What is the dividend capture success rate for FRT?

Across the last 20 ex-dividend events for Federal Realty Investment Trust (FRT), the post-ex intraday high reached the pre-ex close within 30 trading days in 80% of cases, with a median time-to-touch of 2 trading days. 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 FRT to recover its dividend gap?

Historically, FRT touches its pre-ex close in a median of 2 trading days, with the best case at 1 and the worst case at 18 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 FRT large enough to capture?

FRT has a signal-to-noise ratio of 0.56 (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 FRT?

The next ex-dividend date for Federal Realty Investment Trust (FRT) is Jul 1, 2026, confirmed (declared by the company).

How does FRT compare to its sector for dividend capture?

Within Real Estate, the median 30-day pre-ex touch rate is 95%. FRT sits at 80% — at or below the sector benchmark.

Why does FRT 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.

Federal Realty Investment Trust (FRT) Dividend Capture: 1.06% per event (3.9% annualized)

Updated May 6, 202620 eventshigh

Federal Realty Investment Trust

FRT

Federal Realty Investment Trust (FRT) has touched its pre-ex close within 30 trading days in 80% of the last 20 ex-dividend events, with a median time-to-touch of 2 trading days (limit-order recovery basis). The dividend is below the typical daily price swing (signal-to-noise 0.56), meaning ordinary day-to-day noise can easily exceed the dividend itself.

Versus its sector, FRT sits noticeably below the Real Estate sector benchmark of 95%. The sector median time-to-touch is 1 trading day, so this ticker touches more slowly than peers.

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 Jul 1, 2026, with an expected dividend of $1.13.

Touch rate (30d): 80%-15pp vs sector
Median days-to-touch: 2din line with sector
Signal-to-noise: 0.56+0.12 vs sector

Recovery engine

TL;DR over the most recent 20 events.

30-day touch rate: 80%
-15pp vs sector
Median days-to-touch: 2d
in line with sector
Signal-to-noise (div / ATR): 0.56
+0.12 vs sector
Avg gap on ex-date: -0.89%
in line with sector
Win rate at MOC exit: 50%
Median drawdown during hold: -4.74%
in line with sector
Best / worst touch (days): 1 / 18

Next ex-dividend

Confirmed by company declaration.

Jul 1, 2026in 55 days

Dividend: $1.13
Per-event yield: 1.06%
Annualized yield: 3.92%
Previously paid: Apr 1, 2026 ($1.13)
Last record date: Apr 1, 2026
Last payment date: Apr 15, 2026

How FRT ranks in Real Estate

Compared with other stocks in this sector that pass our capture-quality filter (35 tickers). Lower rank number is better on every metric below.

Full sector ranking

30-day touch rate
#31of 35
Beats ~11% of peers on this metric
Median days to touch
#25of 35
Beats ~29% of peers on this metric
Signal-to-noise
#6of 35
Beats ~83% of peers on this metric

FRT 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 Federal Realty Investment Trust (FRT). For a stricter close-at-bell exit timeline, use the simulator below (MOC mode). td = trading days from ex-date.

						Recovered 5d	Recovered 30d
Apr 1, 2026	Q2	$1.13	-1.79%	$106.21	1	yes	yes	-1.79%	+2.17%
Jan 2, 2026	Q1	$1.13	-1.44%	$100.80	3	yes	yes	-2.45%	+1.95%
Oct 1, 2025	Q4	$1.13	-1.39%	$101.31	18	no	yes	-5.66%	-2.60%
Jul 1, 2025	Q3	$1.10	-1.44%	$94.99	1	yes	yes	-2.47%	+0.79%
Apr 1, 2025	Q2	$1.10	-0.91%	$97.82	2	yes	yes	-17.55%	-13.45%
Jan 2, 2025	Q1	$1.10	-1.19%	$111.95	>30	no	no	-9.49%	-8.22%
Oct 1, 2024	Q4	$1.10	-0.60%	$114.97	17	no	yes	-4.84%	-3.67%
Jun 21, 2024	Q2	$1.09	-0.60%	$101.00	2	yes	yes	-2.84%	+1.05%
Mar 12, 2024	Q1	$1.09	-1.22%	$102.76	13	no	yes	-4.75%	-1.95%
Dec 29, 2023	Q4	$1.09	-1.26%	$105.33	>30	no	no	-5.05%	-1.81%
Sep 21, 2023	Q3	$1.09	-1.81%	$97.58	>30	no	no	-11.88%	-5.44%
Jun 21, 2023	Q2	$1.08	-1.54%	$94.25	5	yes	yes	-4.72%	+1.28%
Mar 10, 2023	Q1	$1.08	-1.20%	$102.41	>30	no	no	-11.62%	-9.23%
Dec 30, 2022	Q4	$1.08	-1.37%	$102.23	2	yes	yes	-2.23%	+1.71%
Sep 21, 2022	Q3	$1.08	-0.45%	$96.28	1	yes	yes	-10.23%	-4.55%
Jun 21, 2022	Q2	$1.07	1.22%	$94.71	1	yes	yes	-2.84%	+4.90%
Mar 15, 2022	Q1	$1.07	-0.15%	$116.34	1	yes	yes	-1.43%	+2.88%
Dec 31, 2021	Q4	$1.07	-0.63%	$137.12	1	yes	yes	-4.79%	-1.23%
Sep 21, 2021	Q3	$1.07	0.18%	$117.93	1	yes	yes	-1.03%	+1.93%
Jun 21, 2021	Q2	$1.06	-0.29%	$117.29	1	yes	yes	-0.88%	+0.85%

