AvalonBay Communities (AVB) has touched its pre-ex close within 30 trading days in 100% of the last 20 ex-dividend events, with a median time-to-touch of 1 trading day (limit-order recovery basis). The dividend is below the typical daily price swing (signal-to-noise 0.45), meaning ordinary day-to-day noise can easily exceed the dividend itself.
Versus its sector, AVB sits roughly in line with the Real Estate sector benchmark of 95%. The sector median time-to-touch is 1 trading day, matching the peer pace.
Historical base rates are not predictions; transaction costs, slippage, and ordinary-income tax on short holding periods can materially reduce realized profit. The next confirmed ex-dividend date is Jun 30, 2026, with an expected dividend of $1.78.
- Touch rate (30d)
- 100%+5pp vs sector
- Median days-to-touch
- 1din line with sector
- Signal-to-noise
- 0.45in line with sector
Recovery engine
TL;DR over the most recent 20 events.
| Metric | Value | vs sector |
|---|---|---|
| 30-day touch rate | 100% | +5pp vs sector |
| Median days-to-touch | 1d | in line with sector |
| Signal-to-noise (div / ATR) | 0.45 | in line with sector |
| Avg gap on ex-date | -0.58% | +0.30pp vs sector |
| Win rate at MOC exit | 45% | — |
| Median drawdown during hold | -3.44% | +1.27pp vs sector |
| Best / worst touch (days) | 1 / 16 | — |
Next ex-dividend
Confirmed by company declaration.
| Dividend | $1.78 |
| Per-event yield | 1.10% |
| Annualized yield | 3.98% |
| Previously paid | Mar 31, 2026 ($1.78) |
| Last record date | Mar 31, 2026 |
| Last payment date | Apr 15, 2026 |
AVB Dividend Capture History — Last 20 Ex-Dividend Events
Per-event gap on ex-date, the pre-ex close used as the touch target, trading days to first intraday high at or above that level, plus 5/30-day touch flags, drawdown and 5-day P&L for AvalonBay Communities (AVB). For a stricter close-at-bell exit timeline, use the simulator below (MOC mode). td = trading days from ex-date.
| Recovered 5d | Recovered 30d | ||||||||
|---|---|---|---|---|---|---|---|---|---|
| Q1 | $1.78 | 0.20% | $161.56 | 1 | yes | yes | -0.90% | +5.40% | |
| Q4 | $1.75 | -0.88% | $185.00 | 5 | yes | yes | -5.41% | +0.45% | |
| Q3 | $1.75 | -0.90% | $193.56 | 2 | yes | yes | -5.11% | -2.22% | |
| Q2 | $1.75 | -0.84% | $204.38 | 2 | yes | yes | -2.50% | -0.57% | |
| Q1 | $1.75 | -0.18% | $213.58 | 1 | yes | yes | -15.54% | -10.78% | |
| Q4 | $1.70 | 0.17% | $219.79 | 1 | yes | yes | -4.76% | -2.60% | |
| Q3 | $1.70 | -0.99% | $225.23 | 1 | yes | yes | -4.06% | -2.46% | |
| Q2 | $1.70 | -0.12% | $206.30 | 1 | yes | yes | -2.95% | -0.72% | |
| Q1 | $1.70 | 0.14% | $180.67 | 1 | yes | yes | -1.31% | +0.66% | |
| Q4 | $1.65 | -1.16% | $189.49 | 1 | yes | yes | -4.20% | -2.73% | |
| Q3 | $1.65 | -0.65% | $172.44 | 1 | yes | yes | -3.94% | -0.31% | |
| Q2 | $1.65 | -1.03% | $186.76 | 1 | yes | yes | -1.46% | +3.19% | |
| Q1 | $1.65 | 0.20% | $162.20 | 1 | yes | yes | 0.04% | +4.71% | |
| Q4 | $1.59 | -0.06% | $161.08 | 1 | yes | yes | -2.10% | +2.57% | |
| Q3 | $1.59 | -1.83% | $186.41 | 3 | yes | yes | -8.87% | -3.86% | |
