% analize stock compared to index
%% full restart
clear all;
load stocks_XLE;
dim = size(dataMat);

%% calculate returns

ret = (dataMat./lag(dataMat,1)-1)*100;
ret(1,:) = zeros(1,dim(2));

ret_reference = ret(:,1); %reference return, index
for i = 1:dim(2)
    ret(:,i) = ret(:,i)-ret_reference;
end

plot(common_dates,ret);
datetick('x');
%% compare short intervals
period = 10;
bins = floor(dim(1)/period);

mean_ret = zeros(bins,dim(2));
for i=1:bins
    idx = ((i-1)*period+1):((i-1)*period+period);
    mean_ret(i,:) = mean(ret(idx,:));
end

%% plot color
idx = mean_ret<-1;
mean_ret(idx) = -1;

idx = mean_ret>1;
mean_ret(idx) = 1;

imagesc(mean_ret);
colorbar;