NYSE:LLY Eli Lilly and Company

ISIN: US5324571083
Health CareDrug Manufacturers — General
NYSE · Indianapolis, IN · Large-cap Pharma Analysis Status: On-Going
$1,113.30
-0.7% (day) · -2.9% since 20 Jul
4 Aug 2026 · Signal v6

Changes Since Last Report vs. 20 Jul 2026 @ $1,146.90

No signal change: HOLD / HOLD / HOLD holds at every horizon. Price is -2.9% to $1,113.30, extending the fade off the $1,249 all-time high. The valuation verdict got firmer, not softer: the 10-Year Treasury rose 4.50% → 4.75%, which pulls the warranted P/E down 23× → 22×, so the actual/warranted ratio widened 1.39× → 1.44× despite the lower price — still Expensive, double-confirmed (ratio ≥ 1.40 and actual ~31.8× ≥ the 22× Health-Care floor). The Valuation Ceiling gate continues to cap all three horizons at Hold.

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 and Company is one of the world's largest pharmaceutical firms, founded in 1876 and headquartered in Indianapolis. Its economics are now dominated by the incretin (GLP-1) franchise — tirzepatide, sold as Mounjaro for type-2 diabetes and Zepbound for obesity — which sits alongside a deep portfolio in diabetes (Jardiance, Trulicity), oncology (Verzenio), immunology (Taltz, Olumiant) and neuroscience (Kisunla for Alzheimer's). What sets Lilly apart is the combination of the highest-growth product cycle in large-cap pharma with an unusually durable, long-dated patent estate and a first-mover lead in oral GLP-1 via orforglipron (branded Foundayo). For a reader, think of it as the branded-drug leader of the obesity/diabetes super-cycle: enormous, highly profitable, growing revenue faster than 50% year-on-year, but priced by the market as a premium compounder.

HorizonSignalComposite ScoreConfidenceKey Driver
Short-term (1–3 mo)HOLD5540%Expensive + bearish tape into tomorrow's print
Medium-term (6–12 mo)HOLD5850%Elite franchise, rich multiple — Valuation Ceiling caps
Long-term (3–5 yr)HOLD6555%Quality dominates, but wait for a better price
Next update: 2026-08-06 — Q2 2026 earnings 5 Aug (BMO) +1 trading day
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 78%

Entry/Exit Timing

53
neutral, softening
conf 40%

Underlying Drivers

80
Strong Tailwind
conf 68%

Economic Alignment

55
Neutral
conf 60%
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
Interest coverage ~37×, net debt/EBITDA ~1.2×, current ratio 1.5. No distress.
Earnings Event Risk
Q2 2026 reports 5 Aug (BMO). LLY routinely moves >5% on prints → binary event risk; timing confidence capped at 40%. Does not block the signal, but the tape is un-tradeable into the number.
Valuation Ceiling
Clean fwd FY26 P/E ~31.8× is 1.44× the ~22× warranted multiple AND above the 22× Health-Care guardrail floor → Expensive band. Caps every horizon at HOLD regardless of momentum.
Accounting / Dilution
SBC modest, share count stable (~895M), and non-operating items are a net drag on reported EPS (IPR&D charges), not an inflator — earnings are clean/conservative, not distorted.
⚠️
Regulatory / Binary
US drug-pricing overhang (Most-Favored-Nation executive orders, Medicare price negotiation) is a live policy risk, but not a single dated binary. Position-sizing note, not a hard block.
Severe Driver Collapse
GLP-1/obesity driver is a strong structural tailwind — nowhere near collapse.
Net gate read: Two gates are live. The Valuation Ceiling binds the signal — it caps every horizon at HOLD. The Earnings Event Risk gate does not move the signal but empties the near-term timing edge: Q2 prints tomorrow and Lilly gaps hard on these. No Do-Not-Buy trigger fires — Lilly is expensive but it is a genuinely elite, fast-growing franchise, its earnings are clean (not non-operating-inflated), and it is not in the AI-concentration cohort the macro tail threatens. Expensive is a reason to wait, not to sell a 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, fast-growing incretin franchise; deep moat is the patent estate
84
conf 80%

Lifecycle & sector: Health Care / Drug Manufacturers — General, classified Mature-but-accelerating large-cap pharma. Revenue is compounding at large-growth rates (Q1 2026 revenue $19.8bn, +55% YoY) on the tirzepatide ramp, so we score it on the pharma profile (R&D efficiency, patent-cliff exposure, pipeline depth, ROIC) with growth-stage emphasis on the top line.

