NYSE:LLY Eli Lilly and Company

ISIN: US5324571083
Health CareDrug Manufacturers — General
NYSE · Indianapolis, IN · Large-cap Pharma Analysis Status: On-Going
$1,191.94
+7.1% since 4 Aug (post-Q2 beat-and-raise)
7 Aug 2026 · Signal v6

Changes Since Last Report vs. 4 Aug 2026 @ $1,113.30

No signal change: HOLD / HOLD / HOLD holds at every horizon — but the story around it did move. Q2 2026 printed 5 Aug and it was a beat-and-raise: revenue $23.0bn, +48% YoY (vs the ~$20.7bn estimate), adjusted EPS $8.38 (vs ~$8.05 est), Mounjaro +91% to $9.9bn and Zepbound US +44%; management lifted the FY26 revenue guide to $85-87bn (from $82-85bn) and set adjusted EPS at $35.50-36.50 (floor held, ceiling trimmed from $37.00). The stock is +7.1% to $1,191.94. Yet the valuation verdict is unchanged: the higher price out-ran the guidance raise, so the actual/warranted ratio widened 1.44× → ~1.50× — still Expensive, double-confirmed against 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 45% year-on-year, but priced by the market as a premium compounder.

HorizonSignalComposite ScoreConfidenceKey Driver
Short-term (1–3 mo)HOLD5860%Beat-and-raise confirmed, but chasing a +7% gap on an Expensive multiple
Medium-term (6–12 mo)HOLD6060%Elite franchise, rich multiple — Valuation Ceiling still caps
Long-term (3–5 yr)HOLD6662%Quality dominates, but wait for a better price
Next update: 2026-08-21 — default +14d (no impactful event before Q3 earnings 29 Oct)
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

85
elite
conf 80%

Valuation Attractiveness

37
expensive
conf 78%

Entry/Exit Timing

64
bullish confluence, extended
conf 65%

Underlying Drivers

80
Strong Tailwind
conf 70%

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 ~36×, net debt/EBITDA ~1.3×, current ratio 1.35. No distress.
Earnings Event Risk
CLEARED. Q2 2026 printed 5 Aug (a beat-and-raise). The next print is Q3 on 29 Oct 2026 — well outside the 14-day window — so there is no imminent binary event capping near-term timing confidence any more.
Valuation Ceiling
Clean fwd FY26 P/E ~33.1× (on the raised $35.50-36.50 adjusted-EPS guide) is 1.50× the ~22× warranted multiple AND above the 22× Health-Care guardrail floor → Expensive band. The higher post-print price out-ran the guidance raise, so the name is marginally more expensive than before. Caps every horizon at HOLD regardless of momentum.
Accounting / Dilution
SBC modest, share count stable/falling (~892M diluted, down QoQ on buybacks), and non-operating items are immaterial (~3% of pre-tax this quarter). GAAP EPS is if anything depressed by IPR&D/acquisition charges — earnings are clean/conservative, not inflated.
⚠️
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 — Q2 confirmed it (Mounjaro +91%, Zepbound US +44%). Nowhere near collapse.
Net gate read: One gate binds. The Valuation Ceiling caps every horizon at HOLD — Lilly is an elite, fast-growing franchise at an Expensive price (~33× forward on a 22× warranted multiple). The Earnings Event Risk gate has now cleared (the Q2 print is done and was a beat-and-raise), which restores near-term timing confidence — but a resolved binary does not make a rich multiple cheap. No Do-Not-Buy trigger fires: earnings are clean (not non-operating-inflated), the name is not in the AI-concentration cohort the macro tail threatens, and the multiple (1.50× warranted) is short of the deep-expensive DNB line (2.0×). Expensive is a reason to wait for a better price, not to sell a compounder or to chase the gap.
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; Q2 crushed it — deep moat is the patent estate
85
conf 80%

