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 ?
For both Shanghai and Paris, we compute the holding period return by looking at the change in value of a market-indexed asset between the close of one session and the opening of the next.
Thus, to capture the unique high-risk, high-growth profile of high-tech acquisitions, one of the benchmarks used is the monthly compounded three-year holding period returns of firms in the same industry as the acquiring firm.
This paper relates changes in default risk, as reflected in holding period returns on corporate bonds, to unexpected accounting signals in an effort to reduce measurement error in default risk.
SIP Holding Period Returns Over One-, Three-, And Five-Year Periods Against Four Different Matching Criteria
The dependent variable in the first regression is the first-month holding period return.
The average holding return for the construction industry, for example, is driven by the large number of contracting firms listed during the property boom in 1985-1988; the three-year average holding period return of 81.
After 24 months in their postmatch period, Greif's holding period return is 100%, while Xerox's holding period return is -36%.
Daily holding period return for the day -17 to day +1 are presented in table 2.
I compute the one-year prior holding period return for each repricing sample firm minus the one-year prior holding period return for the equally- and value-weighted indices.
Table 2 shows some statistics of holding period returns generated by selling short- and medium-maturity straddles at the bid prices and then liquidating the positions (buying back the options at the ask prices) after ten, fifteen, and twenty trading days.
Pre-SEO run-up in issuing firm stock price is the difference in holding period returns to the issuer and its reference portfolio for the 11 months from Trading Month -12 to Trading Month -1 relative to the issue date of the SEO.
The SLCG study explains that investors who hold leveraged and inverse ETFs for periods longer than a day expose themselves to substantial risk that the holding period returns will deviate from the returns to a leveraged or inverse investment in the index.