Where to Find Dividend Capture and Ex-Dividend Recovery Data

Ex-dividend behavior and forward ex-dividend calendar in one dataset, with drop ratios and recovery odds, from Alphanume.

The dividend capture trade is simple to describe and surprisingly hard to data-mine: buy before the ex-dividend date, collect the dividend, and exit once the price recovers the ex-day drop. To do it systematically you need two things that rarely live together, a history of how ex-days have actually behaved and a forward calendar of upcoming ex-dividend events.

Alphanume combines both in the Dividend Capture dataset.

What the dataset is

Dividend Capture is a calendar-driven view of ex-dividend events. It measures the ex-day price drop versus the dividend (the drop ratio), the net captured, and the number of trading days to recover breakeven. It joins historical ex-day behavior to the forward ex-dividend schedule, so one endpoint answers both "how have ex-days behaved?" and "which dividends are coming up?" It is updated daily at end of day.

Key fields

• date (ex-date), ticker, declaration_date, record_date, pay_date
• cash_amount, frequency, annual_dividend, capture_yield_pct
• drop_ratio_close, drop_ratio_open, net_capture_pct, breakeven_price
• recovery_status, days_to_recover_breakeven, and recovered_within_1d/3d/5d/10d/20d

What you can do with it

• Run a ready-made dividend-capture screen.
• Gauge how much of the dividend the ex-day give-back typically erases.
• Study historical recovery odds across 1, 3, 5, 10, and 20 day windows.
• Read the forward ex-dividend calendar to plan upcoming trades.

How to access it

Historical data is on the free tier as a rolling 30-day delayed window, and the forward calendar via upcoming=true bypasses the delay and is available on the free tier. Pull the next two weeks of ex-dates:

curl "https://api.alphanume.com/v1/dividend-capture?upcoming=true&future_days=14&api_key=alp_your_key"

Grab a free Alphanume API key, read the API documentation, or explore it on Alphanume to browse the calendar.

Two datasets in one

The dividend capture trade needs two things that rarely live together: a history of how ex-days have actually behaved, and a forward calendar of upcoming ex-dividend events. Stitching those together from separate sources is the reason most capture screens are either backward-looking or forward-looking, but not both.

Alphanume joins them into one calendar-driven view. The historical side measures the ex-day drop relative to the dividend, the net captured, and the days to recover breakeven, with recovery flags at 1, 3, 5, 10, and 20 days. The forward side, via upcoming=true, lists the coming ex-dates so you can screen tomorrow's setups against each name's own recovery record.

Frequently asked questions

What is the dividend capture trade?

Buying before the ex-dividend date to collect the dividend, then exiting once the price recovers the ex-day drop. This dataset measures how that has historically played out per name.

What is the drop ratio?

The size of the ex-day price drop relative to the dividend. A drop ratio near 1 means the stock gave back roughly the full dividend on the ex-date.

Does it include upcoming dividends?

Yes. It joins historical ex-day behavior to the forward ex-dividend schedule, so one endpoint answers both how ex-days have behaved and which dividends are coming up.

What recovery windows are tracked?

Recovery is flagged within 1, 3, 5, 10, and 20 trading days, alongside days_to_recover_breakeven, so you can judge how quickly names tend to recover.

Is the forward calendar free?

Yes. Historical data is free on a rolling 30-day delayed window, and the forward calendar via upcoming=true bypasses the delay and is available on the free tier.