Sub-signalValueReadScore
Revenue trajectory+55% YoY (Q1'26 $19.8bn); FY25 $63.9bn → FY26e $85.3bnBest-in-class growth for a $1tn-cap pharma95
Profitability vs peersGross margin 83.5%, operating margin 45.9%, net margin 35%Top-decile pharma margins, expanding on scale90
Cash generationTTM FCF ~$9.2bn; FCF/share ~$15; heavy capacity capexReal but FCF conversion depressed by plant build-out62
Balance-sheet healthNet debt ~$38bn / EBITDA ~$29bn ~1.3×; interest cover ~37×; current 1.5Investment-grade, comfortably serviced80
R&D efficiency / pipelineOrforglipron (oral GLP-1, launched), retatrutide (next-gen tri-agonist), Kisunla, lepodisiranDeepest incretin pipeline in the industry90

Industry Benchmark: R&D Efficiency + Patent-Cliff Exposure

Near-term patent-cliff exposure is low — the tirzepatide composition-of-matter estate runs into the mid-2030s and the growth drugs are early in their curves. Pipeline productivity is exceptional (a launched oral GLP-1 lead plus retatrutide behind it). Benchmark score: 88/100 — strong pipeline, low cliff.

Competitive Moat Scorecard

Pricing Power

72

Branded incretins price well, but MFN/Medicare policy caps the ceiling

Network Effects

50

N/A for pharma (neutral)

Switching Costs

55

Scripts move on efficacy/access/price — patient stickiness is moderate

Cost Advantage

62

Vast manufacturing scale-up; a supply, not cost, war

Intangibles

88

Deep, long-dated patent estate + brand — the core moat

Moat = average ≈ 69/100. The wall is the patent estate; switching costs and cost advantage are trimmed by the live two-horse race below.

Competitive Environment

The obesity/diabetes market is a duopoly: Lilly and Novo Nordisk control ~87% of prescription weight-management revenue. Lilly is gaining share — tirzepatide's efficacy edge, and now the first-mover lead in oral GLP-1 (orforglipron/Foundayo, ~18% weight loss at top dose, out-performing oral semaglutide; Goldman models ~60% of the 2030 oral segment for Lilly). The threat is nonetheless elevated: Novo's oral semaglutide is scaling, and a next-gen field is forming behind both leaders.
RivalThreatShare trajectoryMoat-erosion vector
Novo Nordisk (semaglutide — Wegovy/Ozempic, oral sema)Direct #1 rivalLilly gaining (efficacy + oral lead); Novo's ZEUS CV trial failed 31 JulOral-semaglutide access/price pressure on the oral segment
Amgen (MariTide, monthly injectable)Next-gen entrantPre-launch; mixed Phase 2/3 tolerabilityConvenience (monthly dosing) if data holds
Viking Therapeutics (VK2735, oral + injectable)Emerging biotechPhase 3; takeout candidateFast-follower efficacy in a widening TAM
Roche (CT-388 / Carmot assets)Deep-pocketed late entrantEarly clinicalCapital + commercial reach over a multi-year horizon

→ Net effect on the moat: Switching Costs trimmed to 55, Cost Advantage to 62 (a supply-and-access race, not a monopoly). Intangibles (patents) carry the score. Competitive threat level: elevated — propagated to the §11 Bear trigger and the §12 thesis-invalidation rule.

