Compute an indicator for n components and store the results in a vector

Hi, Matlab users, I have the following code to compute Marginal Expected Shortfall for one company:

% We need to have the same days for market_returns and firm_returns

if length(firm_returns)~=length(market_returns)
    error('Unequal number of days for firm and market');
end

% Find the 5% quantile the market return

low_threshold = prctile(market_returns,5);

% Find the 5% worst days for the market return

worst_days = market_returns < low_threshold;

% Take the average of the firm's returns during the worst days of the
% market

mes = mean(firm_returns(worst_days));

Now, I have 2+ companies from the same country, and the same market portfolio (index). How can I change the above code to compute mes for all companies and store the results in a vector? I'm a newbie here and I'm thinking for a 'for loop' but don't know how to apply. Many thanks.