Risk-ON Risk-Off Index (KCRORO): Liquidity

KCROROLother indicatorsFree tier

Series IDKCROROL
UnitsPercentage Points
FrequencyDaily
Categoryother indicators
Latest observation2026-10-22
HistoryPoint-in-time: every value as first published plus each revision, so backtests see only what was known on the day

Latest reading

The latest Risk-ON Risk-Off Index (KCRORO): Liquidity observation, for 2026-10-22, is 0.0007 Percentage Points, down from 0.0728 for 2026-10-21. It has not been revised since it was first published. 100.0% of observations in this history were revised after first release.

Latest observation2026-10-22
Latest value0.0007 Percentage Points
Previous0.0728 (2026-10-21)
Change-0.0721 (-99.0%)
First published value0.0007
Last release2026-10-23
Vintages stored92
Observations6,087
Largest revision (5 years)2026-07-14: 0.0009 → 3.1198

Get it in Python

import finzdata as yf
df = yf.Client().macro("KCROROL")
df.tail()

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