AMERISAFE (AMSF) has touched its pre-ex close within 30 trading days in 75% of the last 20 ex-dividend events, with a median time-to-touch of 2 trading days (limit-order recovery basis). The dividend is below the typical daily price swing (signal-to-noise 0.98), meaning ordinary day-to-day noise can easily exceed the dividend itself.
Versus its sector, AMSF sits noticeably below the Financial Services sector benchmark of 95%. The sector median time-to-touch is 1 trading day, so this ticker touches more slowly than peers.
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 11, 2026 (±5 days), based on the historical pattern; the company has not yet declared a dividend.
- Touch rate (30d)
- 75%-20pp vs sector
- Median days-to-touch
- 2d+1.0d vs sector
- Signal-to-noise
- 0.98+0.68 vs sector
Recovery engine
TL;DR over the most recent 20 events.
| Metric | Value | vs sector |
|---|---|---|
| 30-day touch rate | 75% | -20pp vs sector |
| Median days-to-touch | 2d | +1.0d vs sector |
| Signal-to-noise (div / ATR) | 0.98 | +0.68 vs sector |
| Avg gap on ex-date | -2.13% | -1.55pp vs sector |
| Win rate at MOC exit | 30% | — |
| Median drawdown during hold | -4.70% | -0.33pp vs sector |
| Best / worst touch (days) | 1 / 23 | — |
Next ex-dividend
Estimated from historical pattern ±5 days.
| Dividend | $0.41 |
| Per-event yield | 1.25% |
| Annualized yield | 8.25% |
| Previously paid | Mar 13, 2026 ($0.41) |
| Last record date | Mar 13, 2026 |
| Last payment date | Mar 20, 2026 |
AMSF 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 AMERISAFE (AMSF). 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 | $0.41 | -0.70% | $32.92 | 1 | yes | yes | -2.31% | -0.67% | |
| Q4 | $1.39 | -3.81% | $39.13 | 5 | yes | yes | -7.13% | +3.68% | |
| Q3 | $0.39 | -1.32% | $45.39 | >30 | no | no | -6.08% | -2.45% | |
| Q2 | $0.39 | -1.13% | $45.25 | 23 | no | yes | -5.33% | -1.44% | |
| Q1 | $0.39 | -0.27% | $50.93 | 1 | yes | yes | -3.34% | +1.30% | |
| Q4 | $3.37 | -5.68% | $58.84 | >30 | no | no | -12.22% | -3.01% | |
| Q3 | $0.37 | -0.55% | $48.99 | 6 | no | yes | -4.08% | +0.39% | |
| Q2 | $0.37 | -0.35% | $42.50 | 2 | yes | yes | -1.25% | +1.46% | |
| Q1 | $0.37 | -0.06% | $53.33 | 1 | yes | yes | -6.28% | -4.41% | |
| Q4 | $3.84 | -8.01% | $51.80 | >30 | no | no | -9.38% | -0.73% | |
| Q3 | $0.34 | -0.27% | $52.04 | 1 | yes | yes | -3.77% | -0.25% | |
| Q2 | $0.34 | -0.64% | $52.77 | 1 | yes | yes | -2.90% | -0.45% | |
| Q1 | $0.34 | -0.63% | $52.29 | 21 | no | yes | -7.09% | -2.41% | |
| Q4 | $4.31 | -6.64% | $59.37 | >30 | no | no | -16.20% | -6.67% | |
| Q3 | $0.31 | -1.05% | $48.38 | 1 | yes | yes | -3.41% | -1.74% | |
| Q2 | $0.31 | -1.06% | $49.85 | 4 | yes | yes | -3.71% | +3.43% | |
| Q1 | $0.31 | -1.38% | $47.03 | 2 | yes | yes | -2.49% | +3.02% | |
| Q4 | $0.29 | -0.25% | $52.82 | 1 | yes | yes | -2.10% | -0.57% | |
| Q4 | $4.00 | -7.89% | $63.72 | >30 | no | no | -15.52% | -6.14% | |
| Q3 | $0.29 | -0.85% | $57.55 | 13 | no | yes | -7.04% | -5.70% |
- -0.67%
- +3.68%
- -2.45%
- -1.44%
- +1.30%
- -3.01%
- +0.39%
- +1.46%
- -4.41%
- -0.73%
- -0.25%
- -0.45%
- -2.41%
- -6.67%
- -1.74%
- +3.43%
- +3.02%
- -0.57%
- -6.14%
- -5.70%
AMSF 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 | 7 | 35% | |
| 2–3 days | 2 | 10% | |
| 4–5 days | 2 | 10% | |
| 6–10 days | 1 | 5% | |
| 11–30 days | 3 | 15% | |
| 30+ | 5 | 25% |
AMSF Dividend Capture Calculator — After-Tax Yield
Pre-filled with AMSF'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
- $82.00
- After-tax dividend
- $53.30
- Slippage round-trip
- -$6.58
- Net if price returns to pre-ex
- +$46.72
- Required recovery to break even
- 0.00%
- Per-event after-tax yield
- +0.71%
- Annual if all succeed
- ~35.8%
AMSF Dividend Capture Backtest Simulator
Replay every historical AMSF 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 · AMSF (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 |
|---|---|
| -5.70% | |
| -6.14% | |
| +0.55% | |
| +0.66% | |
| +0.62% | |
| +0.64% | |
| -6.67% | |
| -2.41% | |
| +0.64% | |
| +0.65% | |
| -0.73% | |
| +0.69% | |
| +0.87% | |
| +0.39% | |
| -3.01% | |
| +0.77% | |
| -1.44% | |
| -2.45% | |
| +3.55% | |
| +1.25% |
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.