Lifecycle & sector: Health Care / Drug Manufacturers — General, classified Mature-but-accelerating large-cap pharma. Revenue is compounding at large-growth rates — Q2 2026 revenue $22.97bn, +48% YoY, driven by Mounjaro (+91% to $9.9bn) and Zepbound (US +44% to $4.9bn) — 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+48% YoY (Q2'26 $22.97bn); FY26 guide RAISED to $85-87bn (from $82-85bn)Best-in-class growth for a $1tn-cap pharma; guide-up confirms the ramp96
Profitability vs peersQ2 gross margin 85.8%, operating margin 39.1%; TTM net margin 33.5%; adj EPS $8.38 (+33% YoY)Top-decile pharma margins90
Cash generationTTM FCF ~$11.1bn; FCF/share ~$22.5; heavy capacity capex still a drag on conversionReal and improving, but conversion suppressed by plant build-out64
Balance-sheet healthNet debt ~$46bn / EBITDA ~$32bn ~1.3×; interest cover ~36×; current 1.35Investment-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 — Q2 tirzepatide growth (Mounjaro +91%) far outpaced Novo, and Lilly holds the first-mover lead in oral GLP-1 (orforglipron/Foundayo, ~18% weight loss at top dose, out-performing oral semaglutide). 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 — Q2 tirzepatide (Mounjaro +91% YoY) outgrew semaglutide; oral-GLP-1 lead via orforglipron/FoundayoOral-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 plus a steady bolt-on M&A cadence — the IPR&D charges depress reported EPS but are the right long-run use of cash. The dividend was raised to $1.73/quarter ($6.92 annualised, ~0.6% yield, payout ~22%) and the diluted share count is edging down on buybacks. Quality score: 85/100.

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 — 1.50× 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. The Q2 beat-and-raise lifted the earnings power, but the price rose faster, so the name stays firmly in the Expensive band. We score the actual multiple against a computed warranted multiple, not against Lilly's own (rich) history.

Warranted-Multiple Anchor

Discount rate r = 4.63% (10-Y Treasury, 5 Aug via DGS10; eased from 4.75%) + 4.5% ERP + 0.0% (Quality ≥ 65) = 9.13%.
Growth g: consensus fwd growth is ~26-29% 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 ≈ 22.6×, capped at the 22× Health-Care guardrail floor → warranted ≈ 22×.
Actual clean multiple = fwd FY26 P/E ~33.1× ($1,191.94 ÷ ~$36.00, the midpoint of the raised $35.50-36.50 adjusted-EPS guide). TTM reported P/E is 40× but that is overstated by acquisition/IPR&D charges depressing trailing EPS — the forward adjusted number is the fair lens.
Actual ÷ warranted = 33.1 / 22 = 1.50× → 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%)1.50× warrantedExpensive
Sector median P/E (20%)~33× fwd vs pharma ~16-18×Well above the group
Own-history decile (15%)Back near the upper end of the 5-yr band after the printRich vs own history
PEG (10%)clean PEG ~1.35 (33× on ~25% adj growth)Fair-to-full on growth — growth is real, but priced
Analyst consensus (15%)Price ~12% below $1,336 consensus / $1,350 medianStreet sees upside — the one bullish cross-check

FCF yield (universal anchor): ~$11.1bn FCF / ~$1.11tn EV ≈ 1.0% — ~1%, i.e. very expensive on cash; the buyer is paying for future growth, and capacity capex is still suppressing FCF.

Reverse-DCF read: at $1,192 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 before the print, and it widened slightly on the +7% move.

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 $1,336.18 (high $1,500 / median $1,350 / low $1,135), ~12% above spot; grades 33 Buy / 9 Hold / 3 Sell (73% bullish, "Buy" consensus), all recent actions maintains; FMP health rating B (ROE/ROA 5/5, but P/E and P/B sub-scores 1/1 — the rating agrees the returns are 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 — and Q2 gave a fresh, hard data point that both are running in Lilly's favour.

