The U.S. Equities Cumulative Adjustment Factors dataset provides forward and backward cumulative price and volume adjustment factors for all corporate events affecting U.S. equity securities. These cumulative factors enable users to transform raw historical price and volume series into consistently adjusted time series in a single step. Each adjustment record is accompanied by the corresponding event type and adjustment reason, ensuring transparency and auditability of the underlying corporate actions. The dataset is designed for users who require fully normalized historical data for valuation, back-testing, and longitudinal market analysis. Coverage includes all U.S. exchange-listed equities, with historical data available from 2007 onward.