Constellation Energy (CEG) Dividend Capture: 0.13% per event (0.5% annualized)
Constellation Energy (CEG) has touched its pre-ex close within 30 trading days in 94% of the last 17 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 0.06), meaning ordinary day-to-day noise can easily exceed the dividend itself.
Versus its sector, CEG 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 confirmed ex-dividend date is May 15, 2026, with an expected dividend of $0.43.
- Touch rate (30d)
- 94%-1pp vs sector
- Median days-to-touch
- 1din line with sector
- Signal-to-noise
- 0.06-0.40 vs sector
Recovery engine
TL;DR over the most recent 17 events.
- 30-day touch rate
- 94%in line with sector
- Median days-to-touch
- 1din line with sector
- Signal-to-noise (div / ATR)
- 0.06-0.40 vs sector
- Avg gap on ex-date
- -0.27%+0.44pp vs sector
- Win rate at MOC exit
- 71%
- Median drawdown during hold
- -3.73%in line with sector
- Best / worst touch (days)
- 1 / 1
Next ex-dividend
Confirmed by company declaration.
- Dividend
- $0.43
- Per-event yield
- 0.13%
- Annualized yield
- 0.51%
- Previously paid
- Mar 9, 2026 ($0.43)
- Last record date
- Mar 9, 2026
- Last payment date
- Mar 20, 2026
How CEG ranks in Utilities
Compared with other stocks in this sector that pass our capture-quality filter (45 tickers). Lower rank number is better on every metric below.
- 30-day touch rate#29of 45
Beats ~36% of peers on this metric
- Median days to touch#1of 45
Beats ~98% of peers on this metric
- Signal-to-noise#44of 45
Beats ~2% of peers on this metric
CEG Dividend Capture History — Last 17 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 Constellation Energy (CEG). 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 | $0.43 | -2.13% | $319.06 | 1 | yes | yes | -12.91% | -4.09% | |
| Q4 | $0.39 | -0.54% | $338.52 | 1 | yes | yes | -2.26% | +4.72% | |
| Q3 | $0.39 | -0.05% | $322.23 | 1 | yes | yes | -5.42% | -3.46% | |
| Q2 | $0.39 | 0.77% | $284.40 | 1 | yes | yes | -0.84% | +4.74% | |
| Q1 | $0.39 | 0.20% | $207.69 | 1 | yes | yes | -5.84% | +4.41% | |
| Q4 | $0.35 | -0.24% | $225.38 | 1 | yes | yes | -1.86% | +11.03% | |
| Q3 | $0.35 | 0.07% | $189.87 | 1 | yes | yes | -4.03% | +1.72% | |
| Q2 | $0.35 | -1.94% | $231.27 | >30 | no | no | -15.16% | -9.33% | |
| Q1 | $0.35 | 0.98% | $179.98 | 1 | yes | yes | -9.62% | -8.33% | |
| Q4 | $0.28 | 0.83% | $121.99 | 1 | yes | yes | -1.83% | +1.76% | |
| Q3 | $0.28 | -0.26% | $105.72 | 1 | yes | yes | -1.36% | -0.63% | |
| Q2 | $0.28 | -1.11% | $79.46 | 1 | yes | yes | -1.54% | +2.80% | |
| Q1 | $0.28 | -1.88% | $79.22 | 1 | yes | yes | -8.07% | +0.05% | |
| Q4 | $0.14 | -0.34% | $92.31 | 1 | yes | yes | -3.73% | +1.32% | |
| Q3 | $0.14 | 1.04% | $78.83 | 1 | yes | yes | 0.27% | +2.73% | |
| Q2 | $0.14 | -0.10% | $57.37 | 1 | yes | yes | -7.48% | +0.00% | |
| Q1 | $0.14 | 0.14% | $43.09 | 1 | yes | yes | -2.02% | +15.25% |
Q1
- Dividend
- $0.43
- Gap %
- -2.13%
- Pre-ex close
- $319.06
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -12.91%
- P&L 5d %
- -4.09%
Q4
- Dividend
- $0.39
- Gap %
- -0.54%
- Pre-ex close
- $338.52
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -2.26%
- P&L 5d %
- +4.72%
Q3
- Dividend
- $0.39
- Gap %
- -0.05%
- Pre-ex close
- $322.23
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -5.42%
- P&L 5d %
- -3.46%
Q2
- Dividend
- $0.39
- Gap %
- 0.77%
- Pre-ex close
- $284.40
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -0.84%
- P&L 5d %
- +4.74%
Q1
- Dividend
- $0.39
- Gap %
- 0.20%
- Pre-ex close
- $207.69
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -5.84%
- P&L 5d %
- +4.41%
Q4
- Dividend
- $0.35
- Gap %
- -0.24%
- Pre-ex close
- $225.38
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -1.86%
- P&L 5d %
