XML 35 R62.htm IDEA: XBRL DOCUMENT v2.4.1.9

Financial Instruments and Fair Value Measurements (Narrative) (Details) (USD $) In Thousands, unless otherwise specified	12 Months Ended					3 Months Ended			9 Months Ended		3 Months Ended	9 Months Ended
	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012	Dec. 31, 2014		Jun. 30, 2014	Dec. 31, 2014		Sep. 30, 2014	Sep. 30, 2014
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fixed interest rate			9.50%us-gaap_DerivativeFixedInterestRate
Fair value adjustments of goodwill			$ 0sri_FairValueAdjustmentOfGoodwill		$ 0sri_FairValueAdjustmentOfGoodwill
Goodwill impairment charge (benefit)	51,458us-gaap_GoodwillImpairmentLoss
Euro-Denominated Foreign Currency Forward Contracts [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Gain (loss) on derivative instruments held for trading purposes, net	1,205us-gaap_GainLossOnDerivativeInstrumentsHeldForTradingPurposesNet / us-gaap_DerivativeByNatureAxis = sri_EuroDenominatedForeignCurrencyForwardContractsMember		(638)us-gaap_GainLossOnDerivativeInstrumentsHeldForTradingPurposesNet / us-gaap_DerivativeByNatureAxis = sri_EuroDenominatedForeignCurrencyForwardContractsMember
Euro-Denominated and Sweedish Krona-Denominated Foreign Currency Forward Contracts [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Gain (loss) on derivative instruments held for trading purposes, net					(492)us-gaap_GainLossOnDerivativeInstrumentsHeldForTradingPurposesNet / us-gaap_DerivativeByNatureAxis = sri_EuroDenominatedAndSweedishKronaDenominatedForeignCurrencyForwardContractsMember
Copper Commodity [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fixed price commodity contracts (in pounds)	317,000sri_FixedPriceCommodityContracts / us-gaap_DerivativeByNatureAxis = sri_CopperCommodityMember		1,582,000sri_FixedPriceCommodityContracts / us-gaap_DerivativeByNatureAxis = sri_CopperCommodityMember
Interest Rate Swap [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Gain on termination of Interest Rate Swap						371us-gaap_DerivativeGainOnDerivative / us-gaap_DerivativeByNatureAxis = us-gaap_InterestRateSwapMember
Reduced interest expense as a result of swap	641sri_IncreaseDecreaseInDerivativeInterestExpenses / us-gaap_DerivativeByNatureAxis = us-gaap_InterestRateSwapMember		810sri_IncreaseDecreaseInDerivativeInterestExpenses / us-gaap_DerivativeByNatureAxis = us-gaap_InterestRateSwapMember		736sri_IncreaseDecreaseInDerivativeInterestExpenses / us-gaap_DerivativeByNatureAxis = us-gaap_InterestRateSwapMember
Senior Notes [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Face value of senior secured notes			175,000us-gaap_SecuredLongTermDebt / us-gaap_LongtermDebtTypeAxis = us-gaap_SeniorNotesMember		175,000us-gaap_SecuredLongTermDebt / us-gaap_LongtermDebtTypeAxis = us-gaap_SeniorNotesMember
Estimated fair value of senior secured notes			190,100us-gaap_LongTermDebtFairValue / us-gaap_LongtermDebtTypeAxis = us-gaap_SeniorNotesMember
Variable interest rate in addition to LIBOR			7.20%us-gaap_DerivativeVariableInterestRate / us-gaap_LongtermDebtTypeAxis = us-gaap_SeniorNotesMember
Fixed interest rate			9.50%us-gaap_DerivativeFixedInterestRate / us-gaap_LongtermDebtTypeAxis = us-gaap_SeniorNotesMember
Cash Flow Hedging [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Amount from cash flow hedge derivatives to be reclassified in the next year	1sri_AmountFromCashFlowHedgeDerivativesToBeReclassified / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember					1sri_AmountFromCashFlowHedgeDerivativesToBeReclassified / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember			1sri_AmountFromCashFlowHedgeDerivativesToBeReclassified / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember
Designated as Hedging Instrument [Member] | U.S. Dollar Denominated Foreign Currency Forward Contracts Euro Functional Currency [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Notional amounts	4,266invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = sri_U.s.DollarDenominatedForeignCurrencyForwardContractsEuroFunctionalCurrencyMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember		0invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = sri_U.s.DollarDenominatedForeignCurrencyForwardContractsEuroFunctionalCurrencyMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember			4,266invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = sri_U.s.DollarDenominatedForeignCurrencyForwardContractsEuroFunctionalCurrencyMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember			4,266invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = sri_U.s.DollarDenominatedForeignCurrencyForwardContractsEuroFunctionalCurrencyMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember
Designated as Hedging Instrument [Member] | U.S. Dollar Denominated Foreign Currency Forward Contracts, Swedish Krona Functional Currency [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Notional amounts	11,718invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = sri_U.s.DollarDenominatedForeignCurrencyForwardContractsSwedishKronaFunctionalCurrencyMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember		0invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = sri_U.s.DollarDenominatedForeignCurrencyForwardContractsSwedishKronaFunctionalCurrencyMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember			11,718invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = sri_U.s.DollarDenominatedForeignCurrencyForwardContractsSwedishKronaFunctionalCurrencyMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember			11,718invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = sri_U.s.DollarDenominatedForeignCurrencyForwardContractsSwedishKronaFunctionalCurrencyMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember
