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Black-Scholes Option Valuation Assumptions (Detail)

6 Months Ended

Aug. 01, 2020

Aug. 03, 2019

Share-based Compensation Arrangement by Share-based Payment Award [Line Items]

Risk-free interest rate

^[1]

2.20%

Risk-free interest rate, minimum

^[1]

0.30%

Risk-free interest rate, maximum

^[1]

0.60%

Dividend yield

2.40%

Volatility factor

^[2]

38.20%

Volatility factor, minimum

^[2]

43.10%

Volatility factor, maximum

^[2]

48.70%

Weighted-average expected term

^[3]

4 years 4 months 24 days

4 years 4 months 24 days

Minimum

Share-based Compensation Arrangement by Share-based Payment Award [Line Items]

Dividend yield

3.50%

Maximum

Share-based Compensation Arrangement by Share-based Payment Award [Line Items]

Dividend yield

6.00%

[1]	Based on the U.S. Treasury yield curve in effect at the time of grant with a term consistent with the expected life of our stock options.
[2]	Based on historical volatility of the Company’s common stock.
[3]	Represents the period of time options are expected to be outstanding. The weighted average expected option terms were determined based on historical experience.

X

- 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.

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-SubTopic 10
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-Paragraph 2
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The estimated measure of the 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.

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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.

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Expected term of award under share-based payment arrangement, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days.

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