ROIC & Capital Allocation

ROIC sits in the top decile of pharma (est. ~30%+, FMP ROE/ROA sub-scores both a maximal 5/5). Capital allocation is disciplined-aggressive: heavy reinvestment into manufacturing capacity and a steady bolt-on M&A cadence (e.g. the ~$2.8bn AtaiBeckley psychedelics deal, Jul 2026) — these IPR&D charges depress reported TTM EPS but are the right long-run use of cash. Dividend ~0.6% yield, payout ~22% — ample cover. Quality score: 84/100.

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 — 1.44× the warranted multiple, double-confirmed by the sector floor
37
conf 78%

Lilly is an elite business at an Expensive price — the pillar the anchor exists to keep honest. We score the actual multiple against a computed warranted multiple, not against Lilly's own (rich) history.

Warranted-Multiple Anchor

Discount rate r = 4.75% (10-Y Treasury, 31 Jul via DGS10) + 4.5% ERP + 0.0% (Quality ≥ 65) = 9.25%.
Growth g: consensus fwd growth is ~29% but is haircut 25% and capped at the Health-Care sector-achievable ceiling → g_near = 10%, g_term = 3%. (Refusing to feed the hype-growth is the whole point — plug 20% in and the anchor would "bless" any multiple.)
Two-stage warranted P/E ≈ 22.2×, capped at the 22× Health-Care guardrail floor → warranted ≈ 22×.
Actual clean multiple = fwd FY26 P/E ~31.8× ($1,113.30 ÷ $35.04 consensus EPS). TTM P/E is 39.5× but that is overstated by acquisition/IPR&D charges depressing trailing EPS — the forward number is the fair lens.
Actual ÷ warranted = 31.8 / 22 = 1.44× → EXPENSIVE. Double-confirmed: the ratio is ≥ 1.40 and the actual multiple is above the 22× guardrail line. Both the anchor and the floor point the same way.
LensValueRead
Warranted-multiple anchor (40%)1.44× warrantedExpensive
Sector median P/E (20%)~31.8× fwd vs pharma ~16-18×Well above the group
Own-history decile (15%)Off the $1,249 ATH but multiple still upper-rangeRich vs own 5-yr band
PEG (10%)clean PEG ~1.45Fair-to-full on growth — growth is real, but priced
Analyst consensus (15%)Price ~18% below $1,315 consensus / $1,300 medianStreet sees upside — the one bullish cross-check

FCF yield (universal anchor): ~$9.2bn FCF / ~$1.04tn EV ≈ 0.9% — sub-1%, i.e. very expensive on cash; the buyer is paying for future growth, and capacity capex is currently suppressing FCF.

Reverse-DCF read: at $1,113 the market embeds ~13-15% durable long-run EPS growth; our disciplined estimate is ~10% — the price already assumes Lilly executes near-flawlessly. That gap is why the pillar is Expensive even after an 11% pullback.

Embedded Optionality / Free Upside

The core valuation is built on tirzepatide + orforglipron. Priced at ~zero on top: retatrutide (potentially best-in-class tri-agonist), Alzheimer's (Kisunla) durability, the AtaiBeckley/CNS psychedelics call option, and orforglipron's cardio-metabolic label extensions. Real and sizeable, but this is a tilt (~+3) on an already-rich core — it is the reason to keep watching, not a reason the stock is cheap.

Analyst cross-check: consensus target $1,315.42 (high $1,500 / median $1,300 / low $1,135), ~18% above spot; grades 33 Buy / 9 Hold / 3 Sell (73% bullish, "Buy" consensus); FMP health rating B (ROE/ROA 5/5, but P/E and P/B sub-scores 2/1 — the rating agrees the balance sheet is elite and the price is steep). The anchor is supreme: these relative lenses order the name within Expensive; they cannot lift it out. Valuation score: 37/100.

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 / obesity & diabetes super-cycle (vs IRA/MFN pricing)
80
Strong Tailwind

Primary driver: the GLP-1 / obesity & diabetes super-cycle, with US drug-pricing policy (IRA / MFN) as the offsetting secondary driver. Lilly's revenue trajectory is levered almost entirely to how fast the incretin market expands and how much of it Lilly keeps.