Designated as Hedging Instrument [Member] | Mexican Peso-Denominated Foreign Currency Forward Contracts [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Notional amounts	10,282invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = sri_MexicanPesoDenominatedForeignCurrencyForwardContractsMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember					10,282invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = sri_MexicanPesoDenominatedForeignCurrencyForwardContractsMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember			10,282invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = sri_MexicanPesoDenominatedForeignCurrencyForwardContractsMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember
Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member] | Forward Currency Contracts [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Notional amounts	26,267invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = us-gaap_ForwardContractsMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember	[1]	45,000invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = us-gaap_ForwardContractsMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember	[1]		26,267invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = us-gaap_ForwardContractsMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember	[1]		26,267invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = us-gaap_ForwardContractsMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember	[1]
Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member] | Mexican Peso-Denominated Foreign Currency Forward Contracts [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Notional amounts			45,000invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = sri_MexicanPesoDenominatedForeignCurrencyForwardContractsMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember
Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member] | Copper Commodity [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fixed price commodity contracts (in pounds)			1,582,000sri_FixedPriceCommodityContracts / us-gaap_DerivativeByNatureAxis = sri_CopperCommodityMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember	[1]
Designated as Hedging Instrument [Member] | Fair Value Hedging [Member] | Interest Rate Swap [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Notional amounts			45,000invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = us-gaap_InterestRateSwapMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_FairValueHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember	[1]
Not Designated as Hedging Instrument [Member] | Forward Currency Contracts [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Notional amounts	3,523invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = us-gaap_ForwardContractsMember / us-gaap_HedgingDesignationAxis = us-gaap_NondesignatedMember	[1]	13,335invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = us-gaap_ForwardContractsMember / us-gaap_HedgingDesignationAxis = us-gaap_NondesignatedMember	[1]		3,523invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = us-gaap_ForwardContractsMember / us-gaap_HedgingDesignationAxis = us-gaap_NondesignatedMember	[1]		3,523invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = us-gaap_ForwardContractsMember / us-gaap_HedgingDesignationAxis = us-gaap_NondesignatedMember	[1]
Not Designated as Hedging Instrument [Member] | Euro-Denominated Foreign Currency Forward Contracts [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Notional amounts	3,523invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = sri_EuroDenominatedForeignCurrencyForwardContractsMember / us-gaap_HedgingDesignationAxis = us-gaap_NondesignatedMember		13,335invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = sri_EuroDenominatedForeignCurrencyForwardContractsMember / us-gaap_HedgingDesignationAxis = us-gaap_NondesignatedMember			3,523invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = sri_EuroDenominatedForeignCurrencyForwardContractsMember / us-gaap_HedgingDesignationAxis = us-gaap_NondesignatedMember			3,523invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = sri_EuroDenominatedForeignCurrencyForwardContractsMember / us-gaap_HedgingDesignationAxis = us-gaap_NondesignatedMember
Not Designated as Hedging Instrument [Member] | Copper Commodity [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fixed price commodity contracts (in pounds)	317,000sri_FixedPriceCommodityContracts / us-gaap_DerivativeByNatureAxis = sri_CopperCommodityMember / us-gaap_HedgingDesignationAxis = us-gaap_NondesignatedMember	[1]
Wiring [Member] | Not Designated as Hedging Instrument [Member] | Mexican Peso-Denominated Foreign Currency Forward Contracts [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Gain recognized on dedesignation of hedge								320sri_GainRecognizedOnDedesignationOfHedge / us-gaap_DerivativeByNatureAxis = sri_MexicanPesoDenominatedForeignCurrencyForwardContractsMember / us-gaap_HedgingDesignationAxis = us-gaap_NondesignatedMember / us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis = sri_WiringMember
Wiring [Member] | Not Designated as Hedging Instrument [Member] | Copper Commodity [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Gain on derivatives not designated as hedging instruments									77us-gaap_DerivativeInstrumentsNotDesignatedAsHedgingInstrumentsGain / us-gaap_DerivativeByNatureAxis = sri_CopperCommodityMember / us-gaap_HedgingDesignationAxis = us-gaap_NondesignatedMember / us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis = sri_WiringMember
PST [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Goodwill impairment charge (benefit)	$ 51,458us-gaap_GoodwillImpairmentLoss / us-gaap_StatementBusinessSegmentsAxis = sri_PstMember					$ 27,960us-gaap_GoodwillImpairmentLoss / us-gaap_StatementBusinessSegmentsAxis = sri_PstMember		$ 29,300us-gaap_GoodwillImpairmentLoss / us-gaap_StatementBusinessSegmentsAxis = sri_PstMember			$ (5,802)us-gaap_GoodwillImpairmentLoss / us-gaap_StatementBusinessSegmentsAxis = sri_PstMember	$ 23,498us-gaap_GoodwillImpairmentLoss / us-gaap_StatementBusinessSegmentsAxis = sri_PstMember
[1] Notional amounts represent the gross contract / notional amount of the derivatives outstanding. The fixed price commoditycontract notional amounts are in pounds.