HorizonReadAssessment
Historical (25%)Tirzepatide from launch to a ~$40bn annualised run-rate (Mounjaro +91% in Q2); oral GLP-1 market ~35% CAGR to 2035Powerful, sustained tailwind
Current (50%)Orforglipron launched and leading the oral segment; FY26 revenue guide raised to $85-87bn; Q2 Mounjaro +91% (tirzepatide outgrowing semaglutide); 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 (still the newest) has Health Care (XLV) at 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
Bullish confluence restored by the print — but extended after a +7% gap
64
conf 65%

The Q2 beat flipped the tape. Where the daily and intraday charts were rolling over into the print a week ago, price has now gapped back above the 50-day and every timeframe is pointing up — confluence is strongly bullish. The caveat is that you would be entering ~7% higher, near the top of the range, after the move.

Sub-signalReadScore
MTF trend confluenceAll five timeframes up (monthly RSI 66, weekly 63, daily strong-uptrend RSI 55); daily MACD histogram still slightly negative (lagging the gap)75
Risk-reward / position-riskPrice $1,192; nearest support $1,134/$1,109, 200-DMA $1,031; a logical stop ~$1,105 is ~7% (≈2 ATR) below — a wide stop this extended48
Relative strength+7% in a week, recovered the ~11% drawdown; now out-performing SPY and XLV short-term62
Macro overlay (low sensitivity, 10%)Pharma is macro-defensive; XLV short-signal Neutral50
Sentiment (analyst grades + news)Beat-and-raise; targets rising ($1,336 consensus); all grades "maintain" Buy; Novo stumble a relative positive66
Catalysts (Q2 now behind)The binding event is resolved (positive); next catalyst is Q3 on 29 Oct — a calm ~11-week calendar68

Timing score: 64/100 — bullish confluence, extended. With the Earnings Event Risk gate cleared, timing confidence rises to 65% (from 40%). The signal still does not turn on timing — the Valuation Ceiling caps it — but the near-term tape is now a tailwind, not a headwind.

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
2026-08-12US CPI / Core CPI (Jul)HighCPI 3.4% YoY · Core 2.5%3.5% / 2.6%LowPharma is low macro-sensitivity; matters only via broad rates
2026-08-19FOMC MinutesHighLowRate-path colour; indirect for defensive pharma
2026-10-29LLY Q3 2026 earnings (company event)HighEPS est ~$9.48 · Rev est ~$22.0bnYesThe next binding catalyst — incretin revenue, oral-script ramp, guidance

Recent surprises (last 7 days)

DateEventActualForecastSurpriseImpact
2026-08-05LLY Q2 2026 earningsRev $23.0bn · adj EPS $8.38$20.7bn · ~$8.05Big beat + guide raisedConfirmed the franchise; muted +1.9% print-day reaction after a +4.9% run the day before
2026-08-03ISM Manufacturing PMI (Jul)55.654.0AboveBroad-market; immaterial for defensive pharma

The event that mattered has passed: Q2 printed 5 Aug and it was a beat-and-raise (revenue $23.0bn, +48% YoY, well ahead of the ~$20.7bn estimate; FY revenue guide lifted to $85-87bn). Lilly is low macro-sensitivity, so the CPI/FOMC-minutes cluster over the next fortnight is background noise for this name. There is no company-specific dated catalyst before Q3 on 29 Oct, so the report reverts to a standard two-week refresh cadence.

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 ↑Bullish66+, risingS: 973 · R: 1134Resistance breakout0.23×
WeeklyUptrend ↑Bullish63+, risingS: 977 · R: 1249Resistance breakout1.15×
DailyStrong up ↑Bullish55−, lagging (basing up)S: 1109/1079 · R: 1189/1232Resistance breakout1.27×
HourlyUptrend ↑Bullish64+, flatS: 1170 · R: 1231Resistance breakout
15-minStrong up ↑Bullish64+, flatS: 1174 · R: 1231Resistance breakout
Confluence: Strongly bullish · MTF Score 75

A clean reversal from a week ago. The secular (monthly/weekly) uptrend was never in doubt — price is far above the rising longer-term averages — and the tactical picture has now caught up: after the 5 Aug beat the daily gapped back above its 20- and 50-day averages (SMA50 ~$1,155) into a strong uptrend, and both intraday frames are firmly up. The one lagging tell is the daily MACD histogram, still marginally negative as it works off the pre-print dip. This is a resumed uptrend, not a fresh base — the trade-off is that an entry here is extended (~$1,192 vs the $1,109-1,134 support shelf). Line in the sand remains the 200-DMA (~$1,031).