HorizonReadAssessment
Historical (25%)Tirzepatide from launch to ~$18bn+ run-rate; oral GLP-1 market ~35% CAGR to 2035Powerful, sustained tailwind
Current (50%)Orforglipron launched and leading the oral segment; Novo's ZEUS CV trial failed (31 Jul); duopoly ~87% of revenueTailwind — Lilly gaining share; policy overhang the only brake
Forward (25%)Retatrutide behind it; label/geographic expansion; offset by MFN + Medicare negotiation riskStructurally positive, policy-capped

Driver score: 80/100 — Strong Tailwind, eligible to amplify a BUY to STRONG BUY. It does not here: the base signal is HOLD (Valuation Ceiling), and HOLD never amplifies. Thesis-invalidation floor: the case breaks if a rival takes durable tirzepatide/oral share, or if MFN/Medicare pricing materially compresses US incretin economics.

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
Neutral · Neutral
55
conviction

The 30 Jul Macro-Economic report downgraded Health Care (XLV) from Outperform across the board to N / N / O (Neutral short & medium, Outperform long) under a "stagflation-lite" regime. Pharma is defensive and low macro-sensitivity, so the economy is neither a clear tailwind nor a headwind here — pressure Neutral. That leaves the base signal unchanged (a Neutral pressure enables no amplification). The one macro tail that is armed — the S&P-500 AI-concentration unwind — does not apply to Lilly: its earnings are clean (not non-operating-inflated) and it is not in the AI cohort, so it inherits no cohort de-rating leg.

Source: sector-map (XLV) · Macro report 2026-07-30

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
Neutral and softening; confidence capped by the earnings gate
53
conf 40%

Momentum has rolled over into the print. The higher timeframes are still up, but the daily and intraday charts are bearish — confluence is bearish (short-term).

Sub-signalReadScore
MTF trend confluenceMonthly/weekly up; daily weakening (RSI 41, MACD histogram negative); hourly/15-min strong downtrend55
Risk-reward / position-riskPrice $1,113; nearest support $1,079/$1,052, 200-DMA $1,026; stop ~1 ATR ($37.6) below50
Relative strength-11% off the $1,249 ATH over ~6 weeks; modestly lagging a firm XLV recently48
Macro overlay (low sensitivity, 10%)Pharma is macro-defensive; XLV short-signal Neutral48
Sentiment (analyst grades + news)July target hikes (UBS/Guggenheim/Truist/BofA/JPM); all grades "maintain" Buy; Novo stumble a relative positive60
Catalysts (Q2 tomorrow)One dominant, imminent binary event — high path risk45

Timing score: 53/100 — Neutral, softening. Confidence capped at 40% by the Earnings Event Risk gate: you cannot honestly grade the near-term tape the day before a Lilly print.

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
~2026-08-05LLY Q2 2026 earnings (BMO, company event)HighEPS ~$6.06 · Rev ~$20.7bnYesThe binding catalyst — incretin revenue, oral-script ramp, FY guide; LLY gaps hard on these
2026-08-01US tariff wall deadlineHighLowBroad-market/regime; indirect for defensive pharma
~2026-08-12US CPI (Jul)HighLowPharma is low macro-sensitivity; matters only via broad rates

Recent surprises (last 7 days)

DateEventActualForecastSurpriseImpact
2026-07-31Core PCE (Jun)0.3%0.3%In lineNeutral for pharma; kept the Fed on-hold narrative
2026-07-31Novo Nordisk ZEUS CV trialFailNegative for NovoRelative positive for Lilly's competitive standing

One event dominates the next fortnight and it is company-specific: Q2 earnings tomorrow, 5 Aug, before the open. Lilly is low macro-sensitivity, so the tariff/CPI cluster is background noise for this name — the print is everything. That is exactly why the report schedules its own next refresh for the trading day after.

