holding period return

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Holding Period Return

The return on an investment during the time one holds the investment. The HPR is calculated by taking the income and other gains on the investment and dividing it by the historical cost. It is a useful way to compare the expected return to the actual return. The HPR may be calculated for any type of investment. It is also called the holding period yield (HPY).

holding period return (HPR)

The return achieved on an investment including current income and any change in value during an investor's holding period. This measure proves useful in comparing expected returns on different investments. Also called holding period yield.
References in periodicals archive ?
1) For stocks in month t, we calculate the holding period returns from t- 12 to r - 2 months.
5) Monthly holding period returns of property funds, property fund IPOs, SET Index, and SETPROP Index
Their analysis of contrarian strategies showed that the holding period returns of past period losers outperforme the past period winners in all 1-12 months strategies.
Except for the 3-months/3-months strategy, holding period returns for all the other strategies are gradually declining from portfolio P1 to portfolio P5.
In the second step, I select non-repricing firms with one-year prior holding period returns (from months -12 to -1) that are within +/- 5% of the repricing firm's one-year prior holding period return.
1) To do this, we perform an event analysis of holding period returns to the SSE Composite Index (SSECI).
2]) for the long-term interest rate variable is positive and significant, indicating that life insurer equity values are positively (negatively) related to holding period returns (interest rates).
The simple average of the holding period returns is 15% for both the manager and the benchmark.
Changes in holding period returns that occur late in the holding period are used to explain the annual production of consumer goods, which includes goods that were produced before the changes in the stock market.
It may be helpful to consider the Dow Jones Industrial Average (DJIA) [Pierce, 1982] as a benchmark to compare the S&P and Cowles monthly holding period returns.
We also examine the holding period returns for TIPS and compare these to the holding period returns on conventional Treasury securities, both on an after-tax basis.
Later we consider one-month holding period returns on seasoned T-bills since 1961.