Ex-date Apr 1, 2026Q2
Dividend
$1.13
Gap %
-1.79%
Pre-ex close
$106.21
High touch (td)
1
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-1.79%
P&L 5d %
+2.17%
Ex-date Jan 2, 2026Q1
Dividend
$1.13
Gap %
-1.44%
Pre-ex close
$100.80
High touch (td)
3
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-2.45%
P&L 5d %
+1.95%
Ex-date Oct 1, 2025Q4
Dividend
$1.13
Gap %
-1.39%
Pre-ex close
$101.31
High touch (td)
18
Recovered 5d
no
Recovered 30d
yes
Drawdown
-5.66%
P&L 5d %
-2.60%
Ex-date Jul 1, 2025Q3
Dividend
$1.10
Gap %
-1.44%
Pre-ex close
$94.99
High touch (td)
1
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-2.47%
P&L 5d %
+0.79%
Ex-date Apr 1, 2025Q2
Dividend
$1.10
Gap %
-0.91%
Pre-ex close
$97.82
High touch (td)
2
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-17.55%
P&L 5d %
-13.45%
Ex-date Jan 2, 2025Q1
Dividend
$1.10
Gap %
-1.19%
Pre-ex close
$111.95
High touch (td)
>30
Recovered 5d
no
Recovered 30d
no
Drawdown
-9.49%
P&L 5d %
-8.22%
Ex-date Oct 1, 2024Q4
Dividend
$1.10
Gap %
-0.60%
Pre-ex close
$114.97
High touch (td)
17
Recovered 5d
no
Recovered 30d
yes
Drawdown
-4.84%
P&L 5d %
-3.67%
Ex-date Jun 21, 2024Q2
Dividend
$1.09
Gap %
-0.60%
Pre-ex close
$101.00
High touch (td)
2
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-2.84%
P&L 5d %
+1.05%
Ex-date Mar 12, 2024Q1
Dividend
$1.09
Gap %
-1.22%
Pre-ex close
$102.76
High touch (td)
13
Recovered 5d
no
Recovered 30d
yes
Drawdown
-4.75%
P&L 5d %
-1.95%
Ex-date Dec 29, 2023Q4
Dividend
$1.09
Gap %
-1.26%
Pre-ex close
$105.33
High touch (td)
>30
Recovered 5d
no
Recovered 30d
no
Drawdown
-5.05%
P&L 5d %
-1.81%
Ex-date Sep 21, 2023Q3
Dividend
$1.09
Gap %
-1.81%
Pre-ex close
$97.58
High touch (td)
>30
Recovered 5d
no
Recovered 30d
no
Drawdown
-11.88%
P&L 5d %
-5.44%
Ex-date Jun 21, 2023Q2
Dividend
$1.08
Gap %
-1.54%
Pre-ex close
$94.25
High touch (td)
5
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-4.72%
P&L 5d %
+1.28%
Ex-date Mar 10, 2023Q1
Dividend
$1.08
Gap %
-1.20%
Pre-ex close
$102.41
High touch (td)
>30
Recovered 5d
no
Recovered 30d
no
Drawdown
-11.62%
P&L 5d %
-9.23%
Ex-date Dec 30, 2022Q4
Dividend
$1.08
Gap %
-1.37%
Pre-ex close
$102.23
High touch (td)
2
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-2.23%
P&L 5d %
+1.71%
Ex-date Sep 21, 2022Q3
Dividend
$1.08
Gap %
-0.45%
Pre-ex close
$96.28
High touch (td)
1
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-10.23%
P&L 5d %
-4.55%
Ex-date Jun 21, 2022Q2
Dividend
$1.07
Gap %
1.22%
Pre-ex close
$94.71
High touch (td)
1
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-2.84%
P&L 5d %
+4.90%
Ex-date Mar 15, 2022Q1
Dividend
$1.07
Gap %
-0.15%
Pre-ex close
$116.34
High touch (td)
1
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-1.43%
P&L 5d %
+2.88%
Ex-date Dec 31, 2021Q4
Dividend
$1.07
Gap %
-0.63%
Pre-ex close
$137.12
High touch (td)
1
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-4.79%
P&L 5d %
-1.23%
Ex-date Sep 21, 2021Q3
Dividend
$1.07
Gap %
0.18%
Pre-ex close
$117.93
High touch (td)
1
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-1.03%
P&L 5d %
+1.93%
Ex-date Jun 21, 2021Q2
Dividend
$1.06
Gap %
-0.29%
Pre-ex close
$117.29
High touch (td)
1
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-0.88%
P&L 5d %
+0.85%