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 ↑Bullish61+, risingS: 972 · R: 1134Resistance breakout0.07×
WeeklyUptrend ↑Bullish55+, flatS: 977 · R: 1249Resistance breakout0.37×
DailyWeakening →Neutral-bearish41−, rolling overS: 1079/1052 · R: 1149/1189None1.23×
HourlyStrong down ↓Bearish32−, basingS: 1109 · R: 1135Support breakdown1.13×
15-minStrong down ↓Bearish39S: 1109 · R: 1136Support breakdown0.09×
Confluence: Bearish (short-term) · MTF Score 55

The secular (monthly/weekly) uptrend is fully intact — price is far above the rising longer-term averages and printed fresh monthly-scale highs in early July. But the tactical picture has turned: the daily is below its 20- and 50-day averages (SMA50 ~$1,149) with a negative MACD, and both intraday frames are in a strong downtrend into the print. This is a textbook pullback within a larger uptrend — not a broken chart, but not a place to chase a long the day before earnings. The line in the sand is the 200-DMA (~$1,026) / $1,052 shelf.

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.

6-month daily close with trailing SMA50. Ran to a $1,249 ATH in early July, then faded ~11% into the Q2 print; holding above the 200-DMA (~$1,026).

11

Scenario Summary

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

Bull $1,480 (20%)

Q2 beats and management raises FY guidance on the tirzepatide + orforglipron ramp; oral-GLP-1 scripts surprise to the upside and the drug-pricing overhang stays contained. The multiple holds ~30× on higher forward EPS. ~+33% from spot.

Base $1,300 (55%)

An in-line-to-modest-beat quarter; the franchise keeps compounding but the rich multiple caps re-rating. Converges toward the ~$1,300 analyst median over 12 months as EPS grows into the price. ~+17%.

Bear $900 (25%)

A Q2 miss or soft guide (script/inventory timing, a pricing headline, or oral-launch friction) meets an Expensive multiple — compression toward ~25× FY26 EPS, near the $850-880 analyst low. Competitive trigger: Novo's oral semaglutide or a next-gen entrant takes durable share. ~-19%. Note the binary risk is tomorrow.

Probability-weighted fair value ≈ 0.20×1,480 + 0.55×1,300 + 0.25×900 = ~$1,236 — above spot, but the distribution is wide and front-loaded onto tomorrow's print, which is precisely why the signal waits rather than acts.

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

Expensive on the anchor, and earnings are inside the 7-day window.
⛔ Price $1,113 < fair-value entry ~$1,075 (a discount to spot the Expensive multiple warrants)
⛔ No earnings within 7 days
✅ Underlying-Driver score ≥ 50 (80)

Technical — not MET

Daily below the 50-day with a negative MACD; preferred entry is a reclaim OR a tested bounce off support.
⛔ Daily close > SMA50 ($1,149) on >1.5× volume
⛔ OR a tested bounce off $1,052-$1,079 support with a higher low
✅ RSI 35-65 (41)
⛔ MACD histogram positive ≥2 days OR turning up off support

Catalyst — not MET

The catalyst (Q2) has not printed yet.
· Post-earnings move >+5% within 24h with guidance raised/maintained on >2× volume

Forecast: Fundamental: requires a pullback into ~$1,050-1,075 — reachable only on a weak print or broad de-rate; not imminent at $1,113. Technical: a reclaim of the $1,149 50-day is ~3-5% away and depends on tomorrow's reaction (catalyst-dependent, not time-projectable); the pullback-to-support branch triggers on a tested bounce off $1,052-$1,079. Catalyst: resolves tomorrow, 5 Aug — a >+5% beat-and-raise reaction on heavy volume would open the Catalyst path immediately. Overall: WAIT — the honest move is to let the print clear (the report re-runs 6 Aug) rather than position into a binary event on a name already capped at HOLD by valuation.

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

Stop-Loss — not LIVE

⛔ Two daily closes below $1,045 (beneath the $1,052 shelf / toward the 200-DMA)

Thesis Invalidation — not LIVE

⛔ FY guidance cut, OR incretin revenue growth decelerates below plan
⛔ Competitive break: Novo's oral semaglutide or a next-gen rival (Amgen/Viking) takes durable tirzepatide/oral share
⛔ MFN / Medicare pricing materially compresses US incretin economics

Profit-Target — not LIVE

⛔ Price into ~$1,300 (base) with RSI > 70 and no fresh quality upgrade to justify the multiple

Forecast: No exit rule is live. The stop ($1,045) is ~6% below spot and just above the 200-DMA; a break would most plausibly come from a bad print tomorrow. This is a HOLD, not a position to exit — there is nothing mechanical to act on.

