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holding period return : ウィキペディア英語版
holding period return

(詳細はfinance, holding period return (HPR) is the total return on an asset or portfolio over a period during which it was held. It is one of the simplest and most important measures of investment performance.
HPR is the change in value of an investment, asset or portfolio over a particular period. It is the entire gain or loss, which is the sum income and capital gains, divided by the value at the beginning of the period.
:HPR = (End Value - Initial Value) / Initial Value
where the End Value includes income, such as dividends, earned on the investment:
:HPR_n \ = \ \frac
where P_n is the value at the start of the holding period and Income + P_ is the total value at the end of the holding period.
==Annualizing the holding period return==


抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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