growth; our disciplined estimate is ~10% — the price prices in more growth than the fundamentals conservatively support.
Embedded optionality / free upside (+2 tilt, not a re-rating): retatrutide (triple-agonist, Phase-3 results rivalling bariatric surgery), orforglipron oral (launched; label expansions pending), oncology (Jaypirca/Verzenio), Alzheimer's (Kisunla), immunology, and the ATAI/Beckley neuroscience option — non-GLP-1 revenue is already growing ~160%. Real, but it does NOT make an expensive core cheap; it is the reason to keep watching, not a reason to pay up.

Street cross-check (secondary to the anchor): consensus target $1,315.42 (median $1,300, high $1,500, low $1,135) → +14.7% upside; grades 33 Buy / 9 Hold / 3 Sell (~73% bullish); FMP rating B+ (overall 3/5) — its P/E (2/5) and P/B (1/5) sub-scores flag exactly this rich valuation, while ROE/ROA score 5/5. The Street is constructive, but analyst upside cannot lift an intrinsic-anchor Expensive read into Fair.

5

Pillar Detail: Underlying Drivers

The dominant external force the stock is tethered to, scored 0–100. A context pillar: it does not change the base signal — it feeds amplification (tailwind ≥65 can lift BUY→STRONG BUY; headwind ≤35 can push SELL→STRONG SELL).
Primary Driver
GLP-1 / incretin obesity-and-diabetes franchise (TAM demand + pipeline + manufacturing capacity vs Novo Nordisk)
80
Strong Tailwind

LLY's fortunes are dominated not by a commodity price but by the trajectory of GLP-1/incretin demand and Lilly's ability to out-innovate and out-manufacture Novo Nordisk. This is a demand/pipeline driver, so the commodity price-trend overlay (Step 2b) does not apply — there is no metal to roll over; the analogue risk is the competitive/oral-share dynamic, captured below and in §11.

HorizonReadEvidence (dated)
Historical (12–24m)ExplosiveObesity TAM inflected; Mounjaro/Zepbound ramp took Lilly to ~60% US weight-loss share
CurrentStrong but contestedGoldman raised its 2030 obesity-drug forecast +15% (Jul'26); but Novo's oral Wegovy launch took ~89% of oral scripts, and Lilly's oral (Foundayo) started slowly
Forward (6–12m)TailwindRetatrutide Phase-3 (bariatric-surgery-like efficacy); orforglipron oral label expansions; non-GLP-1 pipeline +160%
Driver score 80 → Strong Tailwind, amplification-eligible (≥65). BUT the base signal is HOLD (Expensive), and HOLD never amplifies — and the Full/Expensive valuation band would block a STRONG BUY regardless of driver strength. So the tailwind raises conviction in the long-term thesis without changing the signal. Thesis-invalidation floor: the driver breaks if Novo/oral rivals durably take overall weight-loss share, not just the oral sub-segment.
6

Pillar Detail: Economic Alignment

How the current economic climate sits relative to this stock, read from the latest Macro-Economic report. Classifies the macro pressure (Tailwind / Neutral / Headwind) — the second amplification input — and frames a long entry as Trend-Following or Contrarian with a 0–100 conviction.
Stance · Pressure
Trend-Following · Tailwind
62
conviction

The newest MacroDriver report (20 Jul, regime = Stagflation-lite / energy-supply-shock from the Iran–Hormuz escalation) rates Health Care (XLV) Outperform across all three horizons (O/O/O) — a defensive-rotation bid as the oil tax pressures cyclicals and long-duration growth. That is a Tailwind, improved from Neutral on the 6 Jul report (XLV was U/N/O in June). Source: sector-map (LLY is not an individual line in the macro watchlist). Crucially, pressure only amplifies a directional base signal: LLY's base is HOLD (Expensive), HOLD never amplifies, and the Expensive band would block STRONG BUY anyway — so the tailwind is supportive context, not a signal change.

