# 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 ?
This is a more pragmatic method of calculation of returns for momentum and contrarian strategies as it can pinpoint marginal returns of each holding period returns.
Thus, this paper offers insight into the research question: from the strategic management viewpoint, which financial performance measures should the firm management focus on to increase future holding period returns? The answer to this question could also potentially benefit investment managers through greater understanding of those key factors that improve the overall holding period returns from improved investment portfolio management.
(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.
Their analysis of contrarian strategies showed that the holding period returns of past period losers outperform the past period winners in all 1 to 12 months strategies.
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).
sub.t-1] + t-1] + [[alpha].sub.2] [[alpha].sub.2] [h.sub.t-1] + [g.sub.2] [h.sub.t-1] [D.sub.2] + [g.sub.3] [D.sub.3] [[epsilon].sub.t] | [[epsilon].sub.t] | [[OMEGA].sub.t-1] [[OMEGA].sub.t-1] ~ ~ N(0, [h.sub.t]), N(0, [h.sub.t]) where [R.sub.t] is the ex post holding period returns; [R.sub.m], is the return on the S&P 500 index, and [ltr.sub.t] is the holding period returns associated with a long-term U.S.
The simple average of the holding period returns is 15% for both the manager and the benchmark.
Romer's wealth effect variable is a 12-month holding period returns. Her specification of the wealth effect has a problem.
On the other hand, [W.sub.t], the wealth effect may not be affected by the November 1900 observation because this variable is calculated as holding period returns from the September Index numbers only.

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