FRT Pre-Ex Touch Time Distribution

20 events analyzedHigh touched pre-ex within 5 trading days: 65% (13 events)

≤ 1 day
840%
2–3 days
420%
4–5 days
15%
6–10 days
00%
11–30 days
315%
30+
420%

40% within 1d · 65% within 5d · 80% within 30d

FRT Dividend Capture Calculator — After-Tax Yield

Pre-filled with FRT's next expected dividend and recent close. Adjust tax rate, holding period and slippage to estimate after-tax capture yield.

FRT dividend ($)FRT price ($)SharesHold (days)Tax %?Slippage % per leg

Slippage preset

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.

Display

Gross dividend: $226.00
After-tax dividend: $146.90
Slippage round-trip: -$21.24
Net if price returns to pre-ex: +$125.66
Required recovery to break even: 0.00%
Per-event after-tax yield: +0.59%
Annual if all succeed: ~29.8%

Scenariosbase rate 80%

Best (limit fills)+$125.66

Average (base rate)+$80.46

Worst (no recovery)$100.34

Open in full calculator →

FRT Dividend Capture Backtest Simulator

Replay every historical FRT 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.

Limit window:Quarter:

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).

Avg P&L per trade(20 events)-0.97%

Win rate (20 trades)

65%

Cumulative P&L

-19.40%Sum of per-event % (not compounded)

Buy & hold (same sample)

+9.02%Span: Jun 21, 2021 → Apr 1, 2026 · long-horizon total return vs repeating capture cycles

Best event

Jul 1, 2025+1.16%

Worst event

Mar 10, 2023-9.23%

Cumulative P&L (equity curve)

Vertical axis: cumulative sum of per-event % (same units as the headline cumulative). Hover dots for exact values.

Jun 21, 2021Apr 1, 2026

Per-event P&L distribution

20 trades in this sample · bar height ∝ count in each bucket (gross % per event).

<-3%

-3..-1%

-1..0%

0..1%

1..3%

>3%

Scenario P&L by event · FRT (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
Jun 21, 2021	+0.90%
Sep 21, 2021	+0.91%
Dec 31, 2021	+0.78%
Mar 15, 2022	+0.92%
Jun 21, 2022	+1.13%
Sep 21, 2022	+1.12%
Dec 30, 2022	+1.06%
Mar 10, 2023	-9.23%
Jun 21, 2023	+1.15%
Sep 21, 2023	-5.44%
Dec 29, 2023	-1.81%
Mar 12, 2024	-1.95%
Jun 21, 2024	+1.08%
Oct 1, 2024	-3.67%
Jan 2, 2025	-8.22%
Apr 1, 2025	+1.12%
Jul 1, 2025	+1.16%
Oct 1, 2025	-2.60%
Jan 2, 2026	+1.12%
Apr 1, 2026	+1.06%

Looking for full price seasonality? See FRT seasonality →

Frequently asked questions

What is the dividend capture success rate for FRT?: Across the last 20 ex-dividend events for Federal Realty Investment Trust (FRT), the post-ex intraday high reached the pre-ex close within 30 trading days in 80% of cases, with a median time-to-touch of 2 trading days. 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 FRT to recover its dividend gap?: Historically, FRT touches its pre-ex close in a median of 2 trading days, with the best case at 1 and the worst case at 18 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 FRT large enough to capture?: FRT has a signal-to-noise ratio of 0.56 (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 FRT?: The next ex-dividend date for Federal Realty Investment Trust (FRT) is Jul 1, 2026, confirmed (declared by the company).
How does FRT compare to its sector for dividend capture?: Within Real Estate, the median 30-day pre-ex touch rate is 95%. FRT sits at 80% — at or below the sector benchmark.
Why does FRT 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.