Source: sector-map · Macro report 2026-07-20

7

Pillar Detail: Entry/Exit Timing

The risk-reward framework, relative strength vs SPY and the sector ETF, the macro overlay, news-derived sentiment, and the catalyst cluster.
Entry/Exit Timing — Pillar Score
Pullback within a higher-timeframe uptrend; near-term momentum fading
56
conf 70%

Timing is a mixed picture that nets to a modest 56 — the multi-timeframe trend is bullish (monthly/weekly/daily all up, price above the 50- and 200-day averages) but near-term momentum is rolling over after the −2.7% drop from the $1,249 all-time high.

Sub-signalReadScore
MTF confluenceHigher-TF up, intraday oversold — pullback in uptrend60
Risk-reward (stop distance)~6% to the $1,079 stop; price mid-range after an 8% pullback off the high50
Relative strengthOutperformed SPY & XLV over 3m (Health-Care leadership); cooling near-term72
Macro overlay (weight 0.10, low-sensitivity)Defensive-rotation tailwind (XLV O/O/O)68
Sentiment (grades/news)All 'maintain' — 33 Buy/9 Hold/3 Sell; news tone positive but split on oral share58
Catalyst clusterQ2 earnings ~Aug 6 the main event; calendar otherwise clear70
Short technical-confirmation note: a short-term BUY would require the Technical or Catalyst entry group MET — neither is (daily MACD negative, no event yet), so short_entry_confirmed = false. Moot here, since the Valuation-Ceiling gate already caps every horizon at HOLD.
8

Economic Event Risk

High-impact macro releases in the next 14 days that could swing this stock, plus the last 7 days of surprises.

Upcoming events (next 30 days)

DateEventImpactForecastPreviousRelevant?Why
2026-07-29Fed Interest Rate Decision (hold 3.75% exp)High3.75%3.75%LowPharma is low macro-sensitivity; broad-market only
2026-07-30Q2 GDP · Core PCE (Jun)High1.1% · 0.3%2.1% · 0.3%LowDefensive sector — indirect at most
~2026-08-06LLY Q2 2026 earnings (company event)HighYesThe binding catalyst — franchise revenue, oral-script trajectory, guidance

Recent surprises (last 7 days)

DateEventActualForecastSurpriseImpact
2026-07-14CPI YoY (Jun)3.5%3.8%−7.9% (soft)Risk-on for duration; June's soft print (macro expects July to re-accelerate on gasoline)
2026-07-17Michigan Consumer Sentiment (Jul)54.451.0+6.7% (beat)Mildly risk-on; little direct read for pharma

LLY is a low macro-sensitivity defensive name — the FOMC (Jul 29), Q2 GDP and Core PCE (Jul 30) matter to the tape but barely to Lilly's cash flows. The one binding event is the company's own Q2 2026 earnings (~Aug 6), where the oral-script trajectory and franchise guidance are the swing factors. This is why the next update reschedules to just after it.

9

Multi-Timeframe Technical Analysis

Trend, RSI and breakout status across monthly / weekly / daily / hourly / 15-minute, with a confluence verdict.
TimeframeTrendDirectionRSIMACDKey S/RBreakoutVol
MonthlyUptrend ↑Bullish64+, risingS: 972 · R: 1134Resistance breakout0.45×
WeeklyUptrend ↑Bullish60+, risingS: 977 · R: 1249Resistance breakout0.18×
DailyStrong up ↑Bullish (softening)55−, rolling overS: 1079 · R: 1183/1249None0.88×
HourlyStrong down ↓Bearish30− (oversold)S: 1134 · R: 1189Breakdown
15-minStrong down ↓Bearish35−, turning upS: 1142 · R: 1187Breakdown
Confluence: Bullish (higher-TF uptrend, near-term pullback) · MTF Score 60

The higher timeframes (monthly/weekly/daily) remain in clean uptrends, with price above both the 50-day ($1,109) and 200-day ($1,007) averages. The intraday charts are oversold (RSI 30/35) after today's −2.7% drop from the 6 Jul all-time high of $1,249 toward $1,147 — a textbook pullback-in-an-uptrend, not a trend break. The daily MACD histogram has just rolled negative, so near-term momentum is fading. Dip-buy zone to watch: $1,079–$1,109; a daily reclaim of ~$1,180 on volume would restore momentum.

10

Price Chart (6-Month Daily)

A 6-month daily close line with SMA50 and key support/resistance — the visual companion to the MTF table.

