Yahoo! doesn't have data for delisted or bankrupt companies, a "survivorship bias." You need a set of companies that lacks this bias, and the set of Russell 30

Yahoo! doesn't have data for delisted or bankrupt companies, a "survivorship bias." You need a set of companies that lacks this bias, and the set of Russell 3000 index constituents is a good set to use. Some of the older Russel 3000 companies will be missing from Yahoo, because they are delisted or bankrupt. You need to find a secondary source for them, or "back-fill" your securities master.