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.
| Adım | What the lab does | Başvuru |
|---|---|---|
| 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 |
| Belirsizlik | 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) |
| Duyarlılık | 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 |
| Erken uyarı | 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.
Durum
The Global Risks Index’in metodolojisi, yapısı ve tanımları, uygulama için değil, inceleme ve yorum için dolaşıma sunulmuş hazırlık niteliğinde bir çalışma taslağıdır (2026). Bir sürüm yönetilen bir kanıt kesitinden yayımlanana kadar hiçbir değer görünmez; değerler o zaman aralıkları, sınıfları, kaynakları ve düzeltme yollarını taşır. Simülatörler yayımlanan yöntemleri sizin seçtiğiniz sayılarla çalıştırır ve asla bir NXS-GRX değeri göstermez.
NXS-GRX ne değildir
NXS-GRX bir araştırma ve risk analitiği bilgisidir. Kredi ya da ESG derecelendirmesi değildir ve derecelendirme ölçeği kullanmaz; finansal araçlar için gösterge, resmî istatistik, acil durum uyarısı ya da resmî sınıflandırma ve tavsiye değildir. Gerçek kişileri değerlendirmek için kullanılmamalıdır. Risk sınıfları yayımlanmış bir ölçek üzerindeki bantlardır, asla ülkelerin ya da kişilerin sıralaması değildir.
Kurumlar ve kaynaklar
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.
Her değer, kendi lisanslarını koruyan kaynaklarının atfını taşır. Harici adlara yalnızca birlikte çalışabilirlik amacıyla atıf yapılır. Nexus tarafından yazılan metinlerin yayımlandığında CC BY 4.0 kapsamında olması amaçlanmaktadır.
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.