Seasonality Analysis
Eli Lilly and Company (LLY) 10-Year Seasonality
Between 2016-07-09 and 2026-07-09, Wed had the strongest weekday average return for Eli Lilly and Company (0.30%), while Mon was the weakest (0.04%). On the annual profile, Jun ranked best (5.88%) and Sep ranked worst (-0.11%).
Stock2016-07-09 → 2026-07-09Updated 2026-07-09
Prompt used in FactorBench
Show the 10-year seasonality of Eli Lilly and Company (LLY). Include monthly averages and day-of-week averages.Annual Seasonality (Average Monthly Return)
| Bucket | Average Return | Relative Strength | Samples |
|---|---|---|---|
| Jan | 2.94% | 10 | |
| Feb | 2.44% | 10 | |
| Mar | 1.12% | 10 | |
| Apr | 3.00% | 10 | |
| May | 3.42% | 10 | |
| Jun | 5.88% | 10 | |
| Jul | 0.01% | 11 | |
| Aug | 4.34% | 10 | |
| Sep | -0.11% | 10 | |
| Oct | 1.10% | 10 | |
| Nov | 4.94% | 10 | |
| Dec | 4.04% | 10 |
StrongestJun (5.88%)
WeakestSep (-0.11%)
Weekday Seasonality (Average Daily Return)
| Bucket | Average Return | Relative Strength | Samples |
|---|---|---|---|
| Mon | 0.04% | 470 | |
| Tue | 0.09% | 518 | |
| Wed | 0.30% | 515 | |
| Thu | 0.06% | 506 | |
| Fri | 0.17% | 504 |
StrongestWed (0.30%)
WeakestMon (0.04%)