A method for selecting investment assets for a portfolio is based upon a
score derived for each asset which is indicative of its style, for
example, whether a stock is predominantly a growth or a value stock.
Different sets of score factors are designated for assessing an asset's
score with respect to a first characteristic, or style, indicated by one
set of score factors and with respect to a second characteristic, or
style, indicated by the second set of factors. Based on the asset's score
from one set of score factors relative to its score from a second set of
score factors, the asset's predominant character can be determined. Also,
an index for a number of assets can be computed in which each constituent
asset's weight is determined by the asset's score with respect to one
style or another.