Index construction and validation, on your data
Build a composite with intervals and rank ranges, see which choices move it, and test whether a signal warns in time. Nothing leaves your browser.
Composite builder and early-warning evaluator
Everything runs in this page. Your table never leaves your browser, and nothing is stored.
Paste a table, open a file or load the synthetic example, then build the composite.
Scores, intervals and rank stability
Statistical coherence
Distribution of each indicator
Which choice moves the ranks
Paste signals and outcomes, or load the synthetic example, then evaluate.
What each step does, and where it comes from
The same steps, with the same rules, build the index itself; the lab lets you see how each choice moves a result.
| 1ステップ進む | What the lab does | 参照番号 |
|---|---|---|
| Outliers | An indicator is treated when its skewness exceeds 2 in absolute value and its kurtosis exceeds 3.5. Treatment winsorises one value at a time, up to five per indicator, then log-transforms if the rule still fails. | JRC Competence Centre on Composite Indicators, ten-step guide |
| Missing values | Left out with the unit scored on what is present, or imputed by the mean or median. Units below the coverage threshold are not scored, and coverage is shown for every unit. | OECD and JRC, Handbook on Constructing Composite Indicators (2008) |
| Normalisation | Min-max to 0 to 100, z-scores, ranks or percentiles. Each indicator is oriented so that a higher value means more risk. | OECD and JRC Handbook, step 5 |
| Weights | Equal, your own, or derived from principal components: components with an eigenvalue above 1 are kept, and each indicator is weighted by its squared loadings, scaled by the variance each component explains. | OECD and JRC Handbook, step 6; Nicoletti, Scarpetta and Boylaud (2000) |
| Aggregation | Arithmetic means let a high value offset a low one in full; geometric means penalise imbalance, so a unit cannot compensate a very low score in one indicator. | Munda and Nardo (2009) on compensability |
| 不確実性 | Every run perturbs the weights, and can draw another normalisation and aggregation. Each unit gets a median rank and the range holding 90% of its runs, so a rank is read with its spread. | Saisana, Saltelli and Tarantola (2005) |
| Sensitivity | First-order indices estimate how much of the variance in the average rank shift each choice explains, by conditioning on that choice alone. | Saltelli et al., Global Sensitivity Analysis: The Primer (2008) |
| Coherence | The correlation matrix, standardised Cronbach’s alpha and the variance explained by each principal component show whether the indicators measure one thing or several. | Cronbach (1951); OECD and JRC Handbook, step 4 |
| 早期警戒 | AUROC with its 95% interval, the ROC curve, and the threshold that maximises Youden’s J and the one that minimises the noise-to-signal ratio. Usefulness weighs missed events against false alarms; the Brier score applies when signals are probabilities. | Hanley and McNeil (1982); Kaminsky and Reinhart (1999); Alessi and Detken (2011); Brier (1950) |
How to read a result
A rank is a range
Two units whose rank ranges overlap cannot be told apart with confidence. Read the median rank with its 90% range.
Choices are disclosed
When one choice, such as the aggregation, explains most of the movement, it deserves the most scrutiny and the clearest justification.
A signal is judged by its errors
An AUROC of 0.5 is no better than chance. The usefulness measure says whether acting on the signal beats ignoring it, given how costly misses are.
Not index values
Lab results are your own calculations. The synthetic example is random numbers, never data, and no result here is a value of the index.
Comment on the methodology
Every comment on the method receives a disposition in the consultation record.
ステータス
The Global Risks Index の手法、構造、定義は準備段階の作業草案（2026 年）であり、レビューと意見募集のために配布されているもので、実施を目的としたものではありません。管理されたエビデンスの区切りから版が公表されるまで、値は一切表示されません。公表後の値には、区間、区分、出典、訂正の経路が付されます。シミュレーターは、公表された手法をあなたが選んだ数値で実行するものであり、NXS-GRX の値を表示することはありません。
NXS-GRX ではないもの
NXS-GRX は研究およびリスク分析の情報です。信用格付や ESG 格付ではなく、格付尺度を用いず、金融商品のベンチマークでも、公的統計でも、緊急警報や公式分類でも、助言でもありません。自然人の評価に用いてはなりません。リスククラスは公開された尺度上の区分であり、国や人の順位付けではありません。
機関と情報源
The Nexus Consortium is stewarded by three independent not-for-profit institutions: The Global Centre for Risk and Innovation (GCRI), through GCRI US in Washington, DC and GCRI Canada in Ontario, with GCRI Canada as Lead Institution, Consortium Secretariat and lead contracting organisation; The Global Risks Forum (GRF); and The Global Risks Alliance (GRA). Technology, infrastructure and service providers work with the Consortium at arm’s length under written agreements, like every other external party in the public-private-planet model, and hold no role in its stewardship.
すべての値には情報源の帰属表示が付され、情報源はそれぞれ独自のライセンスを保持します。外部の名称は相互運用性のためにのみ引用しています。Nexus が執筆したテキストは、公開時に CC BY 4.0 とする予定です。
Avis en français
La méthodologie et les définitions du NXS-GRX sont un projet de travail préparatoire (2026). Le NXS-GRX est une information de recherche et d’analyse des risques : ni notation, ni indice de référence financier, ni statistique officielle, ni alerte, ni conseil. Les classes de risque sont des bandes sur une échelle publiée, non des classements.