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).
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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.
Wall Street Words: An A to Z Guide to Investment Terms for Today's Investor by David L. Scott. Copyright © 2003 by Houghton Mifflin Company. Published by Houghton Mifflin Company. All rights reserved. All rights reserved.
References in periodicals archive ?
To convert an n-month bank discount basis rate to an annualized 1-month holding period yield on a bond interest basis:
6 All holding period yields are assumed to be reported on a common basis.
Statistical data for the in-sample residuals, the estimated term premia, and the ex-post holding period yields are depicted in Table 5.