Abstract: Construction of an index of assets comprises a computer having program code executing within a memory of the computer so as to define a universe of eligible companies using one or more filter criteria provided by a user. The companies in the eligible universe are ranked with regard to one or more parameters, each of which represents objective accounting-based data of the respective company. Respective rankings of each company are transformed into respective composite scores. A relative ranking among an index-component subset of the companies in the eligible universe is defined using the each index component's composite score in relation to the composite score of the other index components. In this way, a relative composite score results, which is used to weight the index components. The weighting results are output to the user. A method for such index construction is also disclosed.