State Street (STT) 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 0.35), meaning ordinary day-to-day noise can easily exceed the dividend itself.
Versus its sector, STT 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 Jul 1, 2026, with an expected dividend of $0.84.
- Touch rate (30d)
- 95%in line with sector
- Median days-to-touch
- 1din line with sector
- Signal-to-noise
- 0.35in line with sector
Recovery engine
TL;DR over the most recent 20 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) | 0.35 | in line with sector |
| Avg gap on ex-date | -0.79% | -0.22pp vs sector |
| Win rate at MOC exit | 65% | — |
| Median drawdown during hold | -3.98% | +0.39pp vs sector |
| Best / worst touch (days) | 1 / 6 | — |
Next ex-dividend
Confirmed by company declaration.
| Dividend | $0.84 |
| Per-event yield | 0.66% |
| Annualized yield | 2.00% |
| Previously paid | Apr 1, 2026 ($0.84) |
| Last record date | Apr 1, 2026 |
| Last payment date | Apr 13, 2026 |
STT 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 State Street (STT). 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 | $0.84 | 0.51% | $126.56 | 1 | yes | yes | -0.73% | +10.09% | |
| Q1 | $0.84 | -0.33% | $129.01 | 1 | yes | yes | -1.54% | +3.41% | |
| Q4 | $0.84 | -1.21% | $116.01 | 3 | yes | yes | -4.43% | +1.31% | |
| Q3 | $0.76 | -1.01% | $106.34 | 1 | yes | yes | -4.10% | +3.59% | |
| Q2 | $0.76 | -1.17% | $89.53 | 2 | yes | yes | -18.68% | -15.01% | |
| Q1 | $0.76 | -0.02% | $98.15 | 1 | yes | yes | -5.38% | -3.55% | |
| Q4 | $0.76 | -1.10% | $88.47 | 6 | no | yes | -3.87% | +0.97% | |
| Q3 | $0.69 | -0.45% | $74.00 | 1 | yes | yes | -1.82% | +1.50% | |
| Q1 | $0.69 | -0.30% | $76.88 | 1 | yes | yes | -5.24% | -0.51% | |
| Q4 | $0.69 | -0.75% | $78.42 | 3 | yes | yes | -3.57% | +0.89% | |
| Q3 | $0.69 | -0.27% | $67.56 | 1 | yes | yes | -6.59% | -2.52% | |
| Q2 | $0.63 | 0.36% | $73.14 | 1 | yes | yes | -6.96% | +2.72% | |
| Q1 | $0.63 | -0.32% | $75.00 | 1 | yes | yes | -2.12% | +3.95% | |
| Q4 | $0.63 | -1.54% | $78.34 | 2 | yes | yes | -2.40% | +4.08% | |
| Q3 | $0.63 | -0.29% | $61.72 | 1 | yes | yes | -5.02% | +1.65% | |
| Q2 | $0.57 | -3.70% | $64.08 | 6 | no | yes | -8.24% | -0.75% | |
| Q1 | $0.57 | -2.04% | $92.11 | >30 | no | no | -12.31% | -8.23% | |
| Q4 | $0.57 | -1.01% | $93.24 | 1 | yes | yes | -1.05% | +9.64% | |
| Q3 | $0.57 | 0.00% | $86.54 | 1 | yes | yes | -2.35% | +3.59% | |
| Q2 | $0.52 | -1.25% | $82.20 | 1 | yes | yes | -3.66% | -2.54% |
- +10.09%
- +3.41%
- +1.31%
- +3.59%
- -15.01%
- -3.55%
- +0.97%
- +1.50%
- -0.51%
- +0.89%
- -2.52%
- +2.72%
- +3.95%
- +4.08%
- +1.65%
- -0.75%
- -8.23%
- +9.64%
- +3.59%
- -2.54%
STT 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 | 13 | 65% | |
| 2–3 days | 4 | 20% | |
| 4–5 days | 0 | 0% | |
| 6–10 days | 2 | 10% | |
| 11–30 days | 0 | 0% | |
| 30+ | 1 | 5% |
STT Dividend Capture Calculator — After-Tax Yield
Pre-filled with STT'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
- $168.00
- After-tax dividend
- $109.20
- Slippage round-trip
- -$25.31
- Net if price returns to pre-ex
- +$83.89
- Required recovery to break even
- 0.00%
- Per-event after-tax yield
- +0.33%
- Annual if all succeed
- ~16.7%
STT Dividend Capture Backtest Simulator
Replay every historical STT 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 · STT (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 |
|---|---|
| +0.63% | |
| +0.66% | |
| +0.61% | |
| -8.23% | |
| -0.75% | |
| +1.02% | |
| +0.80% | |
| +0.84% | |
| +0.86% | |
| +1.02% | |
| +0.88% | |
| +0.90% | |
| +0.93% | |
| +0.97% | |
| +0.77% | |
| +0.85% | |
| +0.71% | |
| +0.72% | |
| +0.65% | |
| +0.66% |
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.