FactSet (FDS) Dividend Capture: 0.54% per event (2.0% annualized)
FDS
FactSet (FDS) has touched its pre-ex close within 30 trading days in 95% 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 0.12), meaning ordinary day-to-day noise can easily exceed the dividend itself.
Versus its sector, FDS sits roughly in line with the Financial Services 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 May 29, 2026, with an expected dividend of $1.16.
- Touch rate (30d)
- 95%in line with sector
- Median days-to-touch
- 1din line with sector
- Signal-to-noise
- 0.12-0.18 vs sector
Recovery engine
TL;DR over the most recent 20 events.
- 30-day touch rate
- 95%in line with sector
- Median days-to-touch
- 1din line with sector
- Signal-to-noise (div / ATR)
- 0.12-0.18 vs sector
- Avg gap on ex-date
- -0.03%+0.54pp vs sector
- Win rate at MOC exit
- 65%
- Median drawdown during hold
- -3.04%+1.35pp vs sector
- Best / worst touch (days)
- 1 / 6
Next ex-dividend
Confirmed by company declaration.
- Dividend
- $1.16
- Per-event yield
- 0.54%
- Annualized yield
- 2.03%
- Previously paid
- Feb 27, 2026 ($1.10)
- Last record date
- Feb 27, 2026
- Last payment date
- Mar 19, 2026
How FDS ranks in Financial Services
Compared with other stocks in this sector that pass our capture-quality filter (101 tickers). Lower rank number is better on every metric below.
- 30-day touch rate#31of 101
Beats ~69% of peers on this metric
- Median days to touch#1of 101
Beats ~99% of peers on this metric
- Signal-to-noise#90of 101
Beats ~11% of peers on this metric
FDS 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 FactSet (FDS). 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 | $1.10 | -1.52% | $214.27 | 1 | yes | yes | -5.75% | +5.93% | |
| Q4 | $1.10 | 0.48% | $277.41 | 1 | yes | yes | -1.59% | +5.16% | |
| Q3 | $1.10 | -0.24% | $375.77 | 6 | no | yes | -3.98% | +0.18% | |
| Q2 | $1.10 | -0.25% | $465.57 | >30 | no | no | -9.79% | -6.90% | |
| Q1 | $1.04 | 0.37% | $454.71 | 1 | yes | yes | -6.84% | -2.85% | |
| Q4 | $1.04 | 0.16% | $489.50 | 1 | yes | yes | -3.06% | -1.73% | |
| Q3 | $1.04 | -0.03% | $417.63 | 1 | yes | yes | -0.66% | +2.95% | |
| Q2 | $1.04 | -0.19% | $406.49 | 5 | yes | yes | -3.60% | +1.10% | |
| Q1 | $0.98 | -0.29% | $461.54 | 1 | yes | yes | -0.97% | +0.95% | |
| Q4 | $0.98 | 0.16% | $456.54 | 1 | yes | yes | -3.84% | -2.63% | |
| Q3 | $0.98 | -0.31% | $430.81 | 1 | yes | yes | -2.36% | +0.25% | |
| Q2 | $0.98 | -0.08% | $388.44 | 1 | yes | yes | -1.93% | +2.61% | |
| Q1 | $0.89 | 0.76% | $421.39 | 1 | yes | yes | -6.58% | -0.52% | |
| Q4 | $0.89 | -0.31% | $452.35 | 1 | yes | yes | -1.62% | +0.59% | |
| Q3 | $0.89 | -0.22% | $441.35 | 1 | yes | yes | -3.02% | +0.98% | |
| Q2 | $0.89 | 0.45% | $378.85 | 1 | yes | yes | -4.50% | -0.04% | |
| Q1 | $0.82 | 0.31% | $392.82 | 1 | yes | yes | -0.51% | +5.36% | |
| Q4 | $0.82 | 0.61% | $458.49 | 1 | yes | yes | -1.35% | +0.46% | |
| Q3 | $0.82 | -0.28% | $376.58 | 1 | yes | yes | -0.33% | +1.77% | |
| Q2 | $0.82 | -0.26% | $331.51 | 1 | yes | yes | -3.58% | -1.59% |
Q1
- Dividend
- $1.10
- Gap %
- -1.52%
- Pre-ex close
- $214.27
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -5.75%
