Stocks · NASDAQ · Consumer Cyclical · United States
MAR — Marriot International Class A
Marriot International Class A (MAR) is a consumer cyclical stock listed on NASDAQ (United States). At the close of September 29, 2026 it traded at 361.62 (+0.85% on the day), +5.8% over one month, -1.6% over three months, +36.7% over twelve months. The InvestMuse composite score is -13 on a −100 to +100 scale, a mixed read that ranks #783 of about 1,221 assets. The strongest of its nine dimensions are Trend (+40) and Regime (hidden Markov model) (+30); the weakest is Sector edge (-48). Its volatility regime from the hidden Markov model is Hot. 53 news articles in the last 30 days carried an average tone of +0.21 (on −1 to +1).
The facts
| Last close | 361.62 (September 29, 2026) |
|---|---|
| 1 day / 1 month / 3 months / 12 months | +0.85% / +5.8% / -1.6% / +36.7% |
| 52-week range | 256.90 – 401.72 |
| Composite score | -13 / 100 · mixed view · rank #783 |
| Volatility regime (HMM) | Hot |
| Resistance levels | 130.00, 170.00 |
| Trailing P/E | 38.6 |
| Market cap | $99.8B |
The nine dimensions
Each dimension is scored from −100 to +100; the composite is their weighted blend. Composite of 9 dimensions; not a recommendation.
- Regime (hidden Markov model)+30
- Technical indicators-34
- Trend+40
- Support / resistance0
- Fundamentals-19
- Sector edge-48
- News sentiment+21
- Momentum+6
- Chart patterns and zones-40
How this read is made
Every night InvestMuse scores about 1,221 stocks, crypto assets, currencies, commodities and indices on nine dimensions: a hidden Markov model regime, technical indicators, trend, support and resistance from price clustering, fundamentals, the gap to sector peers, news sentiment, momentum, and chart patterns with demand/supply zones and Fibonacci levels. Members race each other with $100,000 of play money, against five fictional fund managers and the InvestMuse algorithm.
Data as of September 29, 2026. Observations from public market data — not investment advice, not a recommendation to buy or sell.