Just to help new readers, I've created an example to better understand @bluefeet's answer about UNPIVOT.
SELECT id
,entityId
,indicatorname
,indicatorvalue
FROM (VALUES
(1, 1, 'Value of Indicator 1 for entity 1', 'Value of Indicator 2 for entity 1', 'Value of Indicator 3 for entity 1'),
(2, 1, 'Value of Indicator 1 for entity 2', 'Value of Indicator 2 for entity 2', 'Value of Indicator 3 for entity 2'),
(3, 1, 'Value of Indicator 1 for entity 3', 'Value of Indicator 2 for entity 3', 'Value of Indicator 3 for entity 3'),
(4, 2, 'Value of Indicator 1 for entity 4', 'Value of Indicator 2 for entity 4', 'Value of Indicator 3 for entity 4')
) AS Category(ID, EntityId, Indicator1, Indicator2, Indicator3)
UNPIVOT
(
indicatorvalue
FOR indicatorname IN (Indicator1, Indicator2, Indicator3)
) UNPIV;