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. After fading ~11% off the $1,249 ATH into the Q2 print, LLY gapped back up on the 5 Aug beat-and-raise to ~$1,192, reclaiming the 50-day; the 200-DMA (~$1,031) is the line in the sand.

11

Scenario Summary

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

Bull $1,500 (25%)

The tirzepatide + orforglipron ramp keeps beating and Lilly delivers another raise at Q3; oral-GLP-1 scripts surprise to the upside and the drug-pricing overhang stays contained. The multiple holds ~33× on higher forward EPS. ~+26% from spot — roughly the analyst high.

Base $1,340 (55%)

The franchise keeps compounding into the raised guide, but the rich multiple caps re-rating; the stock converges toward the ~$1,340-1,350 analyst consensus/median over 12 months as EPS grows into the price. ~+12%.

Bear $1,000 (20%)

A pricing headline (MFN/Medicare), an oral-launch friction, or a demand/inventory wobble meets an Expensive multiple — compression toward ~25× FY26 adjusted EPS. Competitive trigger: Novo's oral semaglutide or a next-gen entrant (Amgen/Viking) takes durable share. ~-16%, toward the $1,135 analyst low and below.

Probability-weighted fair value ≈ 0.25×1,500 + 0.55×1,340 + 0.20×1,000 = ~$1,312 — ~10% above spot, but the constraint is the multiple, not the business. With the print resolved, the distribution is narrower than a week ago; the reason the signal still waits is valuation discipline, not event risk.

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; price is above the accumulate zone.
⛔ Price $1,192 < fair-value entry ~$1,130 (a discount to spot the Expensive multiple warrants)
✅ No earnings within 7 days (next print 29 Oct)
✅ Underlying-Driver score ≥ 50 (80)

Technical — not MET

Daily reclaimed the 50-day, but on sub-1.5× volume and with the MACD histogram still negative; cleaner on a tested pullback to support.
✅ Daily close > SMA50 ($1,155) — yes ($1,192)
⛔ … on >1.5× volume (1.27×) OR a tested bounce off $1,109-$1,134 with a higher low
✅ RSI 35-65 (55)
⛔ MACD histogram positive ≥2 days OR turning up off support

Catalyst — not MET

Q2 printed a beat-and-raise, but the print-day reaction was +1.9%, short of the >+5% trigger (much of the move was the +4.9% run the day before).
⛔ Post-earnings move >+5% within 24h with guidance raised on >2× volume (print-day +1.9%)

Forecast: Fundamental: requires a pullback into ~$1,109-1,134 — reachable on a normal give-back of the post-print gap or a broad de-rate; not present at $1,192. Technical: the 50-day is already reclaimed; the missing pieces are a >1.5×-volume confirmation or a positive-turning MACD, both a few sessions away if the uptrend holds — OR a tested bounce off the $1,109-1,134 shelf, which is the higher-quality entry. Catalyst: the Q2 window has closed; the next clean catalyst path is Q3 on 29 Oct. Overall: WAIT — the print is in and it was good, but the honest move on a name capped at HOLD by valuation is to accumulate on a pullback into support rather than chase a +7% gap.

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

Stop-Loss — not LIVE

⛔ Two daily closes below $1,105 (beneath the $1,109 shelf, back into the pre-print range)

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 ~$1,340-1,350 (base/consensus) with RSI > 70 and no fresh quality upgrade to justify the multiple

Forecast: No exit rule is live. The stop ($1,105) is ~7% below spot, at the top of the pre-print range; a break would most plausibly require a pricing headline or a demand scare, neither of which is present. This is a HOLD, not a position to exit — there is nothing mechanical to act on, and the profit-target (~$1,340) is ~12% away.

