Manager SkillAllocatorsExamplesEvidenceAnalyst
Checking session...
RiskModels / Stocks / LLY

LLY (LLY)

Daily ERM3 factor decomposition: how much of LLY's variance is explained by the market, its sector, and its subsector — and the ETF notionals that would neutralize each layer.

Price
$1197.53
Market cap
$1.13T
23-day vol
35.3%
Sector proxy
XLV
Subsector proxy
XPH

Risk DNA

43% of LLY's variance is systematic (explainable by market, sector, and subsector factors); the rest is stock-specific.

Market 1.4%Sector 42.5%Subsector 0.0%Stock-specific 56.1%

ETF hedge ratios

Dollars of ETF to short per $1 of LLY held — executable hedge weights, not regression betas. L1 hedges market only; L3 adds sector and subsector layers.

LevelMarket (SPY)Sector (XLV)Subsector (XPH)Explained risk
L1$-0.38——1.4%
L2$0.05$-1.38—44.2%
L3$0.12$-1.32$-0.1143.4%

Data as of July 28, 2026. Updated daily from the ERM3 pipeline.

Go deeper on LLY

Ask the AI risk analyst for LLY's full history, peer comparison, or how it changes your portfolio's risk.

Ask the analyst about LLYAnalyze your portfolio

Local-First Data Policy — Your holdings are resolved locally against our Security Master. Data never leaves your machine.

The Engine
  • Developers
  • API
  • SDK
  • CLI
The Science
  • What's inside
  • Artifact gallery
  • Methodology wiki
  • Glossary
  • ERM3 overview
  • SEC Filing Calendar
Infrastructure
  • About
  • Support
  • FAQ
  • Privacy
  • Terms
RiskModelsResearch/Workspace/API

© 2026 RiskModels · Blue Water Macro Corp.|System Status:Operational|Holdings-based. Evidence, not opinion.

Informational use only — not investment advice. Blue Water Macro Corp.