We present comparative analysis of multifractal properties for the financial time series built om stock indices of developing (WIG, WIG 20) and developed financial markets (DJIA, S&P 500). It is shown how the multifractal properties change with the change of bessa-hossa trends and between various markets. The influence of positive (negative) returns on the multifractal dynamics of stocks is studied in different time windows - from macroscopic scale (long-lasting trends) up to microscopic scale (daily changes). We also emphesize that one has to adjust properly the scaling range in various markets to keep its multifractal picture. Thus, this scaling range can be an additional measure of multifractal power of the market independently on the width of f(α) spectrum being studied so far.

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