Imagine you act at the current price of $1,113.30 · as of 4 Aug 2026

What if you bought now?

You are risking ~6% to the stop (and ~19% to the bear) to gain ~17% to base / ~33% to bull — but into a binary event tomorrow.

What you're risking: the drop to the $1,045 stop (-6%) and, if Q2 disappoints, the bear path to ~$900 (-19%) as an Expensive multiple compresses. Three entry conditions are unmet — you'd be buying above the fair-value entry zone, below the 50-day, and the day before earnings. Path risk is maximal.

What you're gaining: immediate participation in a best-in-class compounder — base upside to ~$1,300 (+17%) and bull to ~$1,480 (+33%), plus the retatrutide/CNS optionality you'd own for free. But the FCF yield (~0.9%) pays you almost nothing to wait.

Read: acting now is a coin-flip on a print, on a name already capped at HOLD by valuation. Waiting for the print to clear (or a pullback into $1,050-1,075) materially improves the deal.

What if you sold now?

You'd be protecting ~6-19% of downside but giving up ~17% of base upside on an elite franchise — and no exit rule is actually triggered.

What you're giving up: the base-case climb to ~$1,300 (+17%), the compounding of a 50%-plus revenue grower, and the pipeline optionality — and you'd be selling at roughly probability-weighted fair value (~$1,236), not below it.

What you're protecting: capital if tomorrow's print goes wrong (bear -19%). But no mechanical exit is live — stop clear, thesis intact, profit-target not hit. Selling here is a valuation-discipline call, not a rules call.

Read: for a holder this is a hold — trim only into strength toward $1,300. For a non-holder it is a wait, not a short.

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 risk budget or portfolio role was specified for this batch refresh. For context only: beta ~0.5 (LLY is low-beta vs the market), daily ATR ~$37.6 (~3.4% of price), and the stock has drawn down ~11% from its July ATH. The §12 Conviction Ladder reads Wait (0 of 3 entry paths open), so the sizing guidance is simply: watch the $1,050-1,079 support and let tomorrow's print resolve before committing capital.