| Q2 | $1.59 | -1.10% | $197.06 | 2 | yes | yes | -4.99% | -1.46% | |
| Q1 | $1.59 | -0.99% | $258.26 | 16 | no | yes | -5.32% | -0.67% | |
| Q4 | $1.59 | -0.61% | $252.55 | 1 | yes | yes | -2.87% | +0.38% | |
| Q4 | $1.59 | 0.09% | $221.64 | 1 | yes | yes | -1.29% | +1.71% | |
| Q2 | $1.59 | -1.00% | $212.38 | 1 | yes | yes | -2.10% | +2.33% |
- +5.40%
- +0.45%
- -2.22%
- -0.57%
- -10.78%
- -2.60%
- -2.46%
- -0.72%
- +0.66%
- -2.73%
- -0.31%
- +3.19%
- +4.71%
- +2.57%
- -3.86%
- -1.46%
- -0.67%
- +0.38%
- +1.71%
- +2.33%
AVB Pre-Ex Touch Time Distribution
First trading session whose intraday high reached the pre-ex close within the 30-day measurement window. td = trading days from ex-date.
| Touch window | Distribution | Count | Share |
|---|---|---|---|
| ≤ 1 day | 14 | 70% | |
| 2–3 days | 4 | 20% | |
| 4–5 days | 1 | 5% | |
| 6–10 days | 0 | 0% | |
| 11–30 days | 1 | 5% | |
| 30+ | 0 | 0% |
AVB Dividend Capture Calculator — After-Tax Yield
Pre-filled with AVB's next expected dividend and recent close. Adjust tax rate, holding period and slippage to estimate after-tax capture yield.
U.S. ordinary-income rate (22-37%) applies on holds shorter than 61 days. Hold longer to qualify for the 0/15/20% qualified-dividend rate.
- Gross dividend
- $356.00
- After-tax dividend
- $231.40
- Slippage round-trip
- -$32.31
- Net if price returns to pre-ex
- +$199.09
- Required recovery to break even
- 0.00%
- Per-event after-tax yield
- +0.62%
- Annual if all succeed
- ~31.1%
AVB Dividend Capture Backtest Simulator
Replay every historical AVB ex-dividend with two exit strategies: a GTC limit-order at the pre-ex close, or hold for N days and exit at MOC. Pick the window and quarter filter that matches your plan.
Sell back at the pre-ex close on the first intraday touch within the window. If it never touches, exit at MOC after the window expires (stop-loss).
Figures are gross — before tax, commissions, and slippage. Percents are per-event return on capital at entry (pre-ex close).
Cumulative P&L (equity curve)
Vertical axis: cumulative sum of per-event % (same units as the headline cumulative). Hover dots for exact values.
Per-event P&L distribution
20 trades in this sample · bar height ∝ count in each bucket (gross % per event).
Scenario P&L by event · AVB (20)
Scenario P&L — updates with exit mode, window, and quarter. History adds gap, touch, drawdown, and a fixed P&L 5d % (MOC). Same per-row % as that column only for MOC + 5d on the same rows. Oldest → newest, gross pre-ex close basis.
| Ex-date | P&L |
|---|---|
| +0.75% | |
| +0.72% | |
| +0.63% | |
| -0.67% | |
| +0.81% | |
| +0.85% | |
| +0.99% | |
| +1.02% | |
| +0.88% | |
| +0.96% | |
| +0.87% | |
| +0.94% | |
| +0.82% | |
| +0.75% | |
| +0.77% | |
| +0.82% | |
| +0.86% | |
| +0.90% | |
| +0.95% | |
| +1.10% |
Results are illustrative only and are not financial advice. Capture simulations use historical prices and simplified costs and tax assumptions. Actual fills, borrow fees, and market rules vary. Consult a qualified advisor before trading.