LLY 6-month daily (19 Jan – 19 Jul 2026) with SMA50. The late-June breakout to $1,249, then the pullback toward $1,147 — still well above the rising 50- and 200-day averages.

11

Scenario Summary

Bull / Base / Bear 12-month price paths with triggers and probability weights.

Bull $1,450 (25%)

Retatrutide launches strongly and orforglipron/Foundayo scales; Lilly defends overall weight-loss share; obesity-TAM upgrades (Goldman-style) continue and the premium multiple holds. ≈ +26% from $1,146.90. Trigger: strong Q2 franchise beat + upbeat oral trajectory.

Base $1,290 (55%)

The GLP-1 franchise compounds at ~15% EPS CAGR, the pipeline delivers, and the multiple normalises modestly toward the high-20s — tracking the consensus median (~$1,300). ≈ +12.5%. The probability-weighted centre of gravity.

Bear $920 (20%)

Competitive trigger (elevated): Novo's oral Wegovy keeps taking the oral segment, Foundayo underperforms, US MFN/Medicare drug-pricing bites margins, and the ~32×/40× multiple compresses toward the ~23× warranted anchor. ≈ −20%. This is the live risk the elevated competitive threat feeds.

Probability-weighted fair value ≈ $1,255 (0.25×1,450 + 0.55×1,290 + 0.20×920) — only ~9% above the current $1,146.90, and below the analyst consensus $1,315. The reward is real but not asymmetric from here; the anchor says wait for a better entry.

12

Entry / Exit Rules

Three independent entry paths (Fundamental · Technical · Catalyst) and three exit triggers (Stop-Loss · Thesis · Profit-Target). Any one entry path is a valid entry — the more that agree, the larger the position the conviction ladder suggests. Exits are graded by severity, not count.

How to read this — the Conviction Ladder

The three entry groups are alternative paths to a buy, not a checklist. A group counts only when all its sub-conditions hold. How many groups are satisfied sets the suggested size — it does not gate whether you may enter: 1 group = Half-Size (a valid starter/scale-in), 2 = Full-Size, 3 = Over-Size (highest conviction); 0 = Wait (no path open yet). A strong overall signal can still read Wait here when the stock is well above its entry zones — that flags "good business, no entry edge right now," not a contradiction. Exits are graded by severity of what is live, not by a count: a hard stop is an Exit on its own.
Entry conviction: Wait0 of 3 groups met — no entry path open

Fundamental — not MET

Trades ABOVE fair value — the cheapness path is not open.
⛔ Price $1,146.90 < fair value ~$1,100
✅ No earnings within 7 days (Q2 ~Aug 6)
✅ Underlying-Driver score ≥ 50 (80)

Technical — not MET

Daily momentum rolling over; preferred entry is a reclaim of ~$1,180 OR a confirmed higher-low bounce off $1,079.
⛔ Daily close > SMA50 ($1,109) on >1.5× volume (price is above 1,109 but volume only 0.88×, and MACD rolled negative)
⛔ OR a tested bounce off $1,079 weekly support with a higher low
✅ RSI 35–65 (daily 55)
⛔ MACD histogram positive ≥2 days OR turning up off support (daily histogram negative)

Catalyst — not MET

No event yet — gated to Q2 earnings.
· Post-earnings move >+5% with guidance raised (Q2 ~Aug 6)

Forecast: Fundamental group — opens on a pullback into the $1,079–$1,100 zone; reachable given the intraday downtrend, ~1–2 weeks — Moderate. Technical group — opens on a daily reclaim of ~$1,180 on >1.5× volume OR a confirmed higher-low bounce off $1,079 — Moderate. Catalyst group — event-gated to Q2 earnings ~Aug 6 (a >+5% guided-up reaction) — Low / event-dependent. Net: no entry path is open today (conviction = Wait); the most reachable is the dip into $1,079–$1,100.

Exit action: Holdno exit trigger is live — hold the position

Stop-Loss — not LIVE

⛔ Two daily closes below $1,079 (below swing support; stop ~$1,080)

Thesis Invalidation — not LIVE

⛔ FY guidance cut
⛔ Competitive: Novo/oral rivals durably take OVERALL US weight-loss share (not just the oral sub-segment)
⛔ Non-GLP-1 pipeline stalls / a key readout fails

Profit-Target — not LIVE

⛔ Price into $1,290 (base) with RSI > 70 and no quality re-rating

Forecast: Stop-Loss unlikely near-term — price is ~6% above $1,079. No thesis-invalidation condition is live. The monitored risk is the competitive/oral-share read, which resolves at Q2 earnings ~Aug 6.