14

Calibration Snapshot

Machine-readable snapshot of every score, level and signal, saved alongside the HTML so the next run can compute deltas.
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  "date": "2026-08-04",
  "version": "v6",
  "brand": "",
  "company": "Eli Lilly and Company",
  "currency": "USD",
  "exchange": "NYSE",
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  "analysis_status": "on-going",
  "lifecycle_stage": "large_cap_pharma_accelerated_growth",
  "sector": "Health Care",
  "gics_sector": "Health Care",
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  "user_horizon": null,
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  "price_at_rating": 1113.3,
  "signal_short": "HOLD",
  "signal_medium": "HOLD",
  "signal_long": "HOLD",
  "primary_signal": "HOLD",
  "short_hold_reason": "expensive",
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  "quality_score": 84,
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  "timing_score": 53,
  "driver_score": 80,
  "quality_detail": {
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    "industry_benchmark_value": 88,
    "industry_benchmark_score": 88,
    "moat_score": 69,
    "roic_percentile_vs_peers": 92,
    "capital_allocation": 78,
    "management_skin_in_game": 60
  },
  "valuation_detail": {
    "fcf_yield": 0.9,
    "implied_growth_rate": 14.0,
    "consensus_growth_rate": 29.0,
    "historical_valuation_decile": 8
  },
  "timing_detail": {
    "mtf_confluence": 55,
    "risk_reward_score": 50,
    "relative_strength_vs_spy": -3.0,
    "relative_strength_vs_sector": -4.0,
    "catalyst_clustering_score": 50,
    "dynamic_macro_weight": 0.1
  },
  "economic_alignment_stance": "Neutral",
  "economic_alignment_conviction": 55,
  "economic_alignment_pressure": "Neutral",
  "economic_alignment_source": "sector-map",
  "macro_report_date": "2026-07-30",
  "economic_alignment_sector": "Healthcare (XLV) s=N / m=N / l=O",
  "overall_confidence": 40,
  "val_band": "expensive",
  "warranted_multiple": 22,
  "actual_multiple": 31.8,
  "warranted_ratio": 1.44,
  "val_multiple_basis": "clean forward FY26 P/E ~31.8x; TTM 39.5x (IPR&D-depressed)",
  "discount_rate_r": 9.25,
  "risk_free_10y": 4.75,
  "g_near": 10,
  "g_term": 3,
  "clean_pe": 31.8,
  "clean_peg": 1.45,
  "nonop_pct_of_net_income": -8,
  "fcf_yield_pct": 0.9,
  "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": 1075,
  "stop_loss": 1045,
  "target_price": 1300,
  "scenario_base_target": 1300,
  "scenario_bull_target": 1480,
  "scenario_bear_target": 900,
  "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",
    "Earnings Event Risk"
  ],
  "gates_caution": [
    "US drug-pricing (MFN/Medicare) overhang",
    "Elevated GLP-1 competition (Novo oral semaglutide)"
  ],
  "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": 18.2,
  "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": "2026-08-06",
  "next_update_basis": "Q2 2026 earnings 5 Aug (BMO) +1 trading day",
  "prior_report": "calibration-LLY-20260720-1810.json",
  "prior_primary": "HOLD",
  "changes_note": "HOLD/HOLD/HOLD held. Price -2.9% to $1,113.30. 10-Y 4.50->4.75 pulled warranted P/E 23->22 and widened actual/warranted 1.39->1.44 (MORE expensive despite lower price) -> Valuation Ceiling still binds, now double-confirmed. Economic Alignment downgraded Tailwind->Neutral (XLV O/O/O->N/N/O). Timing 56->53 (confluence bearish). Earnings Event Risk gate now live (Q2 prints 5 Aug BMO) -> overall confidence 58->40. Competitive tailwinds: Novo ZEUS trial failed 31 Jul; orforglipron leads oral GLP-1. Entry Wait; next update 6 Aug post-print."
}

HOLD across all three horizons, unchanged from 20 Jul. The signal is set by the Valuation Ceiling gate (Expensive, 1.44× warranted) — a great business at a rich price — with the Earnings Event Risk gate emptying the near-term timing edge into tomorrow's Q2 print. Next refresh 6 Aug, the day after earnings.

15

Data Sources & Methodology

Audit trail of every data source: fully available (✓), fallback (⚠), or failed (✗), plus provenance-based confidence haircuts.
Data Source Status
get_yahoo_quote live price $1,113.30, beta, fundamentals
get_income_statement 6 quarters; earnings-quality decomposition (non-op a net drag, not inflator)
get_financial_ratios margins, coverage, FCF, TTM P/E 39.5×
get_multi_timeframe_analysis 5-timeframe technicals; confluence bearish
get_price_target_consensus / _summary consensus $1,315.42; targets rising
get_grades_consensus / get_stock_grades 33/9/3 Buy/Hold/Sell; all recent actions maintain
get_analyst_estimates FY26e EPS $35.04 → anchor forward multiple
get_economic_series (DGS10) 10-Y 4.75% (31 Jul) → r=9.25%
get_earnings_calendar empty via MCP; earnings date (5 Aug BMO) confirmed via company IR + web
get_ratings_snapshot FMP rating B; ROE/ROA 5/5, P/E 2, P/B 1
Macro-Economic state (2026-07-30) XLV N/N/O; AI-concentration tail armed (does not apply to LLY)
Impact on scores: Full data coverage on every pillar. The only gap is the MCP earnings-calendar returning empty — resolved by confirming the 5 Aug (BMO) date from Lilly IR and press. Overall confidence (40%) is set by the Earnings Event Risk gate capping timing confidence the day before the print, not by any data shortfall.
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.