MSCI (MSCI) Dividend Capture: 0.39% per event (1.3% annualized)
MSCI
MSCI (MSCI) has touched its pre-ex close within 30 trading days in 90% 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 0.10), meaning ordinary day-to-day noise can easily exceed the dividend itself.
Versus its sector, MSCI 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 15, 2026, with an expected dividend of $2.05.
- Touch rate (30d)
- 90%-5pp vs sector
- Median days-to-touch
- 1din line with sector
- Signal-to-noise
- 0.10-0.21 vs sector
Recovery engine
TL;DR over the most recent 20 events.
- 30-day touch rate
- 90%-5pp vs sector
- Median days-to-touch
- 1din line with sector
- Signal-to-noise (div / ATR)
- 0.10-0.21 vs sector
- Avg gap on ex-date
- -0.42%+0.15pp vs sector
- Win rate at MOC exit
- 45%
- Median drawdown during hold
- -3.89%+0.49pp vs sector
- Best / worst touch (days)
- 1 / 12
Next ex-dividend
Confirmed by company declaration.
- Dividend
- $2.05
- Per-event yield
- 0.39%
- Annualized yield
- 1.33%
- Previously paid
- Feb 13, 2026 ($2.05)
- Last record date
- Feb 13, 2026
- Last payment date
- Feb 27, 2026
How MSCI 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#71of 101
Beats ~30% of peers on this metric
- Median days to touch#1of 101
Beats ~99% of peers on this metric
- Signal-to-noise#93of 101
Beats ~8% of peers on this metric
MSCI 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 MSCI (MSCI). 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 | $2.05 | 0.40% | $522.22 | 1 | yes | yes | -1.81% | +3.49% | |
| Q4 | $1.80 | -0.23% | $573.34 | 1 | yes | yes | -4.07% | -1.67% | |
| Q3 | $1.80 | -0.26% | $565.72 | 1 | yes | yes | -1.89% | +1.93% | |
| Q2 | $1.80 | -0.12% | $575.41 | 1 | yes | yes | -3.30% | -2.60% | |
| Q1 | $1.80 | 0.27% | $572.30 | 1 | yes | yes | -1.85% | +0.53% | |
| Q4 | $1.60 | -1.11% | $606.14 | 9 | no | yes | -4.83% | -2.47% | |
| Q3 | $1.60 | -0.41% | $563.14 | 1 | yes | yes | -1.17% | +1.71% | |
| Q2 | $1.60 | -0.31% | $490.06 | 1 | yes | yes | -1.35% | +0.40% | |
| Q1 | $1.60 | 0.15% | $572.80 | 1 | yes | yes | -4.06% | -0.39% | |
| Q4 | $1.38 | -0.07% | $497.30 | 1 | yes | yes | -0.07% | +5.19% | |
| Q3 | $1.38 | 0.44% | $546.20 | 1 | yes | yes | -6.22% | -4.41% | |
| Q2 | $1.38 | -0.57% | $476.07 | 12 | no | yes | -5.15% | -0.51% | |
| Q1 | $1.38 | -2.40% | $567.06 | >30 | no | no | -10.33% | -8.38% | |
| Q4 | $1.25 | -0.96% | $467.90 | 1 | yes | yes | -1.62% | +8.67% | |
| Q3 | $1.25 | 0.94% | $512.12 | 1 | yes | yes | -9.14% | -2.13% | |
| Q2 | $1.04 | -1.95% | $387.40 | 1 | yes | yes | -2.03% | +6.11% | |
| Q1 | $1.04 | -1.36% | $543.60 | >30 | no | no | -9.83% | -5.40% | |
| Q4 | $1.04 | -0.62% | $652.82 | 4 | yes | yes | -4.71% | +2.24% | |
| Q3 | $1.04 | -0.58% | $624.94 | 1 | yes | yes | -4.90% | -2.22% | |
| Q2 | $0.78 | 0.30% | $460.18 | 1 | yes | yes | -3.73% | -0.47% |
Q1
- Dividend
- $2.05
- Gap %
- 0.40%
- Pre-ex close
- $522.22
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -1.81%
- P&L 5d %
- +3.49%
Q4
- Dividend
- $1.80
- Gap %
- -0.23%
- Pre-ex close
- $573.34
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -4.07%
- P&L 5d %
- -1.67%
Q3
- Dividend
- $1.80
- Gap %
- -0.26%
- Pre-ex close
- $565.72
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -1.89%
- P&L 5d %
- +1.93%
Q2
- Dividend
- $1.80
- Gap %
- -0.12%
- Pre-ex close
- $575.41
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -3.30%
- P&L 5d %
- -2.60%
Q1
- Dividend
- $1.80
- Gap %
- 0.27%
- Pre-ex close
- $572.30
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -1.85%
- P&L 5d %
- +0.53%
Q4
- Dividend
- $1.60
- Gap %
- -1.11%
- Pre-ex close
- $606.14
- High touch (td)
- 9
- Recovered 5d
- no
- Recovered 30d
- yes
- Drawdown
- -4.83%
- P&L 5d %
- -2.47%
Q3
- Dividend
- $1.60
- Gap %
- -0.41%
- Pre-ex close
- $563.14
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -1.17%
- P&L 5d %
- +1.71%
Q2
- Dividend
- $1.60
- Gap %
