AMERISAFE (AMSF) Dividend Capture: 1.25% per event (8.7% annualized)
AMSF
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 confirmed ex-dividend date is Jun 12, 2026, with an expected dividend of $0.41.
- 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.
- 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%-1.56pp vs sector
- Win rate at MOC exit
- 30%
- Median drawdown during hold
- -4.70%-0.32pp vs sector
- Best / worst touch (days)
- 1 / 23
Next ex-dividend
Confirmed by company declaration.
- Dividend
- $0.41
- Per-event yield
- 1.25%
- Annualized yield
- 8.75%
- Previously paid
- Mar 13, 2026 ($0.41)
- Last record date
- Mar 13, 2026
- Last payment date
- Mar 20, 2026
How AMSF 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.
- 30-day touch rate#101of 101
Beats ~0% of peers on this metric
- Median days to touch#94of 101
Beats ~7% of peers on this metric
- Signal-to-noise#5of 101
Beats ~95% of peers on this metric
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% |
Q1
- Dividend
- $0.41
- Gap %
- -0.70%
- Pre-ex close
- $32.92
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -2.31%
- P&L 5d %
- -0.67%
Q4
- Dividend
- $1.39
- Gap %
- -3.81%
- Pre-ex close
- $39.13
- High touch (td)
- 5
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -7.13%
- P&L 5d %
- +3.68%
Q3
- Dividend
- $0.39
- Gap %
- -1.32%
- Pre-ex close
- $45.39
- High touch (td)
- >30
- Recovered 5d
- no
- Recovered 30d
- no
- Drawdown
- -6.08%
- P&L 5d %
- -2.45%
Q2
- Dividend
- $0.39
- Gap %
- -1.13%
- Pre-ex close
- $45.25
- High touch (td)
- 23
- Recovered 5d
- no
- Recovered 30d
- yes
- Drawdown
- -5.33%
- P&L 5d %
- -1.44%
Q1
- Dividend
- $0.39
- Gap %
- -0.27%
- Pre-ex close
- $50.93
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -3.34%
- P&L 5d %
- +1.30%
Q4
- Dividend
- $3.37
- Gap %
- -5.68%
- Pre-ex close
- $58.84
- High touch (td)
- >30
- Recovered 5d
- no
- Recovered 30d
- no
- Drawdown
- -12.22%
- P&L 5d %
- -3.01%
Q3
- Dividend
- $0.37
- Gap %
- -0.55%
- Pre-ex close
- $48.99
- High touch (td)
- 6
- Recovered 5d
- no
- Recovered 30d
- yes
- Drawdown
- -4.08%
- P&L 5d %
- +0.39%
Q2
- Dividend
- $0.37
- Gap %
- -0.35%
- Pre-ex close
- $42.50
- High touch (td)
- 2
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -1.25%
- P&L 5d %
- +1.46%
Q1
- Dividend
- $0.37
- Gap %
- -0.06%
- Pre-ex close
- $53.33
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -6.28%
- P&L 5d %
- -4.41%
Q4
- Dividend
- $3.84
- Gap %
- -8.01%
- Pre-ex close
- $51.80
- High touch (td)
- >30
- Recovered 5d
- no
- Recovered 30d
- no
- Drawdown
- -9.38%
- P&L 5d %
- -0.73%
Q3
- Dividend
- $0.34
- Gap %
- -0.27%
- Pre-ex close
- $52.04
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -3.77%
- P&L 5d %
- -0.25%
Q2
- Dividend
- $0.34
- Gap %
- -0.64%
- Pre-ex close
- $52.77
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -2.90%
- P&L 5d %
- -0.45%
Q1
- Dividend
- $0.34
- Gap %
- -0.63%
- Pre-ex close
- $52.29
- High touch (td)
- 21
- Recovered 5d
- no
- Recovered 30d
- yes
- Drawdown
- -7.09%
- P&L 5d %
- -2.41%
Q4
- Dividend
- $4.31
- Gap %
- -6.64%
- Pre-ex close
- $59.37
- High touch (td)
- >30
- Recovered 5d
- no
- Recovered 30d
- no
- Drawdown
- -16.20%
- P&L 5d %
- -6.67%
Q3
- Dividend
- $0.31
- Gap %
- -1.05%
- Pre-ex close
- $48.38
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -3.41%
- P&L 5d %
- -1.74%
Q2
- Dividend
- $0.31
- Gap %
- -1.06%
- Pre-ex close
- $49.85
- High touch (td)
- 4
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -3.71%
- P&L 5d %
- +3.43%
Q1
- Dividend
- $0.31
- Gap %
- -1.38%
- Pre-ex close
- $47.03
- High touch (td)
- 2
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -2.49%
- P&L 5d %
- +3.02%
Q4
- Dividend
- $0.29
- Gap %
- -0.25%
- Pre-ex close
- $52.82
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -2.10%
- P&L 5d %
- -0.57%
Q4
- Dividend
- $4.00
- Gap %
- -7.89%
- Pre-ex close
- $63.72
- High touch (td)
- >30
- Recovered 5d
- no
- Recovered 30d
- no
- Drawdown
- -15.52%
- P&L 5d %
- -6.14%
Q3
- Dividend
- $0.29
- Gap %
- -0.85%
- Pre-ex close
- $57.55
- High touch (td)
- 13
- Recovered 5d
- no
- Recovered 30d
- yes
- Drawdown
- -7.04%
- P&L 5d %
- -5.70%
AMSF Pre-Ex Touch Time Distribution
- ≤ 1 day735%
- 2–3 days210%
- 4–5 days210%
- 6–10 days15%
- 11–30 days315%
- 30+525%
35% within 1d · 55% within 5d · 75% within 30d
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.
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.
- 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 (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.
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% |
Looking for full price seasonality? See AMSF seasonality →
Frequently asked questions
What is the dividend capture success rate for AMSF?
Across the last 20 ex-dividend events for AMERISAFE (AMSF), the post-ex intraday high reached the pre-ex close within 30 trading days in 75% of cases, with a median time-to-touch of 2 trading days. 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 AMSF to recover its dividend gap?
Historically, AMSF touches its pre-ex close in a median of 2 trading days, with the best case at 1 and the worst case at 23 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 AMSF large enough to capture?
AMSF has a signal-to-noise ratio of 0.98 (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.
When is the next ex-dividend date for AMSF?
The next ex-dividend date for AMERISAFE (AMSF) is Jun 12, 2026, confirmed (declared by the company).
How does AMSF compare to its sector for dividend capture?
Within Financial Services, the median 30-day pre-ex touch rate is 95%. AMSF sits at 75% — at or below the sector benchmark.
Why does AMSF 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.