Ameren (AEE) has touched its pre-ex close within 30 trading days in 100% 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 0.45), meaning ordinary day-to-day noise can easily exceed the dividend itself.
Versus its sector, AEE sits roughly in line with the Utilities 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 8, 2026 (±0 days), based on the historical pattern; the company has not yet declared a dividend.
- Touch rate (30d)
- 100%+5pp vs sector
- Median days-to-touch
- 1din line with sector
- Signal-to-noise
- 0.45in line with sector
Recovery engine
TL;DR over the most recent 19 events.
| Metric | Value | vs sector |
|---|---|---|
| 30-day touch rate | 100% | +5pp vs sector |
| Median days-to-touch | 1d | in line with sector |
| Signal-to-noise (div / ATR) | 0.45 | in line with sector |
| Avg gap on ex-date | -0.74% | in line with sector |
| Win rate at MOC exit | 55% | — |
| Median drawdown during hold | -3.12% | +0.72pp vs sector |
| Best / worst touch (days) | 1 / 23 | — |
Next ex-dividend
Estimated from historical pattern ±0 days.
| Dividend | $0.75 |
| Per-event yield | 0.67% |
| Annualized yield | 2.70% |
| Previously paid | Mar 10, 2026 ($0.75) |
| Last record date | Mar 10, 2026 |
| Last payment date | Mar 31, 2026 |
AEE 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 Ameren (AEE). 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 | $0.75 | -1.14% | $111.16 | 1 | yes | yes | -4.95% | +1.64% | |
| Q4 | $0.71 | -0.34% | $99.32 | 1 | yes | yes | -2.77% | -0.62% | |
| Q3 | $0.71 | -1.02% | $99.99 | 3 | yes | yes | -2.09% | -0.72% | |
| Q2 | $0.71 | -0.46% | $95.93 | 1 | yes | yes | -2.53% | -0.88% | |
| Q1 | $0.71 | -0.88% | $99.25 | 1 | yes | yes | -2.18% | +1.32% | |
| Q4 | $0.67 | -0.58% | $91.24 | 23 | no | yes | -5.30% | -3.99% | |
| Q3 | $0.67 | -1.01% | $84.91 | 4 | yes | yes | -2.50% | +0.45% | |
| Q2 | $0.67 | 0.11% | $71.47 | 1 | yes | yes | -2.91% | +0.36% | |
| Q1 | $0.67 | -1.36% | $73.65 | 13 | no | yes | -4.14% | -1.18% | |
| Q4 | $0.63 | -0.91% | $78.18 | 2 | yes | yes | -9.63% | -6.65% | |
| Q3 | $0.63 | -0.61% | $79.27 | 2 | yes | yes | -1.44% | +1.99% | |
| Q2 | $0.63 | -1.59% | $83.53 | 2 | yes | yes | -3.57% | +0.36% | |
| Q1 | $0.63 | -0.02% | $83.31 | 1 | yes | yes | -3.34% | +1.27% | |
| Q4 | $0.59 | -0.91% | $87.25 | 1 | yes | yes | -1.41% | +4.81% | |
| Q3 | $0.59 | -0.31% | $92.93 | 1 | yes | yes | -2.21% | +0.80% | |
| Q2 | $0.59 | -1.09% | $93.15 | 1 | yes | yes | -13.48% | -9.94% | |
| Q1 | $0.59 | -0.11% | $89.57 | 1 | yes | yes | -3.73% | -0.58% | |
| Q4 | $0.55 | -0.64% | $85.94 | 1 | yes | yes | -1.25% | +2.09% | |
| Q3 | $0.55 | -1.21% | $88.11 | 2 | yes | yes | -6.12% | -1.85% | |
| Q2 | $0.55 | -0.73% | $86.13 | 3 | yes | yes | -4.88% | +0.65% |
- +1.64%
- -0.62%
- -0.72%
- -0.88%
- +1.32%
- -3.99%
- +0.45%
- +0.36%
- -1.18%
- -6.65%
- +1.99%
- +0.36%
- +1.27%
- +4.81%
- +0.80%
- -9.94%
- -0.58%
- +2.09%
- -1.85%
- +0.65%
AEE 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 | 6 | 30% | |
| 4–5 days | 1 | 5% | |
| 6–10 days | 0 | 0% | |
| 11–30 days | 2 | 10% | |
| 30+ | 0 | 0% |
AEE Dividend Capture Calculator — After-Tax Yield
Pre-filled with AEE'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
- $150.00
- After-tax dividend
- $97.50
- Slippage round-trip
- -$22.23
- Net if price returns to pre-ex
- +$75.27
- Required recovery to break even
- 0.00%
- Per-event after-tax yield
- +0.34%
- Annual if all succeed
- ~17.1%
AEE Dividend Capture Backtest Simulator
Replay every historical AEE 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 · AEE (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 |
|---|---|
| +0.64% | |
| +0.62% | |
| +0.64% | |
| +0.66% | |
| +0.63% | |
| +0.63% | |
| +0.68% | |
| +0.76% | |
| +0.75% | |
| +0.79% | |
| +0.81% | |
| -1.18% | |
| +0.94% | |
| +0.79% | |
| -3.99% | |
| +0.72% | |
| +0.74% | |
| +0.71% | |
| +0.71% | |
| +0.67% |
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.