Purpose - The purpose of this paper is to examine the question: What shall we measure? and offers preliminary answers. Data for innovation management and policy must be valid, reliable, relevant and actionable. Design and approach - The paper examines trends within finance, environment and institutions and society, all with regard to innovation and technology. It examines how these trends interact with each other and with measurement of innovation and socio-technical change. Findings - In the future, measurement for innovation policy must occur in markedly different ways - and on quite different scales - than is currently the practice. The paper concludes with a future-oriented list of items to be measured, with preliminary guidelines on how to organize to measure them. Research limitations/implications - Foresight researchers must put new emphasis on measurement. Practical implications - Local and national statistical agencies will have to measure new indicators and organize differently to measure them. Social implications - Voters may be eager to embrace principles and goals, though they fail to find excitement in the more tedious issues of measurement. It is incumbent on us to pay more attention to measurement, to resist governments\' and lobbyists\' efforts to introduce special-interest bias into public statistics, and to carry the story to the public of the importance of measurement. Much of the policy change that is now needed is needed because of past and current harmful human behaviors. Nicholas Sarkozy (Press 2011) concisely stated the rationale for this paper: \"We will not change our behavior unless we change the ways we measure\". Originality/value - This concept paper goes beyond other indexes and proposals to identify new phenomena that must be measured. In contrast to other works which are oriented to measurement-push (toward policy), the present paper makes bold assertions about the trends needing to be addressed by policy, then proposes measurement based on policy-pull. It argues against premature worldwide statistical standards, and for Popperian \"multiple engineering experiments\". The USA must \"get back into the future business\" - President Bill Clinton, at the Milken Institute Global Conference 2012.