Imagine you act at the current price of $1,146.90 · as of 20 Jul 2026

What if you bought now?

You are risking ~6% (to the $1,079 stop) — and a −20% bear to ~$920 — to gain the +12.5% base ($1,290) and +26% bull ($1,450).

What you're risking: you'd be buying above fair value (~$1,100), into a daily tape that has just rolled over, and ahead of Q2 earnings (~Aug 6). No entry rule is met (Wait, 0/3). FCF yield is only ~1.3%, so there's little income to collect while you wait. What you're gaining: immediate exposure to the base/bull upside and to the retatrutide/oral/pipeline optionality you'd own for free. Read: acting now overpays on the anchor — waiting for the $1,079–$1,100 dip zone or the post-earnings confirmation materially improves the deal.

What if you sold now?

You'd give up the +12.5% base ($1,290) and the pipeline optionality — and you'd be selling an elite compounder on price, not on a broken thesis.

What you're protecting: the −20% bear if the oral-share/drug-pricing risks bite. But no exit rule is triggered right now — the stop is clear, there's no thesis break, and you're not at the profit target. Read: this is a Hold / accumulate-on-weakness zone, not a mechanical sell; trim only into $1,290+ with RSI > 70.

13

Position Sizing Context

Illustrative portfolio math (not advice) translating conviction into an allocation given risk-per-share and volatility.

Position sizing not computed — no allocation or portfolio role was specified. Context only: daily ATR ≈ $38 (~3.3% daily expected move); beta ≈ 0.52 (defensive, low-vol); price sits ~78% up its 52-week range ($624–$1,249). The §12 Conviction Ladder reads Wait (0/3 entry paths), so the framework's guidance is to wait for a path to open — a pullback into $1,079–$1,100 or a post-earnings confirmation — rather than initiate here. This is not advice.