Imagine you act at the current price of $1,191.94 · as of 7 Aug 2026

What if you bought now?

You are risking ~7% to the stop (and ~16% to the bear) to gain ~12% to base / ~26% to bull — but you'd be chasing a +7% post-print gap.

What you're risking: a give-back to the $1,105 stop (-7%) and, if a pricing or competition headline lands, the bear path to ~$1,000 (-16%) as an Expensive multiple compresses. Two of three entry conditions are unmet — you'd be buying above the fair-value entry zone and before the MACD/volume confirm — i.e. paying up at the top of the range.

What you're gaining: immediate participation in a best-in-class compounder whose Q2 just beat and raised — base upside to ~$1,340 (+12%) and bull to ~$1,500 (+26%), plus the retatrutide/CNS optionality you'd own for free. But the FCF yield (~1%) pays you almost nothing to wait.

Read: the print de-risked the story, but valuation still caps this at HOLD. Waiting for a pullback into $1,109-1,134 (or a volume-confirmed continuation) materially improves the deal versus chasing here.

What if you sold now?

You'd be protecting ~7-16% of downside but giving up ~12% of base upside on an elite franchise that just beat-and-raised — and no exit rule is triggered.

What you're giving up: the base-case climb to ~$1,340 (+12%), the compounding of a ~48%-revenue-grower, and the pipeline optionality — and you'd be selling below probability-weighted fair value (~$1,312).

What you're protecting: capital if a pricing/competition shock hits (bear -16%). But no mechanical exit is live — stop clear, thesis intact (Q2 confirmed it), 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 $1,340-1,350. For a non-holder it is a wait for a pullback, 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 ~0.51 (LLY is low-beta vs the market), daily ATR ~$42.8 (~3.6% of price), and the stock just recovered an ~11% drawdown in a single week. The §12 Conviction Ladder reads Wait (0 of 3 entry paths cleanly open at $1,192), so the sizing guidance is simply: let price come back into the $1,109-1,134 support shelf, or wait for a volume-confirmed continuation, before committing capital to an Expensive name.

