MSCI dividend capture — median 1d pre-ex touch, 90% /30d touch rate over 20 ex-dates. Next ex-date, event history, after-tax calculator & simulator.
How this company returns cash to shareholders — buybacks, dividends, and stock splits.
How this company returns cash to shareholders — buybacks, dividends, and stock splits.
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 Aug 14, 2026, with an expected dividend of $2.05.
Touch rate (30d)
90%
Median days-to-touch
1d
Signal-to-noise
0.10
TL;DR over the most recent 20 events.
| Metric | Value | vs sector |
|---|---|---|
| 30-day touch rate | 90% | -5pp vs sector |
| Median days-to-touch | 1d | in line with sector |
| Signal-to-noise (div / ATR) | 0.10 | -0.20 vs sector |
| Avg gap on ex-date | -0.43% | +0.15pp vs sector |
| Win rate at MOC exit | 50% | — |
| Median drawdown during hold | -3.68% | +0.73pp vs sector |
| Best / worst touch (days) | 1 / 12 | — |
Confirmed by company declaration.
Dividend
$2.05
Per-event yield
0.36%
Annualized yield
1.38%
Previously paid
May 15, 2026 ($2.05)
Last record date
May 15, 2026
Last payment date
May 29, 2026
Per-event gap on ex-date, the pre-ex close used as the touch target, trading days to first intraday highat 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 | ||||||||
|---|---|---|---|---|---|---|---|---|---|
| Q2 | $2.05 | 0.14% | $569.69 | 1 | yes | yes | -1.97% | +3.67% | |
| 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 | -1.37% | $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% |
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 | 15 | 75% | |
| 2–3 days | 0 | 0% | |
| 4–5 days | 1 | 5% | |
| 6–10 days | 1 | 5% | |
| 11–30 days | 1 | 5% | |
| 30+ | 2 | 10% |
Pre-filled with MSCI'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.
Replay every historical MSCI 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.
Linked to your history table
These backtests use the same ex-dividend rows as Dividend Capture History on this page — 20 events loaded.
Quarter filter is All — every row in the table above is included here. Change quarter below to match the slice you want to stress-test.
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)
-0.61%
Win rate (20 trades)
80%
Cumulative P&L
-12.22%
Buy & hold (same sample)
-5.33%
Best event
+0.39%
Worst event
-8.38%
Cumulative P&L (equity curve)
Vertical axis: cumulative sum of per-event % (same units as the headline cumulative). Hover the line 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% | |
| +0.16% | |
| -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% | |
| +0.36% |
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.
Deep-dives across the income statement, cash flow, capital return, and valuation
How this company returns cash to shareholders — buybacks, dividends, and stock splits.
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