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Share-Based Compensation - Range of Assumptions Used and Resulting Weighted-Average Fair Value of Options Granted at Date of Grant (Detail) (USD $)
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3 Months Ended | 9 Months Ended | ||
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Sep. 29, 2012
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Oct. 01, 2011
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Sep. 29, 2012
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Oct. 01, 2011
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| Range of assumptions used and resulting weighted-average fair value of options granted at the date of grant | ||||
| Risk-free interest rate, minimum | 0.70% | 1.00% | 0.70% | 1.00% |
| Risk-free interest rate, maximum | 1.00% | 1.90% | 1.30% | 2.50% |
| Expected term, years | 5 years 6 months | 5 years 3 months 18 days | 5 years 6 months | 5 years 3 months 18 days |
| Estimated volatility, minimum | 36.80% | 36.70% | 36.80% | 36.70% |
| Estimated volatility, maximum | 37.80% | 41.80% | 42.60% | 41.80% |
| Expected dividends | 0.00% | 0.00% | 0.00% | 0.00% |
| Weighted average fair value of option granted | $ 8.41 | $ 10.34 | $ 8.10 | $ 11.50 |
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- Details
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- Definition
The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
Expected term of share-based compensation awards, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
The estimated measure of the maximum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period. No definition available.
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- Definition
The estimated measure of the minimum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period. No definition available.
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- Definition
The maximum risk-free interest rate assumption that is used in valuing an option on its own shares. No definition available.
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- Definition
The minimum risk-free interest rate assumption that is used in valuing an option on its own shares. No definition available.
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- Definition
The weighted average grant-date fair value of options granted during the reporting period as calculated by applying the disclosed option pricing methodology. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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