If you wanted to earn a 10%+ annual return with a holding period is a minimum of 10 years, which companies would be your best bets?
My highest conviction is BRK.B (also my biggest holding). Other potentials: Costco (COST), Discovery (DISCA), Altria (MO), Kroger (KR), T. Rowe Price (TROW) By annual return I mean dividends (if any) + share price appreciation Edit: Title should read "..with a minimum holding period of 10 years"
A new corporation and accountant submitted an annual corporate tax return for 3 months period only. Does that make sense?
please bear with me. I registered a corporation back in October 2021 and in January 2022 requested my accountant to file my taxes (HST) thinking HE is the accountant, he will take care of shit. He ended up submitting my “annual” tax return as well deciding that my tax yeafiscal year would be December end and that December 2021 was my first year of filing. He charged me a fees for that as well. Just got to read stuff at CRA’s website and it doesn’t really say there’s a hard and fast rule to have a december year end. So i suppose he could have disclosed a September 30 year end for me with September 2022 being the FIRST year of annual tax return. And this is what he should have charged me the fees for rather than doing an October-December 2021 annual return. Am I making sense? Am I missing something here with regards to the rules?
How to convert monthly returns over a 5 year period to an annualized return?
I am looking to convert monthly returns to annuals so if someone can help me with it, it would be great. Basically I have a stock's monthly return over 5 years. I found the HPR excluding dividends for every month giving me 59 returns. (I did not consider 1st month). I want to convert this to annualized return over a five year period. Please let me know how I can convert it. I used (1 + Return %)^60 but the numbers turned too high so I am not very confident.
Holding period return is the total return received from holding an asset or portfolio of assets over a period of time, known as the holding period, generally expressed as a percentage. Holding period return is calculated on the basis of total returns from the asset or portfolio. For example, if a stock purchased at 100 is held for 1 year and is sold at 120, the HPR will be 1.2 (120/100). It is particularly useful for comparing returns between investments held for different periods of time.Holding period yield is expressed as a percentage, of the income gained by holding the asset upon its initial value. For example, in the case of our stock, HPY will be (120-100)/100 expressed as a percentage or 20%. HPY is used to compare assets of different classes as a percentage is a more standardized approach.
Summary of all realized swing trade P/Ls: There were only 18% losers. Average profit was 5.55% per trade. Annualized profit would be 22.2% (assuming a 3 month holding period with reinvestments of gains). Holding periods were significantly less.
Here is the summary of all closed trades including performance. This week I did the majority of tax loss harvesting for 2021. Only major losers where I am not convinced they will turn in time are DKNG and TWTR. There were only 18% losing trades and the average profit was 5.55% on all trades. For simplicity reasons I calculate with a 3 month holding period. In reality the average holding period was way less. Annualized profit (if reinvested) would be 22.2% just based on swing trades. Everything was posted either real time or latest end of day. Realized P/L of all swing trade recommendations: AXP +10% KMI +13% RF +13% TFC +12% SLB +8.5% EWH +2.5% UFPI +15% CLF +11% EQIX +10% LEN +10.7% ETH +4.5% X +20.2% (21 trading days) DD +15% (3 trading days) QCOM +21.2% (18 trading days) EXPE +8.3% (5 trading days) GE +9.4% (34 trading days) SBUX +4.7% (19 trading days) UDOW 13.8% TQQQ 15% SOXL 19% UYM 15% CURE +12.8% (10 trading days) 40% URTY bought July 21 and August 19: +9.9% 30% of URTY +33% This week's trades (ending 11-12): BTC +8% LYFT +19.5% ATI +13.8% FDX +9% WHR +7.9% WOR +7.2% SKX +6% AMZN +5% DE +4% PPG +3.7% MMM +2.3% CVNA +1.9% Tax loss harvesting ARNC -1.2% DIS -4.6% ALL -7.9% ATVI -12.7% BAND -15% PYPL -23.4% CGC -38.6% (was never officially recommended but still counts) CHGG - 48.8% Realized P/L of all recommendations: 36/8 - 44 total (18% Losers) Average profit per trade: +5.55%
Question: In debt asset management (e.g. HY bonds), how do you calculate returns on a specific bond investment, which you have multiple buys/sells in over the holding period? Thus not portfolio return, but investment return.
Hi all, I hope this is an ok place to ask this: Case: Assume you find a corporate bond you want to invest in. You then invest in it below par several times over the years, and you also sell bits of your holdings above par. It then matures, and you get your remaining nominal amount back at par. You therefore have uneven cash flows and uneven periods. Let’s assume the interest is fixed rate, although FRN can also come into play. Question: What is the most correct and the most market-conform way to calculate annualised returns on the corporate bond investment, *according to fixed income/debt asset management*, if you calculate the return for the multiple investments and divestments in this bond, as a whole? Pooling all the cash flows, the buys, sells and coupons and the redemption. Thoughts on solution: I could divide it up per buy, as an individual investment, but that quickly becomes messy, particularly, how to get to ONE single return on the bond. I could use IRR, but that would factor in the time value of money, and I am not sure that is the norm in debt asset management - furthermore, there seems to be some dispute on whether this assumes reinvestment of exited amounts during the holding period or not, and thus there are alternatives like MIRR, but that does not help my case. The most common seems to be holding period returns, which then are annualised – but this method does not apply when I have multiple, seemingly random buys and sells in the bond etc. I could go down the time-weighted return road, use a sort of NAV approach and geometrically link the returns?
Many people are afraid of repeating the Japanese stock market bubble in the US. From 01/1990 to 12/2019, the Japanese stock market index annual return was 2.36%. Meanwhile, during the same period, Japan's value index yearly return was 7.96%. Factor diversification is essential.
[Raman Bhardwaj] Football to return in Scotland this weekend. SPFL statement: “Clubs may wish to hold a period of silence and/or play the National Anthem ahead of kick-off and players may wish to wear black armbands.”
Historically, gains from real estate investments have locked in investors with long-term holding periods. Dijitru’s innovative platform allows investors to realize these high returns with no minimum hold time. Learn more about Dijitru here: https://bit.ly/3BWb0rB.
So my earnings and leave statement for pay period 13 is way off! How common is this, and how do I go about getting the money I'm owed, and my leave hours returned to my annual leave balance as well?
I track everything myself because it's just the type of person I am, plus the accounting these poor administrative assistants have to keep up with is ridiculous, so I know they will eventually make mistakes, and sometimes even disgusting mistakes like what just happened to me. I loved the military, because the pay was always the same so long as it wasn't an anniversary or new promotion, and I am seriously contemplating applying for a government job that pays salary, because there's too much room for them to mess up my pay here. Anyway, how often does this happen, and how long does it take to get fixed?
Simple Boglehead question: If we generally expect the market to return 6-9% annually over very long periods, why would one enter at a time when VTI has returned closer to 15% over the previous 4 years?
I know it's a cardinal sin to try to time the market, however, it does seem reasonable to choose an entry point based on long-term trendlines. Collins seems to advise to pump your capital into indexes whenever it's available. Can someone explain to me how that doesn't contradict his larger philosophy of regression to the mean?
Long-term annualized equity investment returns as predicted by levels of household equity ownership (since 1946). This is a remarkable predictor, but will the relationship between these two variables continue to hold?
It’s literally high risk high return, hold for 5 yrs like initial investors who invested in bitcoin’s early days to reduce risks! [proof that Dogecoin is alright](https://www.investopedia.com/ask/answers/041415/variance-good-or-bad-stock-investors.asp)
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