# holding period return

(redirected from Holding Period Yields)

## 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 ?
6 All holding period yields are assumed to be reported on a common basis.
Let [r.sub.it] represent the nominal holding period yield on monetary asset i in period t, and let [R.sub.t] be the nominal holding period yield on the benchmark asset, called the benchmark rate, in period t.(6) The nominal user cost of monetary asset i in period t, [Mathematical Expression Omitted], is equal to the nominal value of interest income foregone by holding a unit of that asset for one period, [Mathematical Expression Omitted], discounted by [1/(1 + [R.sub.t])] to reflect the receipt of interest at the end of the period:
To convert an annualized 1-month holding period yield on a bank interest (360-day) basis to an annualized 1-month holding period yield on a bond interest (365-day) basis.
To convert an annual effective yield on a bond interest basis to an annualized 1-month holding period yield on a bond interest basis:
To convert an annual effective yield on a bank interest basis to an annualized 1-month holding period yield on a bond interest basis:
Statistical data for the in-sample residuals, the estimated term premia, and the ex-post holding period yields are depicted in Table 5.
In estimating term premia (for the case in which k = 2), first define the excess holding period yield, [y.sub.t](n, m), as
One possible explanation for this result is that the excess holding period yield on federal funds involves both a term premia derived from a consumption-based asset pricing model as well as default risk that may be uncorrelated with the term premia.

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