DECLARE @SQL nvarchar(MAX) = (
    SELECT
          N'ALTER '
          + CASE
                WHEN type_desc ='HEAP'
                THEN 'TABLE '
                + QUOTENAME(OBJECT_SCHEMA_NAME(object_id))
                + N'.'
                + QUOTENAME(OBJECT_NAME(object_id))
                ELSE 'INDEX '
                + QUOTENAME(name)
                + N' ON '
                + QUOTENAME(OBJECT_SCHEMA_NAME(object_id))
                + N'.'
                + QUOTENAME(OBJECT_NAME(object_id))
        END
        + N' REBUILD WITH(DATA_COMPRESSION=ROW);
'
    FROM sys.indexes
    WHERE
        OBJECTPROPERTYEX(object_id, 'IsMSShipped') = 0
        AND EXISTS(
            SELECT 1
            FROM sys.partitions
            WHERE
                partitions.object_id = indexes.object_id
                AND partitions.index_id = indexes.index_id
                AND data_compression_desc = N'NONE'
            )
    FOR XML PATH(''), TYPE).value('.', 'nvarchar(MAX)');
EXEC sp_executesql @SQL;