- P&L 5d %
- +5.93%
Q4
- Dividend
- $1.10
- Gap %
- 0.48%
- Pre-ex close
- $277.41
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -1.59%
- P&L 5d %
- +5.16%
Q3
- Dividend
- $1.10
- Gap %
- -0.24%
- Pre-ex close
- $375.77
- High touch (td)
- 6
- Recovered 5d
- no
- Recovered 30d
- yes
- Drawdown
- -3.98%
- P&L 5d %
- +0.18%
Q2
- Dividend
- $1.10
- Gap %
- -0.25%
- Pre-ex close
- $465.57
- High touch (td)
- >30
- Recovered 5d
- no
- Recovered 30d
- no
- Drawdown
- -9.79%
- P&L 5d %
- -6.90%
Q1
- Dividend
- $1.04
- Gap %
- 0.37%
- Pre-ex close
- $454.71
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -6.84%
- P&L 5d %
- -2.85%
Q4
- Dividend
- $1.04
- Gap %
- 0.16%
- Pre-ex close
- $489.50
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -3.06%
- P&L 5d %
- -1.73%
Q3
- Dividend
- $1.04
- Gap %
- -0.03%
- Pre-ex close
- $417.63
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -0.66%
- P&L 5d %
- +2.95%
Q2
- Dividend
- $1.04
- Gap %
- -0.19%
- Pre-ex close
- $406.49
- High touch (td)
- 5
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -3.60%
- P&L 5d %
- +1.10%
Q1
- Dividend
- $0.98
- Gap %
- -0.29%
- Pre-ex close
- $461.54
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -0.97%
- P&L 5d %
- +0.95%
Q4
- Dividend
- $0.98
- Gap %
- 0.16%
- Pre-ex close
- $456.54
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -3.84%
- P&L 5d %
- -2.63%
Q3
- Dividend
- $0.98
- Gap %
- -0.31%
- Pre-ex close
- $430.81
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -2.36%
- P&L 5d %
- +0.25%
Q2
- Dividend
- $0.98
- Gap %
- -0.08%
- Pre-ex close
- $388.44
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -1.93%
- P&L 5d %
- +2.61%
Q1
- Dividend
- $0.89
- Gap %
- 0.76%
- Pre-ex close
- $421.39
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -6.58%
- P&L 5d %
- -0.52%
Q4
- Dividend
- $0.89
- Gap %
- -0.31%
- Pre-ex close
- $452.35
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -1.62%
- P&L 5d %
- +0.59%
Q3
- Dividend
- $0.89
- Gap %
- -0.22%
- Pre-ex close
- $441.35
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -3.02%
- P&L 5d %
- +0.98%
Q2
- Dividend
- $0.89
- Gap %
- 0.45%
- Pre-ex close
- $378.85
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -4.50%
- P&L 5d %
- -0.04%
Q1
- Dividend
- $0.82
- Gap %
- 0.31%
- Pre-ex close
- $392.82
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -0.51%
- P&L 5d %
- +5.36%
Q4
- Dividend
- $0.82
- Gap %
- 0.61%
- Pre-ex close
- $458.49
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -1.35%
- P&L 5d %
- +0.46%
Q3
- Dividend
- $0.82
- Gap %
- -0.28%
- Pre-ex close
- $376.58
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -0.33%
- P&L 5d %
- +1.77%
Q2
- Dividend
- $0.82
- Gap %
- -0.26%
- Pre-ex close
- $331.51
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -3.58%
- P&L 5d %
- -1.59%
FDS Pre-Ex Touch Time Distribution
- ≤ 1 day1785%
- 2–3 days00%
- 4–5 days15%
- 6–10 days15%
- 11–30 days00%
- 30+15%
85% within 1d · 90% within 5d · 95% within 30d
FDS Dividend Capture Calculator — After-Tax Yield
Pre-filled with FDS's next expected dividend and recent close. Adjust tax rate, holding period and slippage to estimate after-tax capture yield.
