Cosmetic and personal care product manufacturers are not required to prove the claims they make about their products or to test their products for safety. However, if the product's safety has not been established, the product requires the label to state: "WARNING: The safety of this product has not been determined." According to EWG in their evaluation, they did not find a single product with this warning on the label.
Note: The absence of the warning from all labels does not mean that the industry is doing their job and proving their products are safe. They are just ignoring the requirement to place the warning on the label. You can find out why this is the case in Dying To Look Good.