What is the dividend capture success rate for STT?

Across the last 20 ex-dividend events for State Street (STT), the post-ex intraday high reached the pre-ex close within 30 trading days in 95% 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 STT to recover its dividend gap?

Historically, STT touches its pre-ex close in a median of 1 trading day, with the best case at 1 and the worst case at 6 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 STT large enough to capture?

STT has a signal-to-noise ratio of 0.35 (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.

How does STT compare to its sector for dividend capture?

Within Financial Services, the median 30-day pre-ex touch rate is 95%. STT sits at 95% — at or below the sector benchmark.

Why does STT 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.

State Street (STT) Dividend Capture: 0.66% per event (2.6% annualized)

Updated May 6, 202620 eventshigh

State Street

STT

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.

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.

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%
+0.41pp vs sector
Best / worst touch (days): 1 / 6

Next ex-dividend

The company has not declared a dividend, and we don't have enough recent history to extrapolate a reliable estimate.

How STT 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.

Full sector ranking

30-day touch rate
#31of 101
Beats ~69% of peers on this metric
Median days to touch
#1of 101
Beats ~99% of peers on this metric
Signal-to-noise
#34of 101
Beats ~66% of peers on this metric

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
Apr 1, 2026	Q2	$0.84	0.51%	$126.56	1	yes	yes	-0.73%	+10.09%
Jan 2, 2026	Q1	$0.84	-0.33%	$129.01	1	yes	yes	-1.54%	+3.41%
Oct 1, 2025	Q4	$0.84	-1.21%	$116.01	3	yes	yes	-4.43%	+1.31%
Jul 1, 2025	Q3	$0.76	-1.01%	$106.34	1	yes	yes	-4.10%	+3.59%
Apr 1, 2025	Q2	$0.76	-1.17%	$89.53	2	yes	yes	-18.68%	-15.01%
Jan 2, 2025	Q1	$0.76	-0.02%	$98.15	1	yes	yes	-5.38%	-3.55%
Oct 1, 2024	Q4	$0.76	-1.10%	$88.47	6	no	yes	-3.87%	+0.97%
Jul 1, 2024	Q3	$0.69	-0.45%	$74.00	1	yes	yes	-1.82%	+1.50%
Mar 28, 2024	Q1	$0.69	-0.30%	$76.88	1	yes	yes	-5.24%	-0.51%
Dec 29, 2023	Q4	$0.69	-0.75%	$78.42	3	yes	yes	-3.57%	+0.89%
Sep 29, 2023	Q3	$0.69	-0.27%	$67.56	1	yes	yes	-6.59%	-2.52%
Jun 30, 2023	Q2	$0.63	0.36%	$73.14	1	yes	yes	-6.96%	+2.72%
Mar 31, 2023	Q1	$0.63	-0.32%	$75.00	1	yes	yes	-2.12%	+3.95%
Dec 30, 2022	Q4	$0.63	-1.54%	$78.34	2	yes	yes	-2.40%	+4.08%
Sep 30, 2022	Q3	$0.63	-0.29%	$61.72	1	yes	yes	-5.02%	+1.65%
Jun 30, 2022	Q2	$0.57	-3.70%	$64.08	6	no	yes	-8.24%	-0.75%
Mar 31, 2022	Q1	$0.57	-2.04%	$92.11	>30	no	no	-12.31%	-8.23%
Dec 31, 2021	Q4	$0.57	-1.01%	$93.24	1	yes	yes	-1.05%	+9.64%
Sep 30, 2021	Q3	$0.57	0.00%	$86.54	1	yes	yes	-2.35%	+3.59%
Jun 30, 2021	Q2	$0.52	-1.25%	$82.20	1	yes	yes	-3.66%	-2.54%