X

- Definition

Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Article 12

-Section 13

-Sentence Column B

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X

- Definition

Amount from cash flow hedge derivatives to be reclassified in the next year

+ References

No definition available.

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X

- Definition

This element represents the fair value adjustment of goodwill.

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X

- Definition

Quantity of fixed price commodity contracts.

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X

- Definition

Gain Recognized on Dedesignation of Hedge

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No definition available.

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X

- Definition

The net increase decrease in interest expense related to interest rate swap.

+ References

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- Definition

Fixed interest rate related to the interest rate derivative.

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- Definition

Amount of increase in the fair value of derivatives recognized in the income statement.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4A

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- Definition

Amount of realized and unrealized gain of derivative instruments not designated or qualifying as hedging instruments.

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-Name Accounting Standards Codification

-Topic 815

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- Definition

Variable interest rate in effect as of the balance sheet date related to the interest rate derivative.

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X

- Definition

Aggregate net gain and losses (whether realized or unrealized) on all derivative instruments held for trading purposes whether or not settled physically.

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-Publisher FASB

-Name Accounting Standards Codification

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-SubTopic 10

-Section 45

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- Definition

Amount of loss from the write-down of an asset representing the future economic benefits arising from other assets acquired in a business combination that are not individually identified and separately recognized.

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-Publisher FASB

-Name Accounting Standards Codification

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- Definition

The fair value amount of long-term debt whether such amount is presented as a separate caption or as a parenthetical disclosure. Additionally, this element may be used in connection with the fair value disclosures required in the footnote disclosures to the financial statements. The element may be used in both the balance sheet and disclosure in the same submission.

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- Definition

Carrying amount of collateralized debt obligations with maturities initially due after one year or beyond the operating cycle, if longer, excluding the current portion. Obligations include, but not limited to, mortgage loans, chattel loans, and other borrowings secured by assets.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 02

-Paragraph 22

-Article 5



Reference 2: http://www.xbrl.org/2003/role/presentationRef

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-Name Accounting Standards Codification

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