- -0.31%
- Pre-ex close
- $490.06
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -1.35%
- P&L 5d %
- +0.40%
Q1
- Dividend
- $1.60
- Gap %
- 0.15%
- Pre-ex close
- $572.80
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -4.06%
- P&L 5d %
- -0.39%
Q4
- Dividend
- $1.38
- Gap %
- -0.07%
- Pre-ex close
- $497.30
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -0.07%
- P&L 5d %
- +5.19%
Q3
- Dividend
- $1.38
- Gap %
- 0.44%
- Pre-ex close
- $546.20
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -6.22%
- P&L 5d %
- -4.41%
Q2
- Dividend
- $1.38
- Gap %
- -0.57%
- Pre-ex close
- $476.07
- High touch (td)
- 12
- Recovered 5d
- no
- Recovered 30d
- yes
- Drawdown
- -5.15%
- P&L 5d %
- -0.51%
Q1
- Dividend
- $1.38
- Gap %
- -2.40%
- Pre-ex close
- $567.06
- High touch (td)
- >30
- Recovered 5d
- no
- Recovered 30d
- no
- Drawdown
- -10.33%
- P&L 5d %
- -8.38%
Q4
- Dividend
- $1.25
- Gap %
- -0.96%
- Pre-ex close
- $467.90
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -1.62%
- P&L 5d %
- +8.67%
Q3
- Dividend
- $1.25
- Gap %
- 0.94%
- Pre-ex close
- $512.12
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -9.14%
- P&L 5d %
- -2.13%
Q2
- Dividend
- $1.04
- Gap %
- -1.95%
- Pre-ex close
- $387.40
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -2.03%
- P&L 5d %
- +6.11%
Q1
- Dividend
- $1.04
- Gap %
- -1.36%
- Pre-ex close
- $543.60
- High touch (td)
- >30
- Recovered 5d
- no
- Recovered 30d
- no
- Drawdown
- -9.83%
- P&L 5d %
- -5.40%
Q4
- Dividend
- $1.04
- Gap %
- -0.62%
- Pre-ex close
- $652.82
- High touch (td)
- 4
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -4.71%
- P&L 5d %
- +2.24%
Q3
- Dividend
- $1.04
- Gap %
- -0.58%
- Pre-ex close
- $624.94
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -4.90%
- P&L 5d %
- -2.22%
Q2
- Dividend
- $0.78
- Gap %
- 0.30%
- Pre-ex close
- $460.18
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -3.73%
- P&L 5d %
- -0.47%
MSCI Pre-Ex Touch Time Distribution
- ≤ 1 day1575%
- 2–3 days00%
- 4–5 days15%
- 6–10 days15%
- 11–30 days15%
- 30+210%
75% within 1d · 80% within 5d · 90% within 30d
MSCI Dividend Capture Calculator — After-Tax Yield
Pre-filled with MSCI'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
- $410.00
- After-tax dividend
- $266.50
- Slippage round-trip
- -$104.44
- Net if price returns to pre-ex
- +$162.06
- Required recovery to break even
- 0.00%
- Per-event after-tax yield
- +0.16%
- Annual if all succeed
- ~7.8%
MSCI Dividend Capture Backtest Simulator
Replay every historical MSCI 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 · MSCI (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 |
|---|---|
| +0.17% | |
| +0.17% | |
| +0.16% | |
| -5.40% | |
| +0.27% | |
| +0.24% | |
| +0.27% | |
| -8.38% | |
| -0.51% | |
| +0.25% | |
| +0.28% | |
| +0.28% | |
| +0.33% | |
| +0.28% | |
| -2.47% | |
| +0.31% | |
| +0.31% | |
| +0.32% | |
| +0.31% | |
| +0.39% |
Looking for full price seasonality? See MSCI seasonality →
Frequently asked questions
What is the dividend capture success rate for MSCI?
Across the last 20 ex-dividend events for MSCI (MSCI), the post-ex intraday high reached the pre-ex close within 30 trading days in 90% 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 MSCI to recover its dividend gap?
Historically, MSCI touches its pre-ex close in a median of 1 trading day, with the best case at 1 and the worst case at 12 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 MSCI large enough to capture?
MSCI has a signal-to-noise ratio of 0.10 (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 MSCI?
The next ex-dividend date for MSCI (MSCI) is May 15, 2026, confirmed (declared by the company).
How does MSCI compare to its sector for dividend capture?
Within Financial Services, the median 30-day pre-ex touch rate is 95%. MSCI sits at 90% — at or below the sector benchmark.
Why does MSCI 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.