PepsiCo (PEP) has touched its pre-ex close within 30 trading days in 95% of the last 19 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 0.49), meaning ordinary day-to-day noise can easily exceed the dividend itself.
Versus its sector, PEP sits roughly in line with the Consumer Defensive 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 ex-dividend date is estimated at Sep 4, 2026 (±0 days), based on the historical pattern; the company has not yet declared a dividend.
- Touch rate (30d)
- 95%in line with sector
- Median days-to-touch
- 1din line with sector
- Signal-to-noise
- 0.49+0.11 vs sector
Recovery engine
TL;DR over the most recent 19 events.
| Metric | Value | vs sector |
|---|---|---|
| 30-day touch rate | 95% | in line with sector |
| Median days-to-touch | 1d | in line with sector |
| Signal-to-noise (div / ATR) | 0.49 | +0.11 vs sector |
| Avg gap on ex-date | -0.64% | in line with sector |
| Win rate at MOC exit | 45% | — |
| Median drawdown during hold | -3.05% | +1.06pp vs sector |
| Best / worst touch (days) | 1 / 29 | — |
Next ex-dividend
Estimated from historical pattern ±0 days.
| Dividend | $1.48 |
| Per-event yield | 0.92% |
| Annualized yield | 4.05% |
| Previously paid | Mar 6, 2026 ($1.42) |
| Last record date | Mar 6, 2026 |
| Last payment date | Mar 31, 2026 |
PEP 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 PepsiCo (PEP). 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 | $1.42 | -1.52% | $160.70 | 2 | yes | yes | -5.00% | +0.37% | |
| Q4 | $1.42 | -0.88% | $146.91 | 3 | yes | yes | -2.04% | +3.51% | |
| Q3 | $1.42 | -0.61% | $146.89 | 1 | yes | yes | -4.75% | -1.32% | |
| Q2 | $1.42 | -0.66% | $131.11 | 3 | yes | yes | -1.92% | +0.89% | |
| Q1 | $1.35 | -0.88% | $154.61 | 1 | yes | yes | -5.24% | -3.02% | |
| Q4 | $1.35 | -0.71% | $160.49 | 1 | yes | yes | -5.66% | -0.73% | |
| Q3 | $1.35 | -1.04% | $179.30 | 7 | no | yes | -2.98% | -0.33% | |
| Q2 | $1.35 | -0.98% | $173.20 | >30 | no | no | -6.73% | -4.64% | |
| Q1 | $1.26 | -0.49% | $167.03 | 13 | no | yes | -3.13% | -1.59% | |
| Q4 | $1.26 | -0.63% | $167.16 | 1 | yes | yes | -1.40% | +0.94% | |
| Q3 | $1.26 | -0.96% | $181.08 | 10 | no | yes | -4.20% | -1.96% | |
| Q2 | $1.26 | 0.04% | $182.35 | 1 | yes | yes | -1.66% | +0.56% | |
| Q1 | $1.15 | -0.48% | $171.33 | 1 | yes | yes | -0.90% | +0.95% | |
| Q4 | $1.15 | -0.02% | $185.51 | 1 | yes | yes | -2.60% | -0.31% | |
| Q3 | $1.15 | -0.78% | $172.27 | 1 | yes | yes | -4.02% | +1.22% | |
| Q2 | $1.15 | -0.52% | $166.49 | 1 | yes | yes | -6.99% | -1.54% | |
| Q1 | $1.07 | -0.33% | $164.52 | 1 | yes | yes | -6.78% | -5.43% | |
| Q4 | $1.07 | -0.02% | $160.16 | 1 | yes | yes | -0.21% | +4.51% | |
| Q3 | $1.07 | -0.71% | $157.91 | 29 | no | yes | -2.68% | -0.87% | |
| Q2 | $1.07 | -1.02% | $148.22 | 2 | yes | yes | -1.55% | +0.31% |
- +0.37%
- +3.51%
- -1.32%
- +0.89%
- -3.02%
- -0.73%
- -0.33%
- -4.64%
- -1.59%
- +0.94%
- -1.96%
- +0.56%
- +0.95%
- -0.31%
- +1.22%
- -1.54%
- -5.43%
- +4.51%
- -0.87%
- +0.31%
PEP 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 | 11 | 55% | |
| 2–3 days | 4 | 20% | |
| 4–5 days | 0 | 0% | |
| 6–10 days | 2 | 10% | |
| 11–30 days | 2 | 10% | |
| 30+ | 1 | 5% |
PEP Dividend Capture Calculator — After-Tax Yield
Pre-filled with PEP'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
- $296.00
- After-tax dividend
- $192.40
- Slippage round-trip
- -$32.14
- Net if price returns to pre-ex
- +$160.26
- Required recovery to break even
- 0.00%
- Per-event after-tax yield
- +0.50%
- Annual if all succeed
- ~25.1%
PEP Dividend Capture Backtest Simulator
Replay every historical PEP 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 · PEP (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 |
|---|---|
| +0.73% | |
| -0.87% | |
| +0.67% | |
| +0.65% | |
| +0.69% | |
| +0.67% | |
| +0.62% | |
| +0.67% | |
| +0.69% | |
| -1.96% | |
| +0.76% | |
| -1.59% | |
| -4.64% | |
| -0.33% | |
| +0.84% | |
| +0.88% | |
| +1.08% | |
| +0.97% | |
| +0.97% | |
| +0.89% |
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.