Ex-date Apr 1, 2026Q2
Dividend
$0.84
Gap %
0.51%
Pre-ex close
$126.56
High touch (td)
1
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-0.73%
P&L 5d %
+10.09%
Ex-date Jan 2, 2026Q1
Dividend
$0.84
Gap %
-0.33%
Pre-ex close
$129.01
High touch (td)
1
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-1.54%
P&L 5d %
+3.41%
Ex-date Oct 1, 2025Q4
Dividend
$0.84
Gap %
-1.21%
Pre-ex close
$116.01
High touch (td)
3
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-4.43%
P&L 5d %
+1.31%
Ex-date Jul 1, 2025Q3
Dividend
$0.76
Gap %
-1.01%
Pre-ex close
$106.34
High touch (td)
1
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-4.10%
P&L 5d %
+3.59%
Ex-date Apr 1, 2025Q2
Dividend
$0.76
Gap %
-1.17%
Pre-ex close
$89.53
High touch (td)
2
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-18.68%
P&L 5d %
-15.01%
Ex-date Jan 2, 2025Q1
Dividend
$0.76
Gap %
-0.02%
Pre-ex close
$98.15
High touch (td)
1
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-5.38%
P&L 5d %
-3.55%
Ex-date Oct 1, 2024Q4
Dividend
$0.76
Gap %
-1.10%
Pre-ex close
$88.47
High touch (td)
6
Recovered 5d
no
Recovered 30d
yes
Drawdown
-3.87%
P&L 5d %
+0.97%
Ex-date Jul 1, 2024Q3
Dividend
$0.69
Gap %
-0.45%
Pre-ex close
$74.00
High touch (td)
1
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-1.82%
P&L 5d %
+1.50%
Ex-date Mar 28, 2024Q1
Dividend
$0.69
Gap %
-0.30%
Pre-ex close
$76.88
High touch (td)
1
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-5.24%
P&L 5d %
-0.51%
Ex-date Dec 29, 2023Q4
Dividend
$0.69
Gap %
-0.75%
Pre-ex close
$78.42
High touch (td)
3
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-3.57%
P&L 5d %
+0.89%
Ex-date Sep 29, 2023Q3
Dividend
$0.69
Gap %
-0.27%
Pre-ex close
$67.56
High touch (td)
1
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-6.59%
P&L 5d %
-2.52%
Ex-date Jun 30, 2023Q2
Dividend
$0.63
Gap %
0.36%
Pre-ex close
$73.14
High touch (td)
1
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-6.96%
P&L 5d %
+2.72%
Ex-date Mar 31, 2023Q1
Dividend
$0.63
Gap %
-0.32%
Pre-ex close
$75.00
High touch (td)
1
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-2.12%
P&L 5d %
+3.95%
Ex-date Dec 30, 2022Q4
Dividend
$0.63
Gap %
-1.54%
Pre-ex close
$78.34
High touch (td)
2
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-2.40%
P&L 5d %
+4.08%
Ex-date Sep 30, 2022Q3
Dividend
$0.63
Gap %
-0.29%
Pre-ex close
$61.72
High touch (td)
1
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-5.02%
P&L 5d %
+1.65%
Ex-date Jun 30, 2022Q2
Dividend
$0.57
Gap %
-3.70%
Pre-ex close
$64.08
High touch (td)
6
Recovered 5d
no
Recovered 30d
yes
Drawdown
-8.24%
P&L 5d %
-0.75%
Ex-date Mar 31, 2022Q1
Dividend
$0.57
Gap %
-2.04%
Pre-ex close
$92.11
High touch (td)
>30
Recovered 5d
no
Recovered 30d
no
Drawdown
-12.31%
P&L 5d %
-8.23%
Ex-date Dec 31, 2021Q4
Dividend
$0.57
Gap %
-1.01%
Pre-ex close
$93.24
High touch (td)
1
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-1.05%
P&L 5d %
+9.64%
Ex-date Sep 30, 2021Q3
Dividend
$0.57
Gap %
0.00%
Pre-ex close
$86.54
High touch (td)
1
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-2.35%
P&L 5d %
+3.59%
Ex-date Jun 30, 2021Q2
Dividend
$0.52
Gap %
-1.25%
Pre-ex close
$82.20
High touch (td)
1
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-3.66%
P&L 5d %
-2.54%

STT Pre-Ex Touch Time Distribution

20 events analyzedHigh touched pre-ex within 5 trading days: 85% (17 events)

≤ 1 day
1365%
2–3 days
420%
4–5 days
00%
6–10 days
210%
11–30 days
00%
30+
15%

65% within 1d · 85% within 5d · 95% within 30d

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.

STT dividend ($)STT price ($)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: $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%

Scenariosbase rate 95%

Best (limit fills)+$83.89

Average (base rate)+$75.49

Worst (no recovery)$84.11

Open in full calculator →

STT Dividend Capture Backtest Simulator

Replay every historical STT 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)+0.28%

Win rate (20 trades)

90%

Cumulative P&L

+5.53%Sum of per-event % (not compounded)

Buy & hold (same sample)

+72.62%Span: Jun 30, 2021 → Apr 1, 2026 · long-horizon total return vs repeating capture cycles

Best event

Sep 29, 2023+1.02%

Worst event

Mar 31, 2022-8.23%

Cumulative P&L (equity curve)

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

Jun 30, 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 · 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
Jun 30, 2021	+0.63%
Sep 30, 2021	+0.66%
Dec 31, 2021	+0.61%
Mar 31, 2022	-8.23%
Jun 30, 2022	-0.75%
Sep 30, 2022	+1.02%
Dec 30, 2022	+0.80%
Mar 31, 2023	+0.84%
Jun 30, 2023	+0.86%
Sep 29, 2023	+1.02%
Dec 29, 2023	+0.88%
Mar 28, 2024	+0.90%
Jul 1, 2024	+0.93%
Oct 1, 2024	+0.97%
Jan 2, 2025	+0.77%
Apr 1, 2025	+0.85%
Jul 1, 2025	+0.71%
Oct 1, 2025	+0.72%
Jan 2, 2026	+0.65%
Apr 1, 2026	+0.66%

Looking for full price seasonality? See STT seasonality →

Frequently asked questions

What is the dividend capture success rate for STT?: Across the last 20 ex-dividend events for State Street (STT), the post-ex intraday high reached the pre-ex close within 30 trading days in 95% 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 STT to recover its dividend gap?: Historically, STT touches its pre-ex close in a median of 1 trading day, with the best case at 1 and the worst case at 6 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 STT large enough to capture?: STT has a signal-to-noise ratio of 0.35 (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.
How does STT compare to its sector for dividend capture?: Within Financial Services, the median 30-day pre-ex touch rate is 95%. STT sits at 95% — at or below the sector benchmark.
Why does STT 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.