14

Calibration Snapshot

Machine-readable snapshot of every score, level and signal, saved alongside the HTML so the next run can compute deltas.
{
  "ticker": "LLY",
  "date": "2026-07-20",
  "version": "v6",
  "company": "Eli Lilly and Company",
  "currency": "USD",
  "exchange": "NYSE",
  "exchange_ticker": "NYSE:LLY",
  "isin": "US5324571083",
  "api_ticker": "LLY",
  "analysis_status": "on-going",
  "lifecycle_stage": "large_cap_pharma_accelerated_growth",
  "sector": "Health Care",
  "gics_sector": "Health Care",
  "country": "United States",
  "finder_ticker": "LLY",
  "price_at_rating": 1146.9,
  "signal_short": "HOLD",
  "signal_medium": "HOLD",
  "signal_long": "HOLD",
  "primary_signal": "HOLD",
  "quality_score": 84,
  "valuation_score": 37,
  "timing_score": 56,
  "driver_score": 80,
  "economic_alignment_stance": "Trend-Following",
  "economic_alignment_conviction": 62,
  "economic_alignment_pressure": "Tailwind",
  "economic_alignment_source": "sector-map",
  "macro_report_date": "2026-07-20",
  "economic_alignment_sector": "Healthcare (XLV) s=O / m=O / l=O",
  "overall_confidence": 58,
  "val_band": "expensive",
  "warranted_multiple": 23,
  "actual_multiple": 32,
  "warranted_ratio": 1.39,
  "val_multiple_basis": "clean forward FY26 P/E (~32x); TTM 40.7x",
  "discount_rate_r": 9.0,
  "risk_free_10y": 4.5,
  "g_near": 10,
  "g_term": 3,
  "clean_pe": 32.0,
  "clean_peg": 1.5,
  "nonop_pct_of_net_income": -8,
  "fcf_yield_pct": 1.3,
  "moat_score": 69,
  "roic_percentile_vs_peers": 92,
  "industry_benchmark_name": "R&D Efficiency + Patent-Cliff Exposure (pharma)",
  "industry_benchmark_score": 88,
  "competitive_share_trajectory": "gaining",
  "competitive_threat_level": "elevated",
  "fair_value_est": 1100,
  "stop_loss": 1080,
  "target_price": 1290,
  "scenario_base_target": 1290,
  "scenario_bull_target": 1450,
  "scenario_bear_target": 920,
  "entry_groups_met": 0,
  "entry_conviction": "Wait",
  "exit_groups_live": 0,
  "exit_action": "Hold",
  "short_entry_confirmed": false,
  "hard_gate_state": "caution",
  "gates_triggered": [
    "Valuation Ceiling"
  ],
  "gates_caution": [
    "US drug-pricing (MFN/Medicare) overhang",
    "Elevated GLP-1 competition (Novo oral Wegovy)"
  ],
  "do_not_buy_triggers": [],
  "analyst_consensus_target": 1315.42,
  "analyst_target_high": 1500,
  "analyst_target_low": 1135,
  "analyst_target_median": 1300,
  "analyst_target_upside_pct": 14.7,
  "analyst_grades_consensus": "Buy",
  "analyst_bullish_pct": 73.3,
  "analyst_coverage_count": 45,
  "recent_upgrades_30d": 0,
  "recent_downgrades_30d": 0,
  "fmp_rating": "B+",
  "fmp_overall_score": 3,
  "next_update_date": "2026-08-03",
  "next_update_basis": "default +14d (Q2 2026 earnings ~Aug 6 just beyond window)",
  "prior_report": "calibration-LLY-20260706-1740.json",
  "prior_primary": "HOLD",
  "changes_note": "HOLD/HOLD/HOLD held. Price -4.4% to $1,146.90 off the $1,249 ATH; forward P/E compressed ~34->32 as price fell but still Expensive vs ~23x warranted / 22x HC floor -> Valuation-Ceiling gate still binds. Economic Alignment upgraded Neutral->Trend-Following (pressure Neutral->Tailwind) as XLV moved to O/O/O. Driver 78->80. Timing 58->56 (daily MACD rolled over). orforglipron milestone: undated approval -> now launched (Foundayo, per coverage); Novo oral Wegovy strong keeps competitive threat elevated. Entry Wait."
}

HOLD held across all three horizons (Short/Medium/Long). Elite Quality (84) and a Strong-Tailwind driver (80) are overruled by an Expensive valuation (37) — the Valuation-Ceiling gate binds because the clean forward P/E (~32×) and TTM (40.7×) both exceed the 22× Health-Care guardrail floor and ~1.4×+ the ~23× warranted multiple. No Do-Not-Buy trigger fires (LLY is not an AI-cohort name; growth is exceptional). Entry conviction Wait (0/3).

15

Data Sources & Methodology

Audit trail of every data source: fully available (✓), fallback (⚠), or failed (✗), plus provenance-based confidence haircuts.
Data Source Status
get_stock_snapshot price $1,146.90 (−2.7% day)
get_income_statement 6 quarters; TTM rev $72.2B, net $25.3B
get_financial_ratios TTM P/E 40.7×, FCF yield 1.3%, ROE 81%
get_analyst_estimates FY26 EPS $35.43, FY27 $45.20
get_price_target_consensus cons $1,315 / med $1,300 / high $1,500 / low $1,135
get_grades_consensus 33 Buy / 9 Hold / 3 Sell (~73% bullish)
get_ratings_snapshot FMP B+ (overall 3); P/E 2, P/B 1, ROE/ROA 5
get_multi_timeframe_analysis higher-TF up, intraday oversold
get_economic_calendar FOMC Jul 29, GDP/PCE Jul 30 (low relevance)
get_polygon_news 14 articles — Novo oral share, Foundayo slow start, ATAI deal
get_earnings_calendar empty for LLY; Q2 date ~Aug 6 from history/coverage
MacroDriver-state-20260720 XLV O/O/O; 10-Y ~4.5%
Impact on scores: All primary pulls OK; only the earnings-calendar endpoint returned empty (date sourced from history). No material confidence haircut.
DISCLAIMER: This is a quantitative framework for educational purposes only. It is not financial advice. Always do your own research and consult a licensed financial advisor before making investment decisions.