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": "2026-08-07",
  "version": "v6",
  "brand": "",
  "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",
  "user_horizon": null,
  "user_allocation_pct": null,
  "portfolio_role": null,
  "price_at_rating": 1191.94,
  "signal_short": "HOLD",
  "signal_medium": "HOLD",
  "signal_long": "HOLD",
  "primary_signal": "HOLD",
  "short_hold_reason": "expensive",
  "short_cap_reason": null,
  "quality_score": 85,
  "valuation_score": 37,
  "timing_score": 64,
  "driver_score": 80,
  "quality_detail": {
    "industry_benchmark_name": "R&D Efficiency + Patent-Cliff Exposure (pharma)",
    "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": 1.0,
    "implied_growth_rate": 14.0,
    "consensus_growth_rate": 27.0,
    "historical_valuation_decile": 8
  },
  "timing_detail": {
    "mtf_confluence": 75,
    "risk_reward_score": 48,
    "relative_strength_vs_spy": 4.0,
    "relative_strength_vs_sector": 3.0,
    "catalyst_clustering_score": 68,
    "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": 62,
  "val_band": "expensive",
  "warranted_multiple": 22,
  "actual_multiple": 33.1,
  "warranted_ratio": 1.5,
  "val_multiple_basis": "clean forward FY26 adjusted P/E ~33.1x ($1,191.94 / ~$36.00 raised adj-EPS guide midpoint); TTM reported 40x (IPR&D-depressed)",
  "discount_rate_r": 9.13,
  "risk_free_10y": 4.63,
  "g_near": 10,
  "g_term": 3,
  "clean_pe": 33.1,
  "clean_peg": 1.35,
  "nonop_pct_of_net_income": 3,
  "fcf_yield_pct": 1.0,
  "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": 1130,
  "stop_loss": 1105,
  "target_price": 1340,
  "scenario_base_target": 1340,
  "scenario_bull_target": 1500,
  "scenario_bear_target": 1000,
  "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 semaglutide)"
  ],
  "do_not_buy_triggers": [],
  "analyst_consensus_target": 1336.18,
  "analyst_target_high": 1500,
  "analyst_target_low": 1135,
  "analyst_target_median": 1350,
  "analyst_target_upside_pct": 12.1,
  "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": "2026-08-21",
  "next_update_basis": "default +14d (no impactful event before Q3 earnings 29 Oct)",
  "prior_report": "calibration-LLY-20260804-1315.json",
  "prior_primary": "HOLD",
  "changes_note": "HOLD/HOLD/HOLD held. Q2 2026 (5 Aug) was a beat-and-raise: rev $23.0bn +48% YoY (vs ~$20.7bn est), adj EPS $8.38 (vs ~$8.05 est), Mounjaro +91% to $9.9bn, Zepbound US +44%; FY26 rev guide lifted to $85-87bn, adj EPS guide $35.50-36.50 (floor held, ceiling trimmed from $37.00). Price +7.1% to $1,191.94. Earnings Event Risk gate CLEARED -> overall confidence 40->62. Timing 53->64 (MTF flipped bearish->strongly bullish). Valuation still Expensive: 10-Y 4.75->4.63 (warranted ~22x held); actual fwd P/E ~33x -> ratio 1.44->1.50 (higher price out-ran the EPS raise) -> Valuation Ceiling still binds. Analyst consensus target $1,315->$1,336 (median $1,350). Entry Wait; next update 21 Aug (Q3 29 Oct)."
}

HOLD across all three horizons, unchanged from 4 Aug. The signal is set by the Valuation Ceiling gate (Expensive, ~1.50× warranted) — a great business at a rich price. What changed is the character: Q2 (5 Aug) was a beat-and-raise, so the Earnings Event Risk gate cleared and the tape flipped from bearish to strongly bullish; the price is +7% and the name is, if anything, marginally more expensive. Next refresh 21 Aug on the standard two-week cadence (Q3 earnings 29 Oct).

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 $1,191.94, beta 0.51, fundamentals
get_income_statement 7 quarters incl. Q2'26 (filed 5 Aug): rev $22.97bn, dil EPS $7.94; earnings-quality clean (non-op ~3%)
get_financial_ratios margins, coverage, FCF ~$11.1bn, TTM P/E 40×
get_multi_timeframe_analysis 5-timeframe technicals; confluence strongly bullish post-print
get_price_target_consensus / _summary consensus $1,336.18 (median $1,350); last-month avg $1,384, rising
get_grades_consensus / get_stock_grades 33/9/3 Buy/Hold/Sell; all recent actions maintain (Cantor 6 Aug)
get_analyst_estimates FY26 EPS avg $35.04 (pre-print stale); superseded by company's raised adjusted guide $35.50-36.50
get_economic_series (DGS10) 10-Y 4.63% (5 Aug) → r=9.13%
get_stock_dividends quarterly raised to $1.73; TTM $6.46 reconciles; forward $6.92, ~0.6% yield
get_earnings_calendar Q2 filed 5 Aug; next print 29 Oct (est EPS $9.48 / rev $22.0bn)
web search (Lilly IR / press, 5 Aug) confirmed beat-and-raise: rev $85-87bn guide, adj EPS $8.38, Mounjaro +91%, Zepbound US +44%
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 stale endpoint is FMP's FY26 EPS estimate ($35.04, pre-print), resolved by using the company's own raised adjusted-EPS guide ($35.50-36.50) for the forward multiple. Overall confidence rises to 62% (from 40%) now that the Earnings Event Risk gate has cleared with the print resolved.
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.