- +11.03%
Q3
- Dividend
- $0.35
- Gap %
- 0.07%
- Pre-ex close
- $189.87
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -4.03%
- P&L 5d %
- +1.72%
Q2
- Dividend
- $0.35
- Gap %
- -1.94%
- Pre-ex close
- $231.27
- High touch (td)
- >30
- Recovered 5d
- no
- Recovered 30d
- no
- Drawdown
- -15.16%
- P&L 5d %
- -9.33%
Q1
- Dividend
- $0.35
- Gap %
- 0.98%
- Pre-ex close
- $179.98
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -9.62%
- P&L 5d %
- -8.33%
Q4
- Dividend
- $0.28
- Gap %
- 0.83%
- Pre-ex close
- $121.99
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -1.83%
- P&L 5d %
- +1.76%
Q3
- Dividend
- $0.28
- Gap %
- -0.26%
- Pre-ex close
- $105.72
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -1.36%
- P&L 5d %
- -0.63%
Q2
- Dividend
- $0.28
- Gap %
- -1.11%
- Pre-ex close
- $79.46
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -1.54%
- P&L 5d %
- +2.80%
Q1
- Dividend
- $0.28
- Gap %
- -1.88%
- Pre-ex close
- $79.22
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -8.07%
- P&L 5d %
- +0.05%
Q4
- Dividend
- $0.14
- Gap %
- -0.34%
- Pre-ex close
- $92.31
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -3.73%
- P&L 5d %
- +1.32%
Q3
- Dividend
- $0.14
- Gap %
- 1.04%
- Pre-ex close
- $78.83
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- 0.27%
- P&L 5d %
- +2.73%
Q2
- Dividend
- $0.14
- Gap %
- -0.10%
- Pre-ex close
- $57.37
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -7.48%
- P&L 5d %
- +0.00%
Q1
- Dividend
- $0.14
- Gap %
- 0.14%
- Pre-ex close
- $43.09
- High touch (td)
- 1
- Recovered 5d
- yes
- Recovered 30d
- yes
- Drawdown
- -2.02%
- P&L 5d %
- +15.25%
CEG Pre-Ex Touch Time Distribution
- ≤ 1 day1694%
- 2–3 days00%
- 4–5 days00%
- 6–10 days00%
- 11–30 days00%
- 30+16%
94% within 1d · 94% within 5d · 94% within 30d
CEG Dividend Capture Calculator — After-Tax Yield
Pre-filled with CEG'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
- $86.00
- After-tax dividend
- $55.90
- Slippage round-trip
- -$63.81
- Net if price returns to pre-ex
- $-7.91
- Required recovery to break even
- 0.01%
- Per-event after-tax yield
- -0.01%
- Annual if all succeed
- ~-0.6%
CEG Dividend Capture Backtest Simulator
Replay every historical CEG 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
17 trades in this sample · bar height ∝ count in each bucket (gross % per event).
Scenario P&L by event · CEG (17)
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 |
|---|---|
| +0.33% | |
| +0.25% | |
| +0.18% | |
| +0.15% | |
| +0.36% | |
| +0.35% | |
| +0.27% | |
| +0.23% | |
| +0.20% | |
| -9.33% | |
| +0.19% | |
| +0.16% | |
| +0.19% | |
| +0.14% | |
| +0.12% | |
| +0.11% | |
| +0.13% |
Looking for full price seasonality? See CEG seasonality →
Frequently asked questions
What is the dividend capture success rate for CEG?
Across the last 17 ex-dividend events for Constellation Energy (CEG), the post-ex intraday high reached the pre-ex close within 30 trading days in 94% of cases, with a median time-to-touch of 1 trading day. 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 CEG to recover its dividend gap?
Historically, CEG touches its pre-ex close in a median of 1 trading day, with the best case at 1 and the worst case at 1 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 CEG large enough to capture?
CEG has a signal-to-noise ratio of 0.06 (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 CEG?
The next ex-dividend date for Constellation Energy (CEG) is May 15, 2026, confirmed (declared by the company).
How does CEG compare to its sector for dividend capture?
Within Utilities, the median 30-day pre-ex touch rate is 95%. CEG sits at 94% — at or below the sector benchmark.
Why does CEG 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.