Holding shorter than the IRS 61-day rule disqualifies the dividend from “qualified” status — it is taxed as ordinary income at your marginal rate. Adjust Tax % accordingly.
- Gross dividend
- $232.00
- After-tax dividend
- $150.80
- Slippage round-trip
- -$42.85
- Net if price returns to pre-ex
- +$107.95
- Required recovery to break even
- 0.00%
- Per-event after-tax yield
- +0.25%
- Annual if all succeed
- ~12.7%
FDS Dividend Capture Backtest Simulator
Replay every historical FDS ex-dividend with two exit strategies: a GTC limit-order at the pre-ex close (limit-order P&L on first intraday touch), or hold for N days and exit at MOC. Pick the window and quarter filter that matches your plan and see realized P&L per event.
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 · FDS (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 |
|---|---|
| +0.25% | |
| +0.22% | |
| +0.18% | |
| +0.21% | |
| +0.23% | |
| +0.20% | |
| +0.20% | |
| +0.21% | |
| +0.25% | |
| +0.23% | |
| +0.21% | |
| +0.21% | |
| +0.26% | |
| +0.25% | |
| +0.21% | |
| +0.23% | |
| -6.90% | |
| +0.18% | |
| +0.40% | |
| +0.51% |
Looking for full price seasonality? See FDS seasonality →
Frequently asked questions
What is the dividend capture success rate for FDS?
Across the last 20 ex-dividend events for FactSet (FDS), the post-ex intraday high reached the pre-ex close within 30 trading days in 95% of cases, with a median time-to-touch of 1 trading day. We measure recovery via intraday high because that is when a GTC limit-order at the pre-ex close would actually fill, ending the trade at break-even with the dividend pocketed.
How long does it take FDS to recover its dividend gap?
Historically, FDS touches its pre-ex close in a median of 1 trading day, with the best case at 1 and the worst case at 6 trading days within our 30-day measurement window. A stricter close-based recovery (mark-to-MOC) is also computed in the database; explore it with the per-ticker simulator’s “Hold N days, exit MOC” mode rather than in the event table.
Is the dividend on FDS large enough to capture?
FDS has a signal-to-noise ratio of 0.12 (dividend / 14-day ATR). Values above 1.0 indicate the dividend is larger than the typical daily price swing, making capture trades more viable; below 0.5 means typical daily noise can easily wipe out the gain.
When is the next ex-dividend date for FDS?
The next ex-dividend date for FactSet (FDS) is May 29, 2026, confirmed (declared by the company).
How does FDS compare to its sector for dividend capture?
Within Financial Services, the median 30-day pre-ex touch rate is 95%. FDS sits at 95% — at or below the sector benchmark.
Why does FDS dividend capture measure recovery via intraday high, not close?
A realistic capture trade exits via a GTC limit-order at the pre-ex close: the moment the post-ex intraday high touches that level, the order fills and the trader pockets the dividend at break-even. Measuring recovery via close is stricter (mark-to-MOC); we expose that path in the per-ticker simulator as the "Hold N days, exit MOC" mode. The high-based primary metric directly answers the trader-facing question "would my limit have filled?" — close-based answers "would I have been flat at the bell?".
How are dividend capture trades taxed in the US?
Holding period matters. Dividends are "qualified" (taxed at the long-term capital gains rate, 0/15/20%) only when the underlying shares are held for more than 60 days during the 121-day window centered on the ex-dividend date. Dividend capture trades typically hold less than 61 days, so the dividend is taxed at your ordinary income bracket. Always consult a qualified tax advisor.
What are the main risks of a dividend capture strategy?
Three structural risks: (1) the share price may not recover the gap within your holding window; (2) ordinary-income tax can consume the after-tax yield; (3) transaction costs and bid/ask slippage can wipe out small dividends. Historical statistics measure base rates; they do not guarantee any single trade will work.