The U.S. Equities Basic Adjustment Factors dataset provides adjustment factors that affect price, volume or both for corporate events that impact historical equity time series. Each adjustment entry is accompanied by the adjustment reason, enabling transparent and reproducible application of corporate-action adjustments. The dataset allows users to compute both forward- and backward-adjusted price and volume series, supporting a wide range of analytical and back-testing methodologies. Coverage includes all U.S. exchange-listed equities, with historical data available from 2007 onward.
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