LLY
US EQUITY
Health Care
Pharmaceuticals
CIK: 59478
Lilly (Eli) (LLY) Quant Factor Diagnostic & Fair Value Model
Lilly (Eli) (Ticker: LLY) is listed in the Health Care sector (Pharmaceuticals). Below is its point-in-time financial profile, valuation multiples, and cross-sectional factor diagnostics.
$1,273.46
-2.54%
Latest Close (2026-10-23)
Market Cap: $9.43B
P/E Ratio: 40.1
Momentum Strength
3M / 12M
+6.34%
1M: +7.75%
12M: +56.75%
Quality (ROE)
Point-in-Time
+30.02%
Trailing Return on Equity
Technical Trend
RSI 14
70.0
SMA50: $1186.60
SMA200: $1084.94
Valuation Multiplier
Trailing
40.1
Premium Multiple (> 30x P/E)
📊
Valuation & Multi-Factor Diagnostic
Premium Multiple (> 30x P/E)
LLY trades at 40.1x P/E, reflecting market-implied growth expectations for forward revenue and cash flow.
⚡
Benchmark Factor Strategy
S&P 500 Momentum Alpha Strategy
This strategy applies cross-sectional momentum and quality factor filters across large-cap US equities.
📈 Daily Candlestick & Volume Quant Chart
Interactive lightweight price action & volume breakdown over recent 90 trading days.
均线多头 (MA20/50)
Piotroski F-Score: 8/9 (High Financial Strength)
Official Point-in-Time Financial Filing History
Zero Lookahead Bias: Every financial metric is timestamped at the exact moment officially published to the market.
备案 CIK: 59478 · 10-K 年报 / 10-Q 季报
| Form | Period End | Filing Timestamp (Point-in-Time) | Revenue | Net Income | Operating CF | EPS (Diluted) |
|---|---|---|---|---|---|---|
| 10-Q | 2026-06-30 | 2026-08-05 | $22.97B | $7.09B | $16.02B | $7.94 |
| 10-Q | 2025-12-31 | 2026-08-05 | - | - | - | - |
| 10-Q | 2025-06-30 | 2026-08-05 | $15.56B | $5.66B | $4.75B | $6.29 |
| 10-Q | 2026-03-31 | 2026-04-30 | $19.80B | $7.40B | $5.33B | $8.26 |
| 10-Q | 2025-03-31 | 2026-04-30 | $12.73B | $2.76B | $1.67B | $3.06 |
| 10-K | 2025-12-31 | 2026-02-12 | $65.18B | $20.64B | $16.81B | $22.95 |
| 10-K | 2024-12-31 | 2026-02-12 | $45.04B | $10.59B | $8.82B | $11.71 |
| 10-K | 2023-12-31 | 2026-02-12 | $34.12B | $5.24B | $4.24B | $5.80 |
💡 Methodology & Frequently Asked Questions
Key reference details regarding Lilly (Eli) (LLY) valuation multiples, momentum factors, and point-in-time filing conventions.
How should LLY's current valuation multiple be interpreted? ↓
LLY trades at a trailing P/E of 40.1x within the Health Care sector (premium multiple (> 30x p/e)). Valuation multiples are computed using trailing-twelve-month GAAP earnings against the latest close price.
What are LLY's key momentum and technical factor indicators? ↓
As of the latest close, LLY shows a 1-month return of +7.75%, 3-month return of +6.34%, and 12-month return of +56.75%, with a 14-day RSI of 70.0. Momentum factors reflect short- and intermediate-term price velocity across the equity cross-section.
What is Point-in-Time (PIT) financial data and why does it matter for LLY? ↓
Point-in-Time indexing aligns corporate fundamentals with their official public filing timestamps (Form 10-Q/10-K) rather than accounting period-end dates. This methodology eliminates lookahead bias in historical equity backtests.
How can LLY be incorporated into systematic factor models? ↓
LLY can be evaluated within customized multi-factor models or screened against cross-sectional filters (such as momentum quintiles and return on equity) to analyze historical turnover and risk-adjusted return.