Taiwan dividend fill rate
The share of ex-dividend events in the Taiwan market that closed the price gap ('filled') within 5, 10, 20, and 60 trading days, grouped into dividend-yield buckets. Descriptive statistics only, not a forecast.
- as_of
- 2026-09-03
- Sample period
- 2003-12-18 → 2026-09-03
- Rows
- 6
Methodology
After a stock goes ex-dividend its price opens lower by roughly the dividend. It has "filled" once the closing price gets back to at least where it closed the day before going ex. This page shows the share of ex-dividend events that managed that within 5, 10, 20 and 60 trading days, grouped by how large the dividend was relative to the price at the time — that is, the dividend measured against the price it was paid from. Each event is followed for up to 95 calendar days.
Built from price-adjustment factors, 2004 onward — about 22 years. A small number of events that paid a stock dividend and a cash dividend together are included. Historical statistics only, not a forecast.
What this means, and how to use it
This is how to judge whether a dividend is worth collecting. A high fill rate means that, historically, the price tended to climb back to where it was before the ex-dividend drop — so the dividend was income rather than a transfer out of your capital. The pattern in the table is the useful part: the higher the yield bucket, the lower and slower the fill. A very high yield is not free money if the price rarely recovers. Historical statistics, not a forecast.
Fill rate by holding period
Horizontal axis is trading days after the ex-dividend date (5, 10, 20, 60); the four points are read as an ordered sequence, not spaced proportionally. The "ALL" row in the table is the total across buckets, not another bucket, so it is not drawn as a line.
Data
Download CSV| Yield bucket | 5-day | 10-day | 20-day | 60-day | Events |
|---|---|---|---|---|---|
| 1-3% | 45.2% | 56.0% | 66.4% | 78.8% | 4,215 |
| 3-5% | 25.4% | 35.5% | 46.6% | 63.3% | 4,618 |
| 5-7% | 12.0% | 18.8% | 28.4% | 47.7% | 3,401 |
| <1% | 60.6% | 68.6% | 77.5% | 86.0% | 1,339 |
| >=7% | 7.3% | 11.9% | 18.3% | 33.3% | 3,484 |
| ALL | 26.7% | 35.0% | 44.5% | 59.7% | 17,057 |
This page is auto-generated from the TWMD database. Explore all 82 datasets
The figures on this page come from the Price adjustment factors dataset.
Want to query this data yourself? Create a free account.