1. A computer implemented method of constructing an index of assets (I), the method performed by at least one processor operable to perform the method, the method comprising: (a) accessing by the at least one processor of one or more databases storing and permitting retrieval of data (D) about a plurality of entities (E) and a plurality of corresponding assets (A) each issued by or having been issued by at least one of the plurality of entities (E); (b) selecting by the at least one processor a universe (U) of said plurality of entities (E) based on any measure of size (SZ) of said entities; (c) receiving by the at least one processor at least one objective measure of scale (O) regarding one or more of the plurality of entities (E) associated with said corresponding assets (A); (d) retrieving by the at least one processor one or more of said data (D) about a plurality of said entities (E) and said corresponding assets (A); (e) selecting by the at least one processor a subset of said universe (SU) comprising said one or more data (D) to be a quantitative data (Q) reflecting the amount of said at least one objective measure of scale (O) associated with each of said entities (E), wherein said selecting of said subset of said universe (SU) comprises: selecting said entities (E) of the subset of said universe (SU) based on said received at least one objective measure of scale (O) wherein said at least one objective measure of scale (O) (i) is substantially independent of the market prices (P) of any of said assets (A); and (ii) is substantially independent of said market capitalization (MC) of any of said entities (E), wherein said at least one objective measure of scale (O) comprises a measure of the size (SZ) of each said entity (E) associated with each said given asset (A), and wherein said measure of the size (SZ) of each said entity (E) corresponding to each said asset (A) comprises at least one of: gross revenue of a said entity (E) associated with a said asset (A), sales of a said entity (E) associated with a said asset (A), debt to equity adjusted sales of a said entity (E), earnings of a said entity (E) associated with a said asset (A), income of a said entity (E) associated with a said asset (A), earnings before interest and tax (EBIT) of a said entity (E) associated with a said asset (A), earnings before interest, taxes, depreciation and amortization (EBITDA) of a said entity (E) associated with a said asset (A), number of employees of a said entity (E) associated with a said asset (A), book value of a said entity (E) associated with a said asset (A), cumulative retained cashflow of a said entity (E), assets of a said entity (E) associated with a said asset (A), liabilities of a said entity (E) associated with a said asset (A), net worth of a said entity (E) associated with a said asset (A), cashflow of a said entity (E) associated with a said asset (A), any dividends of a said entity (E) associated with a said asset (A), any dividend yield of a said entity (E) associated with a said asset (A), any distribution to asset (A) holders by a said entity (E), any asset (A) buybacks by a said entity (E), an attribute relating to employees of a said entity (E) associated with a said asset (A), an attribute relating to floor space of a said entity (E) associated with a said asset (A), an attribute relating to office space of a said entity (E) associated with a said asset (A), an attribute relating to location of a said entity (E) associated with a said asset (A), a demographic measure (DM) of a said entity (E) associated with a said asset (A), or a measure relating to a demographic attribute of a said entity (E) associated with a said asset (A); wherein said selecting by the at least one processor of said subset of said universe (SU) comprises: (i) ranking by the at least one processor said entities (E) of said universe (U) based upon a said quantitative data (Q) associated with the at least one objective measure of scale (O) of each of said entities (E); and (ii) selecting said subset (SU) by the at least one processor based on said ranking wherein said subset (SU) comprises an index of assets (I) of the entities (E) to comprise the plurality of constituent index assets (IA) comprising the index of assets (I); and (f) calculating by the at least one processor percentage weights for the index of assets (I) to be objective measure of scale weights (OW) substantially independent of (i) any of said market prices (P) of any of said assets (A); and (ii) any of said market capitalization (MC) of any of said entities (E), wherein the calculating comprises: (i) adding the quantitative data (Q) of each of said at least one objective measure of scale (O) for all of said constituent index assets (IA) to yield a sum total quantitative data (SUMQ) for said at least one objective measure of scale; and (ii) dividing a said quantitative data (Q) of a said at least one objective measure of scale (O) for each said constituent index asset (IA) by the sum total quantitative data (SUMQ) to yield the objective measure of scale weight (OW) of each of the constituent index assets (IA) comprising the index of assets (I), wherein said at least one objective measure of scale (O) comprises a measure of the size (SZ) of each said entity (E) associated with each said given constituent index asset (IA), and wherein said measure of the size (SZ) of each said entity (E) corresponding to each said constituent index asset (IA) comprises at least one of: gross revenue of a said entity (E) associated with said constituent index asset (IA), sales of a said entity (E) associated with said constituent index asset (IA), debt to equity adjusted sales of a said constituent index asset (IA), earnings of a said entity (E) associated with a said constituent index asset (IA), income of a said entity (E) associated with said constituent index asset (IA), earnings before interest and tax (EBIT) of a said entity (E) associated with said constituent index asset (IA), earnings before interest, taxes, depreciation and amortization (EBITDA) of a said entity (E) associated with said constituent index asset (IA), number of employees of a said entity (E) associated with said constituent index asset (IA), book value of a said entity (E) associated with said constituent index asset (IA), cumulative retained cashflow of a said entity (E) associated with said constituent index asset (IA), assets of a said entity (E) associated with said constituent index asset (IA), liabilities of a said entity (E) associated with said constituent index asset (IA), net worth of a said entity (E) associated with said constituent index asset (IA), cashflow of a said entity (E) associated with said constituent index asset (IA), any dividends of a said entity (E) associated with said constituent index asset (IA), any dividend yield of a said entity (E) associated with a said constituent index asset (IA), any distribution to asset (A) holders by a said entity (E) associated with a said constituent index asset (IA), any asset (A) buybacks by a said entity (E) associated with a said constituent index asset (IA), an attribute relating to employees of a said entity (E) associated with said constituent index asset (IA), an attribute relating to floor space of a said entity (E) associated with said constituent index asset (IA), an attribute relating to office space of a said entity (E) associated with said constituent index asset (IA), an attribute relating to location of a said entity (E) associated with said constituent index asset (IA), a demographic measure (DM) of a said entity (E) associated with said constituent index asset (IA), or a measure relating to a demographic attribute of a said entity